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Option One Mortgage Loan Trust 2007-5 – ‘8-K’ for 4/27/07 – EX-4.1

On:  Friday, 5/18/07, at 10:27am ET   ·   For:  4/27/07   ·   Accession #:  882377-7-1467   ·   File #:  333-130870-11

Previous ‘8-K’:  ‘8-K’ on 4/30/07 for 4/19/07   ·   Latest ‘8-K’:  This Filing

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 5/18/07  Option One Mtge Loan Trust 2007-5 8-K:2,9     4/27/07    3:6.7M                                   Thacher Proffitt… LLP/FA

Current Report   —   Form 8-K
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 8-K         Option One Mortgage Acceptance Corporation          HTML     42K 
 2: EX-1.1      Underwriting Agreemen                               HTML    240K 
 3: EX-4.1      Pooling and Servicing Agreement                     HTML   8.75M 


EX-4.1   —   Pooling and Servicing Agreement


This exhibit is an HTML Document rendered as filed.  [ Alternative Formats ]



  Unassociated Document  

 
 
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION,
Depositor
 
 
OPTION ONE MORTGAGE CORPORATION,
 
 
Servicer
and
 
 
WELLS FARGO BANK, N.A.,
Trustee
 
 
 
POOLING AND SERVICING AGREEMENT
 
Dated as of April 1, 2007
 
 
 
___________________________
 
Option One Mortgage Loan Trust 2007-5
 
Asset-Backed Certificates, Series 2007-5
 
 






Table of Contents


ARTICLE I
DEFINITIONS
   
SECTION 1.01.
Defined Terms.
SECTION 1.02.
Accounting.
SECTION 1.03.
Allocation of Certain Interest Shortfalls.
SECTION 1.04.
Rights of the NIMS Insurer.
 
ARTICLE II
CONVEYANCE OF MORTGAGE LOANS; ORIGINAL ISSUANCE OF CERTIFICATES
   
SECTION 2.01.
Conveyance of Mortgage Loans.
SECTION 2.02.
Acceptance by Trustee.
SECTION 2.03.
Repurchase or Substitution of Mortgage Loans by the Originator or Responsible Party.
SECTION 2.04.
Intentionally Omitted.
SECTION 2.05.
Representations, Warranties and Covenants of the Servicer.
SECTION 2.06.
Representations and Warranties of the Depositor.
SECTION 2.07.
Issuance of Certificates.
SECTION 2.08.
Authorization to Enter into Interest Rate Swap Agreement.
SECTION 2.09.
Conveyance of REMIC Regular Interests and Acceptance of REMIC 2, REMIC 3, REMIC 4, REMIC 5 and REMIC 6 by the Trustee; Issuance of Certificates.
SECTION 2.10.
Negative Covenants of the Trustee and the Servicer.
 
ARTICLE III
ADMINISTRATION AND SERVICING OF THE MORTGAGE LOANS
   
SECTION 3.01.
Servicer to Act as Servicer.
SECTION 3.02.
Sub-Servicing Agreements Between Servicer and Sub-Servicers.
SECTION 3.03.
Successor Sub-Servicers.
SECTION 3.04.
Liability of the Servicer.
SECTION 3.05.
No Contractual Relationship Between Sub-Servicers and the NIMS Insurer, the Trustee or Certificateholders.
SECTION 3.06.
Assumption or Termination of Sub-Servicing Agreements by Trustee.
SECTION 3.07.
Collection of Certain Mortgage Loan Payments.
SECTION 3.08.
Sub-Servicing Accounts.
SECTION 3.09.
Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
SECTION 3.10.
Collection Account and Distribution Account.
SECTION 3.11.
Withdrawals from the Collection Account and Distribution Account.
SECTION 3.12.
Investment of Funds in the Collection Account and the Distribution Account.
SECTION 3.13.
Rights of the Class C Certificateholder.
SECTION 3.14.
Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.
SECTION 3.15.
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
SECTION 3.16.
Realization Upon Defaulted Mortgage Loans.
SECTION 3.17.
Trustee to Cooperate; Release of Mortgage Files.
SECTION 3.18.
Servicing Compensation.
SECTION 3.19.
Reports to the Trustee; Collection Account Statements.
SECTION 3.20.
Statement as to Compliance.
SECTION 3.21.
Assessment of Compliance and Attestation Report.
SECTION 3.22.
Access to Certain Documentation.
SECTION 3.23.
Title, Management and Disposition of REO Property.
SECTION 3.24.
Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
SECTION 3.25.
Reports Filed with Securities and Exchange Commission.
SECTION 3.26.
Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.
SECTION 3.27.
Solicitations.
SECTION 3.28.
[Reserved].
SECTION 3.29.
Advancing Facility.
 
ARTICLE IV
FLOW OF FUNDS
   
SECTION 4.01.
Distributions.
SECTION 4.02.
[Reserved].
SECTION 4.03.
Statements.
SECTION 4.04.
Remittance Reports; Advances.
SECTION 4.05.
Net WAC Rate Carryover Reserve Account.
SECTION 4.06.
Distributions on the REMIC Regular Interests.
SECTION 4.07.
Allocation of Realized Losses.
SECTION 4.08.
Swap Account.
SECTION 4.09.
Tax Treatment of Swap Payments and Swap Termination Payments
SECTION 4.10.
Swap Collateral Account
SECTION 4.11.
Rights and Obligations Under the Interest Rate Swap Agreement.
 
ARTICLE V
THE CERTIFICATES
   
SECTION 5.01.
The Certificates.
SECTION 5.02.
Registration of Transfer and Exchange of Certificates.
SECTION 5.03.
Mutilated, Destroyed, Lost or Stolen Certificates.
SECTION 5.04.
Persons Deemed Owners.
SECTION 5.05.
Appointment of Paying Agent.
 
ARTICLE VI
THE SERVICER AND THE DEPOSITOR
   
SECTION 6.01.
Liability of the Servicer and the Depositor.
SECTION 6.02.
Merger or Consolidation of, or Assumption of the Obligations of, the Servicer or the Depositor.
SECTION 6.03.
Limitation on Liability of the Servicer and Others.
SECTION 6.04.
Servicer Not to Resign.
SECTION 6.05.
Delegation of Duties.
SECTION 6.06.
[Reserved].
SECTION 6.07.
Inspection.
 
ARTICLE VII
DEFAULT
   
SECTION 7.01.
Servicer Events of Termination.
SECTION 7.02.
Trustee to Act; Appointment of Successor.
SECTION 7.03.
Waiver of Defaults.
SECTION 7.04.
Notification to Certificateholders.
SECTION 7.05.
Survivability of Servicer Liabilities.
 
ARTICLE VIII
THE TRUSTEE
   
SECTION 8.01.
Duties of Trustee.
SECTION 8.02.
Certain Matters Affecting the Trustee.
SECTION 8.03.
Trustee Not Liable for Certificates or Mortgage Loans.
SECTION 8.04.
Trustee May Own Certificates.
SECTION 8.05.
Trustee Fee and Expenses.
SECTION 8.06.
Eligibility Requirements for Trustee.
SECTION 8.07.
Resignation or Removal of Trustee.
SECTION 8.08.
Successor Trustee.
SECTION 8.09.
Merger or Consolidation of Trustee.
SECTION 8.10.
Appointment of Co-Trustee or Separate Trustee.
SECTION 8.11.
Limitation of Liability.
SECTION 8.12.
Trustee May Enforce Claims Without Possession of Certificates.
SECTION 8.13.
Suits for Enforcement.
SECTION 8.14.
Waiver of Bond Requirement.
SECTION 8.15.
Waiver of Inventory, Accounting and Appraisal Requirement.
 
ARTICLE IX
REMIC ADMINISTRATION
   
SECTION 9.01.
REMIC Administration.
SECTION 9.02.
Prohibited Transactions and Activities.
SECTION 9.03.
Indemnification with Respect to Certain Taxes and Loss of REMIC Status.
 
ARTICLE X
TERMINATION
   
SECTION 10.01.
Termination.
SECTION 10.02.
Additional Termination Requirements.
 
ARTICLE XI
MISCELLANEOUS PROVISIONS
   
SECTION 11.01.
Amendment.
SECTION 11.02.
Recordation of Agreement; Counterparts.
SECTION 11.03.
Limitation on Rights of Certificateholders.
SECTION 11.04.
Governing Law; Jurisdiction.
SECTION 11.05.
Notices.
SECTION 11.06.
Severability of Provisions.
SECTION 11.07.
Article and Section References.
SECTION 11.08.
Notice to the Rating Agencies and the NIMS Insurer.
SECTION 11.09.
Further Assurances.
SECTION 11.10.
Third Party Rights.
SECTION 11.11.
Benefits of Agreement.
SECTION 11.12.
Acts of Certificateholders.
SECTION 11.13.
No Petition.
SECTION 11.14.
Intention of the Parties and Interpretation.
 


 
EXHIBITS:
 
   
Exhibit A-1
Form of Class I-A-1 Certificates
Exhibit A-2
Form of Class II-A-1 Certificates
Exhibit A-3
Form of Class II-A-2 Certificates
Exhibit A-4
Form of Class II-A-3 Certificates
Exhibit A-5
Form of Class II-A-4 Certificates
Exhibit A-6
Form of Class M-1 Certificates
Exhibit A-7
Form of Class M-2 Certificates
Exhibit A-8
Form of Class M-3 Certificates
Exhibit A-9
Form of Class M-4 Certificates
Exhibit A-10
Form of Class M-5 Certificates
Exhibit A-11
Form of Class M-6 Certificates
Exhibit A-12
Form of Class M-7 Certificates
Exhibit A-13
Form of Class M-8 Certificates
Exhibit A-14
Form of Class M-9 Certificates
Exhibit A-15
Form of Class C Certificates
Exhibit A-16
Form of Class P Certificates
Exhibit A-17
Form of Class R Certificates
Exhibit A-18
Form of Class R-X Certificates
Exhibit B
[Reserved]
Exhibit C
Form of Mortgage Loan Purchase Agreement
Exhibit D
Mortgage Loan Schedule
Exhibit E
Request for Release
Exhibit F-1
Form of Trustee’s Initial Certification
Exhibit F-2
Form of Trustee’s Final Certification
Exhibit F-3
Form of Receipt of Mortgage Note
Exhibit G
Loss Mitigation Procedures
Exhibit H
Form of Lost Note Affidavit
Exhibit I
Form of Interest Rate Swap Agreement
Exhibit J
Form of Investment Letter
Exhibit K
Form of Residual Certificates Transfer Affidavit
Exhibit L
Form of Transferor Certificate
Exhibit M
Form of ERISA Representation Letter
Exhibit N
Form of Swap Administration Agreement
Exhibit O
Form of Remittance Report
Exhibit P
[Reserved]
Exhibit Q
[Reserved]
Exhibit R-1
Form of Certification to Be Provided by the Depositor with Form 10-K
Exhibit R-2
Form of Certification to Be Provided to Depositor by the Trustee
Exhibit S
Servicing Criteria to Be Addressed in Assessment of Compliance
Exhibit T
Form 10-D, Form 8-K and Form 10-K Reporting Responsibility
Exhibit U
Additional Disclosure Notification
Schedule I
Prepayment Charge Schedule

 

 




This Pooling and Servicing Agreement is dated as of April 1, 2007 (the “Agreement”), among OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as depositor (the “Depositor”), OPTION ONE MORTGAGE CORPORATION, as servicer (the “Servicer”) and WELLS FARGO BANK, N.A., as trustee (the “Trustee”).
 
PRELIMINARY STATEMENT:
 
The Depositor intends to sell pass-through certificates (collectively, the “Certificates”), to be issued hereunder in multiple classes, which in the aggregate will evidence the entire beneficial ownership interest in the Trust Fund created hereunder. The Certificates will consist of eighteen classes of certificates, designated as (i) the Class I-A-1 Certificates, (ii) the Class II-A-1 Certificates, (iii) the Class II-A-2 Certificates, (iv) the Class II-A-3 Certificates, (v) the Class II-A-4 Certificates, (vi) the Class M-1 Certificates, (vii) the Class M-2 Certificates, (viii) the Class M-3 Certificates, (ix) the Class M-4 Certificates, (x) the Class M-5 Certificates, (xi) the Class M-6 Certificates, (xii) the Class M-7 Certificates, (xiii) the Class M-8 Certificates, (xiv) the Class M-9 Certificates, (xv) the Class C Certificates, (xvi) the Class P Certificates, (xvii) the Class R Certificates and (xviii) the Class R-X Certificates.
 



REMIC 1
 
As provided herein, the Trustee shall elect to treat the segregated pool of assets consisting of the Mortgage Loans and certain other related assets subject to this Agreement (exclusive of the Net WAC Rate Carryover Reserve Account, any Servicer Prepayment Charge Payment Amounts, the Swap Account, the Supplemental Interest Trust and the Interest Rate Swap Agreement) as a REMIC for federal income tax purposes, and such segregated pool of assets shall be designated as “REMIC 1.” The Class R-1 Interest shall represent the sole class of “residual interests” in REMIC 1 for purposes of the REMIC Provisions (as defined herein). The following table irrevocably sets forth the designation, the Uncertificated REMIC 1 Pass-Through Rate, the initial Uncertificated Principal Balance and, for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC 1 Regular Interests (as defined herein). None of the REMIC 1 Regular Interests shall be certificated.
 
Designation
 
Uncertificated REMIC 1
Pass-Through Rate
 
Initial
Uncertificated Principal Balance
 
Latest Possible
Maturity Date(1)
I
 
Variable(2)
 
$
71,999,062.53
 
II
 
Variable(2)
 
$
8,120,212.50
 
I-1-A
 
Variable(2)
 
$
5,644,923.75
 
I-1-B
 
Variable(2)
 
$
5,644,923.75
 
I-2-A
 
Variable(2)
 
$
7,235,372.50
 
I-2-B
 
Variable(2)
 
$
7,235,372.50
 
I-3-A
 
Variable(2)
 
$
8,823,346.25
 
I-3-B
 
Variable(2)
 
$
8,823,346.25
 
I-4-A
 
Variable(2)
 
$
10,410,133.75
 
I-4-B
 
Variable(2)
 
$
10,410,133.75
 
I-5-A
 
Variable(2)
 
$
11,954,615.00
 
I-5-B
 
Variable(2)
 
$
11,954,615.00
 
I-6-A
 
Variable(2)
 
$
13,457,360.00
 
I-6-B
 
Variable(2)
 
$
13,457,360.00
 
I-7-A
 
Variable(2)
 
$
14,911,473.75
 
I-7-B
 
Variable(2)
 
$
14,911,473.75
 
I-8-A
 
Variable(2)
 
$
16,254,455.00
 
I-8-B
 
Variable(2)
 
$
16,254,455.00
 
I-9-A
 
Variable(2)
 
$
17,361,210.00
 
I-9-B
 
Variable(2)
 
$
17,361,210.00
 
I-10-A
 
Variable(2)
 
$
17,894,386.25
 
I-10-B
 
Variable(2)
 
$
17,894,386.25
 
I-11-A
 
Variable(2)
 
$
17,681,378.75
 
I-11-B
 
Variable(2)
 
$
17,681,378.75
 
I-12-A
 
Variable(2)
 
$
17,172,991.25
 
I-12-B
 
Variable(2)
 
$
17,172,991.25
 
I-13-A
 
Variable(2)
 
$
16,690,443.75
 
I-13-B
 
Variable(2)
 
$
16,690,443.75
 
I-14-A
 
Variable(2)
 
$
16,209,998.75
 
I-14-B
 
Variable(2)
 
$
16,209,998.75
 
I-15-A
 
Variable(2)
 
$
15,750,166.25
 
I-15-B
 
Variable(2)
 
$
15,750,166.25
 
I-16-A
 
Variable(2)
 
$
15,365,065.00
 
I-16-B
 
Variable(2)
 
$
15,365,065.00
 
I-17-A
 
Variable(2)
 
$
15,004,683.75
 
I-17-B
 
Variable(2)
 
$
15,004,683.75
 
I-18-A
 
Variable(2)
 
$
14,617,033.75
 
I-18-B
 
Variable(2)
 
$
14,617,033.75
 
I-19-A
 
Variable(2)
 
$
14,499,085.00
 
I-19-B
 
Variable(2)
 
$
14,499,085.00
 
I-20-A
 
Variable(2)
 
$
15,917,152.50
 
I-20-B
 
Variable(2)
 
$
15,917,152.50
 
I-21-A
 
Variable(2)
 
$
20,052,918.75
 
I-21-B
 
Variable(2)
 
$
20,052,918.75
 
I-22-A
 
Variable(2)
 
$
26,166,867.50
 
I-22-B
 
Variable(2)
 
$
26,166,867.50
 
I-23-A
 
Variable(2)
 
$
27,252,017.50
 
I-23-B
 
Variable(2)
 
$
27,252,017.50
 
I-24-A
 
Variable(2)
 
$
24,085,871.25
 
I-24-B
 
Variable(2)
 
$
24,085,871.25
 
I-25-A
 
Variable(2)
 
$
19,345,856.25
 
I-25-B
 
Variable(2)
 
$
19,345,856.25
 
I-26-A
 
Variable(2)
 
$
13,518,116.25
 
I-26-B
 
Variable(2)
 
$
13,518,116.25
 
I-27-A
 
Variable(2)
 
$
10,938,855.00
 
I-27-B
 
Variable(2)
 
$
10,938,855.00
 
I-28-A
 
Variable(2)
 
$
10,567,370.00
 
I-28-B
 
Variable(2)
 
$
10,567,370.00
 
I-29-A
 
Variable(2)
 
$
10,209,000.00
 
I-29-B
 
Variable(2)
 
$
10,209,000.00
 
I-30-A
 
Variable(2)
 
$
9,862,995.00
 
I-30-B
 
Variable(2)
 
$
9,862,995.00
 
I-31-A
 
Variable(2)
 
$
9,529,165.00
 
I-31-B
 
Variable(2)
 
$
9,529,165.00
 
I-32-A
 
Variable(2)
 
$
9,206,841.25
 
I-32-B
 
Variable(2)
 
$
9,206,841.25
 
I-33-A
 
Variable(2)
 
$
8,895,480.00
 
I-33-B
 
Variable(2)
 
$
8,895,480.00
 
I-34-A
 
Variable(2)
 
$
8,594,701.25
 
I-34-B
 
Variable(2)
 
$
8,594,701.25
 
I-35-A
 
Variable(2)
 
$
8,303,996.25
 
I-35-B
 
Variable(2)
 
$
8,303,996.25
 
I-36-A
 
Variable(2)
 
$
1,931,535.00
 
I-36-B
 
Variable(2)
 
$
1,931,535.00
 
I-37-A
 
Variable(2)
 
$
6,772,975.00
 
I-37-B
 
Variable(2)
 
$
6,772,975.00
 
I-36-A
 
Variable(2)
 
$
6,545,108.75
 
I-36-B
 
Variable(2)
 
$
6,545,108.75
 
I-37-A
 
Variable(2)
 
$
6,325,070.00
 
I-37-B
 
Variable(2)
 
$
6,325,070.00
 
I-38-A
 
Variable(2)
 
$
6,112,611.25
 
I-38-B
 
Variable(2)
 
$
6,112,611.25
 
I-39-A
 
Variable(2)
 
$
5,907,445.00
 
I-39-B
 
Variable(2)
 
$
5,907,445.00
 
I-40-A
 
Variable(2)
 
$
5,709,338.75
 
I-40-B
 
Variable(2)
 
$
5,709,338.75
 
I-41-A
 
Variable(2)
 
$
5,518,032.50
 
I-41-B
 
Variable(2)
 
$
5,518,032.50
 
I-42-A
 
Variable(2)
 
$
5,333,288.75
 
I-42-B
 
Variable(2)
 
$
5,333,288.75
 
I-43-A
 
Variable(2)
 
$
5,154,878.75
 
I-43-B
 
Variable(2)
 
$
5,154,878.75
 
I-44-A
 
Variable(2)
 
$
4,982,585.00
 
I-44-B
 
Variable(2)
 
$
4,982,585.00
 
I-45-A
 
Variable(2)
 
$
4,816,191.25
 
I-45-B
 
Variable(2)
 
$
4,816,191.25
 
I-46-A
 
Variable(2)
 
$
4,655,502.50
 
I-46-B
 
Variable(2)
 
$
4,655,502.50
 
I-47-A
 
Variable(2)
 
$
4,500,345.00
 
I-47-B
 
Variable(2)
 
$
4,500,345.00
 
I-48-A
 
Variable(2)
 
$
4,350,461.25
 
I-48-B
 
Variable(2)
 
$
4,350,461.25
 
I-49-A
 
Variable(2)
 
$
4,205,702.50
 
I-49-B
 
Variable(2)
 
$
4,205,702.50
 
I-50-A
 
Variable(2)
 
$
4,065,915.00
 
I-50-B
 
Variable(2)
 
$
4,065,915.00
 
I-51-A
 
Variable(2)
 
$
3,930,902.50
 
I-51-B
 
Variable(2)
 
$
3,930,902.50
 
I-52-A
 
Variable(2)
 
$
3,800,610.00
 
I-52-B
 
Variable(2)
 
$
3,800,610.00
 
I-53-A
 
Variable(2)
 
$
3,674,705.00
 
I-53-B
 
Variable(2)
 
$
3,674,705.00
 
I-54-A
 
Variable(2)
 
$
3,553,795.00
 
I-54-B
 
Variable(2)
 
$
3,553,795.00
 
I-55-A
 
Variable(2)
 
$
3,437,430.00
 
I-55-B
 
Variable(2)
 
$
3,437,430.00
 
I-56-A
 
Variable(2)
 
$
3,326,628.75
 
I-56-B
 
Variable(2)
 
$
3,326,628.75
 
I-57-A
 
Variable(2)
 
$
3,217,921.25
 
I-57-B
 
Variable(2)
 
$
3,217,921.25
 
I-58-A
 
Variable(2)
 
$
3,111,641.25
 
I-58-B
 
Variable(2)
 
$
3,111,641.25
 
I-59-A
 
Variable(2)
 
$
3,008,976.25
 
I-59-B
 
Variable(2)
 
$
3,008,976.25
 
I-60-A
 
Variable(2)
 
$
2,909,778.75
 
I-60-B
 
Variable(2)
 
$
2,909,778.75
 
I-61-A
 
Variable(2)
 
$
2,813,920.00
 
I-61-B
 
Variable(2)
 
$
2,813,920.00
 
I-62-A
 
Variable(2)
 
$
2,721,263.75
 
I-62-B
 
Variable(2)
 
$
2,721,263.75
 
I-63-A
 
Variable(2)
 
$
2,631,838.75
 
I-63-B
 
Variable(2)
 
$
2,631,838.75
 
I-64-A
 
Variable(2)
 
$
2,545,478.75
 
I-64-B
 
Variable(2)
 
$
2,545,478.75
 
I-65-A
 
Variable(2)
 
$
2,462,045.00
 
I-65-B
 
Variable(2)
 
$
2,462,045.00
 
I-66-A
 
Variable(2)
 
$
2,381,433.75
 
I-66-B
 
Variable(2)
 
$
2,381,433.75
 
I-67-A
 
Variable(2)
 
$
2,303,547.50
 
I-67-B
 
Variable(2)
 
$
2,303,547.50
 
I-68-A
 
Variable(2)
 
$
2,228,286.25
 
I-68-B
 
Variable(2)
 
$
2,228,286.25
 
I-69-A
 
Variable(2)
 
$
2,155,572.50
 
I-69-B
 
Variable(2)
 
$
2,155,572.50
 
I-70-A
 
Variable(2)
 
$
67,451,806.25
 
I-70-B
 
Variable(2)
 
$
67,451,806.25
 
__________________
(1) For purposes of Section 1.860 G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “Uncertificated REMIC 1 Pass-Through Rate” herein.



REMIC 2
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the REMIC 1 Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 2.” The Class R-2 Interest will represent the sole class of “residual interests” in REMIC 2 for purposes of the REMIC Provisions under federal income tax law. The following table irrevocably sets forth the designation, the Uncertificated REMIC 2 Pass-Through Rate, the initial Uncertificated Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each of the REMIC 2 Regular Interests. None of the REMIC 2 Regular Interests will be certificated.
 
Designation
 
Uncertificated REMIC 2
Pass-Through Rate(2)
 
Initial Uncertificated
Principal Balance
 
Latest Possible
Maturity Date(1)
LTAA
 
Variable
 
$
1,469,999,081.28
 
LTIA1
 
Variable
 
$
6,299,730.00
 
LTIIA1
 
Variable
 
$
2,185,110.00
 
LTIIA2
 
Variable
 
$
1,834,480.00
 
LTIIA3
 
Variable
 
$
549,380.00
 
LTIIA4
 
Variable
 
$
433,800.00
 
LTM1
 
Variable
 
$
712,500.00
 
LTM2
 
Variable
 
$
735,000.00
 
LTM3
 
Variable
 
$
217,500.00
 
LTM4
 
Variable
 
$
307,500.00
 
LTM5
 
Variable
 
$
232,500.00
 
LTM6
 
Variable
 
$
180,000.00
 
LTM7
 
Variable
 
$
210,000.00
 
LTM8
 
Variable
 
$
150,000.00
 
LTM9
 
Variable
 
$
232,500.00
 
LTZZ
 
Variable
 
$
15,719,981.25
 
LTP
 
Variable
 
$
100.00
 
LTIO
 
Variable
   
(3)
 
___________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “Uncertificated REMIC 2 Pass-Through Rate” herein.
(3) REMIC 2 Regular Interest LTIO will not have an Uncertificated Principal Balance, but will accrue interest on its Uncertificated Notional Amount.


REMIC 3
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the REMIC 2 Regular Interests as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 3.” The Class R-3 Interest represents the sole class of “residual interests” in REMIC 3 for purposes of the REMIC Provisions.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 3 created hereunder:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
Class I-A-1
 
Variable(2)
 
$
629,973,000.00
 
Class II-A-1
 
Variable(2)
 
$
218,511,000.00
 
Class II-A-2
 
Variable(2)
 
$
183,448,000.00
 
Class II-A-3
 
Variable(2)
 
$
54,938,000.00
 
Class II-A-4
 
Variable(2)
 
$
43,380,000.00
 
Class M-1
 
Variable(2)
 
$
71,250,000.00
 
Class M-2
 
Variable(2)
 
$
73,500,000.00
 
Class M-3
 
Variable(2)
 
$
21,750,000.00
 
Class M-4
 
Variable(2)
 
$
30,750,000.00
 
Class M-5
 
Variable(2)
 
$
23,250,000.00
 
Class M-6
 
Variable(2)
 
$
18,000,000.00
 
Class M-7
 
Variable(2)
 
$
21,000,000.00
 
Class M-8
 
Variable(2)
 
$
15,000,000.00
 
Class M-9
 
Variable(2)
 
$
23,250,000.00
 
Class C Interest
 
Variable(3)
 
$
71,999,062.53
 
Class P Interest
 
N/A(4)
 
$
100.00
 
Class SWAP-IO Interest
 
N/A(5)
   
N/A(5)
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) Calculated in accordance with the definition of “Pass-Through Rate” herein.
(3) The Class C Interest will accrue interest at its variable Pass-Through Rate on the Notional Amount of the Class C Interest outstanding from time to time which shall equal the aggregate of the Uncertificated Principal Balances of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTP). The Class C Interest will not accrue interest on its Class Certificate Principal Balance.
(4) The Class P Interest will not accrue interest.
(5) The Class SWAP-IO Interest will not have a Pass-Through Rate or a Certificate Principal Balance, but will be entitled to 100% of amounts distributed on REMIC 2 Regular Interest LTIO.
 

 
REMIC 4
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class C Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 4.” The Class R-4 Interest represents the sole class of “residual interests” in REMIC 4 for purposes of the REMIC Provisions under federal income tax law.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 4 created hereunder:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
Class C
 
Variable(2)
 
$
71,999,062.53
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) The Class C Certificates will receive 100% of amounts received in respect of the Class C Interest.
 

 
REMIC 5
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class P Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 5.” The Class R-5 Interest represents the sole class of “residual interests” in REMIC 5 for purposes of the REMIC Provisions under federal income tax law.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 5 created hereunder:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
Class P
 
Variable(2)
 
$
100.00
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) The Class P Certificates will receive 100% of amounts received in respect of the Class P Interest.

 

 
REMIC 6
 
As provided herein, the Trustee shall make an election to treat the segregated pool of assets consisting of the Class SWAP-IO Interest as a REMIC for federal income tax purposes, and such segregated pool of assets will be designated as “REMIC 6.” The Class R-6 Interest represents the sole class of “residual interests” in REMIC 6 for purposes of the REMIC Provisions under federal income tax law.
 
The following table sets forth (or describes) the designation, Pass-Through Rate, Original Class Certificate Principal Balance, and for purposes of satisfying Treasury regulation Section 1.860G-1(a)(4)(iii), the “latest possible maturity date” for each Class of Certificates that represents one or more of the “regular interests” in REMIC 6 created hereunder, which will be uncertificated:
 
Designation
 
Pass-Through
Rate
 
Original Class
Certificate Principal
Balance
 
Latest Possible
Maturity Date(1)
SWAP-IO
 
Variable(2)
 
N/A
 
__________________
(1) For purposes of Section 1.860G-1(a)(4)(iii) of the Treasury regulations.
(2) REMIC 6 Regular Interest SWAP-IO will receive 100% of amounts received in respect of the Class SWAP-IO Interest.
 
 
ARTICLE I
 
DEFINITIONS
 
SECTION 1.01.                     
Defined Terms.
 
Whenever used in this Agreement or in the Preliminary Statement, the following words and phrases, unless the context otherwise requires, shall have the meanings specified in this Article. Unless otherwise specified, all calculations in respect of interest on the Class A Certificates and the Mezzanine Certificates shall be made on the basis of the actual number of days elapsed on the basis of a 360-day year and all calculations in respect of interest on the Class C Certificates and all other calculations of interest described herein shall be made on the basis of a 360-day year consisting of twelve 30-day months. The Class P Certificates and the Residual Certificates are not entitled to distributions in respect of interest and, accordingly, will not accrue interest.
 
“1933 Act”: The Securities Act of 1933, as amended.
 
“Account”: Any of the Collection Account, the Distribution Account, the Net WAC Rate Carryover Reserve Account, the Swap Collateral Account or the Swap Account.
 
“Accrual Period”: With respect to the Class A Certificates and the Mezzanine Certificates and each Distribution Date, the period commencing on the preceding Distribution Date (or in the case of the first such Accrual Period, commencing on the Closing Date) and ending on the day preceding the current Distribution Date. With respect to the Class C Certificates and each Distribution Date, the calendar month prior to the month of such Distribution Date.
 
“Additional Disclosure”: As defined in Section 3.25(a)(iv).
 
“Additional Form 10-D Disclosure”: As defined in Section 3.25(a)(i).
 
“Additional Form 10-K Disclosure”: As defined in Section 3.25(a)(iii).
 
“Adjustable-Rate Mortgage Loan”: A Mortgage Loan which provides at any period during the life of such loan for the adjustment of the Mortgage Rate payable in respect thereto. The Adjustable-Rate Mortgage Loans are identified as such on the Mortgage Loan Schedule.
 
“Adjusted Net Maximum Mortgage Rate”: With respect to any Distribution Date and any Mortgage Loan (or the related REO Property) in the Trust Fund as of the close of business on the last day of the preceding calendar month, a per annum rate of interest equal to the applicable Maximum Mortgage Rate for such Mortgage Loan (or the Mortgage Rate in the case of any Fixed Rate Mortgage Loan) as of the first day of the month preceding the month in which the Distribution Date occurs (or the Cut-off Date with respect to the first Distribution Date) minus the sum of (i) the Trustee Fee Rate and (ii) the Servicing Fee Rate.
 
“Adjusted Net Mortgage Rate”: With respect to any Distribution Date and any Mortgage Loan (or the related REO Property) in the Trust Fund as of the close of business on the last day of the preceding prepayment period, a per annum rate of interest equal to the applicable Mortgage Rate for such Mortgage Loan as of the first day of the month preceding the month in which the related Distribution Date occurs (or the Cut-off Date with respect to the first Distribution Date) minus the sum of (i) the Trustee Fee Rate and (ii) the Servicing Fee Rate.
 
“Adjustment Date”: With respect to each Adjustable-Rate Mortgage Loan, each adjustment date, on which the Mortgage Rate of such Mortgage Loan changes pursuant to the related Mortgage Note. The first Adjustment Date following the Cut-off Date as to each Adjustable-Rate Mortgage Loan is set forth in the Mortgage Loan Schedule.
 
“Advance”: As to any Mortgage Loan or REO Property, any advance made by the Servicer in respect of any Distribution Date pursuant to Section 4.04.
 
“Advancing Facility”: As defined in Section 3.29 hereof.
 
“Advancing Person”: As defined in Section 3.29 hereof.
 
“Adverse REMIC Event”: As defined in Section 9.01(f) hereof.
 
“Affiliate”: With respect to any Person, any other Person controlling, controlled by or under common control with such Person. For purposes of this definition, “control” means the power to direct the management and policies of a Person, directly or indirectly, whether through ownership of voting securities, by contract or otherwise and “controlling” and “controlled” shall have meanings correlative to the foregoing.
 
“Agreement”: This Pooling and Servicing Agreement and all amendments hereof and supplements hereto.
 
“Allocated Realized Loss Amount”: With respect to any Distribution Date and the Mezzanine Certificates, the sum of (i) any Realized Losses allocated to such Class of Certificates on such Distribution Date and (ii) the amount of any Allocated Realized Loss Amount for such Class of Certificates remaining unpaid from the previous Distribution Date as reduced by an amount equal to the increase in the related Certificate Principal Balance due to the receipt of Subsequent Recoveries.
 
“Assignment”: An assignment of Mortgage, notice of transfer or equivalent instrument, in recordable form (excepting therefrom, if applicable, the mortgage recordation information which has not been required pursuant to Section 2.01 hereof or returned by the applicable recorder’s office and if the assignment has been delivered in blank, the name of the Assignee), which is sufficient under the laws of the jurisdiction wherein the related Mortgaged Property is located to reflect or record the sale of the Mortgage.
 
“Available Funds”: With respect to any Distribution Date, an amount equal to the excess of (i) the sum of (a) the aggregate of the related Monthly Payments received on or prior to the related Determination Date, including any Subsequent Recoveries, (b) Liquidation Proceeds, Insurance Proceeds, Principal Prepayments and other unscheduled recoveries of principal and interest in respect of the Mortgage Loans received during the related Prepayment Period, (c) the aggregate of any amounts received in respect of a related REO Property withdrawn from any REO Account and deposited in the Collection Account for such Distribution Date, (d) the aggregate of any amounts deposited in the Collection Account by the Servicer in respect of related Prepayment Interest Shortfalls for such Distribution Date, (e) the aggregate of any Advances made by the Servicer for such Distribution Date, (f) the aggregate of any related advances made by the Trustee for such Distribution Date pursuant to Section 7.02 and (g) the amount of any Prepayment Charges collected by the Servicer in connection with the full or partial prepayment of any of the Mortgage Loans and any Servicer Prepayment Charge Payment Amount over (ii) the sum of (a) amounts reimbursable or payable to the Servicer pursuant to Section 3.11(a) or the Trustee pursuant to Section 3.11(b), (b) amounts deposited in the Collection Account or the Distribution Account pursuant to clauses (a) through (g) above, as the case may be, in error, (c) the amount of any Prepayment Charges collected by the Servicer in connection with the full or partial prepayment of any of the Mortgage Loans and any Servicer Prepayment Charge Payment Amount, (d) the Trustee Fee payable from the Distribution Account pursuant to Section 8.05, (e) any Net Swap Payment or Swap Termination Payment owed to the Swap Provider but excluding any Swap Termination Payment owed to the Swap Provider resulting from a Swap Provider Trigger Event (after taking into account any upfront payment received from the counterparty to a replacement swap agreement) and (f) any indemnification payments or expense reimbursements made by the Trust Fund pursuant to Section 8.05.
 
“Back-Up Certification”: As defined in Section 3.25(a)(ii).
 
“Bankruptcy Code”: The Bankruptcy Reform Act of 1978 (Title 11 of the United States Code), as amended.
 
“Book-Entry Certificates”: Any of the Certificates that shall be registered in the name of the Depository or its nominee, the ownership of which is reflected on the books of the Depository or on the books of a Person maintaining an account with the Depository (directly, as a “Depository Participant”, or indirectly, as an indirect participant in accordance with the rules of the Depository and as described in Section 5.02 hereof). On the Closing Date, the Class A Certificates and the Mezzanine Certificates shall be Book-Entry Certificates.
 
“Business Day”: Any day other than a Saturday, a Sunday or a day on which banking or savings institutions in the State of Delaware, the State of New York, the State of Maryland, the State of California, the Commonwealth of Pennsylvania, the State of Florida, the State of Minnesota or any city in which the Corporate Trust Office of the Trustee is located are authorized or obligated by law or executive order to be closed.
 
“Certificate”: Any Regular Certificate or Residual Certificate.
 
“Certificateholder”: The Person in whose name a Certificate is registered in the Certificate Register, except that a Disqualified Organization or non-U.S. Person shall not be a Holder of a Residual Certificate for any purpose hereof and, solely for the purposes of giving any consent pursuant to this Agreement, any Certificate registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be deemed not to be outstanding and the Voting Rights to which it is entitled shall not be taken into account in determining whether the requisite percentage of Voting Rights necessary to effect any such consent has been obtained, except as otherwise provided in Section 11.01. The Trustee and the NIMS Insurer may conclusively rely upon a certificate of the Depositor or the Servicer in determining whether a Certificate is held by an Affiliate thereof. All references herein to “Certificateholders” shall reflect the rights of Certificate Owners as they may indirectly exercise such rights through the Depository and participating members thereof, except as otherwise specified herein; provided, however, that the Trustee and the NIMS Insurer shall be required to recognize as a “Certificateholder” only the Person in whose name a Certificate is registered in the Certificate Register.
 
“Certificate Margin”: With respect to each Class of Adjustable-Rate Certificates and for purposes of the Marker Rate and the Maximum LTZZ Uncertificated Interest Deferral Amount, the specified REMIC 2 Regular Interest, as follows:
 

   
REMIC 2 Regular
 
Certificate Margin
Class
 
Interest
 
(1) (%)
 
(2) (%)
I-A-1
 
LTIA1
 
0.220%
 
0.440%
II-A-1
 
LTIIA1
 
0.090%
 
0.180%
II-A-2
 
LTIIA2
 
0.170%
 
0.340%
II-A-3
 
LTIIA3
 
0.230%
 
0.460%
II-A-4
 
LTIIA4
 
0.300%
 
0.600%
M-1
 
LTM1
 
0.350%
 
0.525%
M-2
 
LTM2
 
0.400%
 
0.600%
M-3
 
LTM3
 
0.470%
 
0.705%
M-4
 
LTM4
 
0.750%
 
1.125%
M-5
 
LTM5
 
0.980%
 
1.470%
M-6
 
LTM6
 
1.400%
 
2.100%
M-7
 
LTM7
 
2.500%
 
3.750%
M-8
 
LTM8
 
2.500%
 
3.750%
M-9
 
LTM9
 
2.500%
 
3.750%
 
__________
 
(1)
For the Accrual Period for each Distribution Date on or prior to the Optional Termination Date.
 
(2)
For each other Accrual Period.

“Certificate Owner”: With respect to each Book-Entry Certificate, any beneficial owner thereof.
 
“Certificate Principal Balance”: With respect to any Class of Regular Certificates (other than the Class C Certificates) immediately prior to any Distribution Date, will be equal to the Initial Certificate Principal Balance thereof (A) increased, in the case of a Mezzanine Certificate by the amount of any Subsequent Recoveries added to the Certificate Principal Balance of such Class pursuant to Section 4.01, (B) reduced by the sum of all amounts actually distributed in respect of principal of such Class and (C) further reduced, in the case of a Mezzanine Certificate by Realized Losses allocated thereto on all prior Distribution Dates. With respect to the Class C Certificates as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests over (B) the then aggregate Certificate Principal Balances of the Class A, the Mezzanine and the Class P Certificates then outstanding.
 
“Certificate Register” and “Certificate Registrar”: The register maintained and registrar appointed pursuant to Section 5.02 hereof.
 
“Certification Parties”: As defined in Section 3.25(a)(ii).
 
“Certifying Person”: As defined in Section 3.25 (a)(ii).
 
“Class”: Collectively, Certificates which have the same priority of payment and bear the same class designation and the form of which is identical except for variation in the Percentage Interest evidenced thereby.
 
“Class A Certificateholder”: Any Holder of a Class A Certificate.
 
“Class A Certificates”: Any Class I-A-1 Certificate, Class II-A-1 Certificate, Class II-A-2 Certificate, Class II-A-3 Certificate or Class II-A-4 Certificate.
 
“Class A Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group I Senior Principal Distribution Amount and (ii) the Group II Senior Principal Distribution Amount.
 
“Class I-A-1 Certificate”: Any one of the Class I-A-1 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-1, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-1 Certificate”: Any one of the Class II-A-1 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-2, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-2 Certificate”: Any one of the Class II-A-2 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-3, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-3 Certificate”: Any one of the Class II-A-3 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-4, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class II-A-4 Certificate”: Any one of the Class II-A-4 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-5, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class C Certificate”: Any one of the Class C Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-15, representing (i) a Regular Interest in REMIC 4, (ii) beneficial ownership of the Net WAC Rate Carryover Reserve Account and (iii) beneficial ownership of the Supplemental Interest Trust.
 
“Class C Interest”: An uncertificated interest in the Trust held by the Trustee on behalf of the Holders of the Class C Certificates, evidencing a Regular Interest in REMIC 3 for purposes of the REMIC Provisions.
 
“Class IO Distribution Amount”: As defined in Section 4.08 hereof. For purposes of clarity, the Class IO Distribution Amount for any Distribution Date shall equal the amount payable to the Swap Administrator on such Distribution Date in excess of the amount payable on the Class Swap-IO Interest on such Distribution Date, all as further provided in Section 4.08 hereof.
 
“Class Swap-IO Interest”: An uncertificated interest in the Trust Fund evidencing a Regular Interest in REMIC 3.
 
“Class M-1 Certificate”: Any one of the Class M-1 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-6, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-1 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date) and (ii) the Certificate Principal Balance of the Class M-1 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 60.20% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-2 Certificate”: Any one of the Class M-2 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-7, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-2 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date) and (iii) the Certificate Principal Balance of the Class M-2 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 70.00% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-3 Certificate”: Any one of the Class M-3 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-8, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-3 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date) and (iv) the Certificate Principal Balance of the Class M-3 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 72.90% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-4 Certificate”: Any one of the Class M-4 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-9, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-4 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date) and (v) the Certificate Principal Balance of the Class M-4 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 77.00% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-5 Certificate”: Any one of the Class M-5 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-10, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-5 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date) and (vi) the Certificate Principal Balance of the Class M-5 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 80.10% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-6 Certificate”: Any one of the Class M-6 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-11, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-6 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date) and (vii) the Certificate Principal Balance of the Class M-6 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 82.50% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-7 Certificate”: Any one of the Class M-7 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-12, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-7 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date) and (viii) the Certificate Principal Balance of the Class M-7 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 85.30% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-8 Certificate”: Any one of the Class M-8 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-13, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-8 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date) and (ix) the Certificate Principal Balance of the Class M-8 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 87.30% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class M-9 Certificate”: Any one of the Class M-9 Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-14, representing (i) a Regular Interest in REMIC 3, (ii) the right to receive the Net WAC Rate Carryover Amount and (iii) the obligation to pay the Class IO Distribution Amount.
 
“Class M-9 Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the distribution of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the distribution of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the distribution of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the distribution of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class M-4 Certificates (after taking into account the distribution of the Class M-4 Principal Distribution Amount on such Distribution Date), (vi) the Certificate Principal Balance of the Class M-5 Certificates (after taking into account the distribution of the Class M-5 Principal Distribution Amount on such Distribution Date), (vii) the Certificate Principal Balance of the Class M-6 Certificates (after taking into account the distribution of the Class M-6 Principal Distribution Amount on such Distribution Date), (viii) the Certificate Principal Balance of the Class M-7 Certificates (after taking into account the distribution of the Class M-7 Principal Distribution Amount on such Distribution Date), (ix) the Certificate Principal Balance of the Class M-8 Certificates (after taking into account the distribution of the Class M-8 Principal Distribution Amount on such Distribution Date) and (x) the Certificate Principal Balance of the Class M-9 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 90.40% and (ii) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Overcollateralization Floor.
 
“Class P Certificate”: Any one of the Class P Certificates executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-16, representing the right to distributions as set forth herein and therein and evidencing a regular interest in REMIC 5.
 
“Class P Interest”: An uncertificated interest in the Trust Fund held by the Trustee on behalf of the Holders of the Class P Certificates, evidencing a Regular Interest in REMIC 3 for purposes of the REMIC Provisions.
 
“Class R Certificate”: The Class R Certificate executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-17 and evidencing the ownership of the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest.
 
“Class R-X Certificate”: The Class R-X Certificate executed by the Trustee, and authenticated and delivered by the Certificate Registrar, substantially in the form annexed hereto as Exhibit A-18 and evidencing the ownership of the Class R-4 Interest, the Class R-5 Interest and the Class R-6 Interest.
 
“Class R-1 Interest”: The uncertificated Residual Interest in REMIC 1.
 
“Class R-2 Interest”: The uncertificated Residual Interest in REMIC 2.
 
“Class R-3 Interest”: The uncertificated Residual Interest in REMIC 3.
 
“Class R-4 Interest”: The uncertificated Residual Interest in REMIC 4.
 
“Class R-5 Interest”: The uncertificated Residual Interest in REMIC 5.
 
“Class R-6 Interest”: The uncertificated Residual Interest in REMIC 6.
 
“Close of Business”: As used herein, with respect to any Business Day, 5:00 p.m. (New York time).
 
“Closing Date”: April 27, 2007.
 
“Code”: The Internal Revenue Code of 1986, as amended.
 
“Collection Account”: The segregated account or accounts created and maintained by the Servicer pursuant to Section 3.10(a), which shall be entitled “Wells Fargo Bank, N.A., as Trustee, in trust for registered Holders of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5,” which must be an Eligible Account.
 
“Commission”: The U.S. Securities and Exchange Commission.
 
“Compensating Interest”: As defined in Section 3.24 hereof.
 
“Convertible Mortgage Loan”: Any Adjustable-Rate Mortgage Loan which allows the Mortgagor thereunder to convert the Mortgage Rate thereon to a fixed Mortgage Rate.
 
“Corporate Trust Office”: The principal corporate trust office of the Trustee at which at any particular time its corporate trust business in connection with this Agreement shall be administered, which office at the date of the execution of this instrument is located at (i) for certificate transfer purposes, Wells Fargo Center, Sixth Street and Marquette Avenue, Minneapolis, Minnesota 55479-0113, Attention: Client Manager Option One Series 2007-5, and, (ii) for all other purposes, 9062 Old Annapolis Road, Columbia, Maryland, 21045, Attention: Client Manager Option One Series 2007-5, or at such other address as the Trustee may designate from time to time by notice to the Certificateholders, the Depositor, the Servicer, the Originator and the Seller.
 
“Corresponding Certificate”: With respect to each REMIC 2 Regular Interest set forth below, the corresponding Regular Certificate set forth in the table below:
 
REMIC 2 Regular Interest
 
Regular Certificate
LTIA1
 
Class I-A-1
LTIIA1
 
Class II-A-1
LTIIA2
 
Class II-A-2
LTIIA3
 
Class II-A-3
LTIIA4
 
Class II-A-4
LTM1
 
Class M-1
LTM2
 
Class M-2
LTM3
 
Class M-3
LTM4
 
Class M-4
LTM5
 
Class M-5
LTM6
 
Class M-6
LTM7
 
Class M-7
LTM8
 
Class M-8
LTM9
 
Class M-9
LTP
 
Class P

“Custodian”: Wells Fargo Bank, N.A., as custodian of the Mortgage Files, and any successor thereto.
 
“Cut-off Date”: With respect to any Mortgage Loan, April 1, 2007. With respect to all Qualified Substitute Mortgage Loans, their respective dates of substitution. References herein to the “Cut-off Date,” when used with respect to more than one Mortgage Loan, shall be to the respective Cut-off Dates for such Mortgage Loans.
 
“Cut-off Date Principal Balance”: With respect to any Mortgage Loan, the unpaid principal balance thereof as of the Cut-off Date (or as of the applicable date of substitution with respect to a Qualified Substitute Mortgage Loan), after application of scheduled payments due thereon, whether or not received.
 
“Debt Service Reduction”: With respect to any Mortgage Loan, a reduction in the scheduled Monthly Payment for such Mortgage Loan by a court of competent jurisdiction in a proceeding under the Bankruptcy Code, except such a reduction resulting from a Deficient Valuation.
 
“Deficient Valuation”: With respect to any Mortgage Loan, a valuation of the related Mortgaged Property by a court of competent jurisdiction in an amount less than the then outstanding principal balance of the Mortgage Loan, which valuation results from a proceeding initiated under the Bankruptcy Code.
 
“Definitive Certificates”: As defined in Section 5.02(c) hereof.
 
“Deleted Mortgage Loan”: A Mortgage Loan replaced or to be replaced by one or more Qualified Substitute Mortgage Loans.
 
“Delinquency Servicer Termination Trigger”: A Delinquency Servicer Termination Trigger will have occurred with respect to the Certificates on a Distribution Date if the Three Month Rolling Delinquency Percentage for the Mortgage Loans exceeds 25.00%.
 
“Delinquency Percentage”: For any Distribution Date, the percentage obtained by dividing (x) the aggregate Stated Principal Balance of Mortgage Loans (not including any Liquidated Mortgage Loan as of the end of the related Prepayment Period) Delinquent 60 days or more (including Mortgage Loans that are REO Properties, in foreclosure or in bankruptcy and that are also Delinquent 60 days or more) by (y) the aggregate Stated Principal Balance of the Mortgage Loans (not including any Liquidated Mortgage Loan as of the end of the related Prepayment Period), in each case, as of the last day of the previous calendar month.
 
“Delinquent”: Any Mortgage Loan, the Monthly Payment due on a Due Date which is not made by the Close of Business on the next scheduled Due Date for such Mortgage Loan. For example, a Mortgage Loan is 60 or more days Delinquent if the Monthly Payment due on a Due Date is not made by the Close of Business on the second scheduled Due Date after such Due Date.
 
“Depositor”: Option One Mortgage Acceptance Corporation, a Delaware corporation, or any successor in interest.
 
“Depository”: The initial Depository shall be The Depository Trust Company and upon request, Clearstream Banking Luxembourg and the Euroclear System, whose nominee is Cede & Co., or any other organization registered as a “clearing agency” pursuant to Section 17A of the Securities Exchange Act of 1934, as amended. The Depository shall initially be the registered Holder of the Book-Entry Certificates. The Depository shall at all times be a “clearing corporation” as defined in Section 8-102(3) of the Uniform Commercial Code of the State of New York.
 
“Depository Participant”: A broker, dealer, bank or other financial institution or other person for whom from time to time a Depository effects book-entry transfers and pledges of securities deposited with the Depository.
 
“Determination Date”: With respect to any Distribution Date, the 15th day of the calendar month in which such Distribution Date occurs or, if such 15th day is not a Business Day, the Business Day immediately preceding such 15th day.
 
“Directly Operate”: With respect to any REO Property, the furnishing or rendering of services to the tenants thereof, the management or operation of such REO Property, the holding of such REO Property primarily for sale to customers, the performance of any construction work thereon or any use of such REO Property in a trade or business conducted by the REMIC other than through an Independent Contractor; provided, however, that the Trustee (or the Servicer on behalf of the Trustee) shall not be considered to Directly Operate an REO Property solely because the Trustee (or the Servicer on behalf of the Trustee) establishes rental terms, chooses tenants, enters into or renews leases, deals with taxes and insurance, or makes decisions as to repairs or capital expenditures with respect to such REO Property.
 
“Disqualified Organization”: A “disqualified organization” under Section 860E of the Code, which as of the Closing Date is any of: (i) the United States, any state or political subdivision thereof, any foreign government, any international organization, or any agency or instrumentality of any of the foregoing, (ii) any organization (other than certain farmers cooperatives described in Section 521 of the Code) which is exempt from the tax imposed by Chapter 1 of the Code unless such organization is subject to the tax imposed by Section 511 of the Code, (iii) any organization described in Section 1381(a)(2)(C) of the Code, (iv) an “electing large partnership” within the meaning of Section 775 of the Code or (v) any other Person so designated by the Trustee based upon an Opinion of Counsel provided by nationally recognized counsel to the Trustee that the holding of an ownership interest in a Residual Certificate by such Person may cause any REMIC formed hereunder or any Person having an ownership interest in any Class of Certificates (other than such Person) to incur liability for any federal tax imposed under the Code that would not otherwise be imposed but for the transfer of an ownership interest in the Residual Certificate to such Person. A corporation will not be treated as an instrumentality of the United States or of any state or political subdivision thereof, if all of its activities are subject to tax and, a majority of its board of directors is not selected by a governmental unit. The terms “United States,” “state” and “international organizations” shall have the meanings set forth in Section 7701 of the Code.
 
“Distribution Account”: The segregated trust account or accounts created and maintained by the Trustee pursuant to Section 3.10(b) which shall be entitled “Distribution Account, Wells Fargo Bank, N.A., as Trustee, in trust for the registered Certificateholders of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5” and which must be an Eligible Account.
 
“Distribution Date”: The 25th day of any calendar month, or if such 25th day is not a Business Day, the Business Day immediately following such 25th day, commencing in May 2007.
 
“Due Date”: With respect to each Mortgage Loan and any Distribution Date, the first day of the calendar month in which such Distribution Date occurs on which the Monthly Payment for such Mortgage Loan was due (or, in the case of any Mortgage Loan under the terms of which the Monthly Payment for such Mortgage Loan was due on a day other than the first day of the calendar month in which such Distribution Date occurs, the day during the related Due Period on which such Monthly Payment was due), exclusive of any days of grace.
 
“Due Period”: With respect to any Distribution Date, the period commencing on the second day of the month preceding the month in which such Distribution Date occurs and ending on the first day of the month in which such Distribution Date occurs.
 
“Eligible Account”: Any of (i) an account or accounts maintained with a federal or state chartered depository institution or trust company the short-term unsecured debt obligations of which (or, in the case of a depository institution or trust company that is the principal subsidiary of a holding company, the short-term unsecured debt obligations of such holding company) are rated P-1 by Moody’s and A-1+ by S&P (or comparable ratings if Moody’s and S&P are not the Rating Agencies) at the time any amounts are held on deposit therein, (ii) an account or accounts the deposits in which are fully insured by the FDIC (to the limits established by such corporation), the uninsured deposits in which account are otherwise secured such that, as evidenced by an Opinion of Counsel delivered to the NIMS Insurer, the Trustee and to each Rating Agency, the Certificateholders will have a claim with respect to the funds in such account or a perfected first priority security interest against such collateral (which shall be limited to Permitted Investments) securing such funds that is superior to claims of any other depositors or creditors of the depository institution with which such account is maintained, (iii) a trust account or accounts maintained with the trust department of a federal or state chartered depository institution, national banking association or trust company acting in its fiduciary capacity or (iv) an account otherwise acceptable to each Rating Agency without reduction or withdrawal of their then current ratings of the Certificates as evidenced by a letter from each Rating Agency to the Trustee and the NIMS Insurer. Eligible Accounts may bear interest.
 
“ERISA”: The Employee Retirement Income Security Act of 1974, as amended.
 
“Escrow Payments”: The amounts constituting ground rents, taxes, assessments, water rates, fire and hazard insurance premiums and other payments required to be escrowed by the Mortgagor with the mortgagee pursuant to any Mortgage Loan.
 
“Estate in Real Property”: A fee simple estate in a parcel of real property.
 
“Estimated Swap Termination Payment”: As defined in the Interest Rate Swap Agreement.
 
“Excess Overcollateralized Amount”: With respect to the Class A Certificates and the Mezzanine Certificates and any Distribution Date, the excess, if any, of (i) the Overcollateralized Amount for such Distribution Date, assuming that 100% of the Principal Remittance Amount is applied as a principal payment on such Distribution Date over (ii) the Overcollateralization Target Amount for such Distribution Date.
 
“Exchange Act”: The Securities Exchange Act of 1934, as amended.
 
“Extra Principal Distribution Amount”: With respect to any Distribution Date, the lesser of (x) the Monthly Interest Distributable Amount payable on the Class C Certificates on such Distribution Date as reduced by Realized Losses allocated thereto with respect to such Distribution Date pursuant to Section 4.07 and (y) the Overcollateralization Deficiency Amount for such Distribution Date.
 
“Fannie Mae”: Federal National Mortgage Association or any successor thereto.
 
“FDIC”: Federal Deposit Insurance Corporation or any successor thereto.
 
“Final Recovery Determination”: With respect to any defaulted Mortgage Loan or any REO Property (other than a Mortgage Loan or REO Property purchased by the Originator or the Servicer pursuant to or as contemplated by Section 2.03 or 10.01), a determination made by the Servicer that all Insurance Proceeds, Liquidation Proceeds and other payments or recoveries which the Servicer, in its reasonable good faith judgment, expects to be finally recoverable in respect thereof have been so recovered. The Servicer shall maintain records, prepared by a Servicing Officer, of each Final Recovery Determination made thereby.
 
“Fixed-Rate Mortgage Loan”: A first or second lien Mortgage Loan which provides for a fixed Mortgage Rate payable with respect thereto. The Fixed-Rate Mortgage Loans are identified as such on the Mortgage Loan Schedule.
 
“Fixed Swap Payment”: With respect to any Distribution Date, the amount calculated based on a fixed rate as set forth in the Interest Rate Swap Agreement.
 
“Floating Swap Payment”: With respect to any Distribution Date, a floating amount equal to the product of (i) Swap LIBOR, (ii) the lesser of (a) the product of (I) the aggregate Certificate Principal Balance of the outstanding Class A and Mezzanine Certificates immediately prior to such Distribution Date and (II) 1/250 and (b) the related Notional Amount (as defined in the Interest Rate Swap Agreement), (iii) 250 and (iv) a fraction, the numerator of which is the actual number of days elapsed from and including the previous Floating Rate Payer Period End Date (as defined in the Interest Rate Swap Agreement) to but excluding the current Floating Rate Payer Period End Date (or, for the first Distribution Date, the actual number of days elapsed from the Closing Date to but excluding the first Floating Rate Payer Period End Date), and the denominator of which is 360.
 
“Form 8-K Disclosure Information”: As defined in Section 3.25(a)(ii).
 
“Formula Rate”: For any Distribution Date and any Class of the Class A Certificates and the Mezzanine Certificates, the lesser of (i) LIBOR plus the related Certificate Margin and (ii) the applicable Maximum Cap Rate.
 
“Freddie Mac”: The Federal Home Loan Mortgage Corporation, or any successor thereto.
 
“Gross Margin”: With respect to each Adjustable-Rate Mortgage Loan, the fixed percentage set forth in the related Mortgage Note that is added to the Index on each Adjustment Date in accordance with the terms of the related Mortgage Note used to determine the Mortgage Rate for such Mortgage Loan.
 
“Group I Allocation Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (i) the Group I Principal Remittance Amount for such Distribution Date, and the denominator of which is (ii) the Principal Remittance Amount for such Distribution Date.
 
“Group I Basic Principal Distribution Amount”: With respect to any Distribution Date, the excess of (i) the Group I Principal Remittance Amount for such Distribution Date over the sum of (ii) the Overcollateralization Release Amount, if any, for such Distribution Date multiplied by the Group I Allocation Percentage and (iii) any part of the Net Swap Payment or Swap Termination Payment due to the Swap Provider (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event) not paid on such Distribution Date from the Group I Interest Remittance Amount.
 
“Group I Certificates”: The Class I-A-1 Certificates.
 
“Group I Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Funds for such Distribution Date attributable to interest received or advanced with respect to the Group I Mortgage Loans minus a pro rata portion (based on the aggregate Stated Principal Balance of the Group I Mortgage Loans over the aggregate Stated Principal Balance of the Mortgage Loans) of the sum of any Net Swap Payment owed to the Swap Provider on that Distribution Date and any Swap Termination Payment or unpaid portion thereof owed to the Swap Provider on that Distribution Date (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event).
 
“Group I Mortgage Loan”: A Mortgage Loan assigned to Loan Group I. The aggregate Principal Balance of the Group I Mortgage Loans as of the Cut-off Date is equal to $836,061,687.36.
 
“Group I Overcollateralization Floor”: With respect to the Group I Certificates, $4,180,308.44.
 
“Group I Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group I Basic Principal Distribution Amount for such Distribution Date and (ii) the Extra Principal Distribution Amount for such Distribution Date multiplied by the Group I Allocation Percentage.
 
“Group I Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) each scheduled payment of principal collected or advanced on the Group I Mortgage Loans by the Servicer that were due during the related Due Period, (ii) the principal portion of all partial and full principal prepayments of the Group I Mortgage Loans received by the Servicer during the related Prepayment Period, (iii) the principal portion of all related Net Liquidation Proceeds, Subsequent Recoveries and Insurance Proceeds received during such Prepayment Period with respect to the Group I Mortgage Loans, (iv) that portion of the Purchase Price, representing principal of any repurchased Group I Mortgage Loan, deposited to the Collection Account during such Prepayment Period, (v) the principal portion of any related Substitution Adjustments deposited in the Collection Account during such Prepayment Period with respect to the Group I Mortgage Loans and (vi) on the Distribution Date on which the Trust Fund is to be terminated pursuant to Section 10.01, that portion of the Termination Price, in respect of principal on the Group I Mortgage Loans.
 
“Group I Senior Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the aggregate Certificate Principal Balance of the Group I Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 50.70% and (ii) the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Group I Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Group I Overcollateralization Floor.
 
“Group II Allocation Percentage”: With respect to any Distribution Date, the percentage equivalent of a fraction, the numerator of which is (i) the Group II Principal Remittance Amount for such Distribution Date, and the denominator of which is (ii) the Principal Remittance Amount for such Distribution Date.
 
“Group II Basic Principal Distribution Amount”: With respect to any Distribution Date, the excess of (i) the Group II Principal Remittance Amount for such Distribution Date over the sum of (ii) the Overcollateralization Release Amount, if any, for such Distribution Date multiplied by the Group II Allocation Percentage and (iii) any part of the Net Swap Payment or Swap Termination Payment due to the Swap Provider (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event) not paid on such Distribution Date from the Group II Interest Remittance Amount.
 
“Group II Certificates”: Any Class II-A-1 Certificates, Class II-A-2 Certificates, Class II-A-3 Certificates and Class II-A-4 Certificates.
 
“Group II Interest Remittance Amount”: With respect to any Distribution Date, that portion of the Available Funds for such Distribution Date attributable to interest received or advanced with respect to the Group II Mortgage Loans minus a pro rata portion (based on the aggregate Stated Principal Balance of the Group II Mortgage Loans over the aggregate Stated Principal Balance of the Mortgage Loans) of the sum of any Net Swap Payment owed to the Swap Provider on that Distribution Date and any Swap Termination Payment or unpaid portion thereof owed to the Swap Provider on that Distribution Date (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event).
 
“Group II Mortgage Loan”: A Mortgage Loan assigned to Loan Group II. The aggregate Principal Balance of the Group II Mortgage Loans as of the Cut-off Date is equal to $663,937,475.17.
 
“Group II Overcollateralization Floor”: With respect to the Group II Certificates, $3,319,687.38.
 
“Group II Principal Distribution Amount”: With respect to any Distribution Date, the sum of (i) the Group II Basic Principal Distribution Amount for such Distribution Date and (ii) the Extra Principal Distribution Amount for such Distribution Date multiplied by the Group II Allocation Percentage.
 
“Group II Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) each scheduled payment of principal collected or advanced on the Group II Mortgage Loans by the Servicer that were due during the related Due Period, (ii) the principal portion of all partial and full principal prepayments of the Group II Mortgage Loans received by the Servicer during the related Prepayment Period, (iii) the principal portion of all related Net Liquidation Proceeds, Subsequent Recoveries and Insurance Proceeds received during such Prepayment Period with respect to the Group II Mortgage Loans, (iv) that portion of the Purchase Price, representing principal of any repurchased Group II Mortgage Loan, deposited to the Collection Account during such Prepayment Period, (v) the principal portion of any related Substitution Adjustments deposited in the Collection Account during such Prepayment Period with respect to the Group II Mortgage Loans and (vi) on the Distribution Date on which the Trust Fund is to be terminated pursuant to Section 10.01, that portion of the Termination Price, in respect of principal on the Group II Mortgage Loans.
 
“Group II Senior Principal Distribution Amount”: An amount, not less than zero, equal to the excess of (x) the Certificate Principal Balance of the Group II Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) 50.70% and (ii) the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and (B) the positive difference, if any, of the aggregate Stated Principal Balance of the Group II Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus the Group II Overcollateralization Floor.
 
“Highest Priority”: As of any date of determination, the Class of Mezzanine Certificates then outstanding with a Certificate Principal Balance greater than zero, with the highest priority for payments pursuant to Section 4.01, in the following order: Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates.
 
“Holder”: See “Certificateholder.”
 
“Independent”: When used with respect to any specified Person, any such Person who (a) is in fact independent of the Depositor, the Servicer and their respective Affiliates, (b) does not have any direct financial interest in or any material indirect financial interest in the Depositor or the Servicer or any Affiliate thereof, and (c) is not connected with the Depositor or the Servicer or any Affiliate thereof as an officer, employee, promoter, underwriter, trustee, partner, director or Person performing similar functions; provided, however, that a Person shall not fail to be Independent of the Depositor or the Servicer or any Affiliate thereof merely because such Person is the beneficial owner of 1% or less of any class of securities issued by the Depositor or the Servicer or any Affiliate thereof, as the case may be.
 
“Independent Contractor”: Either (i) any Person (other than the Servicer) that would be an “independent contractor” with respect to any of the REMICs created hereunder within the meaning of Section 856(d)(3) of the Code if such REMIC were a real estate investment trust (except that the ownership tests set forth in that section shall be considered to be met by any Person that owns, directly or indirectly, 35% or more of any Class of Certificates), so long as each such REMIC does not receive or derive any income from such Person and provided that the relationship between such Person and such REMIC is at arm’s length, all within the meaning of Treasury Regulation Section 1.856-4(b)(5), or (ii) any other Person (including the Servicer) if the Trustee has received an Opinion of Counsel to the effect that the taking of any action in respect of any REO Property by such Person, subject to any conditions therein specified, that is otherwise herein contemplated to be taken by an Independent Contractor will not cause such REO Property to cease to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code (determined without regard to the exception applicable for purposes of Section 860D(a) of the Code), or cause any income realized in respect of such REO Property to fail to qualify as Rents from Real Property.
 
Indenture: An indenture relating to the issuance of notes secured by the Class C Certificates, the Class P Certificates and/or Residual Certificates (or any portion thereof) which may or may not be guaranteed by the NIMS Insurer.
 
“Index”: With respect to each Adjustable-Rate Mortgage Loan and each related Adjustment Date, the index as specified in the related Mortgage Note.
 
“Initial Certificate Principal Balance”: With respect to any Regular Certificate, the amount designated “Initial Certificate Principal Balance” on the face thereof.
 
“Insurance Proceeds”: Proceeds of any title policy, hazard policy or other insurance policy covering a Mortgage Loan, to the extent such proceeds are received by the Servicer and are not to be applied to the restoration of the related Mortgaged Property or released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing mortgage loans held for its own account, subject to the terms and conditions of the related Mortgage Note and Mortgage.
 
“Interest Determination Date”: With respect to the Class A Certificates and the Mezzanine Certificates and each related Accrual Period, the second LIBOR Business Day preceding the commencement of such Accrual Period.
 
“Interest Rate Swap Agreement”: The interest rate swap agreement, dated the Closing Date, between the Supplemental Interest Trust Trustee and the Swap Provider, including any schedule, confirmations, credit support annex or other credit support document relating thereto, and attached hereto as Exhibit I.
 
“Late Collections”: With respect to any Mortgage Loan, all amounts received subsequent to the Determination Date immediately following any related Due Period, whether as late payments of Monthly Payments or as Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries or otherwise, which represent late payments or collections of principal and/or interest due (without regard to any acceleration of payments under the related Mortgage and Mortgage Note) but delinquent on a contractual basis for such Due Period and not previously recovered.
 
“Latest Possible Maturity Date”: As to each Class of Certificates, the date set forth as such in the Preliminary Statement.
 
“LIBOR”: With respect to each Accrual Period for the Class A Certificates and the Mezzanine Certificates, the rate determined by the Trustee on the related Interest Determination Date on the basis of the London interbank offered rate for one-month United States dollar deposits, as such rate appears on the Reuters Screen LIBOR01 Page, as of 11:00 a.m. (London time) on such Interest Determination Date. If such rate does not appear on the Reuters Screen LIBOR01 Page, the rate for such Interest Determination Date will be determined on the basis of the offered rates of the Reference Banks for one-month United States dollar deposits, as of 11:00 a.m. (London time) on such Interest Determination Date. The Trustee will request the principal London office of each of the Reference Banks to provide a quotation of its rate. On such Interest Determination Date, LIBOR for the related Accrual Period for the Class A Certificates and the Mezzanine Certificates will be established by the Trustee as follows:
 
(i) If on such Interest Determination Date two or more Reference Banks provide such offered quotations, LIBOR for the related Accrual Period shall be the arithmetic mean of such offered quotations (rounded upwards if necessary to the nearest whole multiple of 1/16 of 1%); and
 
(ii) If on such Interest Determination Date fewer than two Reference Banks provide such offered quotations, LIBOR for the related Accrual Period shall be the higher of (i) LIBOR as determined on the previous Interest Determination Date and (ii) the Reserve Interest Rate.
 
“LIBOR Business Day”: Any day on which banks in London, England and The City of New York are open and conducting transactions in foreign currency and exchange.
 
“Liquidated Mortgage Loan”: As to any Distribution Date, any Mortgage Loan in respect of which the Servicer has determined, in accordance with the servicing procedures specified herein, as of the end of the related Prepayment Period, that all Liquidation Proceeds which it expects to recover with respect to the liquidation of the Mortgage Loan or disposition of the related REO Property have been recovered.
 
“Liquidation Event”: With respect to any Mortgage Loan, any of the following events: (i) such Mortgage Loan is paid in full, (ii) a Final Recovery Determination is made as to such Mortgage Loan or (iii) such Mortgage Loan is removed from the Trust Fund by reason of its being purchased, sold or replaced pursuant to or as contemplated by Section 2.03 or Section 10.01. With respect to any REO Property, either of the following events: (i) a Final Recovery Determination is made as to such REO Property or (ii) such REO Property is removed from the Trust Fund by reason of its being sold or purchased pursuant to Section 3.23 or Section 10.01.
 
“Liquidation Proceeds”: The amount (other than amounts received in respect of the rental of any REO Property prior to REO Disposition) received by the Servicer in connection with (i) the taking of all or a part of a Mortgaged Property by exercise of the power of eminent domain or condemnation, (ii) the liquidation of a defaulted Mortgage Loan by means of a trustee’s sale, foreclosure sale or otherwise or (iii) the repurchase, substitution or sale of a Mortgage Loan or an REO Property pursuant to or as contemplated by Section 2.03, Section 3.23 or Section 10.01.
 
“Loan-to-Value Ratio”: As of any date and as to any Mortgage Loan, the fraction, expressed as a percentage, the numerator of which is the Principal Balance of the Mortgage Loan (and, with respect to any second lien Mortgage Loan, the Principal Balance of the related first lien Mortgage Loan plus the Principal Balance of such second lien Mortgage Loan), and the denominator of which is the Value of the related Mortgaged Property.
 
“Loan Group”: Any of Loan Group I or Loan Group II, as the context requires.
 
“Loan Group I”: The group of Mortgage Loans with principal balances that conform to Fannie Mae and Freddie Mac guidelines identified in the Mortgage Loan Schedule as having been assigned to Loan Group I.
 
“Loan Group II”: The group of Mortgage Loans with principal balances that may or may not conform to Fannie Mae and Freddie Mac guidelines identified in the Mortgage Loan Schedule as having been assigned to Loan Group II.
 
“Loss Mitigation Procedures”: The policies and procedures set forth in Exhibit G hereto relating to the realization on delinquent Mortgage Loans.
 
“Losses”: As defined in Section 9.03.
 
“Lost Note Affidavit”: With respect to any Mortgage Loan as to which the original Mortgage Note has been permanently lost, misplaced or destroyed and has not been replaced, an affidavit from the Originator certifying that the original Mortgage Note has been lost, misplaced or destroyed (together with a copy of the related Mortgage Note) and indemnifying the Trust against any loss, cost or liability resulting from the failure to deliver the original Mortgage Note in the form of Exhibit H hereto.
 
“Majority Certificateholders”: The Holders of Certificates evidencing at least 51% of the Voting Rights.
 
“Marker Rate”: With respect to the Class C Interest and any Distribution Date, a per annum rate equal to two (2) times the weighted average of the Uncertificated REMIC 2 Pass-Through Rates for REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9, and REMIC 2 Regular Interest LTZZ, with the rates on such REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTZZ) subject to a cap equal to lesser of (i) LIBOR plus the related Certificate Margin and (ii) the Net WAC Rate for the purpose of this calculation; and with the rate on REMIC 2 Regular Interest LTZZ subject to a cap of zero for the purpose of this calculation; provided, however, that for this purpose, calculations of the Uncertificated REMIC 2 Pass-Through Rate and the related caps with respect to each such REMIC 2 Regular Interest shall be multiplied by a fraction, the numerator of which is the actual number of days in the Accrual Period and the denominator of which is 30.
 
“Maximum Cap Rate”: With respect to any Class of Class A Certificates and Mezzanine Certificates and any Distribution Date, a per annum rate equal to the product of (1) the sum of (a) the weighted average of the Adjusted Net Maximum Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period, or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) minus the Swap Expense Rate and (b) a per annum rate equal to an amount, expressed as a percentage, equal to a fraction, the numerator of which is the Net Swap Payment made by the Swap Provider and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date (adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period), multiplied by 12, and (2) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period.
 
“Maximum LTZZ Uncertificated Accrued Interest Deferral Amount”: With respect to any Distribution Date, the excess of (i) accrued interest at the Uncertificated REMIC 2 Pass-Through Rate applicable to REMIC 2 Regular Interest LTZZ for such Distribution Date on a balance equal to the Uncertificated Principal Balance of REMIC 2 Regular Interest LTZZ minus the REMIC 2 Overcollateralization Amount, in each case for such Distribution Date, over (ii) Uncertificated Interest on REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 for such Distribution Date, with the rate on each such REMIC 2 Regular Interest subject to a cap equal to the lesser of (i) LIBOR plus the related Certificate Margin and (ii) the related Net WAC Rate provided, however, that solely for this purpose, calculations of the Uncertificated REMIC 2 Pass-Through Rate and the related caps with respect to each such REMIC 2 Regular Interest shall be multiplied by a fraction, the numerator of which is the actual number of days in the Accrual Period and the denominator of which is 30.
 
“Maximum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the maximum Mortgage Rate thereunder.
 
“Mezzanine Certificate”: Any Class M-1 Certificates, Class M-2 Certificates, Class M-3 Certificates, Class M-4 Certificates, Class M-5 Certificates, Class M-6 Certificates, Class M-7 Certificates, Class M-8 Certificates and Class M-9 Certificates.
 
“Minimum Mortgage Rate”: With respect to each Adjustable-Rate Mortgage Loan, the percentage set forth in the related Mortgage Note as the minimum Mortgage Rate thereunder.
 
“Monthly Interest Distributable Amount”: With respect to the Class A Certificates, the Mezzanine Certificates and the Class C Certificates and any Distribution Date the amount of interest accrued during the related Accrual Period at the related Pass-Through Rate on the Certificate Principal Balance (or Notional Amount in the case of the Class C Certificates) of such Class immediately prior to such Distribution Date, reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls as allocated to such Certificate as provided in Section 1.03 and based on its respective entitlements to interest irrespective of any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls for such Distribution Date).
 
“Monthly Payment”: With respect to any Mortgage Loan, the scheduled monthly payment of principal and interest on such Mortgage Loan which is payable by the related Mortgagor from time to time under the related Mortgage Note, determined: (a) after giving effect to (i) any Deficient Valuation and/or Debt Service Reduction with respect to such Mortgage Loan and (ii) any reduction in the amount of interest collectible from the related Mortgagor pursuant to the Relief Act; (b) without giving effect to any extension granted or agreed to by the Servicer pursuant to Section 3.01; and (c) on the assumption that all other amounts, if any, due under such Mortgage Loan are paid when due.
 
“Monthly Statement”: As defined in Section 4.03(a) hereof.
 
“Moody’s”: Moody’s Investors Service, Inc. or its successor in interest.
 
“Mortgage”: The mortgage, deed of trust or other instrument creating a first lien or second lien on, or first or second priority security interest in, a Mortgaged Property securing a Mortgage Note.
 
“Mortgage File”: The mortgage documents listed in Section 2.01 pertaining to a particular Mortgage Loan and any additional documents required to be added to the Mortgage File pursuant to this Agreement.
 
“Mortgage Loan”: Each mortgage loan transferred and assigned to the Trustee pursuant to Section 2.01, Section 2.03(d) or Section 2.08 as from time to time held as a part of the Trust Fund, the Mortgage Loans so held being identified in the Mortgage Loan Schedule.
 
“Mortgage Loan Purchase Agreement”: The agreement among the Originator, the Sellers and the Depositor, regarding the transfer of the Mortgage Loans by the Sellers to or at the direction of the Depositor, substantially in the form attached hereto as Exhibit C.
 
“Mortgage Loan Schedule”: As of any date, the list of Mortgage Loans included in REMIC 1 on such date, separately identifying the Group I Mortgage Loans and the Group II Mortgage Loans, attached hereto as Exhibit D. The Mortgage Loan Schedule shall be prepared by the Originator and shall set forth the following information with respect to each Mortgage Loan, as applicable:
 
(1)           the Mortgage Loan identifying number;
 
(2)           [reserved];
 
(3)           the state and zip code of the Mortgaged Property;
 
 
(4)
a code indicating whether the Mortgaged Property was represented by the borrower, at the time of origination, as being owner-occupied;
 
(5)           the type of Residential Dwelling constituting the Mortgaged Property;
 
(6)           the original months to maturity;
 
 
(7)
the stated remaining months to maturity from the Cut-off Date based on the original amortization schedule;
 
(8)           the Loan-to-Value Ratio at origination;
 
 
(9)
the Mortgage Rate in effect immediately following the Cut-off Date;
 
 
(10)
the date on which the first Monthly Payment was due on the Mortgage Loan;
 
(11)          the stated maturity date;
 
(12)          the amount of the Monthly Payment at origination;
 
 
(13)
the amount of the Monthly Payment due on the first Due Date after the Cut-off Date;
 
 
(14)
the last Due Date on which a Monthly Payment was actually applied to the unpaid Stated Principal Balance;
 
(15)          the original principal amount of the Mortgage Loan;
 
 
(16)
the Stated Principal Balance of the Mortgage Loan as of the Close of Business on the Cut-off Date;
 
 
(17)
a code indicating the purpose of the Mortgage Loan (i.e., purchase financing, rate/term refinancing, cash-out refinancing);
 
(18)          the Mortgage Rate at origination;
 
 
(19)
a code indicating the documentation program (i.e., full documentation, limited documentation, stated income documentation);
 
(20)          the risk grade;
 
(21)          the Value of the Mortgaged Property;
 
(22)          the sale price of the Mortgaged Property, if applicable;
 
 
(23)
the actual unpaid principal balance of the Mortgage Loan as of the Cut-off Date;
 
(24)          the type and term of the related Prepayment Charge;
 
(25)          the rounding code;
 
(26)          the program code;
 
(27)          a code indicating the lien priority for Mortgage Loans;
 
 
(28)
with respect to each Adjustable Rate Mortgage Loan, the Minimum Mortgage Rate;
 
 
(29)
with respect to each Adjustable Rate Mortgage Loan, the Maximum Mortgage Rate;
 
(30)          with respect to each Adjustable Rate Mortgage Loan, the Gross Margin;
 
 
(31)
with respect to each Adjustable Rate Mortgage Loan, the next Adjustment Date;
 
 
(32)
with respect to each Adjustable Rate Mortgage Loan, the Periodic Rate Cap;
 
(33)          the credit score (“FICO”) of such Mortgage Loan; and
 
 
(34)
the total amount of points and fees charged such Mortgage Loan.
 
The Mortgage Loan Schedule shall set forth the following information, with respect to the Mortgage Loans in the aggregate and for each Loan Group as of the Cut-off Date: (1) the number of Mortgage Loans (separately identifying the number of Fixed-Rate Mortgage Loans and the number of Adjustable-Rate Mortgage Loans); (2) the current Stated Principal Balance of the Mortgage Loans; (3) the weighted average Mortgage Rate of the Mortgage Loans and (4) the weighted average maturity of the Mortgage Loans. The Mortgage Loan Schedule shall be amended from time to time by the Originator in accordance with the provisions of this Agreement. With respect to any Qualified Substitute Mortgage Loan, the Cut-off Date shall refer to the related Cut-off Date for such Mortgage Loan, determined in accordance with the definition of Cut-off Date herein.
 
“Mortgage Note”: The original executed note or other evidence of indebtedness evidencing the indebtedness of a Mortgagor under a Mortgage Loan.
 
“Mortgage Pool”: The pool of Mortgage Loans, identified on Exhibit D from time to time, and any REO Properties acquired in respect thereof.
 
“Mortgage Rate”: With respect to each Fixed Rate Mortgage Loan, the rate set forth in the related Mortgage Note. With respect to each Adjustable Rate Mortgage Loan, the annual rate at which interest accrues on such Mortgage Loan from time to time in accordance with the provisions of the related Mortgage Note, which rate (A) as of any date of determination until the first Adjustment Date following the Cut-off Date shall be the rate set forth in the Mortgage Loan Schedule as the Mortgage Rate in effect immediately following the Cut-off Date and (B) as of any date of determination thereafter shall be the rate as adjusted on the most recent Adjustment Date, to equal the sum, rounded to the next highest or nearest 0.125% (as provided in the Mortgage Note), of the Index, determined as set forth in the related Mortgage Note, plus the related Gross Margin subject to the limitations set forth in the related Mortgage Note. With respect to each Mortgage Loan that becomes an REO Property, as of any date of determination, the annual rate determined in accordance with the immediately preceding sentence as of the date such Mortgage Loan became an REO Property.
 
“Mortgaged Property”: The underlying property securing a Mortgage Loan, including any REO Property, consisting of an Estate in Real Property improved by a Residential Dwelling.
 
“Mortgagor”: The obligor on a Mortgage Note.
 
“Net Liquidation Proceeds”: With respect to any Liquidated Mortgage Loan or any other disposition of related Mortgaged Property (including REO Property) the related Liquidation Proceeds and Insurance Proceeds net of Advances, Servicing Advances, Servicing Fees and any other accrued and unpaid servicing fees received and retained in connection with the liquidation of such Mortgage Loan or Mortgaged Property.
 
“Net Monthly Excess Cashflow”: With respect to each Distribution Date, the sum of (a) any Overcollateralization Release Amount for such Distribution Date and (b) the excess of (x) Available Funds for such Distribution Date over (y) the sum for such Distribution Date of (A) the Monthly Interest Distributable Amounts for the Class A Certificates and the Mezzanine Certificates, (B) the Unpaid Interest Shortfall Amounts for the Class A Certificates and (C) the Principal Remittance Amount.
 
“Net Mortgage Rate”: With respect to any Mortgage Loan (or the related REO Property), as of any date of determination, a per annum rate of interest equal to the then applicable Mortgage Rate for such Mortgage Loan minus the Servicing Fee Rate.
 
“Net Swap Payment”: In the case of payments made by the Trust, the excess, if any, of (x) the Fixed Swap Payment over (y) the Floating Swap Payment, and in the case of payments made by the Swap Provider, the excess, if any, of (x) the Floating Swap Payment over (y) the Fixed Swap Payment. In each case, the Net Swap Payment shall not be less than zero.
 
“Net Prepayment Interest Shortfall”: With respect to any Distribution Date, the excess, if any, of any Prepayment Interest Shortfalls for such date over the related Compensating Interest.
 
“Net WAC Rate”: With respect to any Class of Class A Certificates and Mezzanine Certificates and any Distribution Date, the per annum rate equal to the product of (i) the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) minus the Swap Expense Rate and (ii) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days elapsed in the related Accrual Period. For federal income tax purposes, such rate shall be expressed as the product of (x) the weighted average of the Uncertificated REMIC 2 Pass-Through Rates on the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTIO) and (y) a fraction, the numerator of which is 30 and the denominator of which is the actual number of days in the related Accrual Period.
 
“Net WAC Rate Carryover Amount”: With respect to any Class of Class A Certificates and Mezzanine Certificates and any Distribution Date, the sum of (A) the positive excess of (i) the amount of interest accrued on such Class of Certificates for such Distribution Date calculated at the related Formula Rate over (ii) the amount of interest accrued on such Class of Certificates at the related Net WAC Rate for such Distribution Date and (B) the related Net WAC Rate Carryover Amount for the previous Distribution Date not previously paid, together with interest thereon at a rate equal to the related Formula Rate, in each case for such Distribution Date and for such related Accrual Period.
 
“Net WAC Rate Carryover Reserve Account”: The reserve account established and maintained pursuant to Section 4.05.
 
“New Lease”: Any lease of REO Property entered into on behalf of the Trust, including any lease renewed or extended on behalf of the Trust if the Trust has the right to renegotiate the terms of such lease.
 
“NIMS Insurer”: Any insurer that is guaranteeing certain payments under notes secured by collateral which includes all or a portion of the Class C Certificates, the Class P Certificates and/or the Residual Certificates.
 
“Nonrecoverable Advance”: Any Advance or Servicing Advance previously made or proposed to be made in respect of a Mortgage Loan or REO Property that, in the good faith business judgment of the Servicer, will not be ultimately recoverable from Late Collections, Insurance Proceeds, Liquidation Proceeds or condemnation proceeds on such Mortgage Loan or REO Property as provided herein.
 
“Notional Amount”: Immediately prior to any Distribution Date, with respect to the Class C Interest, the aggregate of the Uncertificated Principal Balances of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTIO and REMIC 2 Regular Interest LTP).
 
“Offered Certificates”: The Class A Certificates and the Mezzanine Certificates offered to the public pursuant to the Prospectus Supplement.
 
“Officers’ Certificate”: A certificate signed by the Chairman of the Board, the Vice Chairman of the Board, the President or a vice president (however denominated), and by the Treasurer, the Secretary, or one of the assistant treasurers or assistant secretaries or Servicing Officers of the Servicer, the Originator or the Depositor, as applicable.
 
“Opinion of Counsel”: A written opinion of counsel, who may, without limitation, be a salaried counsel for the Depositor or the Servicer, acceptable to the Trustee, except that any opinion of counsel relating to (a) the qualification of any REMIC as a REMIC or (b) compliance with the REMIC Provisions must be an opinion of Independent counsel.
 
“Optional Termination Date”: The first Distribution Date on which the Servicer or the NIMS Insurer may opt to terminate the Trust Fund pursuant to Section 10.01.
 
“Original Class Certificate Principal Balance”: With respect to the Class A Certificates, the Mezzanine Certificates, the Class C Interest, the Class C Certificates, the Class P Interest and the Class P Certificates, the corresponding amounts set forth opposite such Class above in the Preliminary Statement.
 
“Original Notional Amount”: With respect to the Class C Interest, $1,499,999,062.53.
 
“Originator”: Option One Mortgage Corporation, a California corporation, or its successor in interest, in its capacity as originator under the Mortgage Loan Purchase Agreement.
 
“OTS Method”: As defined in Section 4.03(a) hereof.
 
“Overcollateralization Deficiency Amount”: With respect to any Distribution Date, the amount, if any, by which the Overcollateralization Target Amount exceeds the Overcollateralized Amount on such Distribution Date (after giving effect to distributions in respect of the Group I Basic Principal Distribution Amount and the Group II Basic Principal Distribution Amount on such Distribution Date).
 
“Overcollateralization Floor”: $7,499,995.81.
 
“Overcollateralization Release Amount”: With respect to any Distribution Date, the lesser of (x) the Principal Remittance Amount for such Distribution Date and (y) the Excess Overcollateralized Amount.
 
“Overcollateralization Target Amount”: With respect to any Distribution Date, (a) prior to the Stepdown Date, 4.80% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date and (b) on or after the Stepdown Date, the lesser of the amount set forth in clause (a) and 9.60% of the aggregate Stated Principal Balance of the Mortgage Loans for the related Distribution Date, subject to a floor equal to the Overcollateralization Floor; provided, however, if a Trigger Event is in effect on the related Distribution Date, the Overcollateralization Target Amount will be equal to the Overcollateralization Target Amount for the previous Distribution Date. Notwithstanding the foregoing, on and after any Distribution Date following the reduction of the aggregate Certificate Principal Balance of the Class A Certificates and the Mezzanine Certificates to zero, the Overcollateralization Target Amount shall be zero.
 
“Overcollateralized Amount”: For any Distribution Date, an amount equal to (i) the aggregate Stated Principal Balance of the Mortgage Loans as of the last day of the related Due Period (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) minus (ii) the aggregate Certificate Principal Balance of the Class A Certificates, the Mezzanine Certificates and the Class P Certificates as of such Distribution Date (after giving effect to distributions to be made on such Distribution Date).
 
“Ownership Interest”: As to any Certificate, any ownership or security interest in such Certificate, including any interest in such Certificate as the Holder thereof and any other interest therein, whether direct or indirect, legal or beneficial, as owner or as pledgee.
 
“Pass-Through Rate”: With respect to any Class of Class A and Mezzanine Certificates and any Distribution Date, the lesser of (x) the related Formula Rate for such Distribution Date and (y) the Net WAC Rate for such Distribution Date.
 
With respect to the Class C Interest and any Distribution Date, a per annum rate equal to the percentage equivalent of a fraction, the numerator of which is (x) the sum of (i) 100% of the interest on REMIC 2 Regular Interest LTP and (ii) interest on the Uncertificated Principal Balance of each REMIC 2 Regular Interest listed in clause (y) at a rate equal to the related Uncertificated REMIC 2 Pass-Through Rate minus the Marker Rate and the denominator of which is (y) the aggregate Uncertificated Principal Balance of REMIC 2 Regular Interests LTAA, LTIA1, LTIIA1, LTIIA2, LTIIA3, LTIIA4, LTM1, LTM2, LTM3, LTM4, LTM5, LTM6, LTM7, LTM8, LTM9 and LTZZ.
 
With respect to the Class C Certificates, 100% of the interest distributable to the Class C Interest, expressed as a per annum rate on its Notional Amount.
 
With respect to the Class SWAP-IO Interest, the Class SWAP-IO Interest shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to REMIC 2 Regular Interest LTIO for such Distribution Date.
 
REMIC 6 Regular Interest SWAP-IO shall not have a Pass-Through Rate, but interest for such Regular Interest and each Distribution Date shall be an amount equal to 100% of the amounts distributable to the Class SWAP-IO Interest for such Distribution Date.
 
The Class P Certificates, Class R Certificates and Class R-X Certificates will not accrue interest and therefore will not have a Pass-Through Rate.
 
“Paying Agent”: Any paying agent appointed pursuant to Section 5.05.
 
“Percentage Interest”: With respect to any Certificate (other than a Residual Certificate), a fraction, expressed as a percentage, the numerator of which is the Initial Certificate Principal Balance or Notional Amount represented by such Certificate and the denominator of which is the Original Class Certificate Principal Balance or initial Notional Amount of the related Class. With respect to a Residual Certificate, the portion of the Class evidenced thereby, expressed as a percentage, as stated on the face of such Certificate; provided, however, that the sum of all such percentages for each such Class totals 100%.
 
“Periodic Rate Cap”: With respect to each Adjustable-Rate Mortgage Loan and any Adjustment Date therefor, the fixed percentage set forth in the related Mortgage Note, which is the maximum amount by which the Mortgage Rate for such Mortgage Loan may increase or decrease (without regard to the Maximum Mortgage Rate or the Minimum Mortgage Rate) on such Adjustment Date from the Mortgage Rate in effect immediately prior to such Adjustment Date.
 
“Permitted Investments”: Any one or more of the following obligations or securities acquired at a purchase price of not greater than par, regardless of whether issued or managed by the Depositor, the Servicer, the NIMS Insurer, the Trustee or any of their respective Affiliates or for which an Affiliate of the NIMS Insurer or Trustee serves as an advisor:
 
(i)  direct obligations of, or obligations fully guaranteed as to timely payment of principal and interest by, the United States or any agency or instrumentality thereof, provided such obligations are backed by the full faith and credit of the United States;
 
(ii)  (A) demand and time deposits in, certificates of deposit of, bankers’ acceptances issued by or federal funds sold by any depository institution or trust company (including the Trustee or its agent acting in their respective commercial capacities) incorporated under the laws of the United States of America or any state thereof and subject to supervision and examination by federal and/or state authorities, so long as, at the time of such investment or contractual commitment providing for such investment, such depository institution or trust company (or, if the only Rating Agency is S&P, in the case of the principal depository institution in a depository institution holding company, debt obligations of the depository institution holding company) or its ultimate parent has a short-term uninsured debt rating in the highest available rating category of Moody’s and S&P and provided that each such investment has an original maturity of no more than 365 days; and provided further that, if the only Rating Agency is S&P and if the depository or trust company is a principal subsidiary of a bank holding company and the debt obligations of such subsidiary are not separately rated, the applicable rating shall be that of the bank holding company; and, provided further that, if the original maturity of such short-term obligations of a domestic branch of a foreign depository institution or trust company shall exceed 30 days, the short-term rating of such institution shall be A-1+ in the case of S&P if S&P is the Rating Agency; and (B) any other demand or time deposit or deposit which is fully insured by the FDIC;
 
(iii)  repurchase obligations with a term not to exceed 30 days with respect to any security described in clause (i) above and entered into with a depository institution or trust company (acting as principal) rated A-1+ by S&P and A2 or higher by Moody’s, provided, however, that collateral transferred pursuant to such repurchase obligation must be of the type described in clause (i) above and must (A) be valued daily at current market prices plus accrued interest, (B) pursuant to such valuation, be equal, at all times, to 105% of the cash transferred by the Trustee in exchange for such collateral and (C) be delivered to the Trustee or, if the Trustee is supplying the collateral, an agent for the Trustee, in such a manner as to accomplish perfection of a security interest in the collateral by possession of certificated securities;
 
(iv)  securities bearing interest or sold at a discount that are issued by any corporation incorporated under the laws of the United States of America or any State thereof and that are rated by a Rating Agency in its highest long-term unsecured rating category at the time of such investment or contractual commitment providing for such investment;
 
(v)  commercial paper (including both non-interest-bearing discount obligations and interest-bearing obligations payable on demand or on a specified date not more than 30 days after the date of acquisition thereof) that is rated by a Rating Agency in its highest short-term unsecured debt rating available at the time of such investment;
 
(vi)  units of money market funds, including those managed or advised by the Trustee or its Affiliates, that have been rated “AAA” by S&P and “Aaa” by Moody’s; and
 
(vii)  if previously confirmed in writing to the Trustee, any other demand, money market or time deposit, or any other obligation, security or investment, as may be acceptable to the Rating Agencies in writing as a permitted investment of funds backing securities having ratings equivalent to its highest initial rating of the Class A Certificates;
 
provided, that no instrument described hereunder shall evidence either the right to receive (a) only interest with respect to the obligations underlying such instrument or (b) both principal and interest payments derived from obligations underlying such instrument and the interest and principal payments with respect to such instrument provide a yield to maturity at par greater than 120% of the yield to maturity at par of the underlying obligations.
 
“Permitted Transferee”: Any transferee of a Residual Certificate other than a Disqualified Organization or a non-U.S. Person.
 
“Person”: Any individual, corporation, limited liability company, partnership, joint venture, association, joint stock company, trust, unincorporated organization or government or any agency or political subdivision thereof.
 
“Plan”: Any employee benefit plan or certain other retirement plans and arrangements, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that are subject to ERISA or Section 4975 of the Code.
 
“Pool Balance”: As of any date of determination, the aggregate Stated Principal Balance of the Mortgage Loans in both Loan Groups as of such date.
 
“Prepayment Assumption”: As defined in the Prospectus Supplement.
 
“Prepayment Charge”: With respect to any Mortgage Loan, the charges, fees, penalties or premiums, if any, due in connection with a full or partial prepayment of such Mortgage Loan in accordance with the terms thereof (other than any Servicer Prepayment Charge Payment Amount).
 
“Prepayment Charge Schedule”: As of any date, the list of Prepayment Charges on the Mortgage Loans included in the Trust Fund on such date, attached hereto as Schedule I (including the prepayment charge summary attached thereto). The Prepayment Charge Schedule shall be prepared by the Servicer (in its capacity as Originator) and set forth the following information with respect to each Prepayment Charge:
 
(viii)  the Mortgage Loan identifying number;
 
(ix)  a code indicating the type of Prepayment Charge;
 
(x)  the state of origination of the related Mortgage Loan;
 
(xi)  the date on which the first monthly payment was due on the related Mortgage Loan;
 
(xii)  the term of the related Prepayment Charge; and
 
(xiii)  the principal balance of the related Mortgage Loan as of the Cut-off Date.
 
The Prepayment Charge Schedule shall be amended from time to time by the Servicer in accordance with the provisions of this Agreement and a copy of such amended Prepayment Charge Schedule shall be furnished by the Servicer to the Trustee and the NIMS Insurer.
 
“Prepayment Interest Excess”: With respect to any Distribution Date, for each Mortgage Loan that was the subject of a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day and the Determination Date of the calendar month in which such Distribution Date occurs, an amount equal to interest (to the extent received) at the applicable Net Mortgage Rate on the amount of such Principal Prepayment for the number of days commencing on the first day of the calendar month in which such Distribution Date occurs and ending on the date on which such prepayment is so applied.
 
“Prepayment Interest Shortfall”: With respect to any Distribution Date, for each Mortgage Loan that was the subject of a Principal Prepayment in full during the portion of the related Prepayment Period occurring between the first day of the related Prepayment Period and the last day of the calendar month preceding the month in which such Distribution Date occurs, an amount equal to one month’s interest on the Mortgage Loan less any payments made by the Mortgagor. The obligations of the Servicer in respect of any Prepayment Interest Shortfall are set forth in Section 3.24.
 
“Prepayment Period”: With respect to any Distribution Date, the period commencing on the day after the Determination Date in the calendar month preceding the calendar month in which such Distribution Date occurs (or, in the case of the first Distribution Date, commencing on April 1, 2007) and ending on the Determination Date of the calendar month in which such Distribution Date occurs.
 
“Principal Balance”: As to any Mortgage Loan other than a Liquidated Mortgage Loan, and any day, the related Cut-off Date Principal Balance, minus all collections credited against the Principal Balance of any such Mortgage Loan. For purposes of this definition, a Liquidated Mortgage Loan shall be deemed to have a Principal Balance equal to the Principal Balance of the related Mortgage Loan as of the final recovery of related Liquidation Proceeds and a Principal Balance of zero thereafter. As to any REO Property and any day, the Principal Balance of the related Mortgage Loan immediately prior to such Mortgage Loan becoming REO Property minus any REO Principal Amortization received with respect thereto on or prior to such day.
 
“Principal Prepayment”: Any payment of principal made by the Mortgagor on a Mortgage Loan which is received in advance of its scheduled Due Date and which is not accompanied by an amount of interest representing the full amount of scheduled interest due on any Due Date in any month or months subsequent to the month of prepayment.
 
“Principal Remittance Amount”: With respect to any Distribution Date, the sum of (i) the Group I Principal Remittance Amount and (ii) the Group II Principal Remittance Amount.
 
“Prospectus Supplement”: That certain Prospectus Supplement dated April 19, 2007 relating to the public offering of the Offered Certificates.
 
“Purchase Price”: With respect to any Mortgage Loan or REO Property to be purchased pursuant to or as contemplated by Section 2.03, and as confirmed by an Officers’ Certificate from the Servicer to the Trustee, an amount equal to the sum of (i) 100% of the Stated Principal Balance thereof as of the date of purchase, (ii) in the case of (x) a Mortgage Loan, accrued interest on such Stated Principal Balance at the applicable Mortgage Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer, which payment or advance had as of the date of purchase been distributed pursuant to Section 4.01, through the end of the calendar month in which the purchase is to be effected, and (y) an REO Property, the sum of (1) accrued interest on such Stated Principal Balance at the applicable Mortgage Rate in effect from time to time from the Due Date as to which interest was last covered by a payment by the Mortgagor or an advance by the Servicer through the end of the calendar month immediately preceding the calendar month in which such REO Property was acquired, plus (2) REO Imputed Interest for such REO Property for each calendar month commencing with the calendar month in which such REO Property was acquired and ending with the calendar month in which such purchase is to be effected, net of the total of all net rental income, Insurance Proceeds, Liquidation Proceeds and Advances that as of the date of purchase had been distributed as or to cover REO Imputed Interest pursuant to Section 4.04, (iii) any unreimbursed Servicing Advances and Advances and any unpaid Servicing Fees allocable to such Mortgage Loan or REO Property, (iv) any amounts previously withdrawn from the Collection Account in respect of such Mortgage Loan or REO Property pursuant to Section 3.23 and (v) in the case of a Mortgage Loan required to be purchased pursuant to Section 2.03, expenses reasonably incurred or to be incurred by the Servicer, the NIMS Insurer or the Trustee in respect of the breach or defect giving rise to the purchase obligation including any costs and damages incurred by the Trust in connection with any violation by such loan of any predatory or abusive lending law.
 
“Qualified Insurer”: Any insurance company acceptable to Fannie Mae.
 
“Qualified Substitute Mortgage Loan”: A mortgage loan substituted for a Deleted Mortgage Loan pursuant to the terms of this Agreement or the Mortgage Loan Purchase Agreement which must, on the date of such substitution, (i) have an outstanding principal balance (or in the case of a substitution of more than one mortgage loan for a Deleted Mortgage Loan, an aggregate Principal Balance), after application of all scheduled payments of principal and interest due during or prior to the month of substitution, not in excess of, and not more than 5% less than, the outstanding principal balance of the Deleted Mortgage Loan as of the Due Date in the calendar month during which the substitution occurs, (ii) have a Mortgage Rate not less than (and not more than one percentage point in excess of) the Mortgage Rate of the Deleted Mortgage Loan, (iii) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Maximum Mortgage Rate not less than the Maximum Mortgage Rate on the Deleted Mortgage Loan, (iv) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Minimum Mortgage Rate not less than the Minimum Mortgage Rate of the Deleted Mortgage Loan, (v) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a Gross Margin equal to or greater than the Gross Margin of the Deleted Mortgage Loan, (vi) if the Qualified Substitute Mortgage Loan is an Adjustable-Rate Mortgage Loan, have a next Adjustment Date not more than two months later than the next Adjustment Date on the Deleted Mortgage Loan, (vii) have a remaining term to maturity not greater than (and not more than one year less than) that of the Deleted Mortgage Loan, (viii) be current as of the date of substitution, (ix) have a Loan-to-Value Ratio as of the date of substitution equal to or lower than the Loan-to-Value Ratio of the Deleted Mortgage Loan as of such date, (x) have a risk grading determined by the Originator at least equal to the risk grading assigned on the Deleted Mortgage Loan, (xi) have been underwritten or reunderwritten by the Originator in accordance with the same underwriting criteria and guidelines as the Deleted Mortgage Loan, (xii) have a Prepayment Charge provision at least equal to the Prepayment Charge provision of the Deleted Mortgage Loan, (xiii) conform to each representation and warranty set forth in Section 3.01 of the Mortgage Loan Purchase Agreement applicable to the Deleted Mortgage Loan, (xiv) have the same Due Date as the Deleted Mortgage Loan, (xv) [reserved] and (xvi) not be a Convertible Mortgage Loan unless that Deleted Mortgage Loan was a Convertible Mortgage Loan. In the event that one or more mortgage loans are substituted for one or more Deleted Mortgage Loans, the amounts described in clause (i) hereof shall be determined on the basis of aggregate Principal Balances, the Mortgage Rates described in clauses (ii) through (vi) hereof shall be satisfied for each such mortgage loan, the risk gradings described in clause (x) hereof shall be satisfied as to each such mortgage loan, the terms described in clause (vii) hereof shall be determined on the basis of weighted average remaining term to maturity (provided that no such mortgage loan may have a remaining term to maturity longer than the Deleted Mortgage Loan), the Loan-to-Value Ratios described in clause (ix) hereof shall be satisfied as to each such mortgage loan and, except to the extent otherwise provided in this sentence, the representations and warranties described in clause (xii) hereof must be satisfied as to each Qualified Substitute Mortgage Loan or in the aggregate, as the case may be.
 
“Rating Agency or Rating Agencies”: Moody’s and S&P or their successors. If such agencies or their successors are no longer in existence, “Rating Agencies” shall be such nationally recognized statistical rating agencies, or other comparable Persons, designated by the Depositor, notice of which designation shall be given to the Trustee and Servicer.
 
“Realized Loss”: With respect to any Liquidated Mortgage Loan, the amount of loss realized equal to the portion of the Stated Principal Balance remaining unpaid after application of all Net Liquidation Proceeds in respect of such Mortgage Loan.
 
“Record Date”: With respect to (i) the Class P Certificates, the Class C Certificates and the Residual Certificates, the Close of Business on the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs and (ii) with respect to the Class A Certificates and the Mezzanine Certificates, the Close of Business on the Business Day immediately preceding the related Distribution Date; provided, however, that following the date on which Definitive Certificates for a Class A Certificate or a Mezzanine Certificate are available pursuant to Section 5.02, the Record Date for such Certificates shall be the last Business Day of the calendar month preceding the month in which the related Distribution Date occurs.
 
“Relevant Servicing Criteria”: The Servicing Criteria applicable to the various parties, as set forth on Exhibit S attached hereto. For clarification purposes, multiple parties can have responsibility for the same Relevant Servicing Criteria.
 
“Reference Banks”: Those banks (i) with an established place of business in London, England, (ii) not controlling, under the control of or under common control with the Depositor, the Originator or the Servicer or any affiliate thereof and (iii) which have been designated as such by the Depositor; provided, however, that if fewer than two of such banks provide a LIBOR rate, then any leading banks selected by the Depositor which are engaged in transactions in United States dollar deposits in the international Eurocurrency market.
 
“Regular Certificate”: Any of the Class A Certificates, Mezzanine Certificates, Class C Certificates or Class P Certificates.
 
“Regulation AB”: Subpart 229.1100 - Asset Backed Securities (Regulation AB), 17 C.F.R. §§229.1100-229.1123, as such may be amended from time to time, and subject to such clarification and interpretation as have been provided by the Commission in the adopting release (Asset-Backed Securities, Securities Act Release No. 33-8518, 70 Fed. Reg. 1,506 - 1,631 (Jan. 7, 2005)) or by the staff of the Commission, or as may be provided by the Commission or its staff from time to time.
 
“Relief Act”: The Servicemembers Civil Relief Act.
 
“Relief Act Interest Shortfall”: With respect to any Distribution Date, for any Mortgage Loan with respect to which there has been a reduction in the amount of interest collectible thereon for the most recently ended Due Period as a result of the application of the Relief Act or any similar state law, the amount by which (i) interest collectible on such Mortgage Loan during such Due Period is less than (ii) one month’s interest on the Stated Principal Balance of such Mortgage Loan at the Mortgage Rate for such Mortgage Loan before giving effect to the application of the Relief Act.
 
“REMIC”: A “real estate mortgage investment conduit” within the meaning of Section 860D of the Code.
 
“REMIC 1”: The segregated pool of assets subject hereto, constituting the primary trust created hereby and to be administered hereunder, with respect to which a REMIC election is to be made consisting of: (i) such Mortgage Loans as from time to time are subject to this Agreement, together with the Mortgage Files relating thereto, and together with all collections thereon and proceeds thereof, (ii) any REO Property, together with all collections thereon and proceeds thereof, (iii) the Trustee’s rights with respect to the Mortgage Loans under all insurance policies, required to be maintained pursuant to this Agreement and any proceeds thereof, (iv) the Depositor’s rights under the Mortgage Loan Purchase Agreement (including any security interest created thereby) and (v) the Collection Account, the Distribution Account (subject to the last sentence of this definition) and any REO Account and such assets that are deposited therein from time to time and any investments thereof, together with any and all income, proceeds and payments with respect thereto. Notwithstanding the foregoing, however, a REMIC election will not be made with respect to the Net WAC Rate Carryover Reserve Account, any Servicer Prepayment Charge Payment Amounts, the Swap Account, the Supplemental Interest Trust and the Interest Rate Swap Agreement.
 
“REMIC 1 Regular Interests”: One of the separate non-certificated beneficial ownership interests in REMIC 1 issued hereunder and designated as a Regular Interest in REMIC 1. Each REMIC 1 Regular Interest shall accrue interest at the related Uncertificated REMIC 1 Pass-Through Rate in effect from time to time, and shall be entitled to distributions of principal, subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Principal Balance as set forth in the Preliminary Statement hereto.
 
“REMIC 2”: The segregated pool of assets consisting of all of the REMIC 1 Regular Interests and conveyed in trust to the Trustee, for the benefit of REMIC 3, as holder of the REMIC 2 Regular Interests, and the Class R Certificateholders, as Holders of the Class R-2 Interest, pursuant to Article II hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 2 Interest Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to (a) the product of (i) the aggregate Stated Principal Balance of the Mortgage Loans and (ii) the Uncertificated REMIC 2 Pass-Through Rate for REMIC 2 Regular Interest LTAA minus the Marker Rate, divided by (b) 12.
 
“REMIC 2 Overcollateralization Target Amount”: 1.00% of the Overcollateralization Target Amount.
 
“REMIC 2 Overcollateralized Amount”: With respect to any date of determination, (i) 1.00% of the aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interests (other than REMIC 2 Regular Interest LTP) minus (ii) the aggregate of the Uncertificated Principal Balances of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTM9, in each case as of such date of determination.
 
“REMIC 2 Principal Loss Allocation Amount”: With respect to any Distribution Date, an amount equal to (a) the product of (i) the sum of the aggregate Stated Principal Balance of the Mortgage Loans and related REO Properties then outstanding and (ii) 1 minus a fraction, the numerator of which is two times the aggregate of the Uncertificated Principal Balances of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and the denominator of which is the aggregate of the Uncertificated Principal Balances of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ.
 
“REMIC 2 Regular Interests”: One of the separate non-certificated beneficial ownership interests in REMIC 2 issued hereunder and designated as a Regular Interest in REMIC 2. Each REMIC 2 Regular Interest shall accrue interest at the related Uncertificated REMIC 2 Pass-Through Rate in effect from time to time, and shall be entitled to distributions of principal (other than REMIC 2 Regular Interest LTIO), subject to the terms and conditions hereof, in an aggregate amount equal to its initial Uncertificated Principal Balance as set forth in the Preliminary Statement hereto. The following is a list of each of the REMIC 2 Regular Interests: REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9, REMIC 2 Regular Interest LTZZ, REMIC 2 Regular Interest LTP and REMIC 2 Regular Interest LTIO, each of which is a separate non-certificated beneficial ownership interests in REMIC 2.
 
“REMIC 3”: The segregated pool of assets consisting of all of the REMIC 2 Regular Interests conveyed in trust to the Trustee, for the benefit of the Holders of the Regular Certificates and the Class R Certificate (in respect of the Class R-3 Interest), pursuant to Article II hereunder, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 3 Regular Interests”: Any Class A Certificate, Mezzanine Certificate, Class C Interest, Class P Interest or Class SWAP-IO Interest.
 
“REMIC 4”: The segregated pool of assets consisting of the Class C Interest conveyed in trust to the Trustee, for the benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-4 Interest), pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 5”: The segregated pool of assets consisting of the Class P Interest conveyed in trust to the Trustee, for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-5 Interest), pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 6”: The segregated pool of assets consisting of the Class SWAP-IO Interest conveyed in trust to the Trustee, for the benefit of the Holders of REMIC 6 Regular Interest SWAP-IO and the Class R-X Certificate (in respect of the Class R-6 Interest), pursuant to Section 2.07, and all amounts deposited therein, with respect to which a separate REMIC election is to be made.
 
“REMIC 6 Regular Interest”: REMIC 6 Regular Interest SWAP-IO.
 
“REMIC 6 Regular Interest SWAP-IO”: The non-certificated beneficial ownership interest in REMIC 6 issued hereunder and designated as a Regular Interest in REMIC 6. REMIC 6 Regular Interest SWAP-IO shall be entitled to 100% of amounts distributed in respect of the Class SWAP-IO Interest.
 
“REMIC Provisions”: Provisions of the federal income tax law relating to real estate mortgage investment conduits which appear at Section 860A through 860G of Subchapter M of Chapter 1 of the Code, and related provisions, and regulations and rulings promulgated thereunder, as the foregoing may be in effect from time to time.
 
“REMIC Regular Interests”: The REMIC 1 Regular Interests, REMIC 2 Regular Interests, the Class C Interest, Class P Interest or Class SWAP-IO Interest.
 
“Remittance Report”: A report prepared by the Servicer and delivered to the Trustee and the NIMS Insurer pursuant to Section 4.04.
 
“Rents from Real Property”: With respect to any REO Property, gross income of the character described in Section 856(d) of the Code.
 
“REO Account”: The account or accounts maintained by the Servicer in respect of an REO Property pursuant to Section 3.23.
 
“REO Disposition”: The sale or other disposition of an REO Property on behalf of the Trust Fund.
 
“REO Imputed Interest”: As to any REO Property, for any calendar month during which such REO Property was at any time part of the Trust Fund, one month’s interest at the applicable Net Mortgage Rate on the Stated Principal Balance of such REO Property (or, in the case of the first such calendar month, of the related Mortgage Loan if appropriate) as of the Close of Business on the Distribution Date in such calendar month.
 
“REO Principal Amortization”: With respect to any REO Property, for any calendar month, the excess, if any, of (a) the aggregate of all amounts received in respect of such REO Property during such calendar month, whether in the form of rental income, sale proceeds (including, without limitation, that portion of the Termination Price paid in connection with a purchase of all of the Mortgage Loans and REO Properties pursuant to Section 10.01 that is allocable to such REO Property) or otherwise, net of any portion of such amounts (i) payable pursuant to Section 3.23 in respect of the proper operation, management and maintenance of such REO Property or (ii) payable or reimbursable to the Servicer pursuant to Section 3.23 for unpaid Servicing Fees in respect of the related Mortgage Loan and unreimbursed Servicing Advances and Advances in respect of such REO Property or the related Mortgage Loan, over (b) the REO Imputed Interest in respect of such REO Property for such calendar month.
 
“REO Property”: A Mortgaged Property acquired by the Servicer on behalf of the Trust Fund through foreclosure or deed-in-lieu of foreclosure, as described in Section 3.23.
 
“Reportable Event”: As defined in Section 3.25(a)(ii).
 
“Request for Release”: A release signed by a Servicing Officer, in the form of Exhibit E attached hereto.
 
“Reserve Interest Rate”: With respect to any Interest Determination Date, the rate per annum that the Trustee determines to be either (i) the arithmetic mean (rounded upwards if necessary to the nearest whole multiple of 1/16 of 1%) of the one-month United States dollar lending rates which banks in The City of New York selected by the Depositor are quoting on the relevant Interest Determination Date to the principal London offices of leading banks in the London interbank market or (ii) in the event that the Trustee can determine no such arithmetic mean, in the case of any Interest Determination Date after the initial Interest Determination Date, the lowest one-month United States dollar lending rate which such New York banks selected by the Depositor are quoting on such Interest Determination Date to leading European banks.
 
“Residential Dwelling”: Any one of the following: (i) a detached one-family dwelling, (ii) a detached two- to four-family dwelling, (iii) a one-family dwelling unit in a Fannie Mae eligible condominium project, (iv) a manufactured home, or (v) a detached one-family dwelling in a planned unit development, none of which is a mobile home.
 
“Residual Certificate”: Any Class R Certificates or Class R-X Certificates.
 
“Residual Interest”: The sole class of “residual interests” in a REMIC within the meaning of Section 860G(a)(2) of the Code.
 
“Responsible Officer”: When used with respect to the Trustee, the Chairman or Vice Chairman of the Board of Directors or Trustees, the Chairman or Vice Chairman of the Executive or Standing Committee of the Board of Directors or Trustees, the President, any vice president, any assistant vice president, the Secretary, any assistant secretary, the Treasurer, any assistant treasurer, the Cashier, any assistant cashier, any trust officer or assistant trust officer, the Controller and any assistant controller or any other officer of the Trustee customarily performing functions similar to those performed by any of the above designated officers and, with respect to a particular matter, to whom such matter is referred because of such officer’s knowledge of and familiarity with the particular subject.
 
“Responsible Party”: Option One Mortgage Capital Corporation, a Delaware corporation, or its successor in interest.
 
“S&P”: Standard & Poor’s Ratings Services, a division of The McGraw-Hill Companies, Inc., or its successor in interest.
 
“Sarbanes-Oxley Act”: The Sarbanes-Oxley Act of 2002 and the rules and regulations of the Commission promulgated thereunder (including any published interpretations thereof by the Commission’s staff).
 
“Sarbanes-Oxley Certification”: As defined in Section 3.25(a)(iii).
 
“Seller”: Any one or all of: (i) Option One Mortgage Corporation, a California corporation, (ii) Option One Mortgage Capital Corporation, a Delaware corporation, or (iii) Option One Owner Trust 2001-1A, Option One Owner Trust 2001-1B, Option One Owner Trust 2001-2, Option One Owner Trust 2002-3, Option One Owner Trust 2003-4, Option One Owner Trust 2003-5, Option One Owner Trust 2005-6, Option One Owner Trust 2005-7, Option One Owner Trust 2005-8, Option One Owner Trust 2005-9 and/or Option One Owner Trust 2007-5A, each a Delaware statutory trust.
 
“Senior Credit Enhancement Percentage”: For any Distribution Date, the percentage equivalent of a fraction, the numerator of which is the aggregate Certificate Principal Balance of the Mezzanine Certificates and the Class C Certificates, and the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans, calculated prior to taking into account payments of principal on the Mortgage Loans and distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Holders of the Certificates then entitled to distributions of principal on such Distribution Date.
 
“Servicer”: Option One Mortgage Corporation, a California corporation, or any successor servicer appointed as herein provided, in its capacity as Servicer hereunder.
 
“Servicer Affiliate”: A Person (i) controlling, controlled by or under common control with the Servicer or which is 50% or more owned by the Servicer and (ii) which is qualified to service residential mortgage loans.
 
“Servicer Event of Termination”: One or more of the events described in Section 7.01.
 
“Servicer Optional Purchase Delinquency Trigger”: A Servicer Optional Purchase Delinquency Trigger has occurred with respect to a Distribution Date if the Delinquency Percentage exceeds 25.00% of the Senior Credit Enhancement Percentage.
 
“Servicer Prepayment Charge Payment Amount”: The amounts payable by the Servicer in respect of any Prepayment Charges pursuant to Section 2.05 or Section 3.01.
 
“Servicer Remittance Date”: With respect to any Distribution Date, the Business Day prior to such Distribution Date.
 
“Servicing Account”: The account or accounts created and maintained pursuant to Section 3.09.
 
“Servicing Advances”: All customary, reasonable and necessary “out of pocket” costs and expenses (including reasonable attorneys’ fees and expenses) incurred by the Servicer in the performance of its servicing obligations, including, but not limited to, the cost of (i) the preservation, restoration, inspection and protection of the Mortgaged Property, (ii) any enforcement or judicial proceedings, including foreclosures, (iii) the management and liquidation of the REO Property and (iv) compliance with the obligations under Sections 3.01, 3.09, 3.16, and 3.23.
 
“Servicing Criteria”: As set forth in Exhibit S hereto.
 
“Servicing Fee”: With respect to each Mortgage Loan and for any calendar month, an amount equal to one month’s interest (or in the event of any payment of interest which accompanies a Principal Prepayment in full or in part made by the Mortgagor during such calendar month, interest for the number of days covered by such payment of interest) at the Servicing Fee Rate on the same principal amount on which interest on such Mortgage Loan accrues for such calendar month. A portion of such Servicing Fee may be retained by any Sub-Servicer as its servicing compensation.
 
“Servicing Fee Rate”: 0.30% per annum for the first 10 Due Periods, 0.40% per annum for the 11th through 30th Due Periods and 0.65% per annum for all Due Periods thereafter.
 
“Servicing Officer”: Any employee or officer of the Servicer involved in, or responsible for, the administration and servicing of Mortgage Loans, whose name and specimen signature appear on a list of servicing officers furnished by the Servicer to the Trustee and the Depositor on the Closing Date, as such list may from time to time be amended.
 
“Servicing Rights Pledgee”: One or more lenders, selected by the Servicer, to which the Servicer may pledge and assign all of its right, title and interest in, to and under this Agreement.
 
“Servicing Transfer Costs”: All reasonable costs and expenses incurred by the Trustee in connection with the transfer of servicing from a predecessor servicer, including, without limitation, any reasonable costs or expenses associated with the complete transfer of all servicing data and the completion, correction or manipulation of such servicing data as may be required by the Trustee to correct any errors or insufficiencies in the servicing data or otherwise to enable the Trustee to service the Mortgage Loans properly and effectively.
 
“Significance Percentage”: The percentage equivalent of a fraction, the numerator of which is (I) the present value (such calculation of present value using the two-year swaps rate made available at Bloomberg Financial Markets, L.P.) of the aggregate amount payable under the Interest Rate Swap Agreement (assuming that one-month LIBOR for each remaining Calculation Period (as defined in the Interest Rate Swap Agreement) beginning with the Calculation Period immediately following the related Distribution Date is equal to the sum of (a) the one-month LIBOR rate for each remaining Calculation Period made available at Bloomberg Financial Markets, L.P. by taking the following steps: (1) typing in the following keystrokes: fwcv <go>, us <go>, 3 <go>; (2) the Forwards shall be set to “1-Mo”; (3) the Intervals shall be set to “1-Mo”; and (4) the Points shall be set to equal the remaining term of the Interest Rate Swap Agreement in months and the Trustee shall click <go> (provided that the Depositor shall notify the Trustee in writing of any changes to such keystrokes), (b) the percentage equivalent of a fraction, the numerator of which is 5.00% and the denominator of which is the initial number of Distribution Dates on which the Trustee is entitled to receive payments under the Interest Rate Swap Agreement (the “Add-On Amount”) and (c) the Add-On Amount for each previous period) and the denominator of which is (II) the aggregate Certificate Principal Balance of the Class A Certificates and the Mezzanine Certificates on such Distribution Date (after giving effect to all distributions on such Distribution Date).
 
“Special Servicer Trigger Event”: As defined in Section 3.13.
 
“Startup Day”: As defined in Section 9.01(b) hereof.
 
“Stated Principal Balance”: With respect to any Mortgage Loan: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, the outstanding principal balance of such Mortgage Loan as of the Cut-off Date, as shown in the Mortgage Loan Schedule, minus the sum of (i) the principal portion of each Monthly Payment due on a Due Date subsequent to the Cut-off Date, to the extent received from the Mortgagor or advanced by the Servicer and distributed pursuant to Section 4.01 on or before such date of determination, (ii) all Principal Prepayments received after the Cut-off Date, to the extent distributed pursuant to Section 4.01 on or before such date of determination, (iii) all Liquidation Proceeds and Insurance Proceeds to the extent distributed pursuant to Section 4.01 on or before such date of determination, and (iv) any Realized Loss incurred with respect thereto as a result of a Deficient Valuation made during or prior to the Due Period for the most recent Distribution Date coinciding with or preceding such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such Mortgage Loan would be distributed, zero. With respect to any REO Property: (a) as of any date of determination up to but not including the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, an amount (not less than zero) equal to the Stated Principal Balance of the related Mortgage Loan as of the date on which such REO Property was acquired on behalf of the Trust Fund, minus the aggregate amount of REO Principal Amortization in respect of such REO Property for all previously ended calendar months, to the extent distributed pursuant to Section 4.01 on or before such date of determination; and (b) as of any date of determination coinciding with or subsequent to the Distribution Date on which the proceeds, if any, of a Liquidation Event with respect to such REO Property would be distributed, zero.
 
“Stepdown Date”: The earlier to occur of (a) the first Distribution Date after the Distribution Date on which the aggregate Certificate Principal Balance of the Class A Certificates has been reduced to zero and (b) the later to occur of (i) the Distribution Date occurring in May 2010 and (ii) the first Distribution Date on which the Senior Credit Enhancement Percentage (calculated for this purpose only after taking into account payments of principal on the Mortgage Loans and distribution of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount to the Certificates then entitled to distributions of principal on such Distribution Date) is equal to or greater than 49.30%.
 
“Subordinate Certificates”: The Mezzanine Certificates and the Class C Certificate.
 
“Subsequent Recoveries”: As of any Distribution Date, unexpected amounts received by the Servicer (net of any related expenses permitted to be reimbursed pursuant to Section 3.10) specifically related to a Mortgage Loan that was the subject of a liquidation or an REO Disposition prior to the related Prepayment Period that resulted in a Realized Loss.
 
“Sub-Servicer”: Any Person with which the Servicer has entered into a Sub-Servicing Agreement and which meets the qualifications of a Sub-Servicer pursuant to Section 3.02.
 
“Sub-Servicing Account”: An account established by a Sub-Servicer which meets the requirements set forth in Section 3.08 and is otherwise acceptable to the applicable Servicer.
 
“Sub-Servicing Agreement”: The written contract between the Servicer and a Sub-Servicer relating to servicing and administration of certain Mortgage Loans as provided in Section 3.02.
 
“Substitution Adjustment”: As defined in Section 2.03(d) hereof.
 
“Supplemental Interest Trust”: As defined in Section 4.08(a).
 
“Swap Administration Agreement”: As defined in Section 4.08(b).
 
“Swap Account”: The account or accounts created and maintained pursuant to Section 4.08. The Swap Account must be an Eligible Account.
 
“Swap Administrator”: Wells Fargo Bank, N.A., a national banking association, or its successor in interest, or any successor Swap Administrator appointed pursuant to the Swap Administration Agreement.
 
“Swap Collateral Account”: The account or accounts created and maintained pursuant to Section 4.10. The Swap Collateral Account must be an Eligible Account.
 
“Swap Credit Support Annex”: The credit support annex, dated the Closing Date, between the Supplemental Interest Trust Trustee and the Interest Rate Swap Provider, which is annexed to and forms part of the Interest Rate Swap Agreement.
 
“Swap Custodian”: As defined in Section 4.10(b).
 
“Swap Expense Rate”: For any Distribution Date and the Class A Certificates and the Mezzanine Certificates, a fraction, expressed as a percentage, (i) the numerator of which is the product of twelve multiplied by the amount of any Net Swap Payment and Swap Termination Payment (other than a Swap Termination Payment resulting from a Swap Provider Trigger Event) made to the Swap Provider, and (ii) the denominator of which is the aggregate Stated Principal Balance of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date (adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period).
 
“Swap Interest Shortfall Amount”: Any shortfall of interest with respect to any Class of Certificates resulting from the application of the Net WAC Rate due to a discrepancy between the Uncertificated Notional Amount of the Class Swap-IO Interest and the scheduled notional amount pursuant to the Interest Rate Swap Agreement.
 
“Swap LIBOR”: A per annum rate equal to the floating rate payable by the Swap Provider under the Interest Rate Swap Agreement.
 
“Swap Provider”: The swap provider under the Interest Rate Swap Agreement. Initially, the Swap Provider shall be Lehman Brothers Special Financing Inc.
 
“Swap Provider Trigger Event”: A Swap Termination Payment that is triggered upon: (i) an Event of Default under the Interest Rate Swap Agreement with respect to which the Swap Provider is a Defaulting Party (as defined in the Interest Rate Swap Agreement), (ii) a Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party (as defined in the Interest Rate Swap Agreement) or (iii) an Additional Termination Event under the Interest Rate Swap Agreement with respect to which the Swap Provider is the sole Affected Party.
 
“Swap Termination Payment”: The payment due to either party under the Interest Rate Swap Agreement upon the early termination of the Interest Rate Swap Agreement.
 
“Tax Matters Person”: The tax matters person appointed pursuant to Section 9.01(e) hereof.
 
“Tax Prepayment Assumption”: The prepayment assumption provided by the Depositor and as disclosed in the Prospectus Supplement.
 
“Tax Returns”: The federal income tax return on Internal Revenue Service Form 1066, U.S. Real Estate Mortgage Investment Conduit Income Tax Return, including Schedule Q thereto, Quarterly Notice to Residual Interest Holders of the REMIC Taxable Income or Net Loss Allocation, or any successor forms, to be filed by the Trustee on behalf of each REMIC, together with any and all other information reports or returns that may be required to be furnished to the Certificateholders or filed with the Internal Revenue Service or any other governmental taxing authority under any applicable provisions of federal, state or local tax laws.
 
“Termination Price”: As defined in Section 10.01(a) hereof.
 
“Terminator”: As defined in Section 10.01 hereof.
 
“Three Month Rolling Delinquency Percentage”: With respect to the Mortgage Loans and any Distribution Date, the average for the three most recent calendar months of the fraction, expressed as a percentage, the numerator of which is (x) the sum (without duplication) of the aggregate of the Stated Principal Balances of all Mortgage Loans that are (i) 60 or more days Delinquent, (ii) in bankruptcy and 60 or more days Delinquent, (iii) in foreclosure and 60 or more days Delinquent or (iv) REO Properties, and the denominator of which is (y) the sum of the Stated Principal Balances of the Mortgage Loans, in the case of both (x) and (y), as of the Close of Business on the last Business Day of each of the three most recent calendar months.
 
“Trigger Event”: A Trigger Event is in effect with respect to any Distribution Date on or after the Stepdown Date if:
 
(a)        the Delinquency Percentage exceeds 32.45% of the Senior Credit Enhancement Percentage or
 
(b)        the aggregate amount of Realized Losses incurred since the Cut-off Date through the last day of the related Due Period (after reduction for all Subsequent Recoveries received from the Cut-off Date through the Prepayment Period) divided by the aggregate Cut-off Date Principal Balance exceeds the applicable percentages set forth below with respect to such Distribution Date:
 
Distribution Date Occurring In
 
Percentage
May 2009 - April 2010
 
1.70% for May 2009, plus 1/12 of 2.05% for each month thereafter
May 2010 - April 2011
 
3.75% for May 2010, plus 1/12 of 2.10% for each month thereafter
May 2011 - April 2012
 
5.85% for May 2011, plus 1/12 of 1.70% for each month thereafter
May 2012 - April 2013
 
7.55% for May 2012, plus 1/12 of 0.90% for each month thereafter
May 2013 and thereafter
 
8.45%

“Trust”: Option One Mortgage Loan Trust 2007-5, the trust created hereunder.
 
“Trust Fund”: All of the assets of the Trust, which the trust created hereunder consisting of REMIC 2, REMIC 3, REMIC 4, REMIC 5, REMIC 6, the Net WAC Rate Carryover Reserve Account, the Servicer Prepayment Charge Payment Amounts, distributions made to the Trustee by the Swap Administrator under the Swap Administration Agreement, the Swap Account, the Supplemental Interest Trust and the Interest Rate Swap Agreement.
 
“Trust REMIC”: Each of REMIC 1, REMIC 2, REMIC 3, REMIC 4, REMIC 5 and REMIC 6.
 
“Trustee”: Wells Fargo Bank, N.A., a national banking association, or any successor trustee appointed as herein provided.
 
“Trustee Fee”: The amount payable to the Trustee on each Distribution Date pursuant to Section 8.05 as compensation for all services rendered by it in the execution of the trust hereby created and in the exercise and performance of any of the powers and duties of the Trustee hereunder, which amount shall equal one twelfth of the product of (i) the Trustee Fee Rate, multiplied by (ii) the aggregate Stated Principal Balance of the Mortgage Loans and any REO Properties (after giving effect to scheduled payments of principal due during the Due Period relating to the previous Distribution Date, to the extent received or advanced) as of the first day of the calendar month prior to the month of such Distribution Date (or, in the case of the initial Distribution Date, as of the Cut-off Date).
 
“Trustee Fee Rate”: 0.0030% per annum.
 
“Uncertificated Accrued Interest”: With respect to each REMIC Regular Interest on each Distribution Date, an amount equal to one month’s interest at the related Uncertificated Pass-Through Rate on the Uncertificated Principal Balance of such REMIC Regular Interest. In each case, Uncertificated Accrued Interest will be reduced by any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls (allocated to such REMIC Regular Interests based on their respective entitlements to interest irrespective of any Net Prepayment Interest Shortfalls and Relief Act Interest Shortfalls for such Distribution Date).
 
“Uncertificated Notional Amount”: With respect to REMIC 2 Regular Interest LTIO and each Distribution Date listed below, the aggregate Uncertificated Principal Balance of the REMIC 1 Regular Interests ending with the designation “A” listed below:
 
Distribution Date
 
REMIC 1 Regular Interests
1st and 2nd 
 
I-1-A through I-70-A
3
 
I-2-A through I-70-A
4
 
I-3-A through I-70-A
5
 
I-4-A through I-70-A
6
 
I-5-A through I-70-A
7
 
I-6-A through I-70-A
8
 
I-7-A through I-70-A
9
 
I-8-A through I-70-A
10
 
I-9-A through I-70-A
11
 
I-10-A through I-70-A
12
 
I-11-A through I-70-A
13
 
I-12-A through I-70-A
14
 
I-13-A through I-70-A
15
 
I-14-A through I-70-A
16
 
I-15-A through I-70-A
17
 
I-16-A through I-70-A
18
 
I-17-A through I-70-A
19
 
I-18-A through I-70-A
20
 
I-19-A through I-70-A
21
 
I-20-A through I-70-A
22
 
I-21-A through I-70-A
23
 
I-22-A through I-70-A
24
 
I-23-A through I-70-A
25
 
I-24-A through I-70-A
26
 
I-25-A through I-70-A
27
 
I-26-A through I-70-A
28
 
I-27-A through I-70-A
29
 
I-28-A through I-70-A
30
 
I-29-A through I-70-A
31
 
I-30-A through I-70-A
32
 
I-31-A through I-70-A
33
 
I-32-A through I-70-A
34
 
I-33-A through I-70-A
35
 
I-34-A through I-70-A
36th and 37th 
 
I-35-A through I-70-A
38
 
I-36-A through I-70-A
39
 
I-37-A through I-70-A
40
 
I-38-A through I-70-A
41
 
I-39-A through I-70-A
42
 
I-40-A through I-70-A
43
 
I-41-A through I-70-A
44
 
I-42-A through I-70-A
45
 
I-43-A through I-70-A
46
 
I-44-A through I-70-A
47
 
I-45-A through I-70-A
48
 
I-46-A through I-70-A
49
 
I-47-A through I-70-A
50
 
I-48-A through I-70-A
51
 
I-49-A through I-70-A
52
 
I-50-A through I-70-A
53
 
I-51-A through I-70-A
54
 
I-52-A through I-70-A
55
 
I-53-A through I-70-A
56
 
I-54-A through I-70-A
57
 
I-55-A through I-70-A
58
 
I-56-A through I-70-A
59
 
I-57-A through I-70-A
60
 
I-58-A through I-70-A
61
 
I-59-A through I-70-A
62
 
I-60-A through I-70-A
63
 
I-61-A through I-70-A
64
 
I-62-A through I-70-A
65
 
I-63-A through I-70-A
66
 
I-64-A through I-70-A
67
 
I-65-A through I-70-A
68
 
I-66-A through I-70-A
69
 
I-67-A through I-70-A
70
 
I-68-A through I-70-A
71
 
I-69-A through I-70-A
72
 
I-70-A
thereafter
 
$0.00
 
 
With respect to the Class SWAP-IO Interest and any Distribution Date, an amount equal to the Uncertificated Notional Amount of the REMIC 2 Regular Interest LTIO.
 
“Uncertificated Pass-Through Rate”: The Uncertificated REMIC 1 Pass-Through Rate or Uncertificated REMIC 2 Pass-Through Rate.
 
“Uncertificated Principal Balance”: With respect to each REMIC Regular Interest (other than REMIC 2 Regular Interest LTIO), the amount of such REMIC Regular Interest outstanding as of any date of determination. As of the Closing Date, the Uncertificated Principal Balance of each REMIC Regular Interest (other than REMIC 2 Regular Interest LTIO) shall equal the amount set forth in the Preliminary Statement hereto as its initial Uncertificated Principal Balance. On each Distribution Date, the Uncertificated Principal Balance of each REMIC Regular Interest shall be reduced by all distributions of principal made on such REMIC Regular Interest on such Distribution Date pursuant to Section 4.08 and, if and to the extent necessary and appropriate, shall be further reduced on such Distribution Date by Realized Losses as provided in Section 4.08, and the Uncertificated Principal Balances of REMIC 2 Regular Interest LTZZ shall be increased by interest deferrals as provided in Section 4.08. The Uncertificated Principal Balance of each REMIC Regular Interest shall never be less than zero. With respect to the Class C Interest, as of any date of determination, an amount equal to the excess, if any, of (A) the then aggregate Uncertificated Principal Balance of the REMIC 2 Regular Interest over (B) the then aggregate Certificate Principal Balance of the Class A Certificates, Mezzanine Certificates and the Class P Interest then outstanding.
 
“Uncertificated REMIC 1 Pass-Through Rate”: With respect to REMIC 1 Regular Interest I and REMIC 1 Regular Interest II, a per annum rate equal to the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period). With respect to each REMIC 1 Regular Interest ending with the designation “A”, a per annum rate equal to the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) multiplied by 2, subject to a maximum rate of 9.900%. With respect to each REMIC 1 Regular Interest ending with the designation “B”, the greater of (x) a per annum rate equal to the excess, if any, of (i) 2 multiplied by the weighted average of the Adjusted Net Mortgage Rates of the Mortgage Loans for such Distribution Date (weighted based on the Stated Principal Balances of the Mortgage Loans as of the first day of the related Due Period or, in the case of the first Distribution Date, the Cut-off Date, adjusted, except in the case of the first Distribution Date, to reflect unscheduled principal payments made thereafter during the Prepayment Period that includes such first day of the related Due Period) over (ii) 9.900% and (y) 0.00%.
 
“Uncertificated REMIC 2 Pass-Through Rate”: With respect to REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ, a per annum rate (but not less than zero) equal to the weighted average of (v) with respect to REMIC 1 Regular Interest I and REMIC 1 Regular Interest II, the Uncertificated REMIC 1 Pass-Through Rates for such REMIC 1 Regular Interests for each such Distribution Date, (w) with respect to REMIC 1 Regular Interests ending with the designation “B”, the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for such REMIC 1 Regular Interests, weighted on the basis of the Uncertificated Principal Balance of such REMIC 1 Regular Interests for each such Distribution Date and (x) with respect to REMIC 1 Regular Interests ending with the designation “A”, for each Distribution Date listed below, the weighted average of the rates listed below for each such REMIC 1 Regular Interest listed below, weighted on the basis of the Uncertificated Principal Balance of each such REMIC 1 Regular Interest for each such Distribution Date:
 
Distribution Date
 
REMIC 1 Regular Interest
 
Rate
1
 
I-1-A through I-70-A
 
Uncertificated REMIC 1 Pass-Through Rate
2
 
I-1-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
3
 
I-2-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A
 
Uncertificated REMIC 1 Pass-Through Rate
4
 
I-3-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A and I-2-A
 
Uncertificated REMIC 1 Pass-Through Rate
5
 
I-4-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-3-A
 
Uncertificated REMIC 1 Pass-Through Rate
6
 
I-5-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-4-A
 
Uncertificated REMIC 1 Pass-Through Rate
7
 
I-6-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-5-A
 
Uncertificated REMIC 1 Pass-Through Rate
8
 
I-7-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-6-A
 
Uncertificated REMIC 1 Pass-Through Rate
9
 
I-8-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-7-A
 
Uncertificated REMIC 1 Pass-Through Rate
10
 
I-9-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-8-A
 
Uncertificated REMIC 1 Pass-Through Rate
11
 
I-10-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-9-A
 
Uncertificated REMIC 1 Pass-Through Rate
12
 
I-11-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-10-A
 
Uncertificated REMIC 1 Pass-Through Rate
13
 
I-12-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-11-A
 
Uncertificated REMIC 1 Pass-Through Rate
14
 
I-13-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-12-A
 
Uncertificated REMIC 1 Pass-Through Rate
15
 
I-14-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-13-A
 
Uncertificated REMIC 1 Pass-Through Rate
16
 
I-15-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-14-A
 
Uncertificated REMIC 1 Pass-Through Rate
17
 
I-16-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-15-A
 
Uncertificated REMIC 1 Pass-Through Rate
18
 
I-17-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-16-A
 
Uncertificated REMIC 1 Pass-Through Rate
19
 
I-18-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-17-A
 
Uncertificated REMIC 1 Pass-Through Rate
20
 
I-19-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-18-A
 
Uncertificated REMIC 1 Pass-Through Rate
21
 
I-20-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-19-A
 
Uncertificated REMIC 1 Pass-Through Rate
22
 
I-21-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-20-A
 
Uncertificated REMIC 1 Pass-Through Rate
23
 
I-22-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-21-A
 
Uncertificated REMIC 1 Pass-Through Rate
24
 
I-23-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-22-A
 
Uncertificated REMIC 1 Pass-Through Rate
25
 
I-24-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-23-A
 
Uncertificated REMIC 1 Pass-Through Rate
26
 
I-25-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-24-A
 
Uncertificated REMIC 1 Pass-Through Rate
27
 
I-26-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-25-A
 
Uncertificated REMIC 1 Pass-Through Rate
28
 
I-27-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-26-A
 
Uncertificated REMIC 1 Pass-Through Rate
29
 
I-28-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-27-A
 
Uncertificated REMIC 1 Pass-Through Rate
30
 
I-29-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-28-A
 
Uncertificated REMIC 1 Pass-Through Rate
31
 
I-30-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-29-A
 
Uncertificated REMIC 1 Pass-Through Rate
32
 
I-31-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-30-A
 
Uncertificated REMIC 1 Pass-Through Rate
33
 
I-32-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-31-A
 
Uncertificated REMIC 1 Pass-Through Rate
34
 
I-33-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-32-A
 
Uncertificated REMIC 1 Pass-Through Rate
35
 
I-34-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-33-A
 
Uncertificated REMIC 1 Pass-Through Rate
36 and 37
 
I-35-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-34-A
 
Uncertificated REMIC 1 Pass-Through Rate
38
 
I-36-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-35-A
 
Uncertificated REMIC 1 Pass-Through Rate
39
 
I-37-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-36-A
 
Uncertificated REMIC 1 Pass-Through Rate
40
 
I-38-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-37-A
 
Uncertificated REMIC 1 Pass-Through Rate
41
 
I-39-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-38-A
 
Uncertificated REMIC 1 Pass-Through Rate
42
 
I-40-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-39-A
 
Uncertificated REMIC 1 Pass-Through Rate
43
 
I-41-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-40-A
 
Uncertificated REMIC 1 Pass-Through Rate
44
 
I-42-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-41-A
 
Uncertificated REMIC 1 Pass-Through Rate
45
 
I-43-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-42-A
 
Uncertificated REMIC 1 Pass-Through Rate
46
 
I-44-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-43-A
 
Uncertificated REMIC 1 Pass-Through Rate
47
 
I-45-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-44-A
 
Uncertificated REMIC 1 Pass-Through Rate
48
 
I-46-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-45-A
 
Uncertificated REMIC 1 Pass-Through Rate
49
 
I-47-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-46-A
 
Uncertificated REMIC 1 Pass-Through Rate
50
 
I-48-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-47-A
 
Uncertificated REMIC 1 Pass-Through Rate
51
 
I-49-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-48-A
 
Uncertificated REMIC 1 Pass-Through Rate
52
 
I-50-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-49-A
 
Uncertificated REMIC 1 Pass-Through Rate
53
 
I-51-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-50-A
 
Uncertificated REMIC 1 Pass-Through Rate
54
 
I-52-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-51-A
 
Uncertificated REMIC 1 Pass-Through Rate
55
 
I-53-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-52-A
 
Uncertificated REMIC 1 Pass-Through Rate
56
 
I-54-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-53-A
 
Uncertificated REMIC 1 Pass-Through Rate
57
 
I-55-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-54-A
 
Uncertificated REMIC 1 Pass-Through Rate
58
 
I-56-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-55-A
 
Uncertificated REMIC 1 Pass-Through Rate
59
 
I-57-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-56-A
 
Uncertificated REMIC 1 Pass-Through Rate
60
 
I-58-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-57-A
 
Uncertificated REMIC 1 Pass-Through Rate
61
 
I-59-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-58-A
 
Uncertificated REMIC 1 Pass-Through Rate
62
 
I-60-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-59-A
 
Uncertificated REMIC 1 Pass-Through Rate
63
 
I-61-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-60-A
 
Uncertificated REMIC 1 Pass-Through Rate
64
 
I-62-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-61-A
 
Uncertificated REMIC 1 Pass-Through Rate
65
 
I-63-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-62-A
 
Uncertificated REMIC 1 Pass-Through Rate
66
 
I-64-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-63-A
 
Uncertificated REMIC 1 Pass-Through Rate
67
 
I-65-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-64-A
 
Uncertificated REMIC 1 Pass-Through Rate
68
 
I-66-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-65-A
 
Uncertificated REMIC 1 Pass-Through Rate
69
 
I-67-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-66-A
 
Uncertificated REMIC 1 Pass-Through Rate
70
 
I-68-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-67-A
 
Uncertificated REMIC 1 Pass-Through Rate
71
 
I-69-A through I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-68-A
 
Uncertificated REMIC 1 Pass-Through Rate
72
 
I-70-A and I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
   
I-1-A through I-69-A
 
Uncertificated REMIC 1 Pass-Through Rate
73
 
I-70-A
 
2 multiplied by Swap LIBOR, subject to a maximum rate of Uncertificated REMIC 1 Pass-Through Rate
thereafter
 
I-1-A through I-70-A
 
Uncertificated REMIC 1 Pass-Through Rate

 
With respect to REMIC 2 Regular Interest LTIO, and (a) the first Distribution Date, the excess of (i) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for REMIC 1 Regular Interests ending with the designation “A” over (ii) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for REMIC 1 Regular Interests ending with the designation “A”, and (b) the 2nd Distribution Date through the 74th Distribution Date, the excess of (i) the weighted average of the Uncertificated REMIC 1 Pass-Through Rates for REMIC 1 Regular Interests ending with the designation “A” over (ii) 2 multiplied by Swap LIBOR, and (c) thereafter 0.00%.
 
“Underwriters”: Each of Greenwich Capital Markets, Inc., Banc of America Securities LLC, J.P. Morgan Securities Inc., Lehman Brothers Inc., Merrill Lynch, Pierce, Fenner & Smith Incorporated and H&R Block Financial Advisors, Inc.
 
“Uninsured Cause”: Any cause of damage to a Mortgaged Property such that the complete restoration of such property is not fully reimbursable by the hazard insurance policies required to be maintained pursuant to Section 3.14.
 
“United States Person” or “U.S. Person”: A citizen or resident of the United States, a corporation, partnership (or other entity treated as a corporation or partnership for United States federal income tax purposes) created or organized in, or under the laws of, the United States, any state thereof, or the District of Columbia (except in the case of a partnership, to the extent provided in Treasury regulations) provided that, for purposes solely of the restrictions on the transfer of Residual Certificates, no partnership or other entity treated as a partnership for United States federal income tax purposes shall be treated as a United States Person unless all persons that own an interest in such partnership either directly or through any entity that is not a corporation for United States federal income tax purposes are required by the applicable operative agreement to be United States Persons, or an estate the income of which from sources without the United States is includible in gross income for United States federal income tax purposes regardless of its connection with the conduct of a trade or business within the United States, or a trust if a court within the United States is able to exercise primary supervision over the administration of the trust and one or more United States persons have authority to control all substantial decisions of the trust. The term “United States” shall have the meaning set forth in Section 7701 of the Code or successor provisions.
 
“Unpaid Interest Shortfall Amount”: With respect to the Class A Certificates and the Mezzanine Certificates and (i) the first Distribution Date, zero, and (ii) any Distribution Date after the first Distribution Date, the amount, if any, by which (a) the sum of (1) the Monthly Interest Distributable Amount for such Class for the immediately preceding Distribution Date and (2) the outstanding Unpaid Interest Shortfall Amount, if any, for such Class for such preceding Distribution Date exceeds (b) the aggregate amount distributed on such Class in respect of interest pursuant to clause (a) of this definition on such preceding Distribution Date, plus interest on the amount of interest due but not paid on the Certificates of such Class on such preceding Distribution Date, to the extent permitted by law, at the Pass-Through Rate for such Class for the related Accrual Period.
 
“Value”: With respect to any Mortgage Loan, and the related Mortgaged Property, the lesser of:
 
(i)  with respect to a Mortgage Loan the proceeds of which were used to purchase the related mortgaged property, the lesser of (x) the appraised value of such mortgaged property based on an appraisal made for the originator by an independent fee appraiser at the time of the origination of the related Mortgage Loan; provided however, that in accordance with Option One Underwriting Guidelines, such value may be reduced to reflect the results of a review appraisal and (y) the sales price of such mortgaged property at such time of origination; and
 
(ii)  with respect to a Mortgage Loan the proceeds of which were used to refinance an existing Mortgage Loan, the appraised value of such mortgaged property based on an appraisal made for the originator by an independent fee appraiser at the time of the origination of the related Mortgage Loan; provided however, that in accordance with Option One Underwriting Guidelines, such value may be reduced to reflect the results of a review appraisal.
 
“Voting Rights”: The portion of the voting rights of all of the Certificates which is allocated to any Certificate. At all times the Class A Certificates, the Mezzanine Certificates and the Class C Certificates shall have 98% of the Voting Rights (allocated among the Holders of the Class A Certificates, the Mezzanine Certificates and the Class C Certificates in proportion to the then outstanding Certificate Principal Balances of their respective Certificates), the Class P Certificates shall have 1% of the Voting Rights and the Residual Certificates shall have 1% of the Voting Rights. The Voting Rights allocated to any Class of Certificates (other than the Class P Certificates and the Residual Certificates) shall be allocated among all Holders of each such Class in proportion to the outstanding Certificate Principal Balance or Notional Amount of such Certificates and the Voting Rights allocated to the Class P Certificates and the Residual Certificates shall be allocated among all Holders of each such Class in proportion to such Holders’ respective Percentage Interest; provided, however, that when none of the Regular Certificates are outstanding, 100% of the Voting Rights shall be allocated among Holders of the Residual Certificates in accordance with such Holders’ respective Percentage Interests in the Certificates of such Class.
 
SECTION 1.02.                     
Accounting.
 
Unless otherwise specified herein, for the purpose of any definition or calculation, whenever amounts are required to be netted, subtracted or added or any distributions are taken into account such definition or calculation and any related definitions or calculations shall be determined without duplication of such functions.
 
SECTION 1.03.                    
Allocation of Certain Interest Shortfalls.
 
For purposes of calculating the amount of the Monthly Interest Distributable Amount for each of the Class A Certificates, the Mezzanine Certificates and the Class C Certificates for any Distribution Date, (1) the aggregate amount of any Net Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated first, among the Class C Certificates on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of each such Certificate and, thereafter, among the Class A Certificates and the Mezzanine Certificates, on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable respective Pass-Through Rate on the respective Certificate Principal Balance of each such Certificate and (2) the aggregate amount of any Realized Losses and Net WAC Rate Carryover Amounts incurred for any Distribution Date shall be allocated among the Class C Certificates on a pro rata basis based on, and to the extent of, one month’s interest at the then applicable Pass-Through Rate on the Notional Amount of each such Certificate after the allocation thereto in clause (1).
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC 1 Regular Interests for any Distribution Date the aggregate amount of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans shall be allocated first, to REMIC 1 Regular Interest I, to REMIC 1 Regular Interest II and to the REMIC 1 Regular Interests ending with the designation “B”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 1 Regular Interest, and then, to REMIC 1 Regular Interests ending with the designation “A”, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 1 Pass-Through Rates on the respective Uncertificated Principal Balances of each such REMIC 1 Regular Interest.
 
For purposes of calculating the amount of Uncertificated Accrued Interest for the REMIC 2 Regular Interests for any Distribution Date, the aggregate amount of any Prepayment Interest Shortfalls and any Relief Act Interest Shortfalls incurred in respect of the Mortgage Loans for any Distribution Date shall be allocated among REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ, pro rata based on, and to the extent of, one month’s interest at the then applicable respective Uncertificated REMIC 2 Pass-Through Rate on the respective Uncertificated Principal Balance of each such REMIC 2 Regular Interest.
 
SECTION 1.04.                    
Rights of the NIMS Insurer.
 
Each of the rights of the NIMS Insurer set forth in this Agreement shall exist so long as (i) the NIMS Insurer has undertaken to guarantee certain payments of notes issued pursuant to an Indenture and (ii) any series of notes issued pursuant to one or more Indentures remain outstanding or the NIMS Insurer is owed amounts in respect of its guarantee of payment on such notes; provided, however, the NIMS Insurer shall not have any rights hereunder (except pursuant to Section 11.01 in the case of clause (ii) below) so long as (i) the NIMS Insurer has not undertaken to guarantee certain payments of notes issued pursuant to the Indenture or (ii) any default has occurred and is continuing under the insurance policy issued by the NIMS Insurer with respect to such notes.
 
ARTICLE II
 
CONVEYANCE OF MORTGAGE LOANS;
ORIGINAL ISSUANCE OF CERTIFICATES
 
SECTION 2.01.                    
Conveyance of Mortgage Loans.
 
The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse for the benefit of the Certificateholders all the right, title and interest of the Depositor, including any security interest therein for the benefit of the Depositor, in and to (i) each Mortgage Loan identified on the Mortgage Loan Schedule, including the related Cut-off Date Principal Balance, all interest accruing thereon on and after the Cut-off Date and all collections in respect of interest and principal due after the Cut-off Date; (ii) property which secured each such Mortgage Loan and which has been acquired by foreclosure or deed in lieu of foreclosure; (iii) its interest in any insurance policies in respect of the Mortgage Loans; (iv) the rights of the Depositor under the Mortgage Loan Purchase Agreement, (v) all other assets included or to be included in the Trust Fund, (vi) payments made to the Trustee by the Swap Administrator under the Swap Administration Agreement and the Swap Account and (vii) all proceeds of any of the foregoing. Such assignment includes all interest and principal due and collected by the Depositor or the Servicer after the Cut-off Date with respect to the Mortgage Loans.
 
In connection with such transfer and assignment, the Depositor, does hereby deliver to, and deposit with the Trustee, or its designated agent (the “Custodian”), the following documents or instruments with respect to each Mortgage Loan so transferred and assigned by the Originator, on behalf of the Depositor:
 
(i)  the original Mortgage Note, endorsed either (A) in blank, in which case the Trustee shall cause the endorsement to be completed or (B) in the following form: “Pay to the order of Wells Fargo Bank, N.A., as Trustee, without recourse”, or with respect to any lost Mortgage Note, an original Lost Note Affidavit stating that the original mortgage note was lost, misplaced or destroyed, together with a copy of the related mortgage note; provided, however, that such substitutions of Lost Note Affidavits for original Mortgage Notes may occur only with respect to Mortgage Loans, the aggregate Cut-off Date Principal Balance of which is less than or equal to 3.00% of the Pool Balance as of the Cut-off Date;
 
(ii)  the original Mortgage with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon;
 
(iii)  an original Assignment. The Mortgage shall be assigned either (A) in blank or (B) to “Wells Fargo Bank, N.A., as Trustee, without recourse”;
 
(iv)  an original of any intervening assignment of Mortgage showing a complete chain of assignments;
 
(v)  the original or a certified copy of lender’s title insurance policy; and
 
(vi)  the original or copies of each assumption, modification, written assurance or substitution agreement, if any.
 
The Trustee agrees to execute and deliver (or cause the Custodian to execute and deliver) to the Depositor and the NIMS Insurer on or prior to the Closing Date an acknowledgment of receipt of the original Mortgage Note (with any exceptions noted), substantially in the form attached as Exhibit F-3 hereto.
 
If any of the documents referred to in Section 2.01(ii), (iii) or (iv) above has as of the Closing Date been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Depositor to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Trustee or the Custodian no later than the Closing Date, of a copy of each such document certified by the Servicer, in its capacity as Originator, in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by the Servicer, in its capacity as Originator, delivery to the Trustee or the Custodian, promptly upon receipt thereof of either the original or a copy of such document certified by the applicable public recording office to be a true and complete copy of the original. If the original lender’s title insurance policy, or a certified copy thereof, was not delivered pursuant to Section 2.01(v) above, the Servicer, in its capacity as Originator, shall deliver or cause to be delivered to the Trustee or the Custodian, the original or a copy of a written commitment or interim binder or preliminary report of title issued by the title insurance or escrow company or an original attorney’s opinion of title, with the original or a certified copy thereof to be delivered to the Trustee or the Custodian, promptly upon receipt thereof. The Servicer or the Depositor shall deliver or cause to be delivered to the Trustee or the Custodian promptly upon receipt thereof any other documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.
 
Upon discovery or receipt of notice of any materially defective document in, or that a document is missing from, a Mortgage File, the Servicer, in its capacity as Originator, shall have 120 days to cure such defect or deliver such missing document to the Trustee or the Custodian. If the Originator does not cure such defect or deliver such missing document within such time period, the Servicer, in its capacity as Originator, shall either repurchase or substitute for such Mortgage Loan in accordance with Section 2.03.
 
The Depositor (at the expense of the Servicer, in its capacity as Originator) shall cause the Assignments which were delivered in blank to be completed and shall cause all Assignments referred to in Section 2.01(iii) hereof and, to the extent necessary, in Section 2.01(iv) hereof to be recorded. The Depositor shall be required to deliver such Assignments for recording within 90 days of the Closing Date. Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments of Mortgage shall not be required to be submitted for recording (except with respect to any Mortgage Loan located in Maryland) unless the Trustee and the Depositor receive notice that such failure to record would result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates; provided, however, each Assignment shall be submitted for recording by the Depositor in the manner described above, at no expense to the Trust Fund or Trustee, upon the earliest to occur of: (i) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, (ii) the occurrence of a Servicer Event of Termination, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Servicer, (iv) the occurrence of a servicing transfer as described in Section 7.02 hereof, (v) if the Originator is not the Servicer and with respect to any one Assignment the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage, (vi) any Mortgage Loan that is 90 days or more Delinquent and such recordation would be necessary to facilitate conversion of the Mortgaged Property in accordance with Section 3.16 and (vii) reasonable direction by the NIMS Insurer. Upon (a) receipt of written notice from the Trustee that recording of the Assignments is required pursuant to one or more of the conditions (excluding (v) and (vi) above) set forth in the preceding sentence or (b) upon the occurrence of condition (v) or (vi) in the preceding sentence, the Depositor shall be required to deliver such Assignments for recording as provided above, promptly and in any event within 30 days following receipt of such notice. Notwithstanding the foregoing, if the Originator fails to pay the cost of recording the Assignments, such expense will be paid by the Trustee and the Trustee shall be reimbursed for such expenses by the Trust. To the extent not previously delivered to the Trustee by the Depositor, the Depositor shall furnish the Trustee, or its designated agent, with a copy of each Assignment submitted for recording. In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Depositor shall promptly have a substitute Assignment prepared or have such defect cured, as the case may be, and thereafter cause each such Assignment to be duly recorded.
 
The Depositor herewith delivers to the Trustee an executed copy of the Mortgage Loan Purchase Agreement.
 
The Servicer shall forward to the Custodian original documents evidencing an assumption, modification, consolidation or extension of any Mortgage Loan entered into in accordance with this Agreement within two weeks of their execution; provided, however, that the Servicer shall provide the Custodian with a certified true copy of any such document submitted for recordation within two weeks of its execution, and shall provide the original of any document submitted for recordation or a copy of such document certified by the appropriate public recording office to be a true and complete copy of the original within 365 days of its submission for recordation. In the event that the Servicer cannot provide a copy of such document certified by the public recording office within such 365 day period, an Officers’ Certificate of the Servicer which shall (A) identify the recorded document, (B) state that the recorded document has not been delivered to the Custodian due solely to a delay caused by the public recording office, (C) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation, if known and (D) specify the date the applicable recorded document is expected to be delivered to the Custodian, and, upon receipt of a copy of such document certified by the public recording office, the Servicer shall immediately deliver such document to the Custodian. In the event the appropriate public recording office will not certify as to the accuracy of such document, the Servicer shall deliver a copy of such document certified by an officer of the Servicer to be a true and complete copy of the original to the Custodian.
 
The parties hereto understand and agree that it is not intended that any mortgage loan be included in the Trust that is a high-cost home loan as defined by the HOEPA or any other applicable predatory or abusive lending laws.
 
SECTION 2.02.                      
Acceptance by Trustee.
 
Subject to the provisions of Section 2.01 and subject to the review described below and any exceptions noted on the exception report described in the next paragraph below, the Trustee acknowledges receipt of the documents referred to in Section 2.01 above and all other assets included in the definition of “Trust Fund” and declares that it holds and will hold such documents and the other documents delivered to it constituting a Mortgage File, and that it holds or will hold all such assets and such other assets included in the definition of “Trust Fund” in trust for the exclusive use and benefit of all present and future Certificateholders.
 
The Trustee agrees, for the benefit of the Certificateholders, to review, or that it has reviewed pursuant to Section 2.01 (or to cause the Custodian to review or that it has caused the Custodian to have reviewed) each Mortgage File on or prior to the Closing Date, with respect to each Mortgage Loan (or, with respect to any document delivered after the Startup Day, within 45 days of receipt and with respect to any Qualified Substitute Mortgage, within 45 days after the assignment thereof). The Trustee further agrees, for the benefit of the Certificateholders, to certify to the Depositor, the Servicer and the NIMS Insurer in substantially the form attached hereto as Exhibit F-1, within 45 days after the Closing Date, with respect to each Mortgage Loan (or, with respect to any document delivered after the Startup Day, within 45 days of receipt and with respect to any Qualified Substitute Mortgage, within 45 days after the assignment thereof) that, as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage Loan paid in full or any Mortgage Loan specifically identified in the exception report annexed thereto as not being covered by such certification), (i) all documents required to be delivered to it pursuant Section 2.01 of this Agreement are in its possession, (ii) such documents have been reviewed by it and have not been mutilated, damaged or torn and relate to such Mortgage Loan and (iii) based on its examination and only as to the foregoing, the information set forth in the Mortgage Loan Schedule that corresponds to items (1) and (2) of the Mortgage Loan Schedule accurately reflects information set forth in the Mortgage File. It is herein acknowledged that, in conducting such review, the Trustee (or the Custodian, as applicable) is under no duty or obligation to inspect, review or examine any such documents, instruments, certificates or other papers to determine that they are genuine, enforceable, or appropriate for the represented purpose or that they have actually been recorded or that they are other than what they purport to be on their face.
 
Prior to the first anniversary date of this Agreement the Trustee shall deliver (or cause the Custodian to deliver) to the Depositor, the Servicer and the NIMS Insurer a final certification in the form annexed hereto as Exhibit F-2 evidencing the completeness of the Mortgage Files, with any applicable exceptions noted thereon.
 
If in the process of reviewing the Mortgage Files and making or preparing, as the case may be, the certifications referred to above, the Trustee (or the Custodian, as applicable) finds any document or documents constituting a part of a Mortgage File to be missing or defective in any material respect, at the conclusion of its review the Trustee shall so notify the Originator, the Depositor, the NIMS Insurer and the Servicer. In addition, upon the discovery by the Originator, the Depositor, the NIMS Insurer or the Servicer (or upon receipt by the Trustee of written notification of such breach) of a breach of any of the representations and warranties made by the Originator in the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan which materially adversely affects such Mortgage Loan or the interests of the related Certificateholders in such Mortgage Loan, the party discovering such breach shall give prompt written notice to the other parties to this Agreement.
 
The Depositor and the Trustee intend that the assignment and transfer herein contemplated constitute a sale of the Mortgage Loans, the related Mortgage Notes and the related documents, conveying good title thereto free and clear of any liens and encumbrances, from the Depositor to the Trustee in trust for the benefit of the Certificateholders and that such property not be part of the Depositor’s estate or property of the Depositor in the event of any insolvency by the Depositor. In the event that such conveyance is deemed to be, or to be made as security for, a loan, the parties intend that the Depositor shall be deemed to have granted and does hereby grant to the Trustee a first priority perfected security interest in all of the Depositor’s right, title and interest in and to the Mortgage Loans, the related Mortgage Notes and the related documents, and that this Agreement shall constitute a security agreement under applicable law.
 
SECTION 2.03.                      
Repurchase or Substitution of Mortgage Loans by the Originator or Responsible Party.
 
(a)  Upon discovery or receipt of written notice of any materially defective document in, or that a document is missing from, a Mortgage File or of the breach by the Originator or the Responsible Party of any representation, warranty or covenant under the Mortgage Loan Purchase Agreement in respect of any Mortgage Loan which materially adversely affects the value of such Mortgage Loan or the interest therein of the Certificateholders, the Trustee shall promptly notify the Originator, the Responsible Party, the NIMS Insurer and the Servicer of such defect, missing document or breach and request that the Originator or the Responsible Party, as applicable and as set forth in the Mortgage Loan Purchase Agreement, deliver such missing document or cure such defect or breach within 120 days from the date the Originator or the Responsible Party, as applicable, was notified of such missing document, defect or breach, and if the Originator or the Responsible Party, as applicable, does not deliver such missing document or cure such defect or breach in all material respects during such period, the Trustee shall enforce the Originator’s or the Responsible Party’s obligation under the Mortgage Loan Purchase Agreement and cause the Originator or the Responsible Party, as applicable, to repurchase such Mortgage Loan from the Trust Fund at the Purchase Price on or prior to the Determination Date following the expiration of such 120 day period (subject to Section 2.03(e)). The Purchase Price for the repurchased Mortgage Loan shall be deposited in the Collection Account, and the Trustee, upon receipt of written certification from the Servicer of such deposit, shall release to the Originator or the Responsible Party, as applicable, the related Mortgage File and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Originator or the Responsible Party, as applicable, shall furnish to it and as shall be necessary to vest in the Originator or the Responsible Party, as applicable, any Mortgage Loan released pursuant hereto and the Trustee shall have no further responsibility with regard to such Mortgage File (it being understood that the Trustee shall have no responsibility for determining the sufficiency of such assignment for its intended purpose). In lieu of repurchasing any such Mortgage Loan as provided above, the Originator or the Responsible Party, as applicable, may cause such Mortgage Loan to be removed from the Trust Fund (in which case it shall become a Deleted Mortgage Loan) and substitute one or more Qualified Substitute Mortgage Loans in the manner and subject to the limitations set forth in Section 2.03(d). It is understood and agreed that the obligation of the Originator or the Responsible Party, as applicable, to cure or to repurchase (or to substitute for) any Mortgage Loan as to which a document is missing, a material defect in a constituent document exists or as to which such a breach has occurred and is continuing shall constitute the sole remedy against the Originator or the Responsible Party, as applicable, respecting such omission, defect or breach available to the Trustee on behalf of the Certificateholders.
 
(b)  Within 90 days of the earlier of discovery by the Depositor or receipt of notice by the Depositor of the breach of any representation, warranty or covenant of the Depositor set forth in Section 2.06 which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the Depositor shall cure such breach in all material respects.
 
(c)  Within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of any representation, warranty or covenant of the Servicer set forth in Section 2.05 which materially and adversely affects the interests of the Certificateholders in any Mortgage Loan, the Servicer shall cure such breach in all material respects.
 
(d)  Any substitution of Qualified Substitute Mortgage Loans for Deleted Mortgage Loans made pursuant to Section 2.03(a) must be effected prior to the last Business Day that is within two years after the Closing Date. As to any Deleted Mortgage Loan for which the Originator or the Responsible Party, as applicable, substitutes a Qualified Substitute Mortgage Loan or Loans, such substitution shall be effected by the Originator or the Responsible Party, as applicable, delivering to the Trustee, for such Qualified Substitute Mortgage Loan or Loans, the Mortgage Note, the Mortgage and the Assignment to the Trustee, and such other documents and agreements, with all necessary endorsements thereon, as are required by Section 2.01, together with an Officers’ Certificate providing that each such Qualified Substitute Mortgage Loan satisfies the definition thereof and specifying the Substitution Adjustment (as described below), if any, in connection with such substitution. The Trustee shall acknowledge receipt for such Qualified Substitute Mortgage Loan or Loans and, within ten Business Days thereafter, shall review such documents as specified in Section 2.02 and deliver to the Servicer and the NIMS Insurer, with respect to such Qualified Substitute Mortgage Loan or Loans, a certification substantially in the form attached hereto as Exhibit F-1, with any applicable exceptions noted thereon. Within one year of the date of substitution, the Trustee shall deliver to the Servicer and the NIMS Insurer a certification substantially in the form of Exhibit F-2 hereto with respect to such Qualified Substitute Mortgage Loan or Loans, with any applicable exceptions noted thereon. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution are not part of the Trust Fund and will be retained by the Originator or the Responsible Party, as applicable. For the month of substitution, distributions to Certificateholders will reflect the collections and recoveries in respect of such Deleted Mortgage Loan in the Due Period preceding the month of substitution and the Originator or the Responsible Party, as applicable, shall thereafter be entitled to retain all amounts subsequently received in respect of such Deleted Mortgage Loan. The Originator or the Responsible Party, as applicable, shall give or cause to be given written notice to the Certificateholders and the NIMS Insurer that such substitution has taken place, shall amend the Mortgage Loan Schedule to reflect the removal of such Deleted Mortgage Loan from the terms of this Agreement and the substitution of the Qualified Substitute Mortgage Loan or Loans and shall deliver a copy of such amended Mortgage Loan Schedule to the NIMS Insurer and the Trustee. Upon such substitution by the Originator or the Responsible Party, as applicable, such Qualified Substitute Mortgage Loan or Loans shall constitute part of the Mortgage Pool and shall be subject in all respects to the terms of this Agreement and the Mortgage Loan Purchase Agreement, including all applicable representations and warranties thereof included in the Mortgage Loan Purchase Agreement as of the date of substitution.
 
For any month in which the Originator or the Responsible Party, as applicable, substitutes one or more Qualified Substitute Mortgage Loans for one or more Deleted Mortgage Loans, the Servicer will determine the amount (the “Substitution Adjustment”), if any, by which the aggregate Purchase Price of all such Deleted Mortgage Loans exceeds the aggregate, as to each such Qualified Substitute Mortgage Loan, of the principal balance thereof as of the date of substitution, together with one month’s interest on such principal balance at the applicable Net Mortgage Rate. On the date of such substitution, the Originator or the Responsible Party, as applicable, will deliver or cause to be delivered to the Servicer for deposit in the Collection Account an amount equal to the Substitution Adjustment, if any, and the Trustee, upon receipt of the related Qualified Substitute Mortgage Loan or Loans and certification by the Servicer of such deposit, shall release to the Originator or the Responsible Party, as applicable, the related Mortgage File or Files and shall execute and deliver such instruments of transfer or assignment, in each case without recourse, as the Originator or the Responsible Party, as applicable, shall deliver to it and as shall be necessary to vest therein any Deleted Mortgage Loan released pursuant hereto.
 
In addition, the Originator or the Responsible Party, as applicable, shall obtain at its own expense and deliver to the Trustee and the NIMS Insurer an Opinion of Counsel to the effect that such substitution will not cause (a) any federal tax to be imposed on the Trust Fund, including without limitation, any federal tax imposed on “prohibited transactions” under Section 860F(a)(l) of the Code or on “contributions after the startup date” under Section 860G(d)(l) of the Code or (b) any REMIC to fail to qualify as a REMIC at any time that any Certificate is outstanding. If such Opinion of Counsel cannot be delivered, then such substitution may only be effected at such time as the required Opinion of Counsel can be given.
 
Upon discovery by the Originator, the Servicer, the NIMS Insurer or the Trustee that any Mortgage Loan does not constitute a “qualified mortgage” within the meaning of Section 860G(a)(3) of the Code, the party discovering such fact shall within two Business Days give written notice thereof to the other parties. In connection therewith, the Originator, the Responsible Party or the Depositor, as the case may be, shall repurchase or, subject to the limitations set forth in Section 2.03(d), substitute one or more Qualified Substitute Mortgage Loans for the affected Mortgage Loan within 90 days of the earlier of discovery or receipt of such notice with respect to such affected Mortgage Loan. Such repurchase or substitution shall be made (i) by the Originator or the Responsible Party, as applicable, if the affected Mortgage Loan’s status as a non-qualified mortgage is or results from a breach of any representation, warranty or covenant made by the Originator or the Responsible Party under the Mortgage Loan Purchase Agreement or (ii) the Depositor, if the affected Mortgage Loan’s status as a non-qualified mortgage is a breach of any representation or warranty of the Depositor set forth in Section 2.06, or if its status as a non-qualified mortgage is a breach of no representation or warranty. Any such repurchase or substitution shall be made in the same manner as set forth in Section 2.03(a), if made by the Originator or the Responsible Party, or Section 2.03(b), if made by the Depositor. The Trustee shall reconvey to the Depositor, the Originator or the Responsible Party, as the case may be, the Mortgage Loan to be released pursuant hereto in the same manner, and on the same terms and conditions, as it would a Mortgage Loan repurchased for breach of a representation or warranty.
 
SECTION 2.04.                      
Intentionally Omitted.
 
SECTION 2.05.                      
Representations, Warranties and Covenants of the Servicer.
 
The Servicer hereby represents, warrants and covenants to the Trustee, for the benefit of each of the Trustee and the Certificateholders, and to the Depositor that as of the Closing Date or as of such date specifically provided herein:
 
(i)  The Servicer is duly organized, validly existing, and in good standing under the laws of the jurisdiction of its formation and has all licenses necessary to carry on its business as now being conducted and is licensed, qualified and in good standing in the states where the Mortgaged Property is located if the laws of such state require licensing or qualification in order to conduct business of the type conducted by the Servicer or to ensure the enforceability or validity of each Mortgage Loan; the Servicer has the power and authority to execute and deliver this Agreement and to perform in accordance herewith; the execution, delivery and performance of this Agreement (including all instruments of transfer to be delivered pursuant to this Agreement) by the Servicer and the consummation of the transactions contemplated hereby have been duly and validly authorized; this Agreement evidences the valid, binding and enforceable obligation of the Servicer, subject to applicable bankruptcy, insolvency, reorganization, moratorium or other similar laws affecting the enforcement of creditors’ rights generally; and all requisite corporate action has been taken by the Servicer to make this Agreement valid and binding upon the Servicer in accordance with its terms;
 
(ii)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Servicer and will not result in the breach of any term or provision of the charter or by-laws of the Servicer or result in the breach of any term or provision of, or conflict with or constitute a default under or result in the acceleration of any obligation under, any agreement, indenture or loan or credit agreement or other instrument to which the Servicer or its property is subject, or result in the violation of any law, rule, regulation, order, judgment or decree to which the Servicer or its property is subject;
 
(iii)  The execution and delivery of this Agreement by the Servicer and the performance and compliance with its obligations and covenants hereunder do not require the consent or approval of any governmental authority or, if such consent or approval is required, it has been obtained;
 
(iv)  This Agreement, and all documents and instruments contemplated hereby which are executed and delivered by the Servicer, constitute and will constitute valid, legal and binding obligations of the Servicer, enforceable in accordance with their respective terms, except as the enforcement thereof may be limited by applicable bankruptcy laws and general principles of equity;
 
(v)  [Reserved];
 
(vi)  The Servicer does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
(vii)  There is no action, suit, proceeding or investigation pending or, to its knowledge, threatened against the Servicer that, either individually or in the aggregate, (A) may result in any change in the business, operations, financial condition, properties or assets of the Servicer that might prohibit or materially and adversely affect the performance by such Servicer of its obligations under, or validity or enforceability of, this Agreement, or (B) may result in any material impairment of the right or ability of the Servicer to carry on its business substantially as now conducted, or (C) may result in any material liability on the part of the Servicer, or (D) would draw into question the validity or enforceability of this Agreement or of any action taken or to be taken in connection with the obligations of the Servicer contemplated herein, or (E) would otherwise be likely to impair materially the ability of the Servicer to perform under the terms of this Agreement;
 
(viii)  Neither this Agreement nor any information, certificate of an officer, statement furnished in writing or report delivered to the Trustee by the Servicer in connection with the transactions contemplated hereby contains any untrue statement of a material fact;
 
(ix)  The Servicer covenants that its computer and other systems used in servicing the Mortgage Loans operate in a manner such that the Servicer can service the Mortgage Loans in accordance with the terms of this Agreement;
 
(x)  The information set forth in the Prepayment Charge Schedule (including the Prepayment Charge Summary attached thereto) is complete, true and correct in all material respects on the date or dates when such information is furnished and each Prepayment Charge is permissible and enforceable in accordance with its terms (except to the extent that the enforceability thereof may be limited by bankruptcy, insolvency, moratorium, receivership and other similar laws affecting creditor’s rights generally or the collectability thereof may be limited due to acceleration in connection with a foreclosure) under applicable federal, state and local law;
 
(xi)  The Servicer will not waive any Prepayment Charge unless it is waived in accordance with the standard set forth in Section 3.01; and
 
(xii)  The Servicer has accurately and fully reported, and will continue to accurately and fully report, its borrower credit files to each of the credit repositories in a timely manner.
 
It is understood and agreed that the representations, warranties and covenants set forth in this Section 2.05 shall survive delivery of the Mortgage Files to the Trustee and shall inure to the benefit of the Trustee, the Depositor and the Certificateholders. Upon discovery by any of the Depositor, the NIMS Insurer, the Servicer, the Originator or the Trustee of a breach of any of the foregoing representations, warranties and covenants which materially and adversely affects the value of any Mortgage Loan, Prepayment Charge or the interests therein of the Certificateholders, the party discovering such breach shall give prompt written notice (but in no event later than two Business Days following such discovery) to the Servicer, the Originator, the NIMS Insurer and the Trustee. Notwithstanding the foregoing, within 90 days of the earlier of discovery by the Servicer or receipt of notice by the Servicer of the breach of the representation or covenant of the Servicer (in its capacity as Originator) set forth in Sections 2.05(x) or 2.05(xi) above which materially and adversely affects the interests of the Holders of the Class P Certificates in any Prepayment Charge, the Servicer shall remedy such breach as follows: (a) if the representation made by the Servicer (in its capacity as Originator) in Section 2.05(x) above is breached and a Principal Prepayment has occurred in the applicable Prepayment Period or if a change of law subsequent to the Closing Date limits the enforceability of a Prepayment Charge (other than in the circumstances provided in Section 2.05(x) above), the Servicer (in its capacity as Originator) must pay the amount of the scheduled Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Collection Account, net of any amount previously collected by the Servicer and paid by the Servicer, for the benefit of the Holders of the Class P Certificates, in respect of such Prepayment Charge; and (b) if any of the covenants made by the Servicer in Section 2.05(xi) above is breached, the Servicer must pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Collection Account. The foregoing shall not, however, limit any remedies available to the Certificateholders, the Depositor or the Trustee on behalf of the Certificateholders, pursuant to the Mortgage Loan Purchase Agreement signed by the Servicer in its capacity as Originator, respecting a breach of the representations, warranties and covenants of the Servicer in its capacity as Originator contained in the Mortgage Loan Purchase Agreement.
 
SECTION 2.06.                      
Representations and Warranties of the Depositor.
 
The Depositor represents and warrants to the Trust and the Trustee on behalf of the Certificateholders as follows:
 
(i)  This Agreement constitutes a legal, valid and binding obligation of the Depositor, enforceable against the Depositor in accordance with its terms, except as enforceability may be limited by applicable bankruptcy, insolvency, reorganization, moratorium or other similar laws now or hereafter in effect affecting the enforcement of creditors’ rights in general and except as such enforceability may be limited by general principles of equity (whether considered in a proceeding at law or in equity);
 
(ii)  Immediately prior to the sale and assignment by the Depositor to the Trustee on behalf of the Trust of each Mortgage Loan, the Depositor had good and marketable title to each Mortgage Loan (insofar as such title was conveyed to it by the Seller) subject to no prior lien, claim, participation interest, mortgage, security interest, pledge, charge or other encumbrance or other interest of any nature;
 
(iii)  As of the Closing Date, the Depositor has transferred all right, title and interest in the Mortgage Loans to the Trustee on behalf of the Trust;
 
(iv)  The Depositor has not transferred the Mortgage Loans to the Trustee on behalf of the Trust with any intent to hinder, delay or defraud any of its creditors;
 
(v)  The Depositor has been duly incorporated and is validly existing as a corporation in good standing under the laws of Delaware, with full corporate power and authority to own its assets and conduct its business as presently being conducted;
 
(vi)  The Depositor is not in violation of its articles of incorporation or by-laws or in default in the performance or observance of any material obligation, agreement, covenant or condition contained in any contract, indenture, mortgage, loan agreement, note, lease or other instrument to which the Depositor is a party or by which it or its properties may be bound, which default might result in any material adverse changes in the financial condition, earnings, affairs or business of the Depositor or which might materially and adversely affect the properties or assets, taken as a whole, of the Depositor;
 
(vii)  The execution, delivery and performance of this Agreement by the Depositor, and the consummation of the transactions contemplated thereby, do not and will not result in a material breach or violation of any of the terms or provisions of, or, to the knowledge of the Depositor, constitute a default under, any indenture, mortgage, deed of trust, loan agreement or other agreement or instrument to which the Depositor is a party or by which the Depositor is bound or to which any of the property or assets of the Depositor is subject, nor will such actions result in any violation of the provisions of the articles of incorporation or by-laws of the Depositor or, to the best of the Depositor’s knowledge without independent investigation, any statute or any order, rule or regulation of any court or governmental agency or body having jurisdiction over the Depositor or any of its properties or assets (except for such conflicts, breaches, violations and defaults as would not have a material adverse effect on the ability of the Depositor to perform its obligations under this Agreement);
 
(viii)  To the best of the Depositor’s knowledge without any independent investigation, no consent, approval, authorization, order, registration or qualification of or with any court or governmental agency or body of the United States or any other jurisdiction is required for the issuance of the Certificates, or the consummation by the Depositor of the other transactions contemplated by this Agreement, except such consents, approvals, authorizations, registrations or qualifications as (a) may be required under State securities or Blue Sky laws, (b) have been previously obtained or (c) the failure of which to obtain would not have a material adverse effect on the performance by the Depositor of its obligations under, or the validity or enforceability of, this Agreement;
 
(ix)  There are no actions, proceedings or investigations pending before or, to the Depositor’s knowledge, threatened by any court, administrative agency or other tribunal to which the Depositor is a party or of which any of its properties is the subject: (a) which if determined adversely to the Depositor would have a material adverse effect on the business, results of operations or financial condition of the Depositor; (b) asserting the invalidity of this Agreement or the Certificates; (c) seeking to prevent the issuance of the Certificates or the consummation by the Depositor of any of the transactions contemplated by this Agreement, as the case may be; or (d) which might materially and adversely affect the performance by the Depositor of its obligations under, or the validity or enforceability of, this Agreement; and
 
(x)  The beneficial owner of the payments made under the Interest Rate Swap Agreement is either (i) a “U.S. person” (as that term is used in section 1.1441-4(a)(3)(ii) of United States Treasury Regulations) for United States federal income tax purposes or (ii) a “non-U.S. branch of a foreign person” as that term is used in section 1.1441-4(a)(3)(ii) of the United States Treasury Regulations (the “Regulations”) for United States federal income tax purposes, and it is a “foreign person” as that term is used in section 1.6041-4(a)(4) of the Regulations for United States federal income tax purposes. As of the Closing Date, Option One Mortgage Capital Corporation is the beneficial owner of the payments made under the Interest Rate Swap Agreement.
 
SECTION 2.07.                      
Issuance of Certificates.
 
The Trustee acknowledges the assignment to it of the Mortgage Loans and the delivery to it of the Mortgage Files, subject to the provisions of Sections 2.01 and 2.02, together with the assignment to it of all other assets included in the Trust Fund, receipt of which is hereby acknowledged. Concurrently with such assignment and delivery and in exchange therefor, the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, the Certificates in authorized denominations. The interests evidenced by the Certificates, constitute the entire beneficial ownership interest in the Trust Fund.
 
SECTION 2.08.                      
Authorization to Enter into Interest Rate Swap Agreement.
 
(a)  The Trustee, not in its individual capacity but solely in its separate capacity as Supplemental Interest Trust Trustee, is hereby directed to exercise the rights, perform the obligations, and make any representations to be exercised, performed, or made by the Supplemental Interest Trust Trustee, as described herein. The Supplemental Interest Trust Trustee is hereby directed to execute and deliver the Interest Rate Swap Agreement on behalf of Party B (as defined therein) and to exercise the rights, perform the obligations, and make the representations of Party B thereunder, solely in its capacity as Supplemental Interest Trust Trustee on behalf of Party B (as defined therein) and not in its individual capacity. The Servicer, the Depositor and the Certificateholders (by acceptance of their Certificates) acknowledge and agree that (i) the Supplemental Interest Trust Trustee shall execute and deliver the Interest Rate Swap Agreement on behalf of Party B (as defined therein), (ii) the Supplemental Interest Trust Trustee shall exercise the rights, perform the obligations, and make the representations of Party B thereunder, solely in its capacity as Supplemental Interest Trust Trustee on behalf of Party B (as defined therein) and not in its individual capacity and (iii) the Swap Administrator shall also be entitled to exercise the rights and obligated to perform the obligations of Party B under the Interest Rate Swap Agreement.
 
Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Supplemental Interest Trust Trustee’s execution of the Interest Rate Swap Agreement, and the performance of its duties and satisfaction of its obligations thereunder.
 
Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Swap Administrator’s performance of its duties and satisfaction of its obligations under the Interest Rate Swap Agreement.
 
SECTION 2.09.                      
Conveyance of REMIC Regular Interests and Acceptance of REMIC 2, REMIC 3, REMIC 4, REMIC 5 and REMIC 6 by the Trustee; Issuance of Certificates.
 
(a)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the assets described in the definition of REMIC 1 for the benefit of the holders of the REMIC 1 Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-1 Interest). The Trustee acknowledges receipt of the assets described in the definition of REMIC 1 and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the REMIC 1 Regular Interests and the Class R Certificates (in respect of the Class R-1 Interest). The interests evidenced by the Class R-1 Interest, together with the REMIC 1 Regular Interests, constitute the entire beneficial ownership interest in REMIC 1.
 
(b)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to REMIC 1 Regular Interests for the benefit of the holders of the REMIC 2 Regular Interests (which are uncertificated) and the Class R Certificates (in respect of the Class R-2 Interest). The Trustee acknowledges receipt of the assets described in the definition of REMIC 2 and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the REMIC 2 Regular Interests and the Class R Certificates (in respect of the Class R-2 Interest). The interests evidenced by the Class R-2 Interest, together with the REMIC 2 Regular Interests, constitute the entire beneficial ownership interest in REMIC 2.
 
(c)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the REMIC 2 Regular Interests (which are uncertificated) for the benefit of the Holders of the REMIC 3 Regular Interests and the Class R Certificates (in respect of the Class R-3 Interest). The Trustee acknowledges receipt of the REMIC 3 Regular Interests and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the REMIC 3 Regular Certificates, the Class C Interest, Class P Interest and Class SWAP-IO Interest and the Class R Certificates (in respect of the Class R-3 Interest). The interests evidenced by the Class R-3 Interest, together with the REMIC 3 Regular Certificates, the Class C Interest, Class P Interest and Class SWAP-IO Interest, constitute the entire beneficial ownership interest in REMIC 3.
 
(d)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class C Interest (which is uncertificated) for the benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-4 Interest). The Trustee acknowledges receipt of the Class C Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Class C Certificates and the Class R-X Certificates (in respect of the Class R-4 Interest). The interests evidenced by the Class R-4 Interest, together with the Class C Certificates, constitute the entire beneficial ownership interest in REMIC 4.
 
(e)   The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class P Interest (which is uncertificated) for the benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-5 Interest). The Trustee acknowledges receipt of the Class P Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of the Class P Certificates and the Class R-X Certificates (in respect of the Class R-5 Interest). The interests evidenced by the Class R-5 Interest, together with the Class P Certificates, constitute the entire beneficial ownership interest in REMIC 5.
 
(f)  The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Trustee without recourse all the right, title and interest of the Depositor in and to the Class SWAP-IO Interest (which is uncertificated) for the benefit of the Holders of REMIC 6 Regular Interest SWAP-IO and the Class R-X Certificates (in respect of the Class R-6 Interest). The Trustee acknowledges receipt of the Class SWAP-IO Interest and declares that it holds and will hold the same in trust for the exclusive use and benefit of the Holders of REMIC 6 Regular Interest SWAP-IO and the Class R-X Certificates (in respect of the Class R-6 Interest). The interests evidenced by the Class R-6 Interest, together with REMIC 6 Regular Interest SWAP-IO, constitute the entire beneficial ownership interest in REMIC 6.
 
(g)  Concurrently with (i) the assignment and delivery to the Trustee of REMIC 1 and the acceptance by the Trustee thereof, pursuant to Section 2.01 and Section 2.02, (ii) the assignment and delivery to the Trustee of REMIC 2 (including the Residual Interest therein represented by the Class R-2 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(b), (iii) the assignment and delivery to the Trustee of REMIC 3 (including the Residual Interest therein represented by the Class R-3 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(c), (iv) the assignment and delivery to the Trustee of REMIC 4 (including the Residual Interest therein represented by the Class R-4 Interest), and the acceptance by the Trustee thereof, pursuant to Section 2.09(d), (v) the assignment and delivery to the Trustee of REMIC 5 (including the Residual Interest therein represented by the Class R-5 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(e) and (vi) the assignment and delivery to the Trustee of REMIC 6 (including the Residual Interest therein represented by the Class R-6 Interest) and the acceptance by the Trustee thereof, pursuant to Section 2.09(f), the Trustee, pursuant to the written request of the Depositor executed by an officer of the Depositor, has executed, authenticated and delivered to or upon the order of the Depositor, (A) the Class R Certificates in authorized denominations evidencing the Class R-1 Interest, Class R-2 Interest and the Class R-3 Interest and (B) the Class R-X Certificates in authorized denominations evidencing the Class R-4 Interest, the Class R-5 Interest and the Class R-6 Interest.
 
SECTION 2.10.                      
Negative Covenants of the Trustee and the Servicer.
 
Except as otherwise expressly permitted by this Agreement, the Trustee and the Servicer shall not cause the Trust Fund to:
 
(i)  sell, transfer, exchange or otherwise dispose of any of the assets of the Trust Fund;
 
(ii)  dissolve or liquidate the Trust Fund in whole or in part;
 
(iii)  engage, directly or indirectly, in any business other than that arising out of the issue of the Certificates, and the actions contemplated or required to be performed under this Agreement;
 
(iv)  incur, create or assume any indebtedness for borrowed money;
 
(v)  voluntarily file a petition for bankruptcy, reorganization, assignment for the benefit of creditors or similar proceeding; or
 
(vi)  merge, convert or consolidate with any other Person.
 
 
 
ARTICLE III
 
ADMINISTRATION AND SERVICING
OF THE MORTGAGE LOANS
 
SECTION 3.01.                      
Servicer to Act as Servicer.
 
The Servicer shall service and administer the Mortgage Loans on behalf of the Trust and in the best interests of and for the benefit of the Certificateholders (as determined by the Servicer in its reasonable judgment) in accordance with the terms of this Agreement and the Mortgage Loans and, to the extent consistent with such terms, in the same manner in which it services and administers similar mortgage loans for its own portfolio, giving due consideration to customary and usual standards of practice of mortgage lenders and loan servicers administering similar mortgage loans but without regard to:
 
(A)  any relationship that the Servicer, any Sub-Servicer or any Affiliate of the Servicer or any Sub-Servicer may have with the related Mortgagor;
 
(B)  the ownership or non-ownership of any Certificate by the Servicer or any Affiliate of the Servicer;
 
(C)  the Servicer’s obligation to make Advances or Servicing Advances; or
 
(D)  the Servicer’s or any Sub-Servicer’s right to receive compensation for its services hereunder or with respect to any particular transaction.
 
To the extent consistent with the foregoing, the Servicer (a) shall seek the timely and complete recovery of principal and interest on the Mortgage Notes and (b) shall waive (or permit a Sub-Servicer to waive) a Prepayment Charge only under the following circumstances: (i) such waiver is standard and customary in servicing similar Mortgage Loans and (ii) either (A) such waiver relates to a default or a reasonably foreseeable default and would, in the reasonable judgment of the Servicer, maximize recovery of total proceeds taking into account the value of such Prepayment Charge and the related Mortgage Loan or (B) such waiver is made in connection with a refinancing of the related Mortgage Loan unrelated to a default or a reasonably foreseeable default where (x) the related Mortgagor has stated to the Servicer or an applicable Sub-Servicer an intention to refinance the related Mortgage Loan and (y) the Servicer has concluded in its reasonable judgment that the waiver of such Prepayment Charge would induce such mortgagor to refinance with the Servicer; provided, however, that the Servicer shall waive no more than 5.00% of the Prepayment Charges (by number of Prepayment Charges) set forth on the Prepayment Charge Schedule in accordance with clause (ii)(B) above. If a Prepayment Charge is waived as permitted by meeting the standards described in clauses (i) and (ii)(B) above, then the Servicer is required to pay the amount of such waived Prepayment Charge, for the benefit of the Holders of the Class P Certificates, by depositing such amount into the Collection Account together with and at the time that the amount prepaid on the related Mortgage Loan is required to be deposited into the Collection Account. Notwithstanding any other provisions of this Agreement, any payments made by the Servicer in respect of any waived Prepayment Charges pursuant to clauses (i) and (ii)(B) above shall be deemed to be paid outside of the Trust Fund. Subject only to the above-described servicing standards and the terms of this Agreement and of the Mortgage Loans, the Servicer shall have full power and authority, acting alone or through Sub-Servicers as provided in Section 3.02, to do or cause to be done any and all things in connection with such servicing and administration which it may deem necessary or desirable. Without limiting the generality of the foregoing, the Servicer in its own name or in the name of a Sub-Servicer is hereby authorized and empowered by the Trustee when the Servicer believes it appropriate in its best judgment in accordance with the servicing standards set forth above, to execute and deliver, on behalf of the Certificateholders and the Trustee, and upon notice to the Trustee, any and all instruments of satisfaction or cancellation, or of partial or full release or discharge, and all other comparable instruments, with respect to the Mortgage Loans and the Mortgaged Properties and to institute foreclosure proceedings or obtain a deed-in-lieu of foreclosure so as to convert the ownership of such properties, and to hold or cause to be held title to such properties, on behalf of the Trustee and Certificateholders. The Servicer shall service and administer the Mortgage Loans in accordance with applicable state and federal law and shall provide to the Mortgagors any reports required to be provided to them thereby. The Servicer shall also comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any standard hazard insurance policy. Subject to Section 3.17, within 15 days of the Closing Date, the Trustee shall execute, at the written request of the Servicer, and furnish to the Servicer and any Sub-Servicer any special or limited powers of attorney for each county in which a Mortgaged Property is located and other documents necessary or appropriate to enable the Servicer or any Sub-Servicer to carry out their servicing and administrative duties hereunder; provided, such limited powers of attorney or other documents shall be prepared by the Servicer and submitted to the Trustee for execution. The Trustee shall not be liable for the actions of the Servicer or any Sub-Servicers under such powers of attorney.
 
Subject to Section 3.09 hereof, in accordance with the standards of the preceding paragraph, the Servicer shall advance or cause to be advanced funds as necessary for the purpose of effecting the payment of taxes and assessments on the Mortgaged Properties, which advances shall be Servicing Advances reimbursable in the first instance from related collections from the Mortgagors pursuant to Section 3.09, and further as provided in Section 3.11. Any cost incurred by the Servicer or by Sub-Servicers in effecting the payment of taxes and assessments on a Mortgaged Property shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid principal balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit.
 
Notwithstanding anything in this Agreement to the contrary, the Servicer may not make any future advances with respect to a Mortgage Loan (except as provided in Section 4.04) and the Servicer shall not (i) permit any modification with respect to any Mortgage Loan that would change the Mortgage Rate, reduce or increase the Principal Balance (except for reductions resulting from actual payments of principal) or change the final maturity date on such Mortgage Loan (unless, as provided in Section 3.07, the Mortgagor is in default with respect to the Mortgage Loan or such default is, in the judgment of the Servicer, reasonably foreseeable) or (ii) permit any modification, waiver or amendment of any term of any Mortgage Loan that would both (A) effect an exchange or reissuance of such Mortgage Loan under Section 1001 of the Code (or Treasury regulations promulgated thereunder) and (B) cause any REMIC created hereunder to fail to qualify as a REMIC under the Code or the imposition of any tax on “prohibited transactions” or “contributions after the startup date” under the REMIC Provisions.
 
SECTION 3.02.                      
Sub-Servicing Agreements Between Servicer and Sub-Servicers.
 
(a)  The Servicer may enter into Sub-Servicing Agreements with Sub-Servicers for the servicing and administration of the Mortgage Loans; provided, however, that (i) such agreements would not result in a withdrawal or a downgrading by any Rating Agency of the rating on any Class of Certificates and (ii) the NIMS Insurer shall have consented to such Sub-Servicing Agreement. The Trustee is hereby authorized to acknowledge, at the request of the Servicer, any Sub-Servicing Agreement that meets the requirements applicable to Sub-Servicing Agreements set forth in this Agreement and that is otherwise permitted under this Agreement.
 
Each Sub-Servicer shall be (i) authorized to transact business in the state or states where the related Mortgaged Properties it is to service are situated, if and to the extent required by applicable law to enable the Sub-Servicer to perform its obligations hereunder and under the Sub-Servicing Agreement and (ii) a Freddie Mac or Fannie Mae approved mortgage servicer. Each Sub-Servicing Agreement must impose on the Sub-Servicer requirements conforming to the provisions set forth in Section 3.08 and provide for servicing of the Mortgage Loans consistent with the terms of this Agreement. The Servicer will examine each Sub-Servicing Agreement and will be familiar with the terms thereof. The terms of any Sub-Servicing Agreement will not be inconsistent with any of the provisions of this Agreement. The Servicer and the Sub-Servicers may enter into and make amendments to the Sub-Servicing Agreements or enter into different forms of Sub-Servicing Agreements; provided, however, that any such amendments or different forms shall be consistent with and not violate the provisions of this Agreement, and that no such amendment or different form shall be made or entered into which could be reasonably expected to be materially adverse to the interests of the Certificateholders without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights; provided, further, that the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights shall not be required (i) to cure any ambiguity or defect in a Sub-Servicing Agreement, (ii) to correct, modify or supplement any provisions of a Sub-Servicing Agreement, or (iii) to make any other provisions with respect to matters or questions arising under a Sub-Servicing Agreement, which, in each case, shall not be inconsistent with the provisions of this Agreement. Any variation without the consent of the Holders of Certificates entitled to at least 66% of the Voting Rights from the provisions set forth in Section 3.08 relating to insurance or priority requirements of Sub-Servicing Accounts, or credits and charges to the Sub-Servicing Accounts or the timing and amount of remittances by the Sub-Servicers to the Servicer, are conclusively deemed to be inconsistent with this Agreement and therefore prohibited. The Servicer shall deliver to the NIMS Insurer and the Trustee copies of all Sub-Servicing Agreements, and any amendments or modifications thereof, promptly upon the Servicer’s execution and delivery of such instruments.
 
(b)  As part of its servicing activities hereunder, the Servicer, for the benefit of the Trustee and the Certificateholders, shall enforce the obligations of each Sub-Servicer under the related Sub-Servicing Agreement and of the Originator under the Mortgage Loan Purchase Agreement, including, without limitation, any obligation to make advances in respect of delinquent payments as required by a Sub-Servicing Agreement, or to purchase a Mortgage Loan on account of missing or defective documentation or on account of a breach of a representation, warranty or covenant, as described in Section 2.03(a). Such enforcement, including, without limitation, the legal prosecution of claims, termination of Sub-Servicing Agreements, and the pursuit of other appropriate remedies, shall be in such form and carried out to such an extent and at such time as the Servicer, in its good faith business judgment, would require were it the owner of the related Mortgage Loans. The Servicer shall pay the costs of such enforcement at its own expense, and shall be reimbursed therefor only (i) from a general recovery resulting from such enforcement, to the extent, if any, that such recovery exceeds all amounts due in respect of the related Mortgage Loans, or (ii) from a specific recovery of costs, expenses or attorneys’ fees against the party against whom such enforcement is directed. Enforcement of the Mortgage Loan Purchase Agreement against the Originator shall be effected by the Servicer to the extent it is not the Originator, and otherwise by the Trustee in accordance with the foregoing provisions of this paragraph.
 
SECTION 3.03.                      
Successor Sub-Servicers.
 
The Servicer, with the consent of the NIMS Insurer, shall be entitled to terminate any Sub-Servicing Agreement and the rights and obligations of any Sub-Servicer pursuant to any Sub-Servicing Agreement in accordance with the terms and conditions of such Sub-Servicing Agreement. In the event of termination of any Sub-Servicer, all servicing obligations of such Sub-Servicer shall be assumed simultaneously by the Servicer without any act or deed on the part of such Sub-Servicer or the Servicer, and the Servicer either shall service directly the related Mortgage Loans or shall enter into a Sub-Servicing Agreement with a successor Sub-Servicer which qualifies under Section 3.02.
 
Any Sub-Servicing Agreement shall include the provision that such agreement may be immediately terminated by the Servicer or the Trustee (if the Trustee is acting as Servicer) without fee, in accordance with the terms of this Agreement, in the event that the Servicer (or the Trustee, if such party is then acting as Servicer) shall, for any reason, no longer be the Servicer (including termination due to a Servicer Event of Termination).
 
SECTION 3.04.                      
Liability of the Servicer.
 
Notwithstanding any Sub-Servicing Agreement or the provisions of this Agreement relating to agreements or arrangements between the Servicer and a Sub-Servicer or reference to actions taken through a Sub-Servicer or otherwise, the Servicer shall remain obligated and primarily liable to the Trustee and the Certificateholders for the servicing and administering of the Mortgage Loans in accordance with the provisions of Section 3.01 without diminution of such obligation or liability by virtue of such Sub-Servicing Agreements or arrangements or by virtue of indemnification from the Sub-Servicer and to the same extent and under the same terms and conditions as if the Servicer alone were servicing and administering the Mortgage Loans. The Servicer shall be entitled to enter into any agreement with a Sub-Servicer for indemnification of the Servicer by such Sub-Servicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.
 
SECTION 3.05.                      
No Contractual Relationship Between Sub-Servicers and the NIMS Insurer, the Trustee or Certificateholders.
 
Any Sub-Servicing Agreement that may be entered into and any transactions or services relating to the Mortgage Loans involving a Sub-Servicer in its capacity as such shall be deemed to be between the Sub-Servicer and the Servicer alone, and the NIMS Insurer, the Trustee or Certificateholders shall not be deemed parties thereto and shall have no claims, rights, obligations, duties or liabilities with respect to the Sub-Servicer except as set forth in Section 3.06. The Servicer shall be solely liable for all fees owed by it to any Sub-Servicer, irrespective of whether the Servicer’s compensation pursuant to this Agreement is sufficient to pay such fees.
 
SECTION 3.06.                      
Assumption or Termination of Sub-Servicing Agreements by Trustee.
 
In the event the Servicer shall for any reason no longer be the servicer (including by reason of the occurrence of a Servicer Event of Termination), the Trustee shall thereupon assume all of the rights and obligations of the Servicer under each Sub-Servicing Agreement that the Servicer may have entered into, unless the Trustee elects to terminate any Sub-Servicing Agreement in accordance with its terms as provided in Section 3.03. Upon such assumption, the Trustee (or the successor servicer appointed pursuant to Section 7.02) shall be deemed, subject to Section 3.03, to have assumed all of the departing Servicer’s interest therein and to have replaced the departing Servicer as a party to each Sub-Servicing Agreement to the same extent as if each Sub-Servicing Agreement had been assigned to the assuming party, except that (i) the departing Servicer shall not thereby be relieved of any liability or obligations under any Sub-Servicing Agreement that arose before it ceased to be the Servicer and (ii) neither the Trustee nor any successor Servicer shall be deemed to have assumed any liability or obligation of the Servicer that arose before it ceased to be the Servicer.
 
The Servicer at its expense shall, upon request of Trustee, deliver to the assuming party all documents and records relating to each Sub-Servicing Agreement and the Mortgage Loans then being serviced and an accounting of amounts collected and held by or on behalf of it, and otherwise use its best efforts to effect the orderly and efficient transfer of the Sub-Servicing Agreements to the assuming party. All Servicing Transfer Costs shall be paid by the predecessor Servicer upon presentation of reasonable documentation of such costs, and if such predecessor Servicer defaults in its obligation to pay such costs, such costs shall be paid by the successor Servicer or the Trustee (in which case the successor Servicer or the Trustee, as applicable, shall be entitled to reimbursement therefor from the assets of the Trust).
 
SECTION 3.07.                      
Collection of Certain Mortgage Loan Payments.
 
The Servicer shall make reasonable efforts to collect all payments called for under the terms and provisions of the Mortgage Loans, and shall, to the extent such procedures shall be consistent with this Agreement and the terms and provisions of any applicable insurance policies, follow such collection procedures as it would follow with respect to mortgage loans comparable to the Mortgage Loans and held for its own account. Consistent with the foregoing, the Servicer may in its discretion (i) waive any late payment charge or, if applicable, any penalty interest, or (ii) extend the due dates for the Monthly Payments due on a Mortgage Note for a period of not greater than 180 days; provided, however, that any extension pursuant to clause (ii) above shall not affect the amortization schedule of any Mortgage Loan for purposes of any computation hereunder, except as provided below. In the event of any such arrangement pursuant to clause (ii) above, the Servicer shall make timely Advances on such Mortgage Loan during such extension pursuant to Section 4.04 and in accordance with the amortization schedule of such Mortgage Loan without modification thereof by reason of such arrangement.
 
Notwithstanding the foregoing, in the event that any Mortgage Loan is in default or, in the judgment of the Servicer, such default is reasonably foreseeable, the Servicer, consistent with the standards set forth in Section 3.01, may also waive, modify or vary any term of such Mortgage Loan (including modifications that would change the Mortgage Rate, forgive the payment of principal or interest, capitalize the interest portion of past due Monthly Payments and outstanding Servicing Advances, or extend the final maturity date of such Mortgage Loan), accept payment from the related Mortgagor of an amount less than the Stated Principal Balance in final satisfaction of such Mortgage Loan, or consent to the postponement of strict compliance with any such term or otherwise grant indulgence to any Mortgagor (any and all such waivers, modifications, variances, forgiveness of principal or interest, postponements, or indulgences collectively referred to herein as “forbearance”), provided, however, that in no event shall the Servicer grant any such forbearance (other than as permitted by the second sentence of this Section) with respect to any one Mortgage Loan more than once in any 12 month period or more than three times over the life of such Mortgage Loan, provided, further, that in determining which course of action permitted by this sentence it shall pursue, the Servicer shall adhere to the Loss Mitigation Procedures and provided, further, that the NIMS Insurer’s prior written consent shall be required for any modification, waiver or amendment if the aggregate number of outstanding Mortgage Loans which have been modified, waived or amended exceeds 5% of the number of Mortgage Loans as of the Cut-off Date. The Servicer’s analysis supporting any forbearance and the conclusion that any forbearance meets the standards of Section 3.01 and the Loss Mitigation Procedures shall be reflected in writing in the Mortgage File.
 
SECTION 3.08.                      
Sub-Servicing Accounts.
 
In those cases where a Sub-Servicer is servicing a Mortgage Loan pursuant to a Sub-Servicing Agreement, the Sub-Servicer will be required to establish and maintain one or more accounts (collectively, the “Sub-Servicing Account”). The Sub-Servicing Account shall be an Eligible Account and shall comply with all requirements of this Agreement relating to the Collection Account. The Sub-Servicer shall deposit in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Sub-Servicer’s receipt thereof, all proceeds of Mortgage Loans received by the Sub-Servicer less its servicing compensation to the extent permitted by the Sub-Servicing Agreement, and shall thereafter deposit such amounts in the Sub-Servicing Account, in no event more than two Business Days after the receipt of such amounts. The Sub-Servicer shall thereafter deposit such proceeds in the Collection Account or remit such proceeds to the Servicer for deposit in the Collection Account not later than two Business Days after the deposit of such amounts in the Sub-Servicing Account. For purposes of this Agreement, the Servicer shall be deemed to have received payments on the Mortgage Loans when the Sub-Servicer receives such payments.
 
SECTION 3.09.                      
Collection of Taxes, Assessments and Similar Items; Servicing Accounts.
 
The Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (the “Servicing Accounts”), into which all Escrow Payments shall be deposited and retained. Servicing Accounts shall be Eligible Accounts. The Servicer shall deposit in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Servicer’s receipt thereof, all Escrow Payments collected on account of the Mortgage Loans and shall thereafter deposit such Escrow Payments in the Servicing Accounts, in no event more than two Business Days after the deposit of such funds in the clearing account, all Escrow Payments collected on account of the Mortgage Loans for the purpose of effecting the timely payment of any such items as required under the terms of this Agreement. Withdrawals of amounts from a Servicing Account may be made only to (i) effect payment of taxes, assessments, hazard insurance premiums, and comparable items in a manner and at a time that assures that the lien priority of the Mortgage is not jeopardized (or, with respect to the payment of taxes, in a manner and at a time that avoids the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien); (ii) reimburse the Servicer (or a Sub-Servicer to the extent provided in the related Sub-Servicing Agreement) out of related collections for any Servicing Advances made pursuant to Section 3.01 (with respect to taxes and assessments) and Section 3.14 (with respect to hazard insurance); (iii) refund to Mortgagors any sums as may be determined to be overages; (iv) pay interest to the Servicer or, if required and as described below, to Mortgagors on balances in the Servicing Account; or (v) clear and terminate the Servicing Account at the termination of the Servicer’s obligations and responsibilities in respect of the Mortgage Loans under this Agreement in accordance with Article X. In the event the Servicer deposits in a Servicing Account any amount not required to be deposited therein, it may at any time withdraw such amount from such Servicing Account, any provision herein to the contrary notwithstanding. The Servicer will be responsible for the administration of the Servicing Accounts and will be obligated to make Servicing Advances to such accounts when and as necessary to avoid the lapse of insurance coverage on the Mortgaged Property, or which the Servicer knows, or in the exercise of the required standard of care of the Servicer hereunder should know, is necessary to avoid the loss of the Mortgaged Property due to a tax sale or the foreclosure as a result of a tax lien. If any such payment has not been made and the Servicer receives notice of a tax lien with respect to the Mortgage being imposed, the Servicer shall, within 10 business days of such notice, advance or cause to be advanced funds necessary to discharge such lien on the Mortgaged Property. As part of its servicing duties, the Servicer or Sub-Servicers shall pay to the Mortgagors interest on funds in the Servicing Accounts, to the extent required by law and, to the extent that interest earned on funds in the Servicing Accounts is insufficient, to pay such interest from its or their own funds, without any reimbursement therefor. The Servicer may pay to itself any excess interest on funds in the Servicing Accounts, to the extent such action is in conformity with the Servicing Standard, is permitted by law and such amounts are not required to be paid to Mortgagors or used for any of the other purposes set forth above.
 
SECTION 3.10.                      
Collection Account and Distribution Account.
 
(a)  On behalf of the Trust Fund, the Servicer shall establish and maintain, or cause to be established and maintained, one or more accounts (such account or accounts, the “Collection Account”), held in trust for the benefit of the Trustee and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deposit or cause to be deposited in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Servicer’s receipt thereof, and shall thereafter deposit in the Collection Account, in no event more than two Business Days after the deposit of such funds in the clearing account, as and when received or as otherwise required hereunder, the following payments and collections received or made by it subsequent to the Cut-off Date (other than in respect of principal or interest on the Mortgage Loans due on or before the Cut-off Date) or payments (other than Principal Prepayments) received by it on or prior to the Cut-off Date but allocable to a Due Period subsequent thereto:
 
(i)  all payments on account of principal, including Principal Prepayments (but not Prepayment Charges), on the Mortgage Loans;
 
(ii)  all payments on account of interest (net of the related Servicing Fee) on each Mortgage Loan;
 
(iii)  all Insurance Proceeds, Liquidation Proceeds, Subsequent Recoveries and condemnation proceeds (other than proceeds collected in respect of any particular REO Property and amounts paid in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 10.01);
 
(iv)  any amounts required to be deposited pursuant to Section 3.12 in connection with any losses realized on Permitted Investments with respect to funds held in the Collection Account;
 
(v)  any amounts required to be deposited by the Servicer pursuant to the second paragraph of Section 3.14(a) in respect of any blanket policy deductibles;
 
(vi)  all proceeds of any Mortgage Loan repurchased or purchased in accordance with Section 2.03 or Section 10.01;
 
(vii)  all amounts required to be deposited in connection with Substitution Adjustments pursuant to Section 2.03;
 
(viii)  all Prepayment Charges collected by the Servicer and any Servicer Prepayment Charge Payment Amounts in connection with the Principal Prepayment of any of the Mortgage Loans; and
 
(ix)  [reserved].
 
The foregoing requirements for deposit in the Collection Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of Servicing Fees, late payment charges, assumption fees, insufficient funds charges and ancillary income (other than Prepayment Charges) need not be deposited by the Servicer in the Collection Account and may be retained by the Servicer as additional compensation. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
 
(b)  On behalf of the Trust Fund, the Trustee shall establish and maintain one or more accounts (such account or accounts, the “Distribution Account”), held in trust for the benefit of the Trustee and the Certificateholders. On behalf of the Trust Fund, the Servicer shall deliver to the Trustee in immediately available funds for deposit in the Distribution Account on or before 1:00 p.m. New York time (i) on the Servicer Remittance Date, that portion of the Available Funds (calculated without regard to the references in the definition thereof to amounts that may be withdrawn from the Distribution Account) for the related Distribution Date then on deposit in the Collection Account, the amount of all Prepayment Charges collected during the applicable Prepayment Period by the Servicer and Servicer Prepayment Charge Payment Amounts in connection with the Principal Prepayment of any of the Mortgage Loans then on deposit in the Collection Account for the related Distribution Date, then on deposit in the Collection Account and the amount of any funds reimbursable to an Advancing Person pursuant to Section 3.29, and (ii) on each Business Day as of the commencement of which the balance on deposit in the Collection Account exceeds $75,000 following any withdrawals pursuant to the next succeeding sentence, the amount of such excess, but only if the Collection Account constitutes an Eligible Account solely pursuant to clause (ii) of the definition of “Eligible Account.” If the balance on deposit in the Collection Account exceeds $75,000 as of the commencement of business on any Business Day and the Collection Account constitutes an Eligible Account solely pursuant to clause (ii) of the definition of “Eligible Account,” the Servicer shall, on or before 1:00 p.m. New York time on such Business Day, withdraw from the Collection Account any and all amounts payable or reimbursable to the Servicer, the Trustee, the Originator or any Sub-Servicer pursuant to Section 3.11 and shall pay such amounts to the Persons entitled thereto.
 
(c)  Funds in the Collection Account and the Distribution Account may be invested in Permitted Investments in accordance with the provisions set forth in Section 3.12. The Servicer shall give notice to the NIMS Insurer and the Trustee of the location of the Collection Account maintained by it when established and prior to any change thereof. The Trustee shall give notice to the NIMS Insurer, the Servicer and the Depositor of the location of the Distribution Account when established and prior to any change thereof.
 
(d)  Funds held in the Collection Account at any time may be delivered by the Servicer to the Trustee for deposit in an account (which may be the Distribution Account and must satisfy the standards for the Distribution Account as set forth in the definition thereof) and for all purposes of this Agreement shall be deemed to be a part of the Collection Account; provided, however, that the Trustee shall have the sole authority to withdraw any funds held pursuant to this subsection (d). In the event the Servicer shall deliver to the Trustee for deposit in the Distribution Account any amount not required to be deposited therein, it may at any time request that the Trustee withdraw such amount from the Distribution Account and remit to it any such amount, any provision herein to the contrary notwithstanding. In addition, the Servicer, with respect to items (i) through (iv) below, shall deliver to the Trustee from time to time for deposit, and the Trustee, with respect to items (i) through (iv) below, shall so deposit, in the Distribution Account:
 
(i)  any Advances, as required pursuant to Section 4.04;
 
(ii)  any amounts required to be deposited pursuant to Section 3.23(d) or (f) in connection with any REO Property;
 
(iii)  any amounts to be paid in connection with a purchase of Mortgage Loans and REO Properties pursuant to Section 10.01;
 
(iv)  any Compensating Interest to be deposited pursuant to Section 3.24 in connection with any Prepayment Interest Shortfall; and
 
(v)  any amounts required to be paid to the Trustee pursuant to the Agreement, including, but not limited to Section 3.06, Section 3.26 and Section 7.02.
 
(e)  [Reserved].
 
(f)  The Servicer shall deposit in the Collection Account any amounts required to be deposited pursuant to Section 3.12(b) in connection with losses realized on Permitted Investments with respect to funds held in the Collection Account.
 
SECTION 3.11.                      
Withdrawals from the Collection Account and Distribution Account.
 
(a)  The Servicer shall, from time to time, make withdrawals from the Collection Account for any of the following purposes or as described in Section 4.04:
 
(i)  to remit to the Trustee for deposit in the Distribution Account the amounts required to be so remitted pursuant to Section 3.10(b) or permitted to be so remitted pursuant to the first sentence of Section 3.10(d);
 
(ii)  subject to Section 3.16(d), to reimburse the Servicer for (a) any unreimbursed Advances to the extent of amounts received which represent Late Collections (net of the related Servicing Fees) of Monthly Payments or Liquidation Proceeds and Insurance Proceeds on Mortgage Loans with respect to which such Advances were made in accordance with the provisions of Section 4.04; (b) any unreimbursed Advances with respect to the final liquidation of a Mortgage Loan that are Nonrecoverable Advances, but only to the extent that Late Collections, including, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer for such unreimbursed Advances; or (c) subject to Section 4.04(b), any unreimbursed Advances to the extent of funds held in the Collection Account for future distribution that were not included in Available Funds for the preceding Distribution Date;
 
(iii)  subject to Section 3.16(d), to pay the Servicer or any Sub-Servicer (a) any unpaid Servicing Fees, but only to the extent of the interest portion of any Late Collections, including Liquidation Proceeds, Insurance Proceeds and condemnation proceeds received with respect to such Mortgage Loan, (b) any unreimbursed Servicing Advances with respect to each Mortgage Loan, but only to the extent of any Late Collections, including, Liquidation Proceeds, Insurance Proceeds and condemnation proceeds received with respect to such Mortgage Loan, (c) any Servicing Fees with respect to the final liquidation of a Mortgage Loan, but only to the extent that Late Collections, including, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to pay the Servicer or any Sub-Servicer for unpaid Servicing Fees, and (d) any Servicing Advances with respect to the final liquidation of a Mortgage Loan that are Nonrecoverable Advances, but only to the extent that Late Collections, including, Liquidation Proceeds and Insurance Proceeds received with respect to such Mortgage Loan are insufficient to reimburse the Servicer or any Sub-Servicer for Servicing Advances;
 
(iv)  to pay to the Servicer as servicing compensation (in addition to the Servicing Fee) on the Servicer Remittance Date any interest or investment income earned on funds deposited in the Collection Account;
 
(v)  to pay to the Originator, with respect to each Mortgage Loan that has previously been purchased or replaced pursuant to Section 2.03 or Section 3.16(c) all amounts received thereon subsequent to the date of purchase or substitution, as the case may be;
 
(vi)  to reimburse the Servicer for any Advance or Servicing Advance previously made which the Servicer has determined to be a Nonrecoverable Advance in accordance with the provisions of Section 4.04;
 
(vii)  to pay, or to reimburse the Servicer for Servicing Advances in respect of, expenses incurred in connection with any Mortgage Loan pursuant to Section 3.16(b);
 
(viii)  to reimburse the Servicer for expenses incurred by or reimbursable to the Servicer pursuant to Section 6.03;
 
(ix)  to reimburse the NIMS Insurer, the Servicer (if the Servicer is not an Affiliate of the Originator) or the Trustee, as the case may be, for enforcement expenses reasonably incurred in respect of the breach or defect giving rise to the purchase obligation under Section 2.03 of this Agreement that were included in the Purchase Price of the Mortgage Loan, including any expenses arising out of the enforcement of the purchase obligation;
 
(x)  to pay itself any Prepayment Interest Excess;
 
(xi)  to clear and terminate the Collection Account pursuant to Section 10.01.
 
The foregoing requirements for withdrawal from the Collection Account shall be exclusive. In the event the Servicer shall deposit in the Collection Account any amount not required to be deposited therein, it may at any time withdraw such amount from the Collection Account, any provision herein to the contrary notwithstanding.
 
The Servicer shall keep and maintain separate accounting, on a Mortgage Loan by Mortgage Loan basis, for the purpose of justifying any withdrawal from the Collection Account, to the extent held by or on behalf of it, pursuant to subclauses (ii), (iii), (v), (vi), (ix) and (x) above. The Servicer shall provide written notification to the NIMS Insurer and the Trustee, on or prior to the next succeeding Servicer Remittance Date, upon making any withdrawals from the Collection Account pursuant to subclause (vi) above; provided that an Officers’ Certificate in the form described under Section 4.04(d) shall suffice for such written notification to the Trustee in respect hereof.
 
(b)  The Trustee shall, from time to time, make withdrawals from the Distribution Account, for any of the following purposes, without priority:
 
(i)  to make distributions to the Swap Account in accordance with Section 4.08;
 
(ii)  to make distributions in accordance with Section 4.01;
 
(iii)  to pay itself the Trustee Fee and any other amounts owed to it pursuant to Section 8.05;
 
(iv)  to pay any amounts in respect of taxes pursuant to Section 9.01(g);
 
(v)  to clear and terminate the Distribution Account pursuant to Section 10.01;
 
(vi)  to pay any amounts required to be paid to the Trustee pursuant to this Agreement, including but not limited to funds required to be paid pursuant to Section 3.06 and Section 7.02;
 
(vii)  to pay to the Trustee, any interest or investment income earned on funds deposited in the Distribution Account; and
 
(viii)  to pay to an Advancing Person reimbursements for Advances and/or Servicing Advances pursuant to Section 3.29.
 
SECTION 3.12.                      
Investment of Funds in the Collection Account and the Distribution Account.
 
(a)  The Servicer may direct any depository institution maintaining the Collection Account to invest the funds on deposit in such accounts, and the Trustee may invest the funds on deposit in the Distribution Account (each such account, for the purposes of this Section 3.12 an “Investment Account”). All investments pursuant to this Section 3.12 shall be in one or more Permitted Investments bearing interest or sold at a discount, and maturing, unless payable on demand, (i) no later than the Business Day immediately preceding the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if a Person other than the Trustee is the obligor thereon or if such investment is managed or advised by a Person other than the Trustee or an Affiliate of the Trustee, and (ii) no later than the date on which such funds are required to be withdrawn from such account pursuant to this Agreement, if the Trustee is the obligor thereon or if such investment is managed or advised by the Trustee or any Affiliate. All such Permitted Investments shall be held to maturity, unless payable on demand. Any investment of funds in an Investment Account shall be made in the name of the Trustee (in its capacity as such), or in the name of a nominee of the Trustee. The Trustee shall be entitled to sole possession (except with respect to investment direction of funds held in the Collection Account and any income and gain realized thereon) over each such investment, and any certificate or other instrument evidencing any such investment shall be delivered directly to the Trustee or its agent, together with any document of transfer necessary to transfer title to such investment to the Trustee or its nominee. In the event amounts on deposit in an Investment Account are at any time invested in a Permitted Investment payable on demand, the Trustee shall:
 
 
(x)
consistent with any notice required to be given thereunder, demand that payment thereon be made on the last day such Permitted Investment may otherwise mature hereunder in an amount equal to the lesser of (1) all amounts then payable thereunder and (2) the amount required to be withdrawn on such date; and
 
 
(y)
demand payment of all amounts due thereunder promptly upon determination by a Responsible Officer of the Trustee that such Permitted Investment would not constitute a Permitted Investment in respect of funds thereafter on deposit in the Investment Account.
 
(b)  All income and gain realized from the investment of funds deposited in the Collection Account and any REO Account held by or on behalf of the Servicer shall be for the benefit of the Servicer and shall be subject to its withdrawal in accordance with Section 3.11 or Section 3.23, as applicable. The Servicer shall deposit in the Collection Account or any REO Account, as applicable, the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such account immediately upon realization of such loss.
 
(c)  All income and gain realized from the investment of funds deposited in the Distribution Account shall be for the benefit of the Trustee. The Trustee shall deposit in the Distribution Account the amount of any loss of principal incurred in respect of any such Permitted Investment made with funds in such accounts immediately upon realization of such loss.
 
(d)  Except as otherwise expressly provided in this Agreement, if any default occurs in the making of a payment due under any Permitted Investment, or if a default occurs in any other performance required under any Permitted Investment, the Trustee may and, subject to Section 8.01 and Section 8.02(a)(v), upon the request of the NIMS Insurer or the Holders of Certificates representing more than 50% of the Voting Rights allocated to any Class of Certificates, shall take such action as may be appropriate to enforce such payment or performance, including the institution and prosecution of appropriate proceedings.
 
SECTION 3.13.                      
Rights of the Class C Certificateholder.
 
(a)  Notwithstanding anything to the contrary contained in this Agreement, (i) the majority Holder of the Class C Certificates (as long as such majority Holder is not the Servicer or an Affiliate of the Servicer or if the Class C Certificates are secured by an Indenture, as long as the Servicer or an Affiliate of the Servicer is not the majority equity holder in such transaction) shall have the right (with the consent of the Servicing Rights Pledgee) to direct the Trustee to appoint a qualified successor servicer who will act as successor in all respects to the Servicer in the event of a Servicer Event of Termination pursuant to Article VII and (ii) the majority Holder of the Class C Certificates (as long as such majority Holder is not the Servicer or an Affiliate of the Servicer or if the Class C Certificates are secured by an Indenture, as long as the Servicer or an Affiliate of the Servicer is not the majority equity holder in such transaction) shall have the right to direct the Servicer to transfer the servicing of any Mortgage Loans Delinquent 120 days or more to a special servicer in the event of a Special Servicer Trigger Event, for so long as the appointment of such special servicer (i) shall not cause a downgrade or withdrawal of the ratings on the Class A and Mezzanine Certificates, (ii) shall meet the eligibility requirements of a servicer under Section 7.02 and (iii) shall service in accordance with this Agreement. A special servicer shall be entitled to the Servicing Fee for the Mortgage Loans serviced by it and any excess fees due to such special servicer shall be paid by the majority Holder of the Class C Certificates.
 
A Special Servicer Trigger Event (“Special Servicer Trigger Event”) shall be in effect with respect to any Distribution Date if:
 
(a) the Servicer’s primary servicer rating for the servicing of residential mortgage loans is reduced by more than one full level or withdrawn, in each case by at least two of the Rating Agencies; or
 
(b) the Delinquency Percentage exceeds 30.00%; or
 
(c) the aggregate amount of Realized Losses incurred since the Cut-off Date through the last day of the related Due Period (after reduction for all Subsequent Recoveries received from the Cut-off Date through the Prepayment Period) divided by the aggregate Cut-off Date Principal Balance exceeds 4.00% with respect to such Distribution Date.
 
SECTION 3.14.                      
Maintenance of Hazard Insurance and Errors and Omissions and Fidelity Coverage.
 
(a)  The Servicer shall cause to be maintained for each Mortgage Loan hazard insurance with extended coverage on the Mortgaged Property in an amount which is at least equal to the lesser of (i) the current Principal Balance of such Mortgage Loan and (ii) the amount necessary to fully compensate for any damage or loss to the improvements that are a part of such property on a replacement cost basis, in each case in an amount not less than such amount as is necessary to avoid the application of any coinsurance clause contained in the related hazard insurance policy. The Servicer shall also cause to be maintained hazard insurance with extended coverage on each REO Property in an amount which is at least equal to the lesser of (i) the maximum insurable value of the improvements which are a part of such property and (ii) the outstanding Principal Balance of the related Mortgage Loan at the time it became an REO Property. The Servicer will comply in the performance of this Agreement with all reasonable rules and requirements of each insurer under any such hazard policies. Any amounts to be collected by the Servicer under any such policies (other than amounts to be applied to the restoration or repair of the property subject to the related Mortgage or amounts to be released to the Mortgagor in accordance with the procedures that the Servicer would follow in servicing loans held for its own account, subject to the terms and conditions of the related Mortgage and Mortgage Note) shall be deposited in the Collection Account, subject to withdrawal pursuant to Section 3.11, if received in respect of a Mortgage Loan, or in the REO Account, subject to withdrawal pursuant to Section 3.23, if received in respect of an REO Property. Any cost incurred by the Servicer in maintaining any such insurance shall not, for the purpose of calculating distributions to Certificateholders, be added to the unpaid Principal Balance of the related Mortgage Loan, notwithstanding that the terms of such Mortgage Loan so permit. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance. If the Mortgaged Property or REO Property is at any time in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards and flood insurance has been made available, the Servicer will cause to be maintained a flood insurance policy in respect thereof. Such flood insurance shall be in an amount equal to the lesser of (i) the unpaid Principal Balance of the related Mortgage Loan and (ii) the maximum amount of such insurance available for the related Mortgaged Property under the national flood insurance program (assuming that the area in which such Mortgaged Property is located is participating in such program).
 
In the event that the Servicer shall obtain and maintain a blanket policy with an insurer having a General Policy Rating of B:III or better in Best’s Key Rating Guide (or such other rating that is comparable to such rating) insuring against hazard losses on all of the Mortgage Loans, it shall conclusively be deemed to have satisfied its obligations as set forth in the first two sentences of this Section 3.14, it being understood and agreed that such policy may contain a deductible clause, in which case the Servicer shall, in the event that there shall not have been maintained on the related Mortgaged Property or REO Property a policy complying with the first two sentences of this Section 3.14, and there shall have been one or more losses which would have been covered by such policy, deposit to the Collection Account from its own funds the amount not otherwise payable under the blanket policy because of such deductible clause. In connection with its activities as administrator and servicer of the Mortgage Loans, the Servicer agrees to prepare and present, on behalf of itself, the Trustee and Certificateholders, claims under any such blanket policy in a timely fashion in accordance with the terms of such policy.
 
(b)  The Servicer shall keep in force during the term of this Agreement a policy or policies of insurance covering errors and omissions for failure in the performance of the Servicer’s obligations under this Agreement, which policy or policies shall be in such form and amount that would meet the requirements of Fannie Mae or Freddie Mac if it were the purchaser of the Mortgage Loans, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall provide the Trustee and the NIMS Insurer, upon request, with copies of such insurance policies and fidelity bond. The Servicer shall also maintain a fidelity bond in the form and amount that would meet the requirements of Fannie Mae or Freddie Mac, unless the Servicer has obtained a waiver of such requirements from Fannie Mae or Freddie Mac. The Servicer shall be deemed to have complied with this provision if an Affiliate of the Servicer has such errors and omissions and fidelity bond coverage and, by the terms of such insurance policy or fidelity bond, the coverage afforded thereunder extends to the Servicer. Any such errors and omissions policy and fidelity bond shall by its terms not be cancelable without thirty days’ prior written notice to the Trustee and the NIMS Insurer. The Servicer shall also cause each Sub-Servicer to maintain a policy of insurance covering errors and omissions and a fidelity bond which would meet such requirements.
 
SECTION 3.15.                      
Enforcement of Due-On-Sale Clauses; Assumption Agreements.
 
The Servicer will, to the extent it has knowledge of any conveyance or prospective conveyance of any Mortgaged Property by any Mortgagor (whether by absolute conveyance or by contract of sale, and whether or not the Mortgagor remains or is to remain liable under the Mortgage Note and/or the Mortgage), exercise its rights to accelerate the maturity of such Mortgage Loan under the “due-on-sale” clause, if any, applicable thereto; provided, however, that the Servicer shall not be required to take such action if in its sole business judgment the Servicer believes it is not in the best interests of the Trust Fund and shall not exercise any such rights if prohibited by law from doing so. If the Servicer reasonably believes it is unable under applicable law to enforce such “due-on-sale” clause, or if any of the other conditions set forth in the proviso to the preceding sentence apply, the Servicer will enter into an assumption and modification agreement from or with the person to whom such property has been conveyed or is proposed to be conveyed, pursuant to which such person becomes liable under the Mortgage Note and, to the extent permitted by applicable state law, the Mortgagor remains liable thereon. The Servicer is also authorized to enter into a substitution of liability agreement with such person, pursuant to which the original Mortgagor is released from liability and such person is substituted as the Mortgagor and becomes liable under the Mortgage Note, provided that no such substitution shall be effective unless such person satisfies the underwriting criteria of the Servicer and has a credit risk rating at least equal to that of the original Mortgagor. In connection with any assumption or substitution, the Servicer shall apply such underwriting standards and follow such practices and procedures as shall be normal and usual in its general mortgage servicing activities and as it applies to other mortgage loans owned solely by it. The Servicer shall not take or enter into any assumption and modification agreement, however, unless (to the extent practicable in the circumstances) it shall have received confirmation, in writing, of the continued effectiveness of any applicable hazard insurance policy. Any fee collected by the Servicer in respect of an assumption, modification or substitution of liability agreement shall be retained by the Servicer as additional servicing compensation. In connection with any such assumption, no material term of the Mortgage Note (including but not limited to the related Mortgage Rate and the amount of the Monthly Payment) may be amended or modified, except as otherwise required pursuant to the terms thereof. The Servicer shall notify the Trustee that any such substitution, modification or assumption agreement has been completed by forwarding to the Trustee the executed original of such substitution, modification or assumption agreement, which document shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof.
 
Notwithstanding the foregoing paragraph or any other provision of this Agreement, the Servicer shall not be deemed to be in default, breach or any other violation of its obligations hereunder by reason of any assumption of a Mortgage Loan by operation of law or by the terms of the Mortgage Note or any assumption which the Servicer may be restricted by law from preventing, for any reason whatever. For purposes of this Section 3.15, the term “assumption” is deemed to also include a sale (of the Mortgaged Property) subject to the Mortgage that is not accompanied by an assumption or substitution of liability agreement.
 
SECTION 3.16.                      
Realization Upon Defaulted Mortgage Loans.
 
(a)  The Servicer shall use its best efforts, in as practical a time frame as possible and consistent with Servicing Standard, to foreclose upon or otherwise comparably convert the ownership of properties securing such of the Mortgage Loans as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments pursuant to Section 3.07. The Servicer shall be responsible for all costs and expenses incurred by it in any such proceedings; provided, however, that such costs and expenses will be recoverable as Servicing Advances by the Servicer as contemplated in Section 3.11 and Section 3.23. The foregoing is subject to the provision that, in any case in which a Mortgaged Property shall have suffered damage from an Uninsured Cause, the Servicer shall not be required to expend its own funds toward the restoration of such property unless it shall determine in its discretion that such restoration will increase the proceeds of liquidation of the related Mortgage Loan after reimbursement to itself for such expenses.
 
(b)  Notwithstanding the foregoing provisions of this Section 3.16 or any other provision of this Agreement, with respect to any Mortgage Loan as to which the Servicer has received actual notice of, or has actual knowledge of, the presence of any toxic or hazardous substance on the related Mortgaged Property, the Servicer shall not, on behalf of the Trustee, either (i) obtain title to such Mortgaged Property as a result of or in lieu of foreclosure or otherwise, or (ii) otherwise acquire possession of, or take any other action with respect to, such Mortgaged Property, if, as a result of any such action, the Trustee, the Trust Fund or the Certificateholders would be considered to hold title to, to be a “mortgagee-in-possession” of, or to be an “owner” or “operator” of such Mortgaged Property within the meaning of the Comprehensive Environmental Response, Compensation and Liability Act of 1980, as amended from time to time, or any comparable law, unless the Servicer has also previously determined, based on its reasonable judgment and a report prepared by a Person who regularly conducts environmental audits using customary industry standards, that:
 
(1) such Mortgaged Property is in compliance with applicable environmental laws or, if not, that it would be in the best economic interest of the Trust Fund to take such actions as are necessary to bring the Mortgaged Property into compliance therewith; and
 
(2) there are no circumstances present at such Mortgaged Property relating to the use, management or disposal of any hazardous substances, hazardous materials, hazardous wastes, or petroleum-based materials for which investigation, testing, monitoring, containment, clean-up or remediation could be required under any federal, state or local law or regulation, or that if any such materials are present for which such action could be required, that it would be in the best economic interest of the Trust Fund to take such actions with respect to the affected Mortgaged Property.
 
Notwithstanding the foregoing, if such environmental audit reveals, or if the Servicer has actual knowledge or notice, that such Mortgaged Property contains such wastes or substances, the Servicer shall not foreclose or accept a deed in lieu of foreclosure without the prior written consent of the NIMS Insurer.
 
The cost of the environmental audit report contemplated by this Section 3.16 shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(vii), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
 
If the Servicer determines, as described above, that it is in the best economic interest of the Trust Fund to take such actions as are necessary to bring any such Mortgaged Property into compliance with applicable environmental laws, or to take such action with respect to the containment, clean-up or remediation of hazardous substances, hazardous materials, hazardous wastes or petroleum-based materials affecting any such Mortgaged Property, then the Servicer shall take such action as it deems to be in the best economic interest of the Trust Fund; provided that any amounts disbursed by the Servicer pursuant to this Section 3.16(b) shall constitute Servicing Advances, subject to Section 4.04(d). The cost of any such compliance, containment, cleanup or remediation shall be advanced by the Servicer, subject to the Servicer’s right to be reimbursed therefor from the Collection Account as provided in Section 3.11(a)(iii) and (a)(vii), such right of reimbursement being prior to the rights of Certificateholders to receive any amount in the Collection Account received in respect of the affected Mortgage Loan or other Mortgage Loans.
 
(c)  (i)  The NIMS Insurer may, at its option, purchase a Mortgage Loan which has become 90 or more days delinquent or for which the Servicer has accepted a deed in lieu of foreclosure. Prior to purchase pursuant to this Section 3.16(c)(i), the Servicer shall be required to continue to make Advances pursuant to Section 4.04. The NIMS Insurer shall not use any procedure in selecting Mortgage Loans to be repurchased which is materially adverse to the interests of the Certificateholders. The NIMS Insurer shall purchase such delinquent Mortgage Loan at a price equal to the Purchase Price of such Mortgage Loan. Any such purchase of a Mortgage Loan pursuant to this Section 3.16(c)(i) shall be accomplished by remittance to the Servicer for deposit in the Collection Account of the amount of the Purchase Price. The Trustee shall immediately effectuate the conveyance of such delinquent Mortgage Loan to the NIMS Insurer to the extent necessary, including the prompt delivery of all documentation to the NIMS Insurer.
 
                (ii)  If the Servicer Optional Purchase Delinquency Trigger has been met, the Servicer may, at its option, purchase a Mortgage Loan which has become 90 or more days delinquent or for which the Servicer has accepted a deed in lieu of foreclosure. Prior to purchase pursuant to this Section 3.16(c)(ii), the Servicer shall be required to continue to make Advances pursuant to Section 4.04. The Servicer shall purchase such delinquent Mortgage Loan at a price equal to the Purchase Price of such Mortgage Loan. Any such purchase of a Mortgage Loan pursuant to this Section 3.16(c)(ii) shall be accomplished by deposit in the Collection Account of the amount of the Purchase Price. The Trustee shall immediately effectuate the conveyance of such delinquent Mortgage Loan to the Servicer to the extent necessary, including the prompt delivery of all documentation to the Servicer.
 
Notwithstanding the foregoing: (A) the Servicer shall have the option to purchase pursuant to this Section 3.16(c)(ii) only such delinquent Mortgage Loans having an aggregate Stated Principal Balance such that, if such delinquent Mortgage Loans were not in the Trust, the Servicer Optional Purchase Delinquency Trigger would not be met; (B) if the Servicer purchases any delinquent Mortgage Loans pursuant to this Section 3.16(c)(ii), it must purchase Mortgage Loans that are delinquent the greatest number of days before it may purchase any that are delinquent any fewer number of days; (C) if the Servicer purchases some but not all Mortgage Loans that are delinquent any given number of days, it must purchase Mortgage Loans having the same delinquency status in the order of lowest Stated Principal Balance to highest Stated Principal Balance; (D) the Servicer may at any time relinquish its rights to purchase delinquent Mortgage Loans pursuant to this Section 3.16(C)(ii) in writing delivered to the Trustee, and from and after the taking of such action by the Servicer, the provisions of this Section 3.16(c)(ii) shall no longer be of any force or effect.
 
(d)  Proceeds received in connection with any Final Recovery Determination, as well as any recovery resulting from a partial collection of Insurance Proceeds, Liquidation Proceeds or condemnation proceeds, in respect of any Mortgage Loan, will be applied in the following order of priority: first, to unpaid Servicing Fees; second, to reimburse the Servicer or any Sub-Servicer for any related unreimbursed Servicing Advances pursuant to Section 3.11(a)(iii) and Advances pursuant to Section 3.11(a)(ii); third, to accrued and unpaid interest on the Mortgage Loan, to the date of the Final Recovery Determination, or to the Due Date prior to the Distribution Date on which such amounts are to be distributed if not in connection with a Final Recovery Determination; and fourth, as a recovery of principal of the Mortgage Loan. The portion of the recovery so allocated to unpaid Servicing Fees shall be reimbursed to the Servicer or any Sub-Servicer pursuant to Section 3.11(a)(iii).
 
SECTION 3.17.                      
Trustee to Cooperate; Release of Mortgage Files.
 
(a)  Upon the payment in full of any Mortgage Loan, or the receipt by the Servicer of a notification that payment in full shall be escrowed in a manner customary for such purposes, the Servicer shall deliver to the Trustee and the Custodian, in written (with two executed copies) or electronic format, a Request for Release in the form of Exhibit E (which certification shall include a statement to the effect that all amounts received or to be received in connection with such payment which are required to be deposited in the Collection Account pursuant to Section 3.10 have been or will be so deposited) signed by a Servicing Officer (or in a mutually agreeable electronic format that will, in lieu of a signature on its face, originate from a Servicing Officer) and shall request delivery to it of the Mortgage File. Upon receipt of such certification and request, the Trustee (or the Custodian on behalf of the Trustee) shall, within three Business Days, release and send by overnight mail, at the expense of the Servicer, the related Mortgage File to the Servicer. The Trustee (or the Custodian on behalf of the Trustee) agrees to indemnify the Servicer, out of its own funds, for any loss, liability or expense (other than special, indirect, punitive or consequential damages which will not be paid by the Trustee (or the Custodian on behalf of the Trustee)) incurred by the Servicer as a proximate result of the Trustee’s or the Custodian’s breach of its obligations pursuant to this Section 3.17. No expenses incurred in connection with any instrument of satisfaction or deed of reconveyance shall be chargeable to the Collection Account or the Distribution Account.
 
(b)  From time to time and as appropriate for the servicing or foreclosure of any Mortgage Loan, including, for this purpose, collection under any insurance policy relating to the Mortgage Loans, the Trustee (or the Custodian on behalf of the Trustee) shall, upon any request made by or on behalf of the Servicer and delivery to the Trustee and the Custodian, in written (with two executed copies) or electronic format, of a Request for Release in the form of Exhibit E signed by a Servicing Officer (or in a mutually agreeable electronic format that will, in lieu of a signature on its face, originate from a Servicing Officer), release the related Mortgage File to the Servicer within three Business Days, and the Trustee shall, at the direction of the Servicer, execute such documents as shall be necessary to the prosecution of any such proceedings. Such Request for Release shall obligate the Servicer to return each and every document previously requested from the Mortgage File to the Trustee (or the Custodian on behalf of the Trustee) when the need therefor by the Servicer no longer exists, unless the Mortgage Loan has been liquidated and the Liquidation Proceeds relating to the Mortgage Loan have been deposited in the Collection Account or the Mortgage File or such document has been delivered to an attorney, or to a public trustee or other public official as required by law, for purposes of initiating or pursuing legal action or other proceedings for the foreclosure of the Mortgaged Property either judicially or non-judicially, and the Servicer has delivered, or caused to be delivered, to the Trustee and the Custodian an additional Request for Release certifying as to such liquidation or action or proceedings. Upon the request of the Trustee or the Custodian, the Servicer shall provide notice to the Trustee or the Custodian, as the case may be, of the name and address of the Person to which such Mortgage File or such document was delivered and the purpose or purposes of such delivery. Upon receipt of a Request for Release, in written (with two executed copies) or electronic format, from a Servicing Officer stating that such Mortgage Loan was liquidated and that all amounts received or to be received in connection with such liquidation that are required to be deposited into the Collection Account have been so deposited, or that such Mortgage Loan has become an REO Property, such Mortgage Loan shall be released by the Trustee (or the Custodian on behalf of the Trustee) to the Servicer or its designee.
 
(c)  Upon written certification of a Servicing Officer, the Trustee shall execute and deliver to the Servicer or the Sub-Servicer, as the case may be, copies of, any court pleadings, requests for trustee’s sale or other documents necessary to the foreclosure or trustee’s sale in respect of a Mortgaged Property or to any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Mortgage or to obtain a deficiency judgment, or to enforce any other remedies or rights provided by the Mortgage Note or Mortgage or otherwise available at law or in equity. Each such certification shall include a request that such pleadings or documents be executed by the Trustee and a statement as to the reason such documents or pleadings are required and that the execution and delivery thereof by the Trustee will not invalidate or otherwise affect the lien of the Mortgage, except for the termination of such a lien upon completion of the foreclosure or trustee’s sale.
 
SECTION 3.18.                      
Servicing Compensation.
 
As compensation for the activities of the Servicer hereunder, the Servicer shall be entitled to the Servicing Fee with respect to each Mortgage Loan payable solely from payments of interest in respect of such Mortgage Loan, subject to Section 3.24. In addition, the Servicer shall be entitled to recover unpaid Servicing Fees out of Insurance Proceeds, Liquidation Proceeds or condemnation proceeds to the extent permitted by Section 3.11(a)(iii) and out of amounts derived from the operation and sale of an REO Property to the extent permitted by Section 3.23. Except as provided in Section 3.29, the right to receive the Servicing Fee may not be transferred in whole or in part except in connection with the transfer of all of the Servicer’s responsibilities and obligations under this Agreement; provided, however, that the Servicer may pay from the Servicing Fee any amounts due to a Sub-Servicer pursuant to a Sub-Servicing Agreement entered into under Section 3.02.
 
Additional servicing compensation in the form of assumption fees, late payment charges, insufficient funds charges, ancillary income or otherwise (other than Prepayment Charges) shall be retained by the Servicer only to the extent such fees or charges are received by the Servicer. The Servicer shall also be entitled pursuant to Section 3.11(a)(iv) to withdraw from the Collection Account and pursuant to Section 3.23(b) to withdraw from any REO Account, as additional servicing compensation, interest or other income earned on deposits therein, subject to Section 3.12 and Section 3.24. The Servicer shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including premiums for the insurance required by Section 3.14, to the extent such premiums are not paid by the related Mortgagors or by a Sub-Servicer and servicing compensation of each Sub-Servicer) and shall not be entitled to reimbursement therefor except as specifically provided herein.
 
The Servicer shall be entitled to any Prepayment Interest Excess, which it may withdraw from the Collection Account pursuant to Section 3.11(a)(ix).
 
SECTION 3.19.                      
Reports to the Trustee; Collection Account Statements.
 
Not later than ten days after each Distribution Date, the Servicer shall forward to the NIMS Insurer and, upon request, to the Trustee and the Depositor the most current available bank statement for the Collection Account. Copies of such statement shall be provided by the Trustee to any Certificateholder and to any Person identified to the Trustee as a prospective transferee of a Certificate, upon request at the expense of the requesting party, provided such statement is delivered by the Servicer to the Trustee.
 
SECTION 3.20.                      
Statement as to Compliance.
 
Each of the Servicer and the Trustee shall deliver (or otherwise make available if notice of such other means of delivery is provided) to the Depositor and the Trustee, not later than March 15th of each calendar year beginning in 2008, an Officers’ Certificate (an “Annual Statement of Compliance”) stating, as to each signatory thereof, that (i) a review of the activities of such party during the preceding calendar year and of performance under this Agreement or other applicable servicing agreement has been made under such officers’ supervision and (ii) to the best of such officers’ knowledge, based on such review, such party has fulfilled all of its obligations under this Agreement or other applicable servicing agreement in all material respects throughout such year, or, if there has been a failure to fulfill any such obligation in any material respect, specifying each such failure known to such officer and the nature and status of cure provisions thereof. Each such Annual Statement of Compliance shall contain no restrictions or limitations on its use.
 
The Servicer and the Trustee shall deliver a similar Annual Statement of Compliance by any Sub-Servicer, subcontractor or other Person engaged by it and satisfying any of the criteria set forth in Item 1108(a)(2)(i) - (iii) of Regulation AB with respect to the Mortgage Loans, to the Trustee as described above as and when required with respect to the Servicer.
 
In the event the Servicer or the Trustee is terminated or resigns pursuant to the terms of this Agreement, such party shall provide, and shall use its reasonable efforts to cause any Sub-Servicer, subcontractor or other Person engaged by it and satisfying any of the criteria set forth in Item 1108(a)(2)(i) - (iii) of Regulation AB with respect to the Mortgage Loans that resigns or is terminated under any applicable agreement to provide, an Annual Statement of Compliance pursuant to this Section 3.20 with respect to the period of time that such party was subject to this Agreement or such other agreement, as applicable.
 
For so long as a Form 10-K is required to be filed with respect to the Trust for the preceding calendar year, failure by the Servicer to timely comply with this Section 3.20 shall be deemed a Servicer Event of Termination, and the Trustee may (with the consent of the Depositor), in addition to whatever rights the Trustee may have under this Agreement and at law or in equity, including injunctive relief and specific performance, upon notice immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
SECTION 3.21.                      
Assessment of Compliance and Attestation Report.
 
Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB, the Servicer, the Trustee and the Custodian shall deliver (or otherwise make available if notice of such other means of delivery is provided) to the Trustee and the Depositor on or before March 15th of each calendar year beginning in 2008, a report regarding such party’s assessment of compliance (an “Assessment of Compliance”) with the Relevant Servicing Criteria (as set forth in Exhibit S hereto) during the preceding calendar year. As set forth in Regulation AB, the Assessment of Compliance must contain the following:
 
(a)  A statement by such officer of its responsibility for assessing compliance with the Relevant Servicing Criteria applicable to such party;
 
(b)  A statement by such officer that such officer used the Relevant Servicing Criteria, and which will also be attached to the Assessment of Compliance, to assess compliance with the Relevant Servicing Criteria applicable to such party;
 
(c)  An assessment by such officer of such party’s compliance with the applicable Relevant Servicing Criteria for the period consisting of the preceding calendar year, including disclosure of any material instance of noncompliance with respect thereto during such period and a discussion of the nature and status of each such failure, which assessment shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving such party, that are backed by the same asset type as the Mortgage Loans;
 
(d)  A statement that a registered public accounting firm has issued an attestation report on such party’s Assessment of Compliance with the Relevant Servicing Criteria for the period consisting of the preceding calendar year; and
 
(e)  A statement as to which of the Servicing Criteria, if any, are not applicable to the Servicer, which statement shall be based on the activities it performs with respect to asset-backed securities transactions taken as a whole involving the Servicer, that are backed by the same asset type as the Mortgage Loans.
 
In the event the Servicer or the Trustee is terminated or resigns pursuant to the terms of this Agreement, such party shall provide, and each such party shall cause each Sub-Servicer and subcontractor engaged by it and determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB that resigns or is terminated under any applicable agreement to provide, an annual Assessment of Compliance pursuant to this Section 3.21, coupled with an attestation as required hereunder with respect to the period of time that such party was subject to this Agreement or the period of time such party was subject to such other agreement.
 
Such report at a minimum shall address each of the Relevant Servicing Criteria specified on Exhibit S hereto which are indicated as applicable to the Servicer or the Trustee.
 
On or before March 15th of each calendar year beginning in 2008, the Servicer, the Trustee and the Custodian, each at its own expense, shall cause a registered public accounting firm to furnish to the Trustee and the Depositor a report (an “Attestation Report”) by such registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by such party, as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation Report must be made in accordance with standards for attestation reports issued or adopted by the Public Company Accounting Oversight Board.
 
The Servicer and the Trustee shall cause any Sub-Servicer and each subcontractor engaged by it and determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Trustee and the Depositor an Assessment of Compliance and Attestation Report as and when provided above setting forth the Servicing Criteria addressed in such assessment.
 
Such Assessment of Compliance, as to each Sub-Servicer and subcontractor determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, shall address each of the Servicing Criteria applicable to it, as specified on Exhibit S hereto. The Trustee shall confirm that the assessments, taken individually, address the Servicing Criteria for each attesting party as set forth on Exhibit S and notify the Depositor of any exceptions. Notwithstanding the foregoing, as to any subcontractor, an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust Fund.
 
Promptly after receipt of each such assessment of compliance and attestation report, the Trustee shall confirm that each assessment submitted pursuant to this Section 3.21 is coupled with an attestation meeting the requirements of this Section and notify the Depositor of any exceptions.
 
In the event the Servicer, the Trustee, the Custodian, or any Sub-servicer or subcontractor determined to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB engaged by any such party, is terminated, assigns its rights and duties under, or resigns pursuant to the terms of, this Agreement, or any applicable custodial agreement, or sub-servicing agreement, as the case may be, such party shall cause a registered public accounting firm to provide an attestation pursuant to this Section 3.21, or such other applicable agreement, notwithstanding any such termination, assignment or resignation.
 
For so long as a Form 10-K is required to be filed with respect to the Trust for the preceding calendar year, failure of the Servicer to comply with this Section 3.21 shall be deemed a Servicer Event of Termination, and the Trustee may (with the consent of the Depositor), in addition to whatever rights the Trustee may have under this Agreement and at law or in equity, including injunctive relief and specific performance, give notice to Certificateholders that they have ten Business Days to object. If no such objection is received, the Trustee shall immediately terminate all the rights and obligations of the Servicer under this Agreement and in and to the Mortgage Loans and the proceeds thereof without compensating the Servicer for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
SECTION 3.22.                      
Access to Certain Documentation.
 
The Servicer shall provide to the Office of Thrift Supervision, the FDIC, and any other federal or state banking or insurance regulatory authority that may exercise authority over any Certificateholder or Certificate Owner, access to the documentation regarding the Mortgage Loans required by applicable laws and regulations. Such access shall be afforded without charge, but only upon reasonable request and during normal business hours at the offices of the Servicer designated by it. In addition, access to the documentation regarding the Mortgage Loans will be provided to any Certificateholder or Certificate Owner, the Trustee, the NIMS Insurer and to any Person identified to the Servicer as a prospective transferee of a Certificate, upon reasonable request during normal business hours at the offices of the Servicer designated by it at the expense of the Person requesting such access.
 
SECTION 3.23.                      
Title, Management and Disposition of REO Property.
 
(a)  The deed or certificate of sale of any REO Property shall be taken in the name of the Trustee, or its nominee, in trust for the benefit of the Certificateholders. The Servicer, on behalf of REMIC 1, shall sell any REO Property as soon as practical and in any event no later than the end of the third full taxable year after the taxable year in which such REMIC acquires ownership of such REO Property for purposes of Section 860G(a)(8) of the Code or request from the Internal Revenue Service, no later than 60 days before the day on which the three-year grace period would otherwise expire, an extension of such three-year period, unless the Servicer shall have delivered to the Trustee and the NIMS Insurer an Opinion of Counsel acceptable to the NIMS Insurer and addressed to the Trustee, the NIMS Insurer and the Depositor, to the effect that the holding by the REMIC of such REO Property subsequent to three years after its acquisition will not result in the imposition on the REMIC of taxes on “prohibited transactions” thereof, as defined in Section 860F of the Code, or cause any of the REMICs created hereunder to fail to qualify as a REMIC under Federal law at any time that any Certificates are outstanding. The Servicer shall manage, conserve, protect and operate each REO Property for the Certificateholders solely for the purpose of its prompt disposition and sale in a manner which does not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code or result in the receipt by any of the REMICs created hereunder of any “income from non-permitted assets” within the meaning of Section 860F(a)(2)(B) of the Code, or any “net income from foreclosure property” which is subject to taxation under the REMIC Provisions.
 
(b)  The Servicer shall separately account for all funds collected and received in connection with the operation of any REO Property and shall establish and maintain, or cause to be established and maintained, with respect to REO Properties an account held in trust for the Trustee for the benefit of the Certificateholders (the “REO Account”), which shall be an Eligible Account. The Servicer shall be permitted to allow the Collection Account to serve as the REO Account, subject to separate ledgers for each REO Property. The Servicer shall be entitled to retain or withdraw any interest income paid on funds deposited in the REO Account.
 
(c)  The Servicer shall have full power and authority, subject only to the specific requirements and prohibitions of this Agreement, to do any and all things in connection with any REO Property as are consistent with the manner in which the Servicer manages and operates similar property owned by the Servicer or any of its Affiliates, all on such terms and for such period (subject to the requirement of prompt disposition set forth in Section 3.23(a)) as the Servicer deems to be in the best interests of Certificateholders. In connection therewith, the Servicer shall deposit, or cause to be deposited in the clearing account in which it customarily deposits payments and collections on mortgage loans in connection with its mortgage loan servicing activities on a daily basis, and in no event more than one Business Day after the Servicer’s receipt thereof, and shall thereafter deposit in the REO Account, in no event more than two Business Days after the Servicer’s receipt thereof, all revenues received by it with respect to an REO Property and shall withdraw therefrom funds necessary for the proper operation, management and maintenance of such REO Property including, without limitation:
 
(i)  all insurance premiums due and payable in respect of such REO Property;
 
(ii)  all real estate taxes and assessments in respect of such REO Property that may result in the imposition of a lien thereon; and
 
(iii)  all costs and expenses necessary to maintain such REO Property.
 
To the extent that amounts on deposit in the REO Account with respect to an REO Property are insufficient for the purposes set forth in clauses (i) through (iii) above with respect to such REO Property, the Servicer shall advance from its own funds such amount as is necessary for such purposes if, but only if, the Servicer would make such advances if the Servicer owned the REO Property and if in the Servicer’s judgment, the payment of such amounts will be recoverable from the rental or sale of the REO Property.
 
Notwithstanding the foregoing, neither the Servicer nor the Trustee shall:
 
(A)  authorize the Trust Fund to enter into, renew or extend any New Lease with respect to any REO Property, if the New Lease by its terms will give rise to any income that does not constitute Rents from Real Property;
 
(B)  authorize any amount to be received or accrued under any New Lease other than amounts that will constitute Rents from Real Property;
 
(C)  authorize any construction on any REO Property, other than the completion of a building or other improvement thereon, and then only if more than ten percent of the construction of such building or other improvement was completed before default on the related Mortgage Loan became imminent, all within the meaning of Section 856(e)(4)(B) of the Code; or
 
(D)  authorize any Person to Directly Operate any REO Property on any date more than 90 days after its date of acquisition by the Trust Fund;
 
unless, in any such case, the Servicer has obtained an Opinion of Counsel, provided to the Trustee and the NIMS Insurer, to the effect that such action will not cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code at any time that it is held by the REMIC, in which case the Servicer may take such actions as are specified in such Opinion of Counsel.
 
The Servicer may contract with any Independent Contractor for the operation and management of any REO Property, provided that:
 
(1) the terms and conditions of any such contract shall not be inconsistent herewith;
 
(2) any such contract shall require, or shall be administered to require, that the Independent Contractor pay all costs and expenses incurred in connection with the operation and management of such REO Property, including those listed above and remit all related revenues (net of such costs and expenses) to the Servicer as soon as practicable, but in no event later than thirty days following the receipt thereof by such Independent Contractor;
 
(3) none of the provisions of this Section 3.23(c) relating to any such contract or to actions taken through any such Independent Contractor shall be deemed to relieve the Servicer of any of its duties and obligations to the Trustee on behalf of the Certificateholders with respect to the operation and management of any such REO Property; and
 
(4) the Servicer shall be obligated with respect thereto to the same extent as if it alone were performing all duties and obligations in connection with the operation and management of such REO Property.
 
The Servicer shall be entitled to enter into any agreement with any Independent Contractor performing services for it related to its duties and obligations hereunder for indemnification of the Servicer by such Independent Contractor, and nothing in this Agreement shall be deemed to limit or modify such indemnification. The Servicer shall be solely liable for all fees owed by it to any such Independent Contractor, irrespective of whether the Servicer’s compensation pursuant to Section 3.18 is sufficient to pay such fees; provided, however, that to the extent that any payments made by such Independent Contractor would constitute Servicing Advances if made by the Servicer, such amounts shall be reimbursable as Servicing Advances made by the Servicer.
 
(d)  In addition to the withdrawals permitted under Section 3.23(c), the Servicer may from time to time make withdrawals from the REO Account for any REO Property: (i) to pay itself or any Sub-Servicer unpaid Servicing Fees in respect of the related Mortgage Loan; and (ii) to reimburse itself or any Sub-Servicer for unreimbursed Servicing Advances and Advances made in respect of such REO Property or the related Mortgage Loan. On the Servicer Remittance Date, the Servicer shall withdraw from each REO Account maintained by it and deposit into the Distribution Account in accordance with Section 3.10(d)(ii), for distribution on the related Distribution Date in accordance with Section 4.01, the income from the related REO Property received during the related Prepayment Period, net of any withdrawals made pursuant to Section 3.23(c) or this Section 3.23(d).
 
(e)  Subject to the time constraints set forth in Section 3.23(a), each REO Disposition shall be carried out by the Servicer in a manner, at such price and upon such terms and conditions as shall be in conformity with the requirements of the Loss Mitigation Procedures and as shall be normal and usual in its Servicing Standard.
 
(f)  The proceeds from the REO Disposition, net of any amount required by law to be remitted to the Mortgagor under the related Mortgage Loan and net of any payment or reimbursement to the Servicer or any Sub-Servicer as provided above, shall be deposited in the Distribution Account in accordance with Section 3.10(d)(ii) on the Servicer Remittance Date in the month following the receipt thereof for distribution on the related Distribution Date in accordance with Section 4.01. Any REO Disposition shall be for cash only (unless changes in the REMIC Provisions made subsequent to the Startup Day allow a sale for other consideration).
 
(g)  The Servicer shall file information returns with respect to the receipt of mortgage interest received in a trade or business, reports of foreclosures and abandonments of any Mortgaged Property and cancellation of indebtedness income with respect to any Mortgaged Property as required by Sections 6050H, 6050J and 6050P of the Code, respectively. Such reports shall be in form and substance sufficient to meet the reporting requirements imposed by such Sections 6050H, 6050J and 6050P of the Code.
 
SECTION 3.24.                      
Obligations of the Servicer in Respect of Prepayment Interest Shortfalls.
 
Not later than 1:00 p.m. New York time on each Servicer Remittance Date, the Servicer shall remit to the Distribution Account an amount (“Compensating Interest”) equal to the lesser of (A) the aggregate of the Prepayment Interest Shortfalls for the related Distribution Date and (B) its aggregate Servicing Fee for the related Due Period and any Prepayment Interest Excess for the related Distribution Date. The Servicer shall not have the right to reimbursement for any amounts remitted to the Trustee in respect of Compensating Interest. Such amounts so remitted shall be included in the Available Funds and distributed therewith on the next Distribution Date. The Servicer shall not be obligated to pay Compensating Interest with respect to Relief Act Interest Shortfalls.
 
SECTION 3.25.                      
Reports Filed with Securities and Exchange Commission.
 
(a)  (i) Within 15 days after each Distribution Date (subject to permitted extensions under the Exchange Act), the Trustee shall, on behalf of the Trust and in accordance with industry standards, prepare and file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), the report on Form 10-D, signed by the Depositor, with a copy of the Monthly Statement to be furnished by the Trustee to the Certificateholders for such Distribution Date and such other information required to be reported by the Trust on Form 10-D as set forth in this Section 3.25; provided that the Trustee shall have received no later than 5 calendar days after the related Distribution Date, all information required to be provided to the Trustee as described in clause (a)(ii) below. Any disclosure in addition to the Monthly Statement that is required to be included on Form 10-D (“Additional Form 10-D Disclosure”) shall, pursuant to the paragraph immediately below, be reported to the Depositor and the Trustee by the parties set forth on Exhibit T, approved by the Depositor, and the Trustee will have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-D Disclosure information absent such reporting, direction and approval.
 
(ii) Within 5 calendar days after the related Distribution Date, (i) the parties set forth in Exhibit T shall be required to provide, pursuant to Section 3.25(a)(v) below, to the Trustee (at cts.sec.notifications@wellsfargo.com, with a copy by facsimile to 410-715-2380) and the Depositor, to the extent known, in EDGAR-compatible format, or in such other format as otherwise agreed upon by the Trustee and such party, the form and substance of any Additional Form 10-D Disclosure, if applicable, (ii) the parties listed on Exhibit T hereto shall include with such Additional Form 10-D Disclosure, an Additional Disclosure Notification in the form attached hereto as Exhibit U, and (iii) the Depositor will approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Additional Form 10-D Disclosure on Form 10-D. The Trustee has no duty under this Agreement to monitor or enforce the performance by the parties listed on Exhibit T of their duties under this paragraph or proactively solicit or procure from such parties any Additional Form 10-D Disclosure information. The Depositor will be responsible for any reasonable fees and expenses assessed or incurred by the Trustee in connection with including any Additional Form 10-D Disclosure on Form 10-D pursuant to this Section.
 
After preparing the Form 10-D, the Trustee shall forward electronically a draft copy of the Form 10-D to the Depositor for review (provided that such Form 10-D includes any Additional Form 10-D Disclosure) and execution. Within two Business Days after receipt of such copy, but no later than the 12th calendar day after the Distribution Date, the Depositor shall notify the Trustee in writing (which may be furnished electronically) of any changes to or approval of such Form 10-D. A duly authorized representative of the Depositor shall sign the Form 10-D no later than the close of business on the 13th calendar day after the Distribution Date and return an electronic or fax copy of such signed Form 10-D (with an original executed hard copy to follow by overnight mail) to the Trustee. If a Form 10-D cannot be filed on time or if a previously filed Form 10-D needs to be amended, the Trustee will follow the procedures set forth in Section 3.25(a)(vi). Promptly (but no later than 1 Business Day) after filing with the Commission, the Trustee will make available on its internet website a final executed copy of each Form 10-D prepared and filed by the Trustee. Form 10-D requires the registrant to indicate (by checking “yes” or “no”) that it “(1) has filed all reports required to be filed by Section 13 or 15(d) of the Exchange Act during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.” The Depositor hereby represents to the Trustee that the Depositor has filed all such required reports during the preceding 12 months and that it has been subject to such filing requirement for the past 90 days. The Depositor shall notify the Trustee in writing, no later than the fifth calendar day after the related Distribution Date with respect to the filing of a report on Form 10-D, if the answer to the questions should be “no.” The Trustee shall be entitled to rely on such representations in preparing and/or filing any such Form 10-D. The parties to this Agreement acknowledge that the performance by the Trustee of its duties under Sections 3.25(a)(i) and (vi) related to the timely preparation, arrangement for execution and filing of Form 10-D is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under such Sections. The Trustee shall have no liability for any loss, expense, damage or claim arising out of or with respect to any failure to properly prepare and/or timely file such Form 10-D, where such failure results from the Trustee’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 10-D, not resulting from its own negligence, bad faith or willful misconduct.
 
(iii) (A) Within four (4) Business Days after the occurrence of an event requiring disclosure on Form 8-K (each such event, a “Reportable Event”), the Trustee shall prepare and file on behalf of the Trust a Form 8-K, as required by the Exchange Act, provided that the Depositor shall file the initial Form 8-K in connection with the issuance of the Certificates. Any disclosure or information related to a Reportable Event or that is otherwise required to be included on Form 8-K (“Form 8-K Disclosure Information”) shall, pursuant to the paragraph immediately below, be reported to the Depositor and the Trustee by the parties set forth on Exhibit T, approved by the Depositor, and the Trustee will have no duty or liability for any failure hereunder to determine or prepare any Form 8-K Disclosure Information absent such reporting, direction and approval.
 
For so long as the Trust is subject to the Exchange Act reporting requirements, no later than 12:00 noon New York City time on the 2nd Business Day after the occurrence of a Reportable Event (i) the parties set forth in Exhibit T shall be required pursuant to Section 3.25(a)(v) below to provide to the Trustee (at cts.sec.notifications@wellsfargo.com, with a copy by facsimile to 410-715-2380) and the Depositor, to the extent known, in EDGAR-compatible format, or in such other format as otherwise agreed upon by the Trustee and such party, the form and substance of any Form 8-K Disclosure Information, if applicable, (ii) the parties listed on Exhibit T hereto shall include with such Form 8-K Disclosure Information, an Additional Disclosure Notification in the form attached hereto as Exhibit U, and (iii) the Depositor will approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Form 8-K Disclosure Information on Form 8-K. The Trustee has no duty under this Agreement to monitor or enforce the performance by the parties listed on Exhibit T of their duties under this paragraph or proactively solicit or procure from such parties any Form 8-K Disclosure Information. The Depositor will be responsible for any reasonable fees and expenses assessed or incurred by the Trustee in connection with including any Form 8-K Disclosure Information on Form 8-K pursuant to this Section.
 
After preparing the Form 8-K, the Trustee shall forward electronically a draft copy of the Form 8-K to the Depositor for review. No later than the close of business on the third Business Day after the Reportable Event, the Depositor shall notify the Trustee in writing (which may be furnished electronically) of any changes to or approval of such Form 8-K. A duly authorized representative of the Depositor shall sign the Form 8-K by noon on the 4th Business Day after the Reportable Event and return an electronic or fax copy of such signed Form 8-K (with an original executed hard copy to follow by overnight mail) to the Trustee. If a Form 8-K cannot be filed on time or if a previously filed Form 8-K needs to be amended, the Trustee will follow the procedures set forth in Section 3.25(a)(vi). Promptly (but no later than 1 Business Day) after filing with the Commission, the Trustee will make available on its internet website a final executed copy of each Form 8-K prepared and filed by the Trustee. The parties to this Agreement acknowledge that the performance by the Trustee of its duties under this Section 3.25(a)(iii) related to the timely preparation, arrangement for execution and filing of Form 8-K is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under this Section 3.25(a)(iii). The Trustee shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare and/or timely file such Form 8-K, where such failure results from the Trustee’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 8-K, not resulting from its own negligence, bad faith or willful misconduct.
 
(iv) (A) On or before 90 days after the end of each fiscal year of the Trust or such earlier date as may be required by the Exchange Act (the “10-K Filing Deadline”) (it being understood that the fiscal year for the Trust ends on December 31st of each year), commencing in March 2008, the Trustee shall prepare and file on behalf of the Trust a Form 10-K, in form and substance as required by the Exchange Act. Each such Form 10-K shall include the following items, in each case to the extent they have been delivered to the Trustee within the applicable time frames set forth in this Agreement, (I) the annual compliance statements required under Section 3.20, (II)(A) the annual reports on assessment of compliance with Servicing Criteria required under Section 3.21, and (B) any such report on assessment of compliance with servicing criteria described under Section 3.21 identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if any such report on assessment of compliance with Servicing Criteria described under Section 3.21 is not included as an exhibit to such Form 10-K, disclosure that such report is not included and an explanation why such report is not included, (III)(A) the registered public accounting firm attestation reports required under Section 3.21, and (B) if any registered public accounting firm attestation report described under Section 3.21 identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if any such registered public accounting firm attestation report is not included as an exhibit to such Form 10-K, disclosure that such report is not included and an explanation why such report is not included, and (IV) a Sarbanes-Oxley Certification (“Sarbanes-Oxley Certification”) as described in this Section 3.25 (a)(iv)(D) below. Any disclosure or information in addition to (I) through (IV) above that is required to be included on Form 10-K (“Additional Form 10-K Disclosure”) shall, pursuant to the paragraph immediately below, be reported by the parties set forth on Exhibit T, approved by the Depositor, and the Trustee will have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-K Disclosure absent such reporting, direction and approval.
 
No later than March 1 (with a 10 calendar day cure period) of each year that the Trust is subject to the Exchange Act reporting requirements, commencing in 2008, (i) the parties set forth in Exhibit T shall be required to provide pursuant to Section 3.25(a)(v) below to the Trustee (at cts.sec.notifications@wellsfargo.com, with a copy by facsimile to 410-715-2380) and the Depositor, to the extent known, in EDGAR-compatible format, or in such other format as otherwise agreed upon by the Trustee and such party, the form and substance of any Additional Form 10-K Disclosure, if applicable, (ii) the parties listed on Exhibit T hereto shall include with such Additional Form 10-K Disclosure, an Additional Disclosure Notification in the form attached hereto as Exhibit U, and (iii) the Depositor will approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Additional Form 10-K Disclosure on Form 10-K. The Trustee has no duty under this Agreement to monitor or enforce the performance by the parties listed on Exhibit T of their duties under this paragraph or proactively solicit or procure from such parties any Form 10-K Disclosure Information. The Depositor will be responsible for any reasonable fees and expenses assessed or incurred by the Trustee in connection with including any Additional Form 10-K Disclosure on Form 10-K pursuant to this Section.
 
After preparing the Form 10-K, the Trustee shall forward electronically a draft copy of the Form 10-K to the Depositor for review. Within three (3) Business Days after receipt of such copy, but no later than March 25th, the Depositor shall notify the Trustee of any changes to or approval of such Form 10-K. The Depositor shall cause a senior officer of the Depositor to sign the Form 10-K no later than four (4) Business Days prior to the 10-K Filing Deadline and return an electronic or fax copy of such signed Form 10-K (with an original executed hard copy to follow by overnight mail) to the Trustee. If a Form 10-K cannot be filed on time or if a previously filed Form 10-K needs to be amended, the Trustee will follow the procedures set forth in Section 3.25(a)(vi). Promptly (but no later than 1 Business Day) after filing with the Commission, the Trustee will make available on its internet website a final executed copy of each Form 10-K prepared and filed by the Trustee. Form 10-K requires the registrant to indicate (by checking “yes” or “no”) that it “(1) has filed all reports required to be filed by Section 13 or 15(d) of the Exchange Act during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.” The Depositor hereby represents to the Trustee that the Depositor has filed all such required reports during the preceding 12 months and that it has been subject to such filing requirement for the past 90 days. The Depositor shall notify the Trustee in writing, no later than the 15th calendar day of March in any year in which the Trust is subject to the reporting requirements of the Exchange Act, if the answer to the questions should be “no.” The Trustee shall be entitled to rely on such representations in preparing and/or filing any such Form 10-K. The parties to this Agreement acknowledge that the performance by the Trustee of its duties under Sections 3.25(a)(iv) and (vi) related to the timely preparation and filing of Form 10-K is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under such Sections, Section 3.20 and Section 3.21. The Trustee shall have no liability for any loss, expense, damage or claim arising out of or with respect to any failure to properly prepare and/or timely file such Form 10-K, where such failure results from the Trustee’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 10-K, not resulting from its own negligence, bad faith or willful misconduct.
 
Each Form 10-K shall include a certification (the “Sarbanes-Oxley Certification”), exactly as set forth in Exhibit R-1 attached hereto, required to be included therewith pursuant to the Sarbanes-Oxley Act. The Trustee shall provide to the Person who signs the Sarbanes-Oxley Certification (the “Certifying Person”), by March 15th of each year in which the Trust is subject to the reporting requirements of the Exchange Act and otherwise within a reasonable period of time upon request, a certification (each, a “Back-Up Certification”), in the form attached hereto as Exhibit R-2, upon which the Certifying Person, the entity for which the Certifying Person acts as an officer, and such entity’s officers, directors and Affiliates (collectively with the Certifying Person, “Certification Parties”) can reasonably rely. The senior officer of the Depositor shall serve as the Certifying Person on behalf of the Trust. In the event the Trustee is terminated or resigns pursuant to the terms of this Agreement, the Trustee shall provide a Back-Up Certification to the Certifying Person pursuant to this Section 3.25(a)(iv) with respect to the period of time it was subject to this Agreement.
 
(v) With respect to any Additional Form 10-D Disclosure, Additional Form 10-K Disclosure or any Form 8-K Disclosure Information (collectively, the “Additional Disclosure”) relating to the Trust Fund, the Trustee’s obligation to include such Additional Information in the applicable Exchange Act report is subject to receipt from the entity that is indicated in Exhibit T as the responsible party for providing that information, if other than the Trustee, as and when required as described in Section 3.25(a)(i) through (iv) above. Each of the Servicer, the Seller and Depositor hereby agree to notify and provide to the extent known to the Trustee and the Depositor all Additional Disclosure relating to the Trust Fund, with respect to which such party is indicated in Exhibit T as the responsible party for providing that information. The Swap Provider will be obligated pursuant to the Swap Agreement to provide to the Trustee any information that may be required to be included in any Form 10-D, Form 8-K or Form 10-K. The Servicer shall be responsible for determining the pool concentration applicable to any Sub-Servicer or originator at any time, for purposes of disclosure as required by Items 1117 and 1119 of Regulation AB.
 
(vi) On or prior to January 30 of the first year in which the Trustee is able to do so under applicable law, the Trustee shall prepare and file a Form 15 Suspension Notification relating to the automatic suspension of reporting in respect of the Trust under the Exchange Act.
 
In the event that the Trustee is unable to timely file with the Commission all or any required portion of any Form 8-K, Form 10-D or Form 10-K required to be filed by this Agreement because required disclosure information was either not delivered to it or delivered to it after the delivery deadlines set forth in this Agreement or for any other reason, the Trustee will promptly notify the Depositor. In the case of Form 10-D and Form 10-K, the Depositor, Servicer and Trustee will cooperate to prepare and file a Form 12b-25, a Form 10-D/A and a Form 10-K/A as applicable, pursuant to Rule 12b-25 of the Exchange Act. In the case of Form 8-K, the Trustee will, upon receipt of all required Form 8-K Disclosure Information and upon the approval and direction of the Depositor, include such disclosure information on the next Form 10-D. In the event that any previously filed Form 8-K, Form 10-D or Form 10-K needs to be amended in connection with any Additional Form 10-D Disclosure (other than, in the case of Form 10-D, for the purpose of restating any Monthly Statement), Additional Form 10-K Disclosure or Form 8-K Disclosure Information, the Trustee will notify the Depositor and the Servicer and such parties will cooperate to prepare any necessary Form 8-K/A, Form 10-D/A or Form 10-K/A. Any Form 15, Form 12b-25 or any amendment to Form 8-K, Form 10-D or Form 10-K shall be signed by a duly authorized representative or senior officer in charge of securitization, as applicable, of the Depositor. The Depositor and Servicer acknowledge that the performance by the Trustee of its duties under this Section 3.25(a)(vi) related to the timely preparation, arrangement for execution and filing of Form 15, a Form 12b-25 or any amendment to Form 8-K, Form 10-D or Form 10-K is contingent upon the Servicer and the Depositor performing their duties under this Section. The Trustee shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare, arrange for execution and/or timely file any such Form 15, Form 12b-25 or any amendments to Forms 8-K, Form 10-D or Form 10-K, where such failure results from the Trustee’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 15, Form 12b-25 or any amendments to Forms 8-K, Form 10-D or Form 10-K, not resulting from its own negligence, bad faith or willful misconduct.
 
The Depositor agrees to promptly furnish to the Trustee, from time to time upon request, such further information, reports and financial statements within its control related to this Agreement, the Mortgage Loans as the Trustee reasonably deems appropriate to prepare and file all necessary reports with the Commission. The Trustee shall have no responsibility to file any items other than those specified in this Section 3.25; provided, however, the Trustee will cooperate with the Depositor in connection with any additional filings with respect to the Trust Fund as the Depositor deems necessary under the Exchange Act. Fees and expenses incurred by the Trustee in connection with this Section 3.25 shall not be reimbursable from the Trust Fund.
 
(b)  In connection with the filing of any Form 10-K hereunder, the Trustee shall sign a certification (a “Form of Back-Up Certification for Form 10K Certificate,” substantially in the form attached hereto as Exhibit R-2) for the Depositor regarding certain aspects of the Form 10-K certification signed by the Depositor, provided, however, that the Trustee shall not be required to undertake an analysis of any accountant’s report attached as an exhibit to the Form 10-K.
 
(c)  The Trustee shall indemnify and hold harmless the Depositor and its officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the Trustee’s obligations under this Section 3.25 or the Trustee’s negligence, bad faith or willful misconduct in connection therewith and (ii) any material misstatement or omission in the Annual Statement of Compliance delivered by the Trustee pursuant to Section 3.20 or the Assessment of Compliance delivered by the Trustee pursuant to Section 3.21.
 
The Depositor shall indemnify and hold harmless the Trustee and the Custodian and the officers, directors and affiliates of each from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the obligations of the Depositor under this Section 3.25.
 
The Servicer shall indemnify and hold harmless the Trustee and the Custodian and the respective officers, directors and affiliates of each from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) a breach of the obligations of the Servicer under this Section 3.25 and (ii) any material misstatement or omission in the Annual Statement of Compliance delivered by the Servicer pursuant to Section 3.20 or the Assessment of Compliance delivered by the Servicer pursuant to Section 3.21.
 
If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, the Trustee or the Custodian, as applicable, then the defaulting party, in connection with a breach of its respective obligations under this Section 3.25, agrees that it shall contribute to the amount paid or payable by each such party as a result of the losses, claims, damages or liabilities of such party in such proportion as is appropriate to reflect the relative fault of the defaulting party on the one hand and each such non-defaulting party on the other.
 
(d)  Nothing shall be construed from the foregoing subsections (a), (b) and (c) to require the Trustee or any officer, director or Affiliate thereof to sign any Form 10-K or any certification contained therein. Furthermore, the inability of the Trustee to file a Form 10-K as a result of the lack of required information as set forth in Section 3.25(a) or required signatures on such Form 10-K or any certification contained therein shall not be regarded as a breach by the Trustee of any obligation under this Agreement.
 
(e)  Notwithstanding the provisions of Section 11.01, this Section 3.25 may be amended without the consent of the Certificateholders.
 
SECTION 3.26.                      
Obligations of the Servicer in Respect of Mortgage Rates and Monthly Payments.
 
In the event that a shortfall in any collection on or liability with respect to the Mortgage Loans in the aggregate results from or is attributable to adjustments to Mortgage Rates, Monthly Payments or Stated Principal Balances that were made by the Servicer in a manner not consistent with the terms of the related Mortgage Note and this Agreement, the Servicer, upon discovery or receipt of notice thereof, immediately shall deposit in the Collection Account from its own funds the amount of any such shortfall and shall indemnify and hold harmless the Trust Fund, the Trustee, the Depositor and any successor servicer in respect of any such liability. Such indemnities shall survive the termination or discharge of this Agreement. Notwithstanding the foregoing, this Section 3.26 shall not limit the ability of the Servicer to seek recovery of any such amounts from the related Mortgagor under the terms of the related Mortgage Note, as permitted by law.
 
SECTION 3.27.                      
Solicitations.
 
From and after the Closing Date, the Servicer agrees that it will not take any action or permit or cause any action to be taken by any of its agents and Affiliates, or by any independent contractors or independent mortgage brokerage companies on the Servicer’s behalf, to personally, by telephone, mail or electronic mail, solicit the Mortgagor under any Mortgage Loan for the purpose of refinancing such Mortgage Loan; provided, that the Servicer may solicit any Mortgagor for whom the Servicer has received a request for verification of mortgage, a request for demand for payoff, a mortgagor initiated written or verbal communication indicating a desire to prepay the related Mortgage Loan, another mortgage company has pulled a credit report on the mortgagor or the mortgagor initiates a title search; provided further, it is understood and agreed that promotions undertaken by the Servicer or any of its Affiliates which (i) concern optional insurance products or other additional products or (ii) are directed to the general public at large, including, without limitation, mass mailings based on commercially acquired mailing lists, newspaper, radio and television advertisements shall not constitute solicitation under this Section, nor is the Servicer prohibited from responding to unsolicited requests or inquiries made by a Mortgagor or an agent of a Mortgagor. Furthermore, the Servicer shall be permitted to include in its monthly statements to borrowers or otherwise, statements regarding the availability of the Servicer’s counseling services with respect to refinancing mortgage loans.
 
Notwithstanding the foregoing, with respect to any Fixed-Rate Mortgage Loan, the Servicer may solicit the Mortgagor for the purpose of refinancing such Mortgage Loan, beginning 60 days prior to the later of (i) the expiration of the related Prepayment Charge term, if applicable and (ii) 24 months following origination of such Mortgage Loan and with respect to any Adjustable-Rate Mortgage Loan, the Servicer may solicit the Mortgagor for the purpose of refinancing such Mortgage Loan, beginning 60 days prior to the later of (i) the expiration of the related Prepayment Charge term, if applicable and (ii) the expiration of any applicable fixed-rate period.
 
SECTION 3.28.                      
[Reserved].
 
SECTION 3.29.                      
Advancing Facility.
 
(a)  The Servicer and/or the Trustee on behalf of the Trust Fund, in either case, with the consent of the NIMS Insurer and the Servicer in the case of the Trustee, is hereby authorized to enter into a facility (the “Advancing Facility”) with any Person which provides that such Person (an “Advancing Person”) may fund Advances and/or Servicing Advances to the Trust Fund under this Agreement, although no such facility shall reduce or otherwise affect the Servicer’s obligation to fund such Advances and/or Servicing Advances. If the Servicer enters into such an Advancing Facility pursuant to this Section 3.29, upon reasonable request of the Advancing Person, the Trustee shall execute a letter of acknowledgment, confirming its receipt of notice of the existence of such Advancing Facility. To the extent that an Advancing Person funds any Advance or any Servicing Advance and provides the Trustee with notice acknowledged by the Servicer that such Advancing Person is entitled to reimbursement, such Advancing Person shall be entitled to receive reimbursement pursuant to this Agreement for such amount to the extent provided in Section 3.29(b). Such notice from the Advancing Person must specify the amount of the reimbursement, the Section of this Agreement that permits the applicable Advance or Servicing Advance to be reimbursed and the section(s) of the Advancing Facility that entitle the Advancing Person to request reimbursement from the Trustee, rather than the Servicer, and include the Servicer’s acknowledgment thereto or proof of an Event of Default under the Advancing Facility. The Trustee shall have no duty or liability with respect to any calculation of any reimbursement to be paid to an Advancing Person and shall be entitled to rely without independent investigation on the Advancing Person’s notice provided pursuant to this Section 3.29. An Advancing Person whose obligations hereunder are limited to the funding of Advances and/or Servicing Advances shall not be required to meet the qualifications of a Servicer or a Sub-Servicer pursuant to Section 6.06 hereof and will not be deemed to be a Sub-Servicer under this Agreement. If the terms of a facility proposed to be entered into with an Advancing Person by the Trust Fund would not materially and adversely affect the interests of any Certificateholder, then the NIMS Insurer shall not withhold its consent to the Trust Fund’s entering such facility.
 
(b)  If an Advancing Facility is entered into, then the Servicer shall not be permitted to reimburse itself therefor under Section 3.11(a)(ii), Section 3.11(a)(iii), Section 3.11(a)(vi), Section 3.11(a)(vii), Section 3.11(a)(viii) and Section 4.04(b) prior to the remittance to the Trust Fund, but instead the Servicer shall include such amounts in the applicable remittance to the Trustee made pursuant to Section 3.10(a). The Trustee is hereby authorized to pay to the Advancing Person, reimbursements for Advances and Servicing Advances from the Distribution Account to the same extent the Servicer would have been permitted to reimburse itself for such Advances and/or Servicing Advances in accordance with Section 3.11(a)(ii), Section 3.11(a)(iii), Section 3.11(a)(vi), Section 3.11(a)(vii), Section 3.11(a)(viii) or Section 4.04(b), as the case may be, had the Servicer itself funded such Advance or Servicing Advance. The Trustee is hereby authorized to pay directly to the Advancing Person such portion of the Servicing Fee as the parties to any advancing facility agree.
 
(c)  All Advances and Servicing Advances made pursuant to the terms of this Agreement shall be deemed made and shall be reimbursed on a “first in-first out” (FIFO) basis.
 
(d)  Any amendment to this Section 3.29 or to any other provision of this Agreement that may be necessary or appropriate to effect the terms of an Advancing Facility as described generally in this Section 3.29, including amendments to add provisions relating to a successor servicer, may be entered into by the Trustee and the Servicer without the consent of any Certificateholder but with the consent of the NIMS Insurer, notwithstanding anything to the contrary in this Agreement.
 
 
 
ARTICLE IV
 
FLOW OF FUNDS
 
SECTION 4.01.                      
Distributions.
 
(a)  (I)    On each Distribution Date, the Trustee shall withdraw from the Distribution Account that portion of Available Funds for such Distribution Date consisting of the Group I Interest Remittance Amount for such Distribution Date, and make the following disbursements and transfers in the order described below, in each case to the extent of the Group I Interest Remittance Amount remaining for such Distribution Date:
 
       (i)        to the Holders of the Group I Certificates, the Monthly Interest Distributable Amount and the Unpaid Interest Shortfall Amount, if any, allocable to such Certificates for such Distribution Date; and
 
       (ii)  concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Sections 4.01(a)(II)(i) below for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group II Interest Remittance Amount.
 
(II)      On each Distribution Date the Trustee shall withdraw from the Distribution Account that portion of Available Funds for such Distribution Date consisting of the Group II Interest Remittance Amount for such Distribution Date, and make the following disbursements and transfers in the order described below, in each case to the extent of the Group II Interest Remittance Amount remaining for such Distribution Date:
 
                                        (i)  concurrently, to the Holders of each Class of Group II Certificates, on a pro rata basis based on the entitlement of each such Class, the Monthly Interest Distributable Amount and the Unpaid Interest Shortfall Amount, if any, allocable to such Certificates for such Distribution Date; and
 
                               (ii)  to the Holders of the Group I Certificates, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(a)(I)(i) above for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group I Interest Remittance Amount.
 
(III)     On each Distribution Date, following the distributions made pursuant to Sections 4.01(a)(I) and 4.01(a)(II) above, the sum of the Group I Interest Remittance Amount and the Group II Interest Remittance Amount remaining undistributed for such Distribution Date, will be distributed sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in an amount equal to the Monthly Interest Distributable Amount allocable to each such Class of Certificates.
 
(b)  (I)   On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the Group I Principal Distribution Amount shall be made in the following amounts and order:
 
                                       (i)  to the Holders of the Group I Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and
 
                                      (ii)  after taking into account the amount distributed to the Holders of the Group II Certificates pursuant to Section 4.01(b)(II)(i) below on such Distribution Date, to the Holders of each Class of Group II Certificates (allocated among the Group II Certificates as described below), until the Certificate Principal Balances thereof have been reduced to zero.
 
(II)     On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the Group II Principal Distribution Amount shall be made in the following amounts and order:
 
       (i)  to the Holders of the Group II Certificates (allocated among the Group II Certificates as described below), until the Certificate Principal Balances thereof have been reduced to zero; and
 
                              (ii)  after taking into account the amount distributed to the Holders of the Group I Certificates pursuant to Section 4.01(b)(I)(i) above on such Distribution Date, to the Holders of the Group I Certificates, until the Certificate Principal Balance thereof has been reduced to zero.
 
(III)         On each Distribution Date (a) prior to the Stepdown Date or (b) on which a Trigger Event is in effect, distributions in respect of principal to the extent of the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be made sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in each case, until the Certificate Principal Balance of each such Class has been reduced to zero.
 
(c)   (I)          On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the Group I Principal Distribution Amount shall be made in the following amounts and order:
 
(i)  to the Holders of the Group I Certificates, the Group I Senior Principal Distribution Amount, until the Certificate Principal Balance thereof has been reduced to zero; and
 
(ii)  to the Holders of each Class of Group II Certificates (allocated among the Group II Certificates as described below), an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(c)(II)(i) below for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group II Principal Distribution Amount on such Distribution Date.
 
(II)           On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the Group II Principal Distribution Amount shall be made in the following amounts and order:
 
(i)  to the Holders of the Group II Certificates (allocated among the Group II Certificates as described below), the Group II Senior Principal Distribution Amount until the Certificate Principal Balances thereof have been reduced to zero; and
 
(ii)  to the Holders of the Group I Certificates, an amount equal to the excess, if any, of (x) the amount required to be distributed pursuant to Section 4.01(c)(I)(i) above for such Distribution Date over (y) the amount actually distributed pursuant to such section from the Group I Principal Distribution Amount on such Distribution Date.
 
(III) On each Distribution Date (a) on or after the Stepdown Date and (b) on which a Trigger Event is not in effect, distributions in respect of principal to the extent of the sum of the Group I Principal Distribution Amount and the Group II Principal Distribution Amount remaining undistributed for such Distribution Date shall be made in the following amounts and order:
 
(i)  to the Holders of the Class M-1 Certificates, the Class M-1 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(ii)  to the Holders of the Class M-2 Certificates, the Class M-2 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(iii)  to the Holders of the Class M-3 Certificates, the Class M-3 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(iv)  to the Holders of the Class M-4 Certificates, the Class M-4 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(v)  to the Holders of the Class M-5 Certificates, the Class M-5 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(vi)  to the Holders of the Class M-6 Certificates, the Class M-6 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(vii)  to the Holders of the Class M-7 Certificates, the Class M-7 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero;
 
(viii)  to the Holders of the Class M-8 Certificates, the Class M-8 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero; and
 
(ix)  to the Holders of the Class M-9 Certificates, the Class M-9 Principal Distribution Amount until the Certificate Principal Balance thereof has been reduced to zero.
 
With respect to the Group II Certificates, all principal distributions will be distributed sequentially to the Class II-A-1, Class II-A-2, Class II-A-3 and Class II-A-4 Certificates, in that order, until the Certificate Principal Balance of each such Class of Certificates has been reduced to zero; provided, however, on any Distribution Date on which the aggregate Certificate Principal Balance of the Subordinate Certificates has been reduced to zero, all principal distributions will be distributed concurrently to each Class of the Group II Certificates pro rata based on the Certificate Principal Balance of each such Class.
 
(d)  On each Distribution Date, the Net Monthly Excess Cashflow shall be distributed as follows:
 
(i)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to any Extra Principal Distribution Amount, distributable to such Holders as part of the Group I Principal Distribution Amount and/or the Group II Principal Distribution Amount as described under Section 4.01(b) and Section 4.01(c) above;
 
(ii)  sequentially, to the Holders of the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in each case, first up to the Unpaid Interest Shortfall Amount for each such Class and second up to the Allocated Realized Loss Amount for each such Class;
 
(iii)  to the Net WAC Rate Carryover Reserve Account, the amount of any Net WAC Rate Carryover Amounts on the Class A and Mezzanine Certificates for such Distribution Date;
 
(iv)  to the Swap Provider, any Swap Termination Payments resulting from a Swap Provider Trigger Event;
 
(v)  to the Holders of the Class C Certificates, (a) the Monthly Interest Distributable Amount and any remaining Overcollateralization Release Amount for such Distribution Date and (b) on any Distribution Date on which the Certificate Principal Balances of the Class A Certificates and the Mezzanine Certificates have been reduced to zero, any remaining amounts in reduction of the Certificate Principal Balance of the Class C Certificates, until the Certificate Principal Balance thereof has been reduced to zero;
 
(vi)  if such Distribution Date follows the Prepayment Period during which occurs the latest date on which a Prepayment Charge may be required to be paid in respect of any Mortgage Loans, to the Holders of the Class P Certificates, in reduction of the Certificate Principal Balance thereof, until the Certificate Principal Balance thereof is reduced to zero; and
 
(vii)  any remaining amounts to the Holders of the Residual Certificates (in respect of the appropriate Class R Interest).
 
On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period and any Servicer Prepayment Charge Amounts paid by the Servicer during the related Prepayment Period will be withdrawn from the Distribution Account and distributed by the Trustee to the Holders of the Class P Certificates and shall not be available for distribution to the Holders of any other Class of Certificates. The payment of the foregoing amounts to the Holders of the Class P Certificates shall not reduce the Certificate Principal Balances thereof.
 
(e)  On each Distribution Date, after making the distributions of the Available Funds as set forth above, the Trustee will withdraw from the Net WAC Rate Carryover Reserve Account, to the extent of amounts on deposit therein, the amount of any Net WAC Rate Carryover Amount for such Distribution Date and distribute such amount in the following order:
 
(i)  concurrently, to each Class of Class A Certificates, on a pro rata basis based on the related Net WAC Rate Carryover Amount for each such Class, the related Net WAC Rate Carryover Amount; and
 
(ii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the related Net WAC Rate Carryover Amount.
 
(f)  On or before each Distribution Date, Net Swap Payments (whether payable to the Swap Provider or to the Supplemental Interest Trust Trustee), any Swap Termination Payment owed to the Swap Provider not resulting from a Swap Provider Trigger Event pursuant to the Swap Agreement and any Swap Termination Payments owed to the Supplemental Interest Trust Trustee will be deposited by the Supplemental Interest Trust Trustee into the Swap Account. On each Distribution Date and prior to any distribution to any Certificate, the Swap Administrator shall withdraw and distribute from amounts on deposit in the Swap Account (other than amounts representing Swap Termination Payments received by the Supplemental Interest Trust Trustee) the following amounts:
 
(i)  to the Swap Provider, any Net Swap Payment owed to the Swap Provider pursuant to the Interest Rate Swap Agreement for such Distribution Date; and
 
(ii)  to the Swap Provider, any Swap Termination Payment owed to the Swap Provider not due to a Swap Provider Trigger Event pursuant to the Interest Rate Swap Agreement and to the extent not paid by the Supplemental Interest Trust Trustee from any upfront payment received pursuant to any replacement interest rate swap agreement.
 
On each Distribution Date, after making the distributions of the Available Funds, Net Monthly Excess Cashflow and amounts on deposit in the Net WAC Rate Carryover Reserve Account as set forth above, the Trustee, in its capacity as Supplemental Interest Trust Trustee, shall distribute the amount on deposit in the Swap Account as follows:
 
(i)  concurrently, to each Class of Class A Certificates, the related Monthly Interest Distributable Amount and Unpaid Interest Shortfall Amount remaining undistributed, on a pro rata basis based on such respective remaining Monthly Interest Distributable Amount;
 
(ii)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the related Monthly Interest Distributable Amount and Unpaid Interest Shortfall Amount, to the extent remaining undistributed;
 
(iii)  to the Holders of the Class or Classes of Certificates then entitled to receive distributions in respect of principal, in an amount equal to the difference between (x) the Overcollateralization Deficiency Amount, if any, and (y) the amount distributed pursuant to Section 4.01(d)(i) of this Agreement;
 
(iv)  sequentially to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, in each case up to the related Allocated Realized Loss Amount related to such Certificates for such Distribution Date remaining undistributed;
 
(v)  concurrently, to each Class of Class A Certificates, the related Net WAC Rate Carryover Amount remaining undistributed, on a pro rata basis based on such respective remaining Net WAC Rate Carryover Amounts; and
 
(vi)  sequentially, to the Class M-1, Class M-2, Class M-3, Class M-4, Class M-5, Class M-6, Class M-7, Class M-8 and Class M-9 Certificates, in that order, the related Net WAC Rate Carryover Amount remaining undistributed.
 
Notwithstanding any of the foregoing, the aggregate amount distributed under clause (iii) above on such Distribution Date, when added to the cumulative amount distributed under clause (iii) above on all prior Distribution Dates, will not be permitted to exceed the cumulative amount of Realized Losses incurred on the Mortgage Loans since the Cut-off Date through the last day of the Prepayment Period (reduced by the aggregate amount of Subsequent Recoveries received since the Cut-off Date through the last day of the Prepayment Period). Any amounts that would otherwise be distributable from the Supplemental Interest Trust on any Distribution Date under clause (iii) above, but for the foregoing proviso, will be retained in the Supplemental Interest Trust and will be included in amounts available for distribution from the Supplemental Interest Trust on the next succeeding Distribution Date, subject to the foregoing proviso in the case of amounts to be distributed under clause (iii) above.
 
(g)  [Reserved].
 
(h)  Method of Distribution. The Trustee shall make distributions in respect of a Distribution Date to each Certificateholder of record on the related Record Date (other than as provided in Section 10.01 respecting the final distribution), in the case of Certificateholders of the Regular Certificates, by check or money order mailed to such Certificateholder at the address appearing in the Certificate Register, or by wire transfer. Distributions among Certificateholders shall be made in proportion to the Percentage Interests evidenced by the Certificates held by such Certificateholders.
 
(i)  Distributions on Book-Entry Certificates. Each distribution with respect to a Book-Entry Certificate shall be paid to the Depository, which shall credit the amount of such distribution to the accounts of its Depository Participants in accordance with its normal procedures. Each Depository Participant shall be responsible for disbursing such distribution to the Certificate Owners that it represents and to each indirect participating brokerage firm (a “brokerage firm” or “indirect participating firm”) for which it acts as agent. Each brokerage firm shall be responsible for disbursing funds to the Certificate Owners that it represents. All such credits and disbursements with respect to a Book-Entry Certificate are to be made by the Depository and the Depository Participants in accordance with the provisions of the Certificates. None of the Trustee, the Depositor, the Servicer or the Originator shall have any responsibility therefor except as otherwise provided by applicable law.
 
(j)  Subsequent Recoveries. On each Distribution Date, following all distributions on the Certificates pursuant to Section 4.01, an amount equal to the amount of Subsequent Recoveries deposited into the Collection Account pursuant to Section 3.10 and included in the Available Funds for such Distribution Date will be applied to increase the Certificate Principal Balance of the Class of Certificates with the Highest Priority up to the extent of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.08. An amount equal to the amount of any remaining Subsequent Recoveries will be applied to increase the Certificate Principal Balance of the Class of Certificates with the next Highest Priority, up to the amount of such Realized Losses previously allocated to that Class of Certificates pursuant to Section 4.08, and so on. Holders of such Certificates will not be entitled to any distribution in respect of interest on the amount of such increases for any Accrual Period preceding the Distribution Date on which such increase occurs. Any such increases shall be applied to the Certificate Principal Balance of each Certificate of such Class in accordance with its respective Percentage Interest.
 
(k)  It is the intention of all of the parties hereto that the Class C Certificates receive all principal and interest received by the Trust on the Mortgage Loans that is not otherwise distributable to any other Class of Regular Certificates or REMIC Regular Interests. If the Trustee determines that the Residual Certificates are entitled to any distributions, the Trustee, prior to any such distribution to any Residual Certificate, shall notify the Depositor of such impending distribution. Upon such notification, the Depositor will request an amendment to the Pooling and Servicing Agreement to revise such mistake in the distribution provisions. The Residual Certificate Holders, by acceptance of their Certificates, and the Servicer(s) hereby agree and no further consent shall be necessary, notwithstanding anything to the contrary in Section 11.01 of the Pooling and Servicing Agreement.
 
SECTION 4.02.                      
[Reserved].
 
SECTION 4.03.                      
Statements.
 
(a)  On each Distribution Date, based, as applicable, on information provided to it by the Servicer, the Trustee shall prepare and make available to each Holder of the Regular Certificates, the Swap Provider, the Servicer and the Rating Agencies, a statement as to the distributions made on such Distribution Date (the “Monthly Statement”):
 
(i)  the amount of the distribution made on such Distribution Date to the Holders of each Class of Regular Certificates allocable to principal and the amount of the distribution made to the Holders of the Class P Certificates allocable to Prepayment Charges and Servicer Prepayment Charge Payment Amounts;
 
(ii)  the amount of the distribution made on such Distribution Date to the Holders of each Class of Regular Certificates (other than the Class P Certificates) allocable to interest, separately identified;
 
(iii)  Net Monthly Excess Cashflow, the Overcollateralized Amount, the Overcollateralization Release Amount, the Overcollateralization Deficiency Amount and the Overcollateralization Target Amount as of such Distribution Date and the Excess Overcollateralized Amount for the Mortgage Pool for such Distribution Date;
 
(iv)  any fees and expenses of the Trust accrued and paid on such Distribution Date and to whom such fees and expenses were paid;
 
(v)  the aggregate amount of Advances for the related Due Period (including the general purpose of such Advances);
 
(vi)  the aggregate amount of interest and scheduled principal received or advanced by the Servicer with respect to the related Due Period;
 
(vii)  with respect to each Loan Group, the related group balance at the Close of Business at the end of the related Due Period;
 
(viii)  the number, aggregate Principal Balance, weighted average remaining term to maturity and weighted average Mortgage Rate of the Mortgage Loans as of the related Determination Date;
 
(ix)  the number and aggregate unpaid principal balance of Mortgage Loans (except those Mortgage Loans that are liquidated as of the end of the related Prepayment Period) that were (as determined using the OTS method) (A) Delinquent (exclusive of Mortgage Loans in bankruptcy or foreclosure and REO Properties) (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days, (B) as to which foreclosure proceedings have been commenced and Delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days, (C) in bankruptcy and Delinquent (1) 30 to 59 days, (2) 60 to 89 days and (3) 90 or more days, in each case as of the Close of Business on the last day of the calendar month preceding such Distribution Date and (D) REO Properties;
 
(x)  the Delinquency Percentage;
 
(xi)  the total number and cumulative principal balance of all Liquidated Mortgage Loans as of the Close of Business of the last day of the preceding Prepayment Period, prior to the reduction of each principal balance to zero;
 
(xii)  the total number and cumulative principal balance of all REO Properties as of the Close of Business of the last day of the preceding Prepayment Period;
 
(xiii)  the aggregate amount of Principal Prepayments in full, the aggregate amount of Principal Prepayments in part and Net Liquidation Proceeds made during the related Prepayment Period;
 
(xiv)  the aggregate amount of Realized Losses incurred during the related Prepayment Period and the cumulative amount of Realized Losses;
 
(xv)  the aggregate amount of extraordinary Trust Fund expenses withdrawn from the Collection Account for such Distribution Date;
 
(xvi)  the Certificate Principal Balance of each Class of Class A Certificates, each class of Mezzanine Certificates and the Class C Certificates, before and after giving effect to the distributions made on such Distribution Date;
 
(xvii)  the Monthly Interest Distributable Amount in respect of each Class of Class A Certificates, each class of Mezzanine Certificates and the Class C Certificates for such Distribution Date and the Unpaid Interest Shortfall Amount, if any, with respect to the Class A Certificates, the Mezzanine Certificates and the Class C Certificates for such Distribution Date;
 
(xviii)  the aggregate amount of any Prepayment Interest Shortfalls for such Distribution Date, to the extent not covered by payments by the Servicer pursuant to Section 3.26;
 
(xix)  the Senior Credit Enhancement Percentage for such Distribution Date;
 
(xx)  the Net WAC Rate Carryover Amount for each class of Class A Certificates and each class of Mezzanine Certificates, if any, for such Distribution Date and the amount remaining unpaid after reimbursements therefor on such Distribution Date;
 
(xxi)  the amount of any Net Swap Payments or Swap Termination Payments (a) due from the Trust and (b) due from the Swap Provider;
 
(xxii)  whether the Stepdown Date or a Trigger Event is in effect;
 
(xxiii)  the total cashflows received (including amounts received from the Supplemental Interest Trust Trustee under the Interest Rate Swap Agreement);
 
(xxiv)  the respective Pass-Through Rates applicable to each Class of Class A and Mezzanine Certificates for such Distribution Date and the Pass-Through Rate applicable to each Class of Class A Certificates and Mezzanine Certificates for the immediately succeeding Distribution Date;
 
(xxv)  the amount on deposit Net WAC Rate Carryover Reserve Account; and
 
(xxvi)  the applicable Record Date, Accrual Period and Determination Date for calculating distributions for such Distribution Date.
 
The Trustee will make such statement (and, at its option, any additional files containing the same information in an alternative format) available each month to Certificateholders, the NIMS Insurer, the Swap Provider and the Rating Agencies via the Trustee’s internet website. The Trustee’s internet website shall initially be located at www.ctslink.com. Assistance in using the website can be obtained by calling the Trustee’s customer service desk at (301) 815-6600. Parties that are unable to use the above distribution option are entitled to have a paper copy mailed to them via first class mail by calling the customer service desk and indicating such. The Trustee shall have the right to change the way such statements are distributed in order to make such distribution more convenient and/or more accessible to the above parties and the Trustee shall provide timely and adequate notification to all above parties regarding any such changes. As a condition to access the Trustee’s internet website, the Trustee may require registration and the acceptance of a disclaimer. The Trustee will not be liable for the dissemination of information in accordance with this Agreement. The Trustee shall also be entitled to rely on but shall not be responsible for the content or accuracy of any information provided by third parties for purposes of preparing the distribution date statement and may affix thereto any disclaimer it deems appropriate in its reasonable discretion (without suggesting liability on the part of any other party thereto).
 
In the case of information furnished pursuant to subclauses (i) through (iii) above, the amounts shall be expressed in a separate section of the report as a dollar amount for each Class for each $1,000 original dollar amount as of the Cut-off Date.
 
In addition, the Trustee will report on Form 10-D any material breaches of representations and warranties regarding the Mortgage Loans to the extent known to the Trustee and if applicable, material modifications, extensions or waivers to Mortgage Loan terms, fees, penalties or payments during the preceding calendar month or that have become material over time.
 
For all purposes of this Agreement, with respect to any Mortgage Loan, delinquencies shall be determined by the Trustee from information provided by the Servicer and reported by the Trustee based on the OTS methodology for determining delinquencies on mortgage loans similar to the Mortgage Loans. By way of example, a Mortgage Loan would be Delinquent with respect to a Monthly Payment due on a Due Date if such Monthly Payment is not made by the close of business on the Mortgage Loan's next succeeding Due Date, and a Mortgage Loan would be more than 30-days Delinquent with respect to such Monthly Payment if such Monthly Payment were not made by the close of business on the Mortgage Loan’s second succeeding Due Date (the “OTS Method”). The Servicer hereby represents and warrants to the Depositor that it is not subject to any delinquency recognition policy established by its safety and soundness regulators.
 
(b)  Within a reasonable period of time after the end of each calendar year, the Trustee shall, upon written request, furnish to the NIMS Insurer and each Person who at any time during the calendar year was a Certificateholder of a Regular Certificate, if requested in writing by such Person, such information as is reasonably necessary to provide to such Person a statement containing the information set forth in subclauses (i) through (iii) above, aggregated for such calendar year or applicable portion thereof during which such Person was a Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be prepared and furnished by the Trustee to Certificateholders pursuant to any requirements of the Code as are in force from time to time.
 
(c)  On each Distribution Date, the Trustee shall make available to the NIMS Insurer and the Residual Certificateholders a copy of the reports forwarded to the Regular Certificateholders in respect of such Distribution Date with such other information as the Trustee deems necessary or appropriate.
 
(d)  Within a reasonable period of time after the end of each calendar year, the Trustee shall deliver to the NIMS Insurer and each Person who at any time during the calendar year was a Residual Certificateholder, if requested in writing by such Person, such information as is reasonably necessary to provide to such Person a statement containing the information provided pursuant to the previous paragraph aggregated for such calendar year or applicable portion thereof during which such Person was a Residual Certificateholder. Such obligation of the Trustee shall be deemed to have been satisfied to the extent that substantially comparable information shall be prepared and furnished to Certificateholders by the Trustee pursuant to any requirements of the Code as from time to time in force.
 
(e)  For each Distribution Date, through and including the Distribution Date in December 2007, the Trustee shall calculate the Significance Percentage of the Interest Rate Swap Agreement. If on any such Distribution Date, the Significance Percentage is equal to or greater than 9%, the Trustee shall promptly notify the Depositor and the Depositor, on behalf of the Trustee, shall obtain the financial information required to be delivered by the Swap Provider pursuant to the terms of the Interest Rate Swap Agreement. If, on any succeeding Distribution Date through and including the Distribution Date in December 2007, the Significance Percentage is equal to or greater than 10%, the Trustee shall promptly notify the Depositor and the Depositor shall, within 5 Business Days of such Distribution Date, deliver to the Trustee the financial information provided to it by the Swap Provider for inclusion in the Form 10-D relating to such Distribution Date. If on any Distribution Date after December 2007, the Significance Percentage is greater than 10%, the Trustee shall include the Significance Percentage on the statement to Certificateholders for the related Distribution Date.
 
SECTION 4.04.                      
Remittance Reports; Advances.
 
(a)  On the second Business Day following each Determination Date but in no event later than the earlier of (i) such date which would allow the indenture trustee to submit a claim to the NIMS Insurer under the Indenture so as to allow a timely payment by the NIMS Insurer under the insurance policy related to the notes insured by the NIMS Insurer and (ii) the 20th day of each month (or if such 20th day is not a Business Day, the preceding Business Day), the Servicer shall deliver to the Trustee by telecopy or electronic mail (or by such other means as the Servicer and the Trustee may agree from time to time) a Remittance Report in the form of Exhibit O hereto (or such form mutually agreed upon) with respect to the related Distribution Date. Not later than the 20th day of each month (or if such 20th day is not a Business Day, the preceding Business Day), the Servicer shall deliver or cause to be delivered to the Trustee in addition to the information provided on the Remittance Report, such other information reasonably available to it with respect to the Mortgage Loans as the Trustee may reasonably require to perform the calculations necessary to make the distributions contemplated by Section 4.01 and to prepare the statements to Certificateholders contemplated by Section 4.03. The Trustee shall not be responsible to recompute, recalculate or verify any information provided to it by the Servicer.
 
(b)  The amount of Advances to be made by the Servicer for any Distribution Date shall equal, subject to Section 4.04(d), the sum of (i) the aggregate amount of Monthly Payments (net of the related Servicing Fee), due during the related Due Period in respect of the Mortgage Loans, which Monthly Payments were delinquent on a contractual basis as of the Close of Business on the related Determination Date and (ii) with respect to each REO Property, which REO Property was acquired during or prior to the related Due Period and as to which REO Property an REO Disposition did not occur during the related Due Period, an amount equal to the excess, if any, of the REO Imputed Interest on such REO Property for the most recently ended calendar month, over the net income from such REO Property transferred to the Distribution Account pursuant to Section 3.23 for distribution on such Distribution Date.
 
(c)  On or before 1:00 p.m. New York time on the Servicer Remittance Date, the Servicer shall remit in immediately available funds to the Trustee for deposit in the Distribution Account an amount equal to the aggregate amount of Advances, if any, to be made in respect of the Mortgage Loans and REO Properties for the related Distribution Date either (i) from its own funds or (ii) from the Collection Account, to the extent of funds held therein for future distribution (in which case it will cause to be made an appropriate entry in the records of Collection Account that amounts held for future distribution have been, as permitted by this Section 4.04, used by the Servicer in discharge of any such Advance) or (iii) in the form of any combination of (i) and (ii) aggregating the total amount of Advances to be made by the Servicer with respect to the Mortgage Loans and REO Properties. Any amounts held for future distribution used by the Servicer to make an Advance as permitted in the preceding sentence or withdrawn by the Servicer as permitted in Section 3.11(a)(ii) in reimbursement of Advances previously made shall be appropriately reflected in the Servicer’s records and replaced by the Servicer by deposit in the Collection Account on or before any future Servicer Remittance Date to the extent that the Available Funds for the related Distribution Date (determined without regard to Advances to be made on the Servicer Remittance Date) shall be less than the total amount that would be distributed to the Classes of Certificateholders pursuant to Section 4.01 on such Distribution Date if such amounts held for future distributions had not been so used to make Advances or reimburse for previously made Advances. The Trustee will provide notice to the NIMS Insurer and the Servicer by telecopy by the Close of Business on any Servicer Remittance Date in the event that the amount remitted by the Servicer to the Trustee on such date is less than the Advances required to be made by the Servicer for the related Distribution Date, as set forth in the related Remittance Report.
 
(d)  The obligation of the Servicer to make such Advances is mandatory, notwithstanding any other provision of this Agreement but subject to (e) below, and, with respect to any Mortgage Loan, shall continue until the Mortgage Loan is paid in full or until the recovery of all Liquidation Proceeds thereon.
 
(e)  Notwithstanding anything herein to the contrary, no Advance or Servicing Advance shall be required to be made hereunder by the Servicer if such Advance or Servicing Advance would, if made, constitute a Nonrecoverable Advance. The determination by the Servicer that it has made a Nonrecoverable Advance or that any proposed Advance or Servicing Advance, if made, would constitute a Nonrecoverable Advance, shall be evidenced by an Officers’ Certificate of the Servicer delivered to the NIMS Insurer, the Depositor and the Trustee.
 
SECTION 4.05.                      
Net WAC Rate Carryover Reserve Account.
 
No later than the Closing Date, the Trustee shall establish and maintain with itself a separate, segregated trust account titled, “Net WAC Rate Carryover Reserve Account, Wells Fargo Bank, N.A., as Trustee, in trust for registered Holders of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5” which shall be an Eligible Account.
 
On each Distribution Date as to which there is a Net WAC Rate Carryover Amount payable to the Class A Certificates and/or the Mezzanine Certificates, the Trustee has been directed by the Class C Certificateholders to, and therefore will, deposit into the Net WAC Rate Carryover Reserve Account the amounts described in Section 4.01(d)(iii), rather than distributing such amounts to the Class C Certificateholders. On each such Distribution Date, the Trustee shall hold all such amounts for the benefit of the Holders of the Class A Certificates and the Mezzanine Certificates, and will distribute such amounts to the Holders of the Class A Certificates and/or the Mezzanine Certificates in the amounts and priorities set forth in Section 4.01(e).
 
On or after any Distribution Date following the reduction of the aggregate Certificate Principal Balance of the Class A and Mezzanine Certificates to zero, any amounts remaining in the Net WAC Rate Carryover Reserve Account after the payment of any Net WAC Rate Carryover Amounts on the Class A Certificates and the Mezzanine Certificates for such Distribution Date, shall be distributed to the Class C Certificateholder or their designee.
 
It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Net WAC Rate Carryover Reserve Account be disregarded as an entity separate from the Holder of the Class C Certificates unless and until the date when either (a) there is more than one Class C Certificateholder or (b) any Class of Certificates in addition to the Class C Certificates is recharacterized as an equity interest in the Net WAC Rate Carryover Reserve Account for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Net WAC Rate Carryover Reserve Account be treated as a partnership; provided, that the Trustee shall not be required to prepare and file partnership tax returns in respect of such partnership unless it receives additional reasonable compensation (not to exceed $10,000 per year) for the preparation of such filings, written notification recognizing the creation of a partnership agreement or comparable documentation evidencing the partnership, if any. The Net WAC Rate Carryover Reserve Account will be an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h). All amounts deposited into the Net WAC Rate Carryover Reserve Account shall be treated as amounts distributed by REMIC 3 to the Holder of the Class C Interest and by REMIC 4 to the Holders of the Class C Certificates. Upon the termination of the Trust, or the payment in full of the Class A Certificates and the Mezzanine Certificates, all amounts remaining on deposit in the Net WAC Rate Carryover Reserve Account will be released by the Trust and distributed to the Class C Certificateholders or their designees. The Net WAC Rate Carryover Reserve Account will be part of the Trust but not part of any REMIC and any payments to the Holders of the Class A Certificates or the Mezzanine Certificates of Net WAC Rate Carryover Amounts will not be payments with respect to a “regular interest” in a REMIC within the meaning of Code Section 860(G)(a)(1).
 
By accepting a Class C Certificate, each Class C Certificateholder hereby agrees to direct the Trustee, and the Trustee hereby is directed, to deposit into the Net WAC Rate Carryover Reserve Account the amounts described above on each Distribution Date as to which there is any Net WAC Rate Carryover Amount rather than distributing such amounts to the Class C Certificateholders. By accepting a Class C Certificate, each Class C Certificateholder further agrees that such direction is given for good and valuable consideration, the receipt and sufficiency of which is acknowledged by such acceptance.
 
Amounts on deposit in the Net WAC Rate Carryover Reserve Account shall remain uninvested.
 
For federal tax return and information reporting, the value of the right of the Holders of the Class A and the Mezzanine Certificates to receive payments from the Net WAC Rate Carryover Reserve Account in respect of any Net WAC Rate Carryover Amount shall be de minimis.
 
SECTION 4.06.                      
Distributions on the REMIC Regular Interests.
 
(a)  On each Distribution Date, the Trustee shall cause in the following order of priority, the following amounts to be distributed by REMIC 1 to REMIC 2 on account of the REMIC 1 Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-1 Interest), as the case may be:
 
(i)  to Holders of each of REMIC 1 Regular Interest I, REMIC 1 Regular Interest II and REMIC 1 Regular Interest I-1-A through I-70-B, pro rata, in an amount equal to (A) Uncertificated Accrued Interest for such REMIC 1 Regular Interests for such Distribution Date, plus (B) any amounts payable in respect thereof remaining unpaid from previous Distribution Dates;
 
(ii)  to the extent of amounts remaining after the distributions made pursuant to clause (i) above, payments of principal shall be allocated as follows: first, to REMIC 1 Regular Interest II in an amount equal to the aggregate principal distributions made on the Class A Certificates and the Mezzanine Certificates until the Uncertificated Principal Balance of REMIC 1 Regular Interest II has been reduced to zero, second, to REMIC 1 Regular Interest I in an amount equal to the aggregate principal distributions made on the Certificates other than the Class A Certificates, the Mezzanine Certificates and the Class P Certificates until the Uncertificated Principal Balance of REMIC 1 Regular Interest I has been reduced to zero and third, to REMIC 1 Regular Interest I-1-A through I-70-B, starting with the lowest numerical denomination until each such REMIC 1 Regular Interest has been reduced to zero, provided that, for REMIC 1 Regular Interests with the same numerical denomination, such distributions shall be allocated pro rata between such REMIC 1 Regular Interests; and
 
(iii)  to the Holders of REMIC 1 Regular Interest I-70-A and REMIC 1 Regular Interest I-70-B, pro rata, on each Distribution Date, 100% of the amount paid in respect of Prepayment Charges.
 
(b)  On each Distribution Date, the Trustee shall cause in the following order of priority, the following amounts to be distributed by REMIC 2 to REMIC 3 on account of the REMIC 2 Regular Interests or withdrawn from the Distribution Account and distributed to the Holders of the Class R Certificates (in respect of the Class R-2 Interest), as the case may be:
 
(i)  first, to the Holders of REMIC 2 Regular Interest LTIO, in an amount equal to (A) Uncertificated Accrued Interest for such REMIC 2 Regular Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates;
 
(ii)  second, to Holders of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8, REMIC 2 Regular Interest LTM9, REMIC 2 Regular Interest LTZZ and REMIC 2 Regular Interest LTP, pro rata, in an amount equal to (A) the Uncertificated Accrued Interest for such Distribution Date, plus (B) any amounts in respect thereof remaining unpaid from previous Distribution Dates. Amounts payable as Uncertificated Accrued Interest in respect of REMIC 2 Regular Interest LTZZ shall be reduced and deferred when the REMIC 2 Overcollateralized Amount is less than the REMIC 2 Overcollateralization Target Amount, by the lesser of (x) the amount of such difference and (y) the Maximum LTZZ Uncertificated Interest Deferral Amount and such amount shall be payable to the Holders of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTM9 in the same proportion as the Overcollateralization Increase Amount is allocated to the Corresponding Certificates and the Uncertificated Principal Balance of REMIC 2 Regular Interest LTZZ shall be increased by such amount;
 
(iii)  third, to the Holders of REMIC 2 Regular Interests, in an amount equal to the remainder of the Available Funds for such Distribution Date after the distributions made pursuant to clause (i) above, allocated as follows:
 
(a) 98.00% of such remainder (other than amounts payable under clause (c) below), to the Holders of REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTP, until the Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced to zero, provided, however, that REMIC 2 Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC 2 Regular Interest LTP, until $100 has been distributed pursuant to this clause; and
 
(b) 2.00% of such remainder (other than amounts payable under clause (c) below), first, to the Holders of REMIC 2 Regular Interest LTIA1, REMIC 2 Regular Interest LTIIA1, REMIC 2 Regular Interest LTIIA2, REMIC 2 Regular Interest LTIIA3, REMIC 2 Regular Interest LTIIA4, REMIC 2 Regular Interest LTM1, REMIC 2 Regular Interest LTM2, REMIC 2 Regular Interest LTM3, REMIC 2 Regular Interest LTM4, REMIC 2 Regular Interest LTM5, REMIC 2 Regular Interest LTM6, REMIC 2 Regular Interest LTM7, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTM9, 1.00% of and, in the same proportion as principal payments are allocated to the Corresponding Certificates, until the Uncertificated Principal Balances of such REMIC 2 Regular Interests are reduced to zero and second, to the Holders of REMIC 2 Regular Interest LTZZ, 1.00% of such remainder, until the Uncertificated Principal Balance of such REMIC 2 Regular Interest is reduced to zero;
 
provided, however, that (i) 98.00% and (ii) 2.00% of any principal payments that are attributable to an Overcollateralization Reduction Amount shall be allocated to Holders of (i) REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTP, in that order and (ii) REMIC 2 Regular Interest LTZZ, respectively; provided that REMIC 2 Regular Interest LTP shall not be reduced until the Distribution Date immediately following the expiration of the latest Prepayment Charge as identified on the Prepayment Charge Schedule or any Distribution Date thereafter, at which point such amount shall be distributed to REMIC 2 Regular Interest LTP, until $100 has been distributed pursuant to this clause; and
 
(iv)  fourth, any remaining amount to the Holders of the Class R Certificates (in respect of the Class R-2 Interest).
 
Notwithstanding the distributions described in this Section 4.07, distribution of funds shall be made only in accordance with Section 4.01.
 
(c)  On each Distribution Date, 100% of the amounts distributed on REMIC 2 Regular Interest LTIO shall be deemed distributed by REMIC 2 to REMIC 3 in respect of the Class SWAP-IO Interest. Such amounts shall be deemed distributed by REMIC 3 to REMIC 6 in respect of REMIC 6 Regular Interest SWAP-IO. Such amounts shall be deemed distributed by REMIC 6 to the Swap Administrator for deposit into the Swap Account.
 
On each Distribution Date, all amounts representing Prepayment Charges in respect of the Mortgage Loans received during the related Prepayment Period will be distributed by REMIC 2 to the Holders of REMIC 2 Regular Interest LTP. The payment of the foregoing amounts to the Holders of REMIC 2 Regular Interest LTP shall not reduce the Uncertificated Principal Balance thereof.
 
SECTION 4.07.                      
Allocation of Realized Losses.
 
(a)  All Realized Losses on the Mortgage Loans allocated to any Regular Certificate shall be allocated by the Trustee on each Distribution Date as follows: first, as provided in Section 1.03, to the interest accrued on the Class C Certificates after the allocation thereto of certain interest shortfalls as provided in Section 1.03; second, to the Class C Certificates (determined for purposes of this Section 4.07 as the amount by which (A) the aggregate Uncertificated Principal Balance of the REMIC 1 Regular Interests immediately preceding such Distribution Date exceeds (B) the aggregate Certificate Principal Balance of the Class A Certificates, the Mezzanine Certificates and the Class P Certificates immediately preceding such Distribution Date), until the Certificate Principal Balance thereof has been reduced to zero; third, to the Class M-9 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fourth, to the Class M-8 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; fifth, to the Class M-7 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; sixth, to the Class M-6 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; seventh, to the Class M-5 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; eighth, to the Class M-4 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; ninth, to the Class M-3 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; tenth, to the Class M-2 Certificates, until the Certificate Principal Balance thereof has been reduced to zero; and eleventh, to the Class M-1 Certificates, until the Certificate Principal Balance thereof has been reduced to zero. All Realized Losses to be allocated to the Certificate Principal Balances of all Classes on any Distribution Date shall be so allocated after the actual distributions to be made on such date as provided above. All references above to the Certificate Principal Balance of any Class of Certificates shall be to the Certificate Principal Balance of such Class immediately prior to the relevant Distribution Date, before reduction thereof by any Realized Losses, in each case to be allocated to such Class of Certificates, on such Distribution Date.
 
Any allocation of Realized Losses to a Mezzanine Certificate on any Distribution Date shall be made by reducing the Certificate Principal Balance thereof by the amount so allocated; any allocation of Realized Losses to a Class C Certificate shall be made by reducing the amount otherwise payable in respect thereof pursuant to Section 4.01(d)(v). No allocations of any Realized Losses shall be made to the Certificate Principal Balances of the Class A Certificates or the Class P Certificates.
 
(b)  All Realized Losses on the Mortgage Loans shall be deemed to have been allocated first, to REMIC 1 Regular Interest II in an amount equal to the aggregate Realized Losses allocated to the Class A Certificates and the Mezzanine Certificates until the Uncertificated Principal Balance REMIC 1 Regular Interest II has been reduced to zero, second, to REMIC 2 Regular Interest I in an amount equal to the aggregate Realized Losses allocated to the Certificates other than the Class A Certificates and the Mezzanine Certificates until the Uncertificated Principal Balance of REMIC 2 Regular Interest I has been reduced to zero and third, to REMIC 2 Regular Interest I-1-A through I-70-B, starting with the lowest numerical denomination until each such REMIC 1 Regular Interest has been reduced to zero, provided that, for REMIC 1 Regular Interests with the same numerical denomination, such Realized Losses shall be allocated pro rata between such REMIC 1 Regular Interests.
 
(b)  All Realized Losses on the Mortgage Loans shall be allocated by the Trustee on each Distribution Date to the following REMIC 2 Regular Interests in the specified percentages, as follows: first, to Uncertificated Accrued Interest payable to the REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTZZ up to an aggregate amount equal to the REMIC 2 Interest Loss Allocation Amount, 98% and 2%, respectively; second, to the Uncertificated Principal Balances of the REMIC 2 Regular Interest LTAA and REMIC 2 Regular Interest LTZZ up to an aggregate amount equal to the REMIC 2 Principal Loss Allocation Amount, 98% and 2%, respectively; third, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM9 and REMIC 2 Regular Interest LTZZ, 98%, 1.00%, and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM9 has been reduced to zero; fourth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM8 and REMIC 2 Regular Interest LTZZ, 98%, 1.00%, and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM8 has been reduced to zero; fifth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM7 and REMIC 2 Regular Interest LTZZ, 98%, 1.00%, and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM7 has been reduced to zero; sixth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM6 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM6 has been reduced to zero; seventh, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM5 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM5 has been reduced to zero; eighth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM4 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM4 has been reduced to zero; ninth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM3 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM3 has been reduced to zero; tenth, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM2 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM2 has been reduced to zero and eleventh, to the Uncertificated Principal Balances of REMIC 2 Regular Interest LTAA, REMIC 2 Regular Interest LTM1 and REMIC 2 Regular Interest LTZZ, 98%, 1% and 1%, respectively, until the Uncertificated Principal Balance of REMIC 2 Regular Interest LTM1 has been reduced to zero.
 
SECTION 4.08.                      
Swap Account.
 
(a)  On the Closing Date, there is hereby established a separate trust (the “Supplemental Interest Trust”), into which the Depositor shall deposit: (i) the Interest Rate Swap Agreement and (ii) the Swap Administration Agreement. The Supplemental Interest Trust shall be maintained by the Supplemental Interest Trust Trustee. No later than the Closing Date, the Supplemental Interest Trust Trustee shall establish and maintain a separate, segregated trust account to be held in the Supplemental Interest Trust, titled, “Swap Account, Wells Fargo Bank, N.A., as Supplemental Interest Trust Trustee, in trust for the Swap Provider and the registered holders of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5.” Such account shall be an Eligible Account and funds on deposit therein shall be held separate and apart from, and shall not be commingled with, any other moneys, including, without limitation, other moneys of the Trustee, in its capacity as Supplemental Interest Trust Trustee, held pursuant to this Agreement. Amounts therein shall be held uninvested.
 
(b)  On each Distribution Date, prior to any distribution to any Certificate, the Trustee shall deliver to the Supplemental Interest Trust Trustee for deposit into the Swap Account: (i) the amount of any Net Swap Payment or Swap Termination Payment (other than any Swap Termination Payment resulting from a Swap Provider Trigger Event) owed to the Swap Provider (after taking into account any upfront payment received from the counterparty to a replacement swap agreement) from funds collected and received with respect to the Mortgage Loans prior to the determination of Available Funds and (ii) amounts received by the Trustee from the Swap Administrator, for distribution in accordance with Section 4.01(f), pursuant to the Swap Administration Agreement, dated as of the Closing Date (the “Swap Administration Agreement”), among Wells Fargo Bank, N.A. in its capacity as Supplemental Interest Trustee, Trustee and Swap Administrator and Option One Mortgage Corporation (in substantially the form attached hereto as Exhibit N). For federal income tax purposes, any amounts paid to the Swap Provider on each Distribution Date shall first be deemed paid to the Swap Provider in respect of the Class SWAP-IO Interest to the extent of the amount distributable on such Class SWAP-IO Interest on such Distribution Date, and any remaining amount shall be deemed paid to the Swap Provider in respect of a Class IO Distribution Amount (as defined below).
 
(c)  It is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Supplemental Interest Trust be disregarded as an entity separate from the Holder of the Class C Certificates unless and until the date when either (a) there is more than one Class C Certificateholder or (b) any Class of Certificates in addition to the Class C Certificates is recharacterized as an equity interest in the Supplemental Interest Trust for federal income tax purposes, in which case it is the intention of the parties hereto that, for federal and state income and state and local franchise tax purposes, the Supplemental Interest Trust be treated as a partnership; provided, that the Trustee shall not be required to prepare and file partnership tax returns in respect of such partnership unless it receives additional reasonable compensation (not to exceed $10,000 per year) for the preparation of such filings, written notification recognizing the creation of a partnership agreement or comparable documentation evidencing the partnership, if any. The Supplemental Interest Trust will be an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h).
 
(d)  To the extent that the Supplemental Interest Trust is determined to be a separate legal entity from the Supplemental Interest Trust Trustee, any obligation of the Supplemental Interest Trust Trustee under the Interest Rate Swap Agreement shall be deemed to be an obligation of the Supplemental Interest Trust.
 
(e)  The Trustee shall treat the Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) as having entered into a notional principal contract with respect to the Holders of the Class C Certificates. Pursuant to each such notional principal contract, all Holders of Certificates (other than the Class P, Class C, Class R and Class R-X Certificates) shall be treated as having agreed to pay, on each Distribution Date, to the Holder of the Class C Certificates an aggregate amount equal to the excess, if any, of (i) the amount payable on such Distribution Date on the REMIC 3 Regular Interest corresponding to such Class of Certificates over (ii) the amount payable on such Class of Certificates on such Distribution Date (such excess, a “Class IO Distribution Amount”). A Class IO Distribution Amount payable from interest collections shall be allocated pro rata among such Certificates based on the amount of interest otherwise payable to such Certificates, and a Class IO Distribution Amount payable from principal collections shall be allocated to the most subordinate Class of Certificates with an outstanding principal balance to the extent of such balance. In addition, pursuant to such notional principal contract, the Holder of the Class C Certificates shall be treated as having agreed to pay Net WAC Rate Carryover Amounts to the Holders of the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) in accordance with the terms of this Agreement. Any payments to the Certificates from amounts deemed received in respect of this notional principal contract shall not be payments with respect to a Regular Interest in a REMIC within the meaning of Code Section 860G(a)(1). However, any payment from the Certificates (other than the Class C, Class P, Class R and Class R-X Certificates) of a Class IO Distribution Amount shall be treated for tax purposes as having been received by the Holders of such Certificates in respect of their interests in REMIC 3 and as having been paid by such Holders to the Swap Administrator pursuant to the notional principal contract. Thus, each Certificate (other than the Class P, Class R and Class R-X Certificates) shall be treated as representing not only ownership of Regular Interests in REMIC 3, but also ownership of an interest in, and obligations with respect to, a notional principal contract.
 
SECTION 4.09.                      
Tax Treatment of Swap Payments and Swap Termination Payments
 
For federal income tax purposes, each holder of a Class A or Mezzanine Certificate is deemed to own an undivided beneficial ownership interest in a REMIC regular interest and the right to receive payments from either the Basis Risk Shortfall Reserve Fund or the Supplemental Interest Trust in respect of any Basis Risk Shortfall Carry-Forward Amounts or the obligation to make payments to the Supplemental Interest Trust. For federal income tax purposes, the Trustee will account for payments to each Class A and Mezzanine Certificates as follows: each Class A and Mezzanine Certificate will be treated as receiving their entire payment from REMIC 3 (regardless of any Swap Termination Payment or obligation under the Swap Agreement) and subsequently paying their portion of any Swap Termination Payment in respect of each such Class’ obligation under the Swap Agreement. In the event that any such Class is resecuritized in a REMIC, the obligation under the Swap Agreement to pay any such Swap Termination Payment (or any shortfall in Swap Provider Fee), will be made by one or more of the REMIC Regular Interests issued by the resecuritization REMIC subsequent to such REMIC Regular Interest receiving its full payment from any such Class A or Mezzanine Certificate. Resecuritization of any Class A or Mezzanine Certificate in a REMIC will be permissible only if the Trustee hereunder is the trustee in such resecuritization.
 
The REMIC regular interest corresponding to a Class A or Mezzanine Certificate will be entitled to receive interest and principal payments at the times and in the amounts equal to those made on the certificate to which it corresponds, except that (i) the maximum interest rate of that REMIC regular interest will equal the Net WAC Rate computed for this purpose by limiting the Notional Amount of the Swap Agreement to the aggregate Principal Balance of the Mortgage Loans and (ii) any Swap Termination Payment will be treated as being payable solely from Net Monthly Excess Cashflow. As a result of the foregoing, the amount of distributions and taxable income on the REMIC regular interest corresponding to a Class A or Mezzanine Certificate may exceed the actual amount of distributions on the Class A or Mezzanine Certificate.
 
SECTION 4.10.                  
Swap Collateral Account
 
The Trustee (in its capacity as Supplemental Interest Trust Trustee) is hereby directed to perform the obligations of the Custodian as defined under the Swap Credit Support Annex (the “Swap Custodian”). On or before the Closing Date, the Swap Custodian shall establish a Swap Collateral Account. The Swap Collateral Account shall be held in the name of the Swap Custodian in trust for the benefit of the Certificateholders. The Swap Collateral Account must be an Eligible Account and shall be titled “Swap Collateral Account, Wells Fargo Bank, N.A., as Swap Custodian for registered Certificateholders of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5.”
 
The Swap Custodian shall credit to Swap Collateral Account all collateral (whether in the form of cash or securities) posted by the Swap Provider to secure the obligations of the Swap Provider in accordance with the terms of the Interest Rate Swap Agreement. Except for investment earnings, the Swap Provider shall not have any legal, equitable or beneficial interest in the Swap Collateral Account other than in accordance with this Agreement, the Interest Rate Swap Agreement and applicable law. The Swap Custodian shall maintain and apply all collateral and earnings thereon on deposit in the Swap Collateral Account in accordance with Swap Credit Support Annex.
 
Cash collateral posted by the Swap Provider in accordance with the Swap Credit Support Annex shall be invested at the direction of the Swap Provider in Permitted Investments in accordance with the requirements of the Swap Credit Support Annex. All amounts earned on amounts on deposit in the Swap Collateral Account (whether cash collateral or securities) shall be for the account of and taxable to the Swap Provider. If no investment direction is provided, such amounts shall remain uninvested.
 
Upon the occurrence of an Event of Default or Specified Condition (each as defined in the Interest Rate Swap Agreement) with respect to the Swap Provider or upon occurrence or designation of an Early Termination Date (as defined in the Interest Rate Swap Agreement) as a result of any such Event of Default or Specified Condition with respect to the Swap Provider, and, in either such case, unless the Swap Provider has paid in full all of its Obligations (as defined in the Swap Credit Support Annex) that are then due, then any collateral posted by the Swap Provider in accordance with the Swap Credit Support Annex shall be applied to the payment of any Obligations due to Party B (as defined in the Interest Rate Swap Agreement) in accordance with the Swap Credit Support Annex. To the extent the Swap Custodian is required to return any of the Posted Collateral (as defined in the Swap Credit Support Annex) to the Swap Provider under the terms of the Swap Credit Support Annex, the Swap Custodian shall return such collateral in accordance with the terms of the Swap Credit Support Annex.
 
SECTION 4.11.                      
Rights and Obligations Under the Interest Rate Swap Agreement.
 
In the event that the Swap Provider fails to perform any of its obligations under the Interest Rate Swap Agreement (including, without limitation, its obligation to make any payment or transfer collateral), or breaches any of its representations and warranties thereunder, or in the event that any Event of Default, Termination Event, or Additional Termination Event (each as defined in the Interest Rate Swap Agreement) occurs with respect to the Interest Rate Swap Agreement, the Trustee (in its capacity as Supplemental Interest Trust Trustee) shall, promptly following actual notice of such failure, breach or event, notify the Depositor and send any notices and make any demands, on behalf of the Supplemental Interest Trust, required to enforce the rights of the Supplemental Interest Trust under the Interest Rate Swap Agreement.
 
In the event that the Swap Provider’s obligations are guaranteed by a third party under a guaranty relating to the Interest Rate Swap Agreement (such guaranty the “Guaranty” and such third party the “Guarantor”), then to the extent that the Swap Provider fails to make any payment by the close of business on the day it is required to make payment under the terms of the Interest Rate Swap Agreement, the Trustee (in its capacity as Supplemental Interest Trust Trustee) shall, promptly following actual notice of the Swap Provider’s failure to pay, demand that the Guarantor make any and all payments then required to be made by the Guarantor pursuant to such Guaranty; provided, that the Trustee (in its capacity as Supplemental Interest Trust Trustee) shall in no event be liable for any failure or delay in the performance by the Swap Provider or any Guarantor of its obligations hereunder or pursuant to the Interest Rate Swap Agreement and the Guaranty, nor for any special, indirect or consequential loss or damage of any kind whatsoever (including but not limited to lost profits) in connection therewith.
 
Upon an early termination of the Interest Rate Swap Agreement other than in connection with the optional termination of the Trust, the Trustee (in its capacity as Supplemental Interest Trust Trustee), at the direction of the Depositor, will use reasonable efforts to appoint a successor swap provider to enter into a new interest rate swap agreement on terms substantially similar to the Interest Rate Swap Agreement, with a successor swap provider meeting all applicable eligibility requirements. If the Trustee (in its capacity as Supplemental Interest Trust Trustee) receives a termination payment from the Swap Provider in connection with such early termination, the Trustee (in its capacity as Supplemental Interest Trust Trustee) will apply such termination payment to any upfront payment required to appoint the successor swap provider. If the Trustee (in its capacity as Supplemental Interest Trust Trustee) is required to pay a termination payment to the Swap Provider in connection with such early termination, the Trustee (in its capacity as Supplemental Interest Trust Trustee) will apply any upfront payment received from the successor swap provider to pay such termination payment.
 
If the Trustee (in its capacity as Supplemental Interest Trust Trustee) is unable to appoint a successor swap provider within 30 days of the early termination, then the Trustee (in its capacity as Supplemental Interest Trust Trustee) will deposit any termination payment received from the original Swap Provider into a separate, non-interest bearing reserve account and will, on each subsequent Distribution Date, withdraw from the amount then remaining on deposit in such reserve account an amount equal to the Net Swap Payment, if any, that would have been paid to the Trustee (in its capacity as Supplemental Interest Trust Trustee) by the original Swap Provider calculated in accordance with the terms of the original Interest Rate Swap Agreement, and distribute such amount in accordance with the terms of Section 4.01(f).
 
Upon an early termination of the Interest Rate Swap Agreement in connection with the optional termination of the Trust, if the Trustee (in its capacity as Supplemental Interest Trust Trustee) receives a termination payment from the Swap Provider, such termination payment will be distributed in accordance with Section 4.01(f).
 
 
 
ARTICLE V
 
THE CERTIFICATES
 
SECTION 5.01.                      
The Certificates.
 
Each of the Class A Certificates, the Mezzanine Certificates, the Class P Certificates, the Class C Certificates and the Residual Certificates shall be substantially in the forms annexed hereto as exhibits, and shall, on original issue, be executed, authenticated and delivered by the Trustee to or upon the order of the Depositor concurrently with the sale and assignment to the Trustee of the Trust Fund. The Class A Certificates and the Mezzanine Certificates shall be initially evidenced by one or more Certificates representing a Percentage Interest with a minimum dollar denomination of $25,000 and integral dollar multiples of $1.00 in excess thereof, except that one Certificate of each such Class of Certificates may be in a different denomination so that the sum of the denominations of all outstanding Certificates of such Class shall equal the Certificate Principal Balance or Notional Amount of such Class on the Closing Date. The Class P Certificates, the Class C Certificates and the Residual Certificates are issuable in any Percentage Interests; provided, however, that the sum of all such percentages for each such Class totals 100% and no more than ten Certificates of each Class may be issued and outstanding at any one time.
 
The Certificates shall be executed on behalf of the Trust by manual or facsimile signature on behalf of the Trustee by a Responsible Officer. Certificates bearing the manual or facsimile signatures of individuals who were, at the time when such signatures were affixed, authorized to sign on behalf of the Trustee shall bind the Trust, notwithstanding that such individuals or any of them have ceased to be so authorized prior to the authentication and delivery of such Certificates or did not hold such offices at the date of such Certificate. No Certificate shall be entitled to any benefit under this Agreement or be valid for any purpose, unless such Certificate shall have been manually authenticated by the Trustee substantially in the form provided for herein, and such authentication upon any Certificate shall be conclusive evidence, and the only evidence, that such Certificate has been duly authenticated and delivered hereunder. All Certificates shall be dated the date of their authentication. Subject to Section 5.02(c), the Class A Certificates and the Mezzanine Certificates shall be Book-Entry Certificates. The other Classes of Certificates shall not be Book-Entry Certificates.
 
SECTION 5.02.                      
Registration of Transfer and Exchange of Certificates.
 
(a)  The Certificate Registrar shall cause to be kept at the Corporate Trust Office a Certificate Register in which, subject to such reasonable regulations as it may prescribe, the Certificate Registrar shall provide for the registration of Certificates and of transfers and exchanges of Certificates as herein provided. The Trustee shall initially serve as Certificate Registrar for the purpose of registering Certificates and transfers and exchanges of Certificates as herein provided.
 
Upon surrender for registration of transfer of any Certificate at any office or agency of the Certificate Registrar maintained for such purpose pursuant to the foregoing paragraph and, in the case of a Residual Certificate, upon satisfaction of the conditions set forth below, the Trustee on behalf of the Trust shall execute, authenticate and deliver, in the name of the designated transferee or transferees, one or more new Certificates of the same aggregate Percentage Interest.
 
At the option of the Certificateholders, Certificates may be exchanged for other Certificates in authorized denominations and the same aggregate Percentage Interests, upon surrender of the Certificates to be exchanged at any such office or agency. Whenever any Certificates are so surrendered for exchange, the Trustee shall execute on behalf of the Trust and authenticate and deliver the Certificates which the Certificateholder making the exchange is entitled to receive. Every Certificate presented or surrendered for registration of transfer or exchange shall (if so required by the Trustee or the Certificate Registrar) be duly endorsed by, or be accompanied by a written instrument of transfer satisfactory to the Trustee and the Certificate Registrar duly executed by, the Holder thereof or his attorney duly authorized in writing. In addition, (i) with respect to each Class R Certificate, the holder thereof may exchange, in the manner described above, such Class R Certificate for three separate certificates, each representing such holder’s respective Percentage Interest in the Class R-1 Interest, the Class R-2 Interest and the Class R-3 Interest, respectively, in each case that was evidenced by the Class R Certificate being exchanged and (ii) with respect to each Class R-X Certificate, the holder thereof may exchange, in the manner described above, such Class R-X Certificate for three separate certificates, each representing such holder’s respective Percentage Interest in the Class R-4 Interest, the Class R-5 Interest and the Class R-6 Interest, respectively, in each case that was evidenced by the Class R-X Certificate being exchanged.
 
(b)  Except as provided in paragraph (c) below, the Book-Entry Certificates shall at all times remain registered in the name of the Depository or its nominee and at all times: (i) registration of such Certificates may not be transferred by the Trustee except to another Depository; (ii) the Depository shall maintain book-entry records with respect to the Certificate Owners and with respect to ownership and transfers of such Certificates; (iii) ownership and transfers of registration of such Certificates on the books of the Depository shall be governed by applicable rules established by the Depository; (iv) the Depository may collect its usual and customary fees, charges and expenses from its Depository Participants; (v) the Trustee shall for all purposes deal with the Depository as representative of the Certificate Owners of the Certificates for purposes of exercising the rights of Holders under this Agreement, and requests and directions for and votes of such representative shall not be deemed to be inconsistent if they are made with respect to different Certificate Owners; (vi) the Trustee may rely and shall be fully protected in relying upon information furnished by the Depository with respect to its Depository Participants and furnished by the Depository Participants with respect to indirect participating firms and Persons shown on the books of such indirect participating firms as direct or indirect Certificate Owners; and (vii) the direct participants of the Depository shall have no rights under this Agreement under or with respect to any of the Certificates held on their behalf by the Depository, and the Depository may be treated by the Trustee and its agents, employees, officers and directors as the absolute owner of the Certificates for all purposes whatsoever.
 
All transfers by Certificate Owners of Book-Entry Certificates shall be made in accordance with the procedures established by the Depository Participant or brokerage firm representing such Certificate Owners. Each Depository Participant shall only transfer Book-Entry Certificates of Certificate Owners that it represents or of brokerage firms for which it acts as agent in accordance with the Depository’s normal procedures. The parties hereto are hereby authorized to execute a Letter of Representations with the Depository or take such other action as may be necessary or desirable to register a Book-Entry Certificate to the Depository. In the event of any conflict between the terms of any such Letter of Representation and this Agreement, the terms of this Agreement shall control.
 
(c)  If (i)(x) the Depository or the Depositor advises the Trustee in writing that the Depository is no longer willing or able to discharge properly its responsibilities as Depository and (y) the Trustee or the Depositor is unable to locate a qualified successor or (ii) after the occurrence of a Servicer Event of Termination, the Certificate Owners of the Book-Entry Certificates representing Percentage Interests of such Classes aggregating not less than 51% advise the Trustee and Depository through the Financial Intermediaries and the Depository Participants in writing that the continuation of a book-entry system through the Depository to the exclusion of definitive, fully registered certificates (the “Definitive Certificates”) to Certificate Owners is no longer in the best interests of the Certificate Owners. Upon surrender to the Certificate Registrar of the Book-Entry Certificates by the Depository, accompanied by registration instructions from the Depository for registration, the Trustee shall, at the Depositor’s expense, in the case of (ii) above, or the Servicer’s expense, in the case of (i) above, execute on behalf of the Trust and authenticate the Definitive Certificates. Neither the Depositor nor the Trustee shall be liable for any delay in delivery of such instructions and may conclusively rely on, and shall be protected in relying on, such instructions. Upon the issuance of Definitive Certificates, the Trustee, the Certificate Registrar, the Servicer, any Paying Agent and the Depositor shall recognize the Holders of the Definitive Certificates as Certificateholders hereunder.
 
(d)  No transfer, sale, pledge or other disposition of any Class C, Class P or Residual Certificate (the “Private Certificates”) shall be made unless such disposition is exempt from the registration requirements of the Securities Act of 1933, as amended (the “1933 Act”), and any applicable state securities laws or is made in accordance with the 1933 Act and laws. In the event of any such transfer (other than in connection with (i) the initial transfer of any such Certificate by the Depositor to an Affiliate of the Depositor or, in the case of the Class R-X Certificates, the first transfer by an Affiliate of the Depositor, (ii) the transfer of any such Class C, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any such Class C, Class P or Residual Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor), the Trustee and the Certificate Registrar shall each require receipt of: (I)(i) if such transfer is purportedly being made in reliance upon Rule 144A (as evidenced by the investment letter delivered to the Trustee, in substantially the form attached hereto as Exhibit J) under the 1933 Act and (ii) in all other cases, an Opinion of Counsel satisfactory to it that such transfer may be made without such registration (which Opinion of Counsel shall not be an expense of the Depositor, the Trustee, the Servicer, in its capacity as such, or the Trust Fund), together with copies of the written certification(s) of the Certificateholder desiring to effect the transfer and/or such Certificateholder’s prospective transferee upon which such Opinion of Counsel is based, if any; or (II) the Trustee shall require the transferor to execute a transferor certificate (in substantially the form attached hereto as Exhibit L) and the transferee to execute an investment letter (in substantially the form attached hereto as Exhibit J) acceptable to and in form and substance reasonably satisfactory to the Depositor and the Trustee certifying to the Depositor and the Trustee the facts surrounding such transfer, which investment letter shall not be an expense of the Trustee or the Depositor. The Holder of a Class C Certificate, Class P Certificate or Residual Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
Notwithstanding the foregoing, in the event of any such transfer of any Ownership Interest in any Private Certificate that is a Book-Entry Certificate, except with respect to the initial transfer of any such Ownership Interest by the Depositor, such transfer shall be required to be made in reliance upon Rule 144A under the 1933 Act, and the transferor will be deemed to have made each of the transferor representations and warranties set forth Exhibit L hereto in respect of such interest as if it was evidenced by a Definitive Certificate and the transferee will be deemed to have made each of the transferee representations and warranties set forth Exhibit J hereto in respect of such interest as if it was evidenced by a Definitive Certificate. The Certificate Owner of any such Ownership Interest in any such Book-Entry Certificate desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of a Residual, Class C or Class P Certificate or any interest therein shall be made to any Plan, any Person acting, directly or indirectly, on behalf of any such Plan or any Person acquiring such Certificates with “Plan Assets” of a Plan within the meaning of the Department of Labor regulation promulgated at 29 C.F.R. § 2510.3-101 (“Plan Assets”), as certified by such transferee in the form of Exhibit K or M, unless the Trustee is provided with an Opinion of Counsel for the benefit of the Trust Fund, the Depositor, the Trustee and the Servicer and on which they may rely, which shall be to the effect that the purchase and holding of such Certificates is permissible under applicable law, shall not constitute or result in any non-exempt prohibited transaction under ERISA or Section 4975 of the Code and shall not subject the Depositor, the Servicer, the Trustee or the Trust Fund to any obligation or liability (including obligations or liabilities under ERISA or Section 4975 of the Code) in addition to those undertaken in this Agreement, which Opinion of Counsel shall not be an expense of the Depositor, the Servicer, the NIMS Insurer, the Trustee or the Trust Fund. Any transferee of such Book-Entry Certificate which does not provide such an Opinion of Counsel shall be deemed to represent that it is not a Plan or acquiring such Certificates with Plan Assets. Neither an Opinion of Counsel nor any certification shall be required in connection with (i) the initial transfer of any such Certificate by the Depositor to an affiliate of the Depositor or, in the case of the Class R-X Certificates, the first transfer by an Affiliate of the Depositor, (ii) the transfer of any Class C, Class P or Residual Certificate to the issuer under the Indenture or the indenture trustee under the Indenture or (iii) a transfer of any Class C, Class P or Residual Certificate from the issuer under the Indenture or the indenture trustee under the Indenture to the Depositor or an Affiliate of the Depositor (in which case, the Depositor or any Affiliate thereof shall have deemed to have represented that it is not purchasing with Plan Assets) and the Trustee shall be entitled to conclusively rely upon a representation (which, upon the request of the Trustee, shall be a written representation) from the Depositor of the status of such transferee as an affiliate of the Depositor.
 
For so long as the Supplemental Interest Trust is in existence, each beneficial owner of a Class A Certificate or a Mezzanine Certificate or any interest therein shall be deemed to have represented, by virtue of its acquisition or holding of the Offered Certificate, or interest therein, that either (i) it is not a Plan or (ii) (A) it is an accredited investor within the meaning of Prohibited Transaction Exemption 2007-05, as amended from time to time (the “Exemption”), and (B) the acquisition and holding of such Certificate and the separate right to receive payments from the Supplemental Interest Trust are eligible for the exemptive relief available under Prohibited Transaction Class Exemption (“PTCE”) 95-60 (for transactions by insurance company general accounts), 84-14 (for transactions by independent “qualified professional asset managers”), 91-38 (for transactions by bank collective investment funds), 90-1 (for transactions by insurance company pooled separate accounts) or 96-23 (for transactions effected by “in-house asset managers”).
 
Subsequent to the termination of the Supplemental Interest Trust, each beneficial owner of a Mezzanine Certificate or any interest therein shall be deemed to have represented, by virtue of its acquisition or holding of that certificate or interest therein, that either (i) it is not a Plan or a trustee or other Person acting on behalf of a Plan or using “Plan Assets” to effect such acquisition (including any insurance company using funds in its general or separate accounts that may constitute “Plan Assets”), (ii) it has acquired and is holding such certificate in reliance on the Exemption, and that it understands that there are certain conditions to the availability of the Exemption, including that the certificate must be rated, at the time of purchase, not lower than “BBB-”(or its equivalent) by S&P, Moody’s, Fitch Ratings, Dominion Bond Rating Service Limited (known as DBRS Limited) or Dominion Bond Rating Service, Inc. (known as DBRS, Inc.) and the certificate is so rated or (iii) (1) it is an insurance company, (2) the source of funds used to acquire or hold the certificate or interest therein is an “insurance company general account,” as such term is defined in PTCE 95-60, and (3) the conditions in Sections I and III of PTCE 95-60 have been satisfied.
 
If any Certificate or any interest therein is acquired or held in violation of the provisions of the preceding paragraphs, the next preceding permitted beneficial owner shall be treated as the beneficial owner of that Certificate retroactive to the date of transfer to the purported beneficial owner. Any purported beneficial owner whose acquisition or holding of any such Certificate or interest therein was effected in violation of the provisions of the preceding paragraphs shall indemnify and hold harmless the Depositor, the Servicer, the Trustee, the NIMS Insurer, and the Trust Fund from and against any and all liabilities, claims, costs or expenses incurred by those parties as a result of that acquisition or holding.
 
No transfer of any Class C Certificate shall be made unless the proposed transferee of such Class C Certificate (1) provides to the Trustee and the Swap Provider, the appropriate tax certification forms that would eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, to the Supplemental Interest Trust Trustee (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), together with any applicable attachments) and (2) agrees to update such form (a) upon expiration of any such form, (b) as required under then applicable U.S. Treasury regulations and (c) promptly upon learning that such form has become obsolete or incorrect, each as a condition to such transfer. In addition, no transfer of any Class C Certificate shall be made if such transfer would cause the Supplemental Interest Trust to be beneficially owned by two or more persons for federal income tax purposes, or continue to be so treated, unless (i) each proposed transferee of such Class C Certificate complies with the foregoing conditions, (ii) the proposed majority holder of the Class C Certificates (or each holder, if there is or would be no majority holder) (A) provides, or causes to be provided, on behalf of the Supplemental Interest Trust, if applicable, the appropriate tax certification form that would be required from the Supplemental Interest Trust, as applicable, to eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, to the Supplemental Interest Trust Trustee (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), together with any applicable attachments) and (B) agrees to update such form (x) upon expiration of any such form, (y) as required under then applicable U.S. Treasury regulations and (z) promptly upon learning that such form has become obsolete or incorrect. If, under applicable U.S. Treasury regulations, such tax certification form may only be signed by a trustee acting on behalf of the Supplemental Interest Trust, then the Supplemental Interest Trust Trustee, as applicable, shall sign such certification form if so requested by a holder of the Class C Certificates.
 
Upon receipt of any tax certification form pursuant to the preceding conditions from a proposed transferee of any Class C Certificate, the Trustee shall forward each tax certification form attributable to the Interest Rate Swap Agreement to the Swap Provider, upon request of the Swap Provider, solely to the extent the Swap Provider has not received such IRS Form directly from the Holder of the Class C Certificates. Each Holder of a Class C Certificate by its purchase of such Certificate is deemed to consent to any such IRS Form being so forwarded. Upon the request of the Swap Provider, the Trustee shall be required to forward any tax certification received by it to the Swap Provider at the last known address provided to it, and, subject to Section 8.01, shall not be liable for the receipt of such tax certification by the Swap Provider, nor any action taken or not taken by the Swap Provider with respect to such tax certification. Any purported sales or transfers of any Class C Certificate to a transferee which does not comply with the requirements of the preceding paragraph shall be deemed null and void under this Agreement. The Trustee shall have no duty to take any action to correct any misstatement or omission in any tax certification provided to it by the Holder of the Class C Certificates and forwarded to the Swap Provider.
 
Each Person who has or who acquires any Ownership Interest in a Residual Certificate shall be deemed by the acceptance or acquisition of such Ownership Interest to have agreed to be bound by the following provisions and to have irrevocably appointed the Depositor or its designee as its attorney-in-fact to negotiate the terms of any mandatory sale under clause (v) below and to execute all instruments of transfer and to do all other things necessary in connection with any such sale, and the rights of each Person acquiring any Ownership Interest in a Residual Certificate are expressly subject to the following provisions:
 
(i)  Each Person holding or acquiring any Ownership Interest in a Residual Certificate shall be a Permitted Transferee and shall promptly notify the Trustee of any change or impending change in its status as a Permitted Transferee.
 
(ii)  No Person shall acquire an Ownership Interest in a Residual Certificate unless such Ownership Interest is a pro rata undivided interest.
 
(iii)  In connection with any proposed transfer of any Ownership Interest in a Residual Certificate, the Trustee shall as a condition to registration of the transfer, require delivery to it, in form and substance satisfactory to it, of each of the following:
 
(A) an affidavit in the form of Exhibit K hereto from the proposed transferee to the effect that such transferee is a Permitted Transferee and that it is not acquiring its Ownership Interest in the Residual Certificate that is the subject of the proposed transfer as a nominee, trustee or agent for any Person who is not a Permitted Transferee; and
 
(B) a covenant of the proposed transferee to the effect that the proposed transferee agrees to be bound by and to abide by the transfer restrictions applicable to the Residual Certificates.
 
(iv)  Any attempted or purported transfer of any Ownership Interest in a Residual Certificate in violation of the provisions of this Section shall be absolutely null and void and shall vest no rights in the purported transferee. If any purported transferee shall, in violation of the provisions of this Section, become a Holder of a Residual Certificate, then the prior Holder of such Residual Certificate that is a Permitted Transferee shall, upon discovery that the registration of transfer of such Residual Certificate was not in fact permitted by this Section, be restored to all rights as Holder thereof retroactive to the date of registration of transfer of such Residual Certificate. The Trustee shall be under no liability to any Person for any registration of transfer of a Residual Certificate that is in fact not permitted by this Section or for making any distributions due on such Residual Certificate to the Holder thereof or taking any other action with respect to such Holder under the provisions of this Agreement so long as the Trustee received the documents specified in clause (iii). The Trustee shall be entitled to recover from any Holder of a Residual Certificate that was in fact not a Permitted Transferee at the time such distributions were made all distributions made on such Residual Certificate. Any such distributions so recovered by the Trustee shall be distributed and delivered by the Trustee to the prior Holder of such Residual Certificate that is a Permitted Transferee.
 
(v)  If any Person other than a Permitted Transferee acquires any Ownership Interest in a Residual Certificate in violation of the restrictions in this Section, then the Trustee shall have the right but not the obligation, without notice to the Holder of such Residual Certificate or any other Person having an Ownership Interest therein, to notify the Depositor to arrange for the sale of such Residual Certificate. The proceeds of such sale, net of commissions (which may include commissions payable to the Depositor or its affiliates in connection with such sale), expenses and taxes due, if any, will be remitted by the Trustee to the previous Holder of such Residual Certificate that is a Permitted Transferee, except that in the event that the Trustee determines that the Holder of such Residual Certificate may be liable for any amount due under this Section or any other provisions of this Agreement, the Trustee may withhold a corresponding amount from such remittance as security for such claim. The terms and conditions of any sale under this clause (v) shall be determined in the sole discretion of the Trustee and it shall not be liable to any Person having an Ownership Interest in a Residual Certificate as a result of its exercise of such discretion.
 
(vi)  If any Person other than a Permitted Transferee acquires any Ownership Interest in a Residual Certificate in violation of the restrictions in this Section, then the Trustee upon receipt of reasonable compensation will provide to the Internal Revenue Service, and to the persons specified in Sections 860E(e)(3) and (6) of the Code, information needed to compute the tax imposed under Section 860E(e)(5) of the Code on transfers of residual interests to disqualified organizations.
 
The foregoing provisions of this Section shall cease to apply to transfers occurring on or after the date on which there shall have been delivered to the Trustee and the NIMS Insurer, in form and substance satisfactory to the Trustee and the NIMS Insurer, (i) written notification from each Rating Agency that the removal of the restrictions on transfer set forth in this Section will not cause such Rating Agency to downgrade its rating of the Certificates and (ii) an Opinion of Counsel to the effect that such removal will not cause any REMIC created hereunder to fail to qualify as a REMIC.
 
(e)  No service charge shall be made for any registration of transfer or exchange of Certificates of any Class, but the Certificate Registrar may require payment of a sum sufficient to cover any tax or governmental charge that may be imposed in connection with any transfer or exchange of Certificates.
 
All Certificates surrendered for registration of transfer or exchange shall be canceled by the Certificate Registrar and disposed of pursuant to its standard procedures.
 
SECTION 5.03.                      
Mutilated, Destroyed, Lost or Stolen Certificates.
 
If (i) any mutilated Certificate is surrendered to the Certificate Registrar or the Certificate Registrar receives evidence to its satisfaction of the destruction, loss or theft of any Certificate and (ii) there is delivered to the Trustee, the Depositor, the NIMS Insurer and the Certificate Registrar such security or indemnity as may be required by them to save each of them harmless, then, in the absence of notice to the Trustee or the Certificate Registrar that such Certificate has been acquired by a bona fide purchaser, the Trustee shall execute on behalf of the Trust, authenticate and deliver, in exchange for or in lieu of any such mutilated, destroyed, lost or stolen Certificate, a new Certificate of like tenor and Percentage Interest. Upon the issuance of any new Certificate under this Section, the Trustee or the Certificate Registrar may require the payment of a sum sufficient to cover any tax or other governmental charge that may be imposed in relation thereto and any other expenses (including the fees and expenses of the Trustee and the Certificate Registrar) in connection therewith. Any duplicate Certificate issued pursuant to this Section, shall constitute complete and indefeasible evidence of ownership in the Trust, as if originally issued, whether or not the lost, stolen or destroyed Certificate shall be found at any time.
 
SECTION 5.04.                      
Persons Deemed Owners.
 
The Servicer, the Depositor, the Trustee, the NIMS Insurer, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMS Insurer, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner of such Certificate for the purpose of receiving distributions pursuant to Section 4.01 and for all other purposes whatsoever, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
SECTION 5.05.                      
Appointment of Paying Agent.
 
(a)  The Paying Agent shall make distributions to Certificateholders from the Distribution Account pursuant to Section 4.01 and shall report the amounts of such distributions to the Trustee. The duties of the Paying Agent may include the obligation (i) to withdraw funds from the Collection Account pursuant to Section 3.11(a) and for the purpose of making the distributions referred to above and (ii) to distribute statements and provide information to Certificateholders as required hereunder. The Paying Agent hereunder shall at all times be an entity duly incorporated and validly existing under the laws of the United States of America or any state thereof, authorized under such laws to exercise corporate trust powers and subject to supervision or examination by federal or state authorities. The Paying Agent shall initially be the Trustee. The Trustee may appoint a successor to act as Paying Agent, which appointment shall be reasonably satisfactory to the Depositor and the NIMS Insurer.
 
(b)  The Trustee shall cause the Paying Agent (if other than the Trustee) to execute and deliver to the Trustee an instrument in which such Paying Agent shall agree with the Trustee that such Paying Agent shall hold all sums, if any, held by it for payment to the Certificateholders in trust for the benefit of the Certificateholders entitled thereto until such sums shall be paid to such Certificateholders and shall agree that it shall comply with all requirements of the Code regarding the withholding of payments in respect of Federal income taxes due from Certificate Owners and otherwise comply with the provisions of this Agreement applicable to it.
 
 
ARTICLE VI
 
THE SERVICER AND THE DEPOSITOR
 
SECTION 6.01.                      
Liability of the Servicer and the Depositor.
 
The Servicer shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by Servicer herein. The Depositor shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by the Depositor.
 
SECTION 6.02.                      
Merger or Consolidation of, or Assumption of the Obligations of, the Servicer or the Depositor.
 
Any entity into which the Servicer or Depositor may be merged or consolidated, or any entity resulting from any merger, conversion or consolidation to which the Servicer or the Depositor shall be a party, or any corporation succeeding to the business of the Servicer or the Depositor, shall be the successor of the Servicer or the Depositor, as the case may be, hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding; provided, however, that the successor Servicer shall satisfy all the requirements of Section 7.02 with respect to the qualifications of a successor Servicer.
 
SECTION 6.03.                      
Limitation on Liability of the Servicer and Others.
 
Neither the Servicer or the Depositor nor any of the directors or officers or employees or agents of the Servicer or the Depositor shall be under any liability to the Trust or the Certificateholders for any action taken or for refraining from the taking of any action by the Servicer or the Depositor in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Servicer, the Depositor or any such Person against any liability which would otherwise be imposed by reason of its willful misfeasance, bad faith or gross negligence in the performance of duties of the Servicer or the Depositor, as the case may be, or by reason of its reckless disregard of its obligations and duties of the Servicer or the Depositor, as the case may be, hereunder; provided, further, that this provision shall not be construed to entitle the Servicer to indemnity in the event that amounts advanced by the Servicer to retire any senior lien exceed Liquidation Proceeds (in excess of related liquidation expenses) realized with respect to the related Mortgage Loan. The preceding sentence shall not limit the obligations of the Servicer pursuant to Section 8.05. The Servicer and any director or officer or employee or agent of the Servicer may rely in good faith on any document of any kind prima facie properly executed and submitted by any Person respecting any matters arising hereunder. The Servicer and the Depositor, and any director or officer or employee or agent of the Servicer or the Depositor, shall be indemnified by the Trust and held harmless against any loss, liability or expense incurred in connection with any legal action relating to this Agreement or the Certificates, other than any loss, liability or expense related to any specific Mortgage Loan or Mortgage Loans (except as any such loss, liability or expense shall be otherwise reimbursable pursuant to this Agreement) and any loss, liability or expense incurred by reason of its willful misfeasance, bad faith or gross negligence in the performance of duties hereunder or by reason of its reckless disregard of obligations and duties hereunder. The Servicer or the Depositor may undertake any such action which it may deem necessary or desirable in respect of this Agreement, and the rights and duties of the parties hereto and the interests of the Certificateholders hereunder. In such event, unless the Depositor or the Servicer acts without the consent of Holders of Certificates entitled to at least 51% of the Voting Rights, the reasonable legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust and the Servicer shall be entitled to be reimbursed therefor from the Collection Account as and to the extent provided in Section 3.11, any such right of reimbursement being prior to the rights of the Certificateholders to receive any amount in the Collection Account. The Servicer’s right to indemnity or reimbursement pursuant to this Section shall survive any resignation or termination of the Servicer pursuant to Section 6.04 or 7.01 with respect to any losses, expenses, costs or liabilities arising prior to such resignation or termination (or arising from events that occurred prior to such resignation or termination). This paragraph shall apply to the Servicer solely in its capacity as Servicer hereunder and in no other capacities. Without limiting the foregoing, the Servicer shall undertake to defend any claims against the Trust Fund, the Trustee and/or itself initiated by a Borrower or otherwise related to the servicing of any Mortgage Loan.
 
The Servicer (except the Trustee if it is required to succeed the Servicer hereunder) indemnifies and holds the Trustee, the Depositor, the NIMS Insurer and each Certificateholder harmless against any and all claims, losses, penalties, fines, forfeitures, reasonable legal fees and related costs, judgments, and any other costs, fees and expenses that the Trustee, the Depositor, the NIMS Insurer and any Certificateholder may sustain in any way related to the failure of the Servicer to perform its duties and service the Mortgage Loans in compliance with the terms of this Agreement. The Servicer shall immediately notify the Trustee, the Depositor, the NIMS Insurer and each Certificateholder if a claim is made that may result in such claims, losses, penalties, fines, forfeitures, legal fees or related costs, judgments, or any other costs, fees and expenses, and the Servicer shall assume (with the consent of the Trustee) the defense of any such claim and pay all expenses in connection therewith, including reasonable counsel fees, and promptly pay, discharge and satisfy any judgment or decree which may be entered against the Servicer, the Trustee, the Depositor, the NIMS Insurer and/or Certificateholder in respect of such claim. The provisions of this paragraph shall survive the termination of this Agreement and the payment of the outstanding Certificates.
 
SECTION 6.04.                      
Servicer Not to Resign.
 
Subject to the provisions of Section 7.01 and Section 6.02, the Servicer shall not resign from the obligations and duties hereby imposed on it except (i) upon determination that the performance of its obligations or duties hereunder are no longer permissible under applicable law or are in material conflict by reason of applicable law with any other activities carried on by it or its subsidiaries or Affiliates, the other activities of the Servicer so causing such a conflict being of a type and nature carried on by the Servicer or its subsidiaries or Affiliates at the date of this Agreement or (ii) upon satisfaction of the following conditions: (a) the Servicer has proposed a successor servicer to the Trustee and the NIMS Insurer in writing and such proposed successor servicer is reasonably acceptable to the Trustee and the NIMS Insurer and (b) each Rating Agency shall have delivered a letter to the Trustee and the NIMS Insurer prior to the appointment of the successor servicer stating that the proposed appointment of such successor servicer as Servicer hereunder will not result in the reduction or withdrawal of the then current rating of the Certificates; provided, however, that no such resignation by the Servicer shall become effective until such successor servicer or, in the case of (i) above, the Trustee shall have assumed the Servicer’s responsibilities and obligations hereunder or the Trustee shall have designated, with the consent of the NIMS Insurer, a successor servicer in accordance with Section 7.02. Any such resignation shall not relieve the Servicer of responsibility for any of the obligations specified in Sections 7.01 and 7.02 as obligations that survive the resignation or termination of the Servicer. Any such determination permitting the resignation of the Servicer pursuant to clause (i) above shall be evidenced by an Opinion of Counsel to such effect delivered to the Trustee and the NIMS Insurer. Any such determination permitting the resignation of the Servicer shall be evidenced by an Opinion of Counsel to such effect delivered to the Trustee and the NIMS Insurer.
 
Notwithstanding anything to the contrary which may be set forth above, the Trustee and the Depositor hereby specifically (i) consent to the pledge and assignment by the Servicer of all the Servicer’s right, title and interest in, to and under this Agreement to the Servicing Rights Pledgee, for the benefit of certain lenders, and (ii) provided that no Servicer Event of Termination exists, agree that upon delivery to the Trustee by the Servicing Rights Pledgee of a letter signed by the Servicer whereunder the Servicer shall resign as Servicer under this Agreement, the Trustee shall appoint the Servicing Rights Pledgee or its designee as successor Servicer, provided that at the time of such appointment, the Servicing Rights Pledgee or such designee meets the requirements of a successor Servicer pursuant to Section 7.02(a) and agrees to be subject to the terms of this Agreement. If, pursuant to any provision hereof, the duties of the Servicer are transferred to a successor, the entire amount of the Servicing Fee and other compensation payable to the Servicer pursuant hereto shall thereafter be payable to such successor.
 
SECTION 6.05.                      
Delegation of Duties.
 
In the ordinary course of business, the Servicer at any time may delegate any of its duties hereunder to any Person, including any of its Affiliates, who agrees to conduct such duties in accordance with standards comparable to those set forth in Section 3.01. Such delegation shall not relieve the Servicer of its liabilities and responsibilities with respect to such duties and shall not constitute a resignation within the meaning of Section 6.04. Except as provided in Section 3.02, no such delegation is permitted that results in the delegee subservicing any Mortgage Loans. The Servicer shall provide the Trustee and the NIMS Insurer with 60 days prior written notice prior to the delegation of any of its duties to any Person other than any of the Servicer’s Affiliates or their respective successors and assigns.
 
SECTION 6.06.                      
[Reserved].
 
SECTION 6.07.                      
Inspection.
 
The Servicer, in its capacity as Originator and Servicer, shall afford the Trustee and the NIMS Insurer, upon reasonable advance notice, during normal business hours, access to all records maintained by the Servicer in respect of its rights and obligations hereunder and access to officers of the Servicer responsible for such obligations. Upon request, the Servicer shall furnish to the Trustee and the NIMS Insurer its most recent publicly available financial statements and such other information relating to its capacity to perform its obligations under this Agreement.
 
 
ARTICLE VII
 
DEFAULT
 
SECTION 7.01.                      
Servicer Events of Termination.
 
(a)  If any one of the following events (“Servicer Events of Termination”) shall occur and be continuing:
 
(i)  (A) The failure by the Servicer to make any Advance; or (B) any other failure by the Servicer to deposit in the Collection Account or Distribution Account any deposit required to be made under the terms of this Agreement which continues unremedied for a period of one Business Day after the date upon which written notice of such failure shall have been given to the Servicer by the Trustee or to the Trustee by the NIMS Insurer or any Holders of a Regular Certificate evidencing at least 25% of the Voting Rights; or
 
(ii)  The failure by the Servicer to make any required Servicing Advance which failure continues unremedied for a period of 30 days, or the failure by the Servicer duly to observe or perform, in any material respect, any other covenants, obligations or agreements of the Servicer as set forth in this Agreement, which failure continues unremedied for a period of 30 days, after the date (A) on which written notice of such failure, requiring the same to be remedied, shall have been given to the Servicer by the Trustee or to the Trustee by the NIMS Insurer or any Holders of a Regular Certificate evidencing at least 25% of the Voting Rights or (B) of actual knowledge of such failure by a Servicing Officer of the Servicer; or
 
(iii)  The entry against the Servicer of a decree or order by a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a trustee, conservator, receiver or liquidator in any insolvency, conservatorship, receivership, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding up or liquidation of its affairs, and the continuance of any such decree or order unstayed and in effect for a period of 60 days; or
 
(iv)  The Servicer shall voluntarily go into liquidation, consent to the appointment of a conservator or receiver or liquidator or similar person in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings of or relating to the Servicer or of or relating to all or substantially all of its property; or a decree or order of a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a conservator, receiver, liquidator or similar person in any insolvency, readjustment of debt, marshalling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Servicer and such decree or order shall have remained in force undischarged, unbonded or unstayed for a period of 60 days; or the Servicer shall admit in writing its inability to pay its debts generally as they become due, file a petition to take advantage of any applicable insolvency or reorganization statute, make an assignment for the benefit of its creditors or voluntarily suspend payment of its obligations; or
 
(v)  A Delinquency Servicer Termination Trigger has occurred and is continuing;
 
then, and in each and every such case, so long as a Servicer Event of Termination shall not have been remedied within the applicable grace period, (x) with respect solely to clause (i)(A) above, if such Advance is not made by 12:00 P.M., New York time, on the Business Day immediately following the Servicer Remittance Date (provided the Trustee shall give the Servicer notice of such failure to advance by 5:00 P.M. New York time on the Servicer Remittance Date), the Trustee shall, at the direction of the NIMS Insurer, terminate all of the rights and obligations of the Servicer under this Agreement and the Trustee, or a successor servicer appointed in accordance with Section 7.02, shall immediately make such Advance and assume, pursuant to Section 7.02, the duties of a successor Servicer, (y) in the case of (i)(B), (ii), (iii) and (iv) above, the Trustee shall, at the written direction of the NIMS Insurer or the Holders of each Class of Regular Certificates evidencing Percentage Interests aggregating not less than 51%, by notice then given in writing to the Servicer and to the Trustee and (z) in the case of (v) above, the Trustee shall, at the direction of the NIMS Insurer, by notice then given in writing to the Servicer and to the Trustee, terminate all of the rights and obligations of the Servicer as servicer under this Agreement. Any such notice to the Servicer shall also be given to each Rating Agency, the Depositor and the Originator. On or after the receipt by the Servicer (and by the Trustee if such notice is given by the Holders) of such written notice, all authority and power of the Servicer under this Agreement, whether with respect to the Certificates or the Mortgage Loans or otherwise, shall pass to and be vested in the Trustee pursuant to and under this Section; and, without limitation, and the Trustee is hereby authorized and empowered to execute and deliver, on behalf of the Servicer, as attorney-in-fact or otherwise, any and all documents and other instruments, and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement of each Mortgage Loan and related documents or otherwise. The Servicer agrees to cooperate with the Trustee (or the applicable successor Servicer) in effecting the termination of the responsibilities and rights of the Servicer hereunder, including, without limitation, the delivery to the Trustee of all documents and records requested by it to enable it to assume the Servicer’s functions under this Agreement within ten Business Days subsequent to such notice, the transfer within one Business Day subsequent to such notice to the Trustee (or the applicable successor Servicer) for the administration by it of all cash amounts that shall at the time be held by the Servicer and to be deposited by it in the Collection Account, the Distribution Account, any REO Account or any Servicing Account or that have been deposited by the Servicer in such accounts or thereafter received by the Servicer with respect to the Mortgage Loans or any REO Property received by the Servicer. All reasonable costs and expenses (including attorneys’ fees) incurred in connection with transferring the Mortgage Files to the successor Servicer and amending this Agreement to reflect such succession as Servicer pursuant to this Section shall be paid by the predecessor Servicer (or if the predecessor Servicer is the Trustee, the initial Servicer) upon presentation of reasonable documentation of such costs and expenses and to the extent not paid by the Servicer, by the Trust.
 
(b) In connection with any failure by the Servicer to make any remittance required to be made by the Servicer to the Distribution Account pursuant to this Section 7.01 on the day and by the time such remittance is required to be made under the terms of this Section 7.01 (without giving effect to any grace or cure period), the Servicer shall pay to the Trustee for the account of the Trustee interest at the Prime Rate on any amount not timely remitted from and including the day such remittance was required to be made to, but not including, the day on which such remittance was actually made.
 
SECTION 7.02.                      
Trustee to Act; Appointment of Successor.
 
(a)  From the time the Servicer (and the Trustee, if notice is sent by the Holders) receives a notice of termination pursuant to Section 7.01 or 6.04, the Trustee (or such other successor Servicer as is approved in accordance with this Agreement) shall be the successor in all respects to the Servicer in its capacity as servicer under this Agreement and the transactions set forth or provided for herein and shall be subject to all the responsibilities, duties and liabilities relating thereto placed on the Servicer by the terms and provisions hereof arising on and after its succession. Notwithstanding the foregoing, the parties hereto agree that the Trustee, in its capacity as successor Servicer, immediately will assume all of the obligations of the Servicer to make advances. Notwithstanding the foregoing, the Trustee, in its capacity as successor Servicer, shall not be responsible for the lack of information and/or documents that it cannot obtain through reasonable efforts. It is understood and acknowledged by the parties hereto that there will be a period of transition (not to exceed 100 days) before the transition of servicing obligations is fully effective. As compensation therefor, the Trustee (or such other successor Servicer) shall be entitled to such compensation as the Servicer would have been entitled to hereunder if no such notice of termination had been given. Notwithstanding the above, (i) if the Trustee is unwilling to act as successor Servicer or (ii) if the Trustee is legally unable so to act, the Trustee shall appoint or petition a court of competent jurisdiction to appoint, any established housing and home finance institution, bank or other mortgage loan or home equity loan servicer having a net worth of not less than $50,000,000 as the successor to the Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Servicer hereunder; provided, that the appointment of any such successor Servicer shall be approved by the NIMS Insurer (such approval not to be unreasonably withheld), as evidenced by the prior written consent of the NIMS Insurer, and will not result in the qualification, reduction or withdrawal of the ratings assigned to the Certificates by the Rating Agencies as evidenced by a letter to such effect from the Rating Agencies. Pending appointment of a successor to the Servicer hereunder, unless the Trustee is prohibited by law from so acting, the Trustee shall act in such capacity as hereinabove provided. In connection with such appointment and assumption, the successor shall be entitled to receive compensation out of payments on Mortgage Loans in an amount equal to the compensation which the Servicer would otherwise have received pursuant to Section 3.18 (or such other compensation as the Trustee and such successor shall agree, not to exceed the Servicing Fee). The appointment of a successor Servicer shall not affect any liability of the predecessor Servicer which may have arisen under this Agreement prior to its termination as Servicer to pay any deductible under an insurance policy pursuant to Section 3.14 or to indemnify the Trustee or the NIMS Insurer pursuant to Section 6.03), nor shall any successor Servicer be liable for any acts or omissions of the predecessor Servicer or for any breach by such Servicer of any of its representations or warranties contained herein or in any related document or agreement. The Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession. All Servicing Transfer Costs shall be paid by the predecessor Servicer upon presentation of reasonable documentation of such costs, and if such predecessor Servicer defaults in its obligation to pay such costs, such costs shall be paid by the successor Servicer or the Trustee (in which case the successor Servicer or the Trustee, as applicable, shall be entitled to reimbursement therefor from the assets of the Trust).
 
Notwithstanding any provision in this Agreement to the contrary, for a period of 10 days following the date on which the Servicer shall have received a notice of termination pursuant to Section 7.01 of this Agreement, the Servicer may appoint the Servicing Rights Pledgee or its designee as successor Servicer; provided, that the Servicing Rights Pledgee or such designee satisfies the eligibility criteria of a successor Servicer set forth below, which appointment shall be subject to the consent of the Depositor and the Trustee (such consent not to be unreasonably withheld or delayed); provided that such successor Servicer agrees to fully effect the servicing transfer within 100 days following the termination of the Servicer and to make all Advances that would be otherwise made by the Trustee under Section 7.01 as of the date of such appointment, and to immediately upon appointment reimburse the Trustee for any unreimbursed Advances the Trustee has made and any reimbursable expenses that the Trustee may have incurred in connection with this Section 7.02. Any proceeds received in connection with the appointment of such successor Servicer shall be the property of the Servicer or its designee.
 
(b)  Any successor to the Servicer, including the Trustee, shall during the term of its service as servicer continue to service and administer the Mortgage Loans for the benefit of Certificateholders, and maintain in force a policy or policies of insurance covering errors and omissions in the performance of its obligations as Servicer hereunder and a Fidelity Bond in respect of its officers, employees and agents to the same extent as the Servicer is so required pursuant to Section 3.14.
 
SECTION 7.03.                      
Waiver of Defaults.
 
The Majority Certificateholders may, on behalf of all Certificateholders and with the consent of the NIMS Insurer, waive any events permitting removal of the Servicer as servicer pursuant to this Article VII, provided, however, that the Majority Certificateholders may not waive a default in making a required distribution on a Certificate without the consent of the Holder of such Certificate and the consent of the NIMS Insurer. Upon any waiver of a past default, such default shall cease to exist and any Servicer Event of Termination arising therefrom shall be deemed to have been remedied for every purpose of this Agreement. No such waiver shall extend to any subsequent or other default or impair any right consequent thereto except to the extent expressly so waived. Notice of any such waiver shall be given by the Trustee to the Rating Agencies and the NIMS Insurer.
 
SECTION 7.04.                      
Notification to Certificateholders.
 
(a)  Upon any termination or appointment of a successor to the Servicer pursuant to this Article VII or Section 6.04, the Trustee shall give prompt written notice thereof to the Certificateholders at their respective addresses appearing in the Certificate Register, the NIMS Insurer and each Rating Agency.
 
(b)  No later than 60 days after the occurrence of any event which constitutes or which, with notice or a lapse of time or both, would constitute a Servicer Event of Termination for five Business Days after a Responsible Officer of the Trustee becomes aware of the occurrence of such an event, the Trustee shall transmit by mail to all Certificateholders and to the NIMS Insurer notice of such occurrence unless such default or Servicer Event of Termination shall have been waived or cured.
 
SECTION 7.05.                      
Survivability of Servicer Liabilities.
 
Notwithstanding anything herein to the contrary, upon termination of the Servicer hereunder, any liabilities of the Servicer which accrued prior to such termination shall survive such termination.
 
 
ARTICLE VIII
 
THE TRUSTEE
 
SECTION 8.01.                      
Duties of Trustee.
 
The Trustee, prior to the occurrence of a Servicer Event of Termination and after the curing of all Servicer Events of Termination which may have occurred, undertakes to perform such duties and only such duties as are specifically set forth in this Agreement. If a Servicer Event of Termination has occurred (which has not been cured) of which a Responsible Officer has knowledge, the Trustee shall exercise such of the rights and powers vested in it by this Agreement, and use the same degree of care and skill in their exercise, as a prudent man would exercise or use under the circumstances in the conduct of his own affairs.
 
The Trustee, upon receipt of all resolutions, certificates, statements, opinions, reports, documents, orders or other instruments furnished to the Trustee which are specifically required to be furnished pursuant to any provision of this Agreement, shall examine them to determine whether they conform to the requirements of this Agreement; provided, however, that the Trustee will not be responsible for the accuracy or content of any such resolutions, certificates, statements, opinions, reports, documents or other instruments. If any such instrument is found not to conform to the requirements of this Agreement in a material manner the Trustee shall take such action as it deems appropriate to have the instrument corrected, and if the instrument is not corrected to the Trustee’s satisfaction, the Trustee will provide notice thereof to the Certificateholders and the NIMS Insurer.
 
No provision of this Agreement shall be construed to relieve the Trustee from liability for its own negligent action, its own negligent failure to act or its own misconduct; provided, however, that:
 
(i)  prior to the occurrence of a Servicer Event of Termination, and after the curing of all such Servicer Events of Termination which may have occurred, the duties and obligations of the Trustee shall be determined solely by the express provisions of this Agreement, the Trustee shall not be liable except for the performance of such duties and obligations as are specifically set forth in this Agreement, no implied covenants or obligations shall be read into this Agreement against the Trustee and, in the absence of bad faith on the part of the Trustee, the Trustee may conclusively rely, as to the truth of the statements and the correctness of the opinions expressed therein, upon any certificates or opinions furnished to the Trustee and conforming to the requirements of this Agreement;
 
(ii)  the Trustee shall not be personally liable for an error of judgment made in good faith by a Responsible Officer of the Trustee, unless it shall be proved that the Trustee was negligent in ascertaining or investigating the facts related thereto;
 
(iii)  the Trustee shall not be personally liable with respect to any action taken, suffered or omitted to be taken by it in good faith in accordance with the direction of the NIMS Insurer or the Majority Certificateholders relating to the time, method and place of conducting any proceeding for any remedy available to the Trustee, or exercising or omitting to exercise any trust or power conferred upon the Trustee, under this Agreement; and
 
(iv)  the Trustee shall not be charged with knowledge of any failure by the Servicer to comply with the obligations of the Servicer referred to in clauses (i) and (ii) of Section 7.01(a) unless a Responsible Officer of the Trustee at the Corporate Trust Office obtains actual knowledge of such failure or the Trustee receives written notice of such failure from the Servicer, the NIMS Insurer or the Majority Certificateholders.
 
The Trustee shall not be required to expend or risk its own funds or otherwise incur financial liability in the performance of any of its duties hereunder, or in the exercise of any of its rights or powers, if there is reasonable ground for believing that the repayment of such funds or adequate indemnity against such risk or liability is not reasonably assured to it, and none of the provisions contained in this Agreement shall in any event require the Trustee to perform, or be responsible for the manner of performance of, any of the obligations of the Servicer under this Agreement, except during such time, if any, as the Trustee shall be the successor to, and be vested with the rights, duties, powers and privileges of, the Servicer in accordance with the terms of this Agreement.
 
SECTION 8.02.                      
Certain Matters Affecting the Trustee.
 
Except as otherwise provided in Section 8.01:
 
(a)  (i) the Trustee may request and rely upon, and shall be protected in acting or refraining from acting upon, any resolution, Officers’ Certificate, certificate of auditors or any other certificate, statement, instrument, opinion, report, notice, request, consent, order, appraisal, bond or other paper or document reasonably believed by it to be genuine and to have been signed or presented by the proper party or parties, and the manner of obtaining consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe;
 
(ii)  the Trustee may consult with counsel and any Opinion of Counsel shall be full and complete authorization and protection in respect of any action taken or suffered or omitted by it hereunder in good faith and in accordance with such Opinion of Counsel;
 
(iii)  the Trustee shall be under no obligation to exercise any of the rights or powers vested in it by this Agreement, or to institute, conduct or defend any litigation hereunder or in relation hereto, at the request, order or direction of any of the Certificateholders or the NIMS Insurer, pursuant to the provisions of this Agreement, unless such Certificateholders or the NIMS Insurer, as applicable, shall have offered to the Trustee reasonable security or indemnity against the costs, expenses and liabilities which may be incurred therein or thereby; the right of the Trustee to perform any discretionary act enumerated in this Agreement shall not be construed as a duty, and the Trustee shall not be answerable for other than its negligence or willful misconduct in the performance of any such act;
 
(iv)  the Trustee shall not be personally liable for any action taken, suffered or omitted by it in good faith and believed by it to be authorized or within the discretion or rights or powers conferred upon it by this Agreement;
 
(v)  prior to the occurrence of a Servicer Event of Termination and after the curing of all Servicer Events of Termination which may have occurred, the Trustee shall not be bound to make any investigation into the facts or matters stated in any resolution, certificate, statement, instrument, opinion, report, notice, request, consent, order, approval, bond or other paper or documents, unless requested in writing to do so by the NIMS Insurer or the Majority Certificateholder; provided, however, that if the payment within a reasonable time to the Trustee of the costs, expenses or liabilities likely to be incurred by it in the making of such investigation is, in the opinion of the Trustee, not reasonably assured to the Trustee by the security afforded to it by the terms of this Agreement, the Trustee may require reasonable indemnity against such cost, expense or liability as a condition to such proceeding. The reasonable expense of every such examination shall be paid by the Servicer or the NIMS Insurer (if requested by the NIMS Insurer) or, if paid by the Trustee, shall be reimbursed by the Servicer or the NIMS Insurer (if requested by the NIMS Insurer) upon demand and, if not reimbursed by the Servicer or the NIMS Insurer (if requested by the NIMS Insurer), shall be reimbursed by the Trust. Nothing in this clause (v) shall derogate from the obligation of the Servicer to observe any applicable law prohibiting disclosure of information regarding the Mortgagors;
 
(vi)  the Trustee shall not be accountable, shall have no liability and makes no representation as to any acts or omissions hereunder of the Servicer until such time as the Trustee may be required to act as Servicer pursuant to Section 7.02 and thereupon only for the acts or omissions of the Trustee as successor Servicer;
 
(vii)  the Trustee may execute any of the trusts or powers hereunder or perform any duties hereunder either directly or by or through agents or attorneys or a custodian; and
 
(viii)  the right of the Trustee to perform any discretionary act enumerated in this Agreement shall not be construed as a duty, and the Trustee shall not be answerable for other than its negligence or willful misconduct in the performance of such act.
 
(b)  The Depositor hereby directs the Trustee to execute, deliver and perform its obligations under the Interest Rate Swap Agreement (in its capacity as Supplemental Interest Trust Trustee) and to appoint to the Swap Administrator, pursuant to the Swap Administration Agreement, any rights to receive payments from the Swap Provider and the Depositor further directs the Trustee to execute, deliver and perform its obligation under the Swap Administration Agreement. The Seller, the Depositor, the Servicer and the Holders of the Class A Certificates and the Mezzanine Certificates by their acceptance of such Certificates acknowledge and agree that the Supplemental Interest Trust Trustee shall execute, deliver and perform its obligations under the Interest Rate Swap Agreement and the Swap Administration Agreement and shall do so solely in its capacity as trustee of the Supplemental Interest Trust or as Swap Administrator, as the case may be, and not in its individual capacity. Every provision of this Agreement relating to the conduct or affecting the liability of or affording protection to the Trustee shall apply to the Supplemental Interest Trust Trustee’s execution of the Interest Rate Swap Agreement and the Swap Administration Agreement, and the performance of its duties and satisfaction of its obligations thereunder.
 
(c)  [Reserved].
 
SECTION 8.03.                      
Trustee Not Liable for Certificates or Mortgage Loans.
 
The recitals contained herein and in the Certificates (other than the authentication of the Trustee on the Certificates) shall be taken as the statements of the Depositor, and the Trustee assumes no responsibility for the correctness of the same. The Trustee makes no representations as to the validity or sufficiency of this Agreement or of the Certificates (other than the signature and authentication of the Trustee on the Certificates) or of any Mortgage Loan or related document. The Trustee shall not be accountable for the use or application by the Servicer, or for the use or application of any funds paid to the Servicer in respect of the Mortgage Loans or deposited in or withdrawn from the Collection Account by the Servicer. The Trustee shall at no time have any responsibility or liability for or with respect to the legality, validity and enforceability of any Mortgage or any Mortgage Loan, or the perfection and priority of any Mortgage or the maintenance of any such perfection and priority, or for or with respect to the sufficiency of the Trust or its ability to generate the payments to be distributed to Certificateholders under this Agreement, including, without limitation: the existence, condition and ownership of any Mortgaged Property; the existence and enforceability of any hazard insurance thereon (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02); the validity of the assignment of any Mortgage Loan to the Trustee or of any intervening assignment; the completeness of any Mortgage Loan; the performance or enforcement of any Mortgage Loan (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02); the compliance by the Depositor, the Originator, the Seller or the Servicer with any warranty or representation made under this Agreement or in any related document or the accuracy of any such warranty or representation prior to the Trustee’s receipt of notice or other discovery of any non-compliance therewith or any breach thereof; any investment of monies by or at the direction of the Servicer or any loss resulting therefrom, it being understood that the Trustee shall remain responsible for any Trust property that it may hold in its individual capacity; the acts or omissions of any of the Servicer (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02), any Sub-Servicer or any Mortgagor; any action of the Servicer (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02), or any Sub-Servicer taken in the name of the Trustee; the failure of the Servicer or any Sub-Servicer to act or perform any duties required of it as agent of the Trustee hereunder; or any action by the Trustee taken at the instruction of the Servicer (other than if the Trustee shall assume the duties of the Servicer pursuant to Section 7.02); provided, however, that the foregoing shall not relieve the Trustee of its obligation to perform its duties under this Agreement, including, without limitation, the Trustee’s duty to review the Mortgage Files pursuant to Section 2.01. The Trustee shall have no responsibility for filing any financing or continuation statement in any public office at any time or to otherwise perfect or maintain the perfection of any security interest or lien granted to it hereunder (unless the Trustee shall have become the successor Servicer).
 
SECTION 8.04.                      
Trustee May Own Certificates.
 
The Trustee in its individual or any other capacity may become the owner or pledgee of Certificates with the same rights as it would have if it were not Trustee and may transact any banking and trust business with the Originator, the Servicer, the Depositor or their Affiliates.
 
SECTION 8.05.                      
Trustee Fee and Expenses.
 
(a)  The Trustee shall withdraw from the Distribution Account on each Distribution Date and pay to itself the Trustee Fee. The Trustee shall be reimbursed from the Trust Fund for all reasonable expenses, disbursements and advances incurred or made by the Trustee in accordance with any of the provisions of this Agreement (not including expenses, disbursements and advances incurred or made by the Trustee including the compensation and the expenses and disbursements of its agents and counsel, in the ordinary course of the Trustee’s performance in accordance with the provisions of this Agreement) up to a limit of $25,000 per calendar year except any such expense, disbursement or advance as may arise from its negligence or bad faith or which is the responsibility of Certificateholders or the Trustee hereunder. In addition, the Trustee and its officers, directors, employees and agents shall be entitled to be indemnified for, and held harmless by the Trust Fund against, any and all losses, liabilities, damages, claims or expenses incurred in connection with any legal action relating to this Agreement or the Certificates up to a limit of $600,000 per calendar year, other than (i) any loss, liability or expense incurred by reason of willful misfeasance, bad faith or negligence of the Trustee in the performance of its duties hereunder or by reason of the Trustee’s reckless disregard of obligations and duties hereunder or (ii) resulting from a breach of the Servicer’s obligations and duties under this Agreement and the Mortgage Loans (for which the Servicer shall indemnify pursuant to Section 8.05(b)). Notwithstanding anything herein to the contrary, the Trustee shall be reimbursed from the Trust Fund for all Servicing Transfer Costs not paid by the Servicer pursuant to Section 7.02(a) and any expenses related to “high cost home loans” without regard to any annual limitations. This section shall survive termination of this Agreement or the resignation or removal of any Trustee hereunder.
 
(b)  The Servicer agrees to indemnify the Trustee from, and hold it harmless against, any loss, liability or expense resulting from a breach of the Servicer’s obligations and duties under this Agreement. Such indemnity shall survive the termination or discharge of this Agreement and the resignation or removal of the Trustee. Any payment hereunder made by the Servicer to the Trustee shall be from the Servicer’s own funds, without reimbursement from the Trust Fund therefor.
 
(c)  Any amounts payable to the Trustee, or any director, officer, employee or agent of the Trustee in respect of the indemnification provided by this Section 8.05, or pursuant to any other right of reimbursement from the Trust Fund that the Trustee, or any director, officer, employee or agent of the Trustee, may have hereunder in its capacity as such, may be withdrawn by the Trustee from the Distribution Account at any time.
 
(d)  The limitations on the indemnification provided to the Trustee set forth in Section 8.05(a) above shall remain in effect for so long as any series of notes issued pursuant to one or more Indentures, as set forth in Section 1.04 remain outstanding.
 
SECTION 8.06.                      
Eligibility Requirements for Trustee.
 
The Trustee hereunder shall at all times be an entity duly organized and validly existing under the laws of the United States of America or any state thereof, authorized under such laws to exercise corporate trust powers, having a combined capital and surplus of at least $50,000,000 and a long-term debt rating of at least “A-” and a short-term debt rating of at least “A-1” by S&P, if rated by S&P, and subject to supervision or examination by federal or state authority. If such entity publishes reports of condition at least annually, pursuant to law or to the requirements of the aforesaid supervising or examining authority, then for the purposes of this Section 8.06, the combined capital and surplus of such entity shall be deemed to be its combined capital and surplus as set forth in its most recent report of condition so published. The principal office of the Trustee (other than the initial Trustee) shall be in a state with respect to which an Opinion of Counsel has been delivered to such Trustee and the NIMS Insurer at the time such Trustee is appointed Trustee to the effect that the Trust will not be a taxable entity under the laws of such state. In case at any time the Trustee shall cease to be eligible in accordance with the provisions of this Section 8.06, the Trustee shall resign immediately in the manner and with the effect specified in Section 8.07.
 
SECTION 8.07.                      
Resignation or Removal of Trustee.
 
The Trustee may at any time resign and be discharged from the trusts hereby created by giving written notice thereof to the NIMS Insurer, the Depositor, the Servicer and each Rating Agency. Upon receiving such notice of resignation, the Depositor shall promptly appoint a successor Trustee acceptable to the NIMS Insurer by written instrument, in duplicate, one copy of which instrument shall be delivered to the resigning Trustee and one copy to the successor Trustee. If no successor Trustee shall have been so appointed and having accepted appointment within 30 days after the giving of such notice of resignation, the resigning Trustee may petition any court of competent jurisdiction for the appointment of a successor Trustee.
 
If at any time the Trustee shall cease to be eligible in accordance with the provisions of Section 8.06 and shall fail to resign after written request therefor by the Depositor or the NIMS Insurer or if at any time the Trustee shall be legally unable to act, or shall be adjudged a bankrupt or insolvent, or a receiver of the Trustee or of its property shall be appointed, or any public officer shall take charge or control of the Trustee or of its property or affairs for the purpose of rehabilitation, conservation or liquidation, then the Depositor, the Servicer or the NIMS Insurer may remove the Trustee. If the Depositor, the Servicer or the NIMS Insurer removes the Trustee under the authority of the immediately preceding sentence, the Depositor, with the consent of the NIMS Insurer, shall promptly appoint a successor Trustee by written instrument, in duplicate, one copy of which instrument shall be delivered to the Trustee so removed and one copy to the successor trustee.
 
The Majority Certificateholders (or the NIMS Insurer upon the failure of the Trustee to perform its obligations hereunder) may at any time remove the Trustee by written instrument or instruments delivered to the Servicer, the Depositor and the Trustee; the Depositor shall thereupon use its best efforts to appoint a successor trustee acceptable to the NIMS Insurer in accordance with this Section.
 
Any resignation or removal of the Trustee and appointment of a successor Trustee pursuant to any of the provisions of this Section 8.07 shall not become effective until acceptance of appointment by the successor Trustee as provided in Section 8.08.
 
Any Person appointed as successor trustee pursuant to this Agreement shall also be required to serve as successor supplemental interest trust trustee under the Interest Rate Swap Agreement.
 
SECTION 8.08.                      
Successor Trustee.
 
Any successor Trustee appointed as provided in Section 8.07 shall execute, acknowledge and deliver to the NIMS Insurer, the Depositor, the Servicer and to its predecessor Trustee an instrument accepting such appointment hereunder, and thereupon the resignation or removal of the predecessor Trustee shall become effective, and such successor Trustee, without any further act, deed or conveyance, shall become fully vested with all the rights, powers, duties and obligations of its predecessor hereunder, with like effect as if originally named as Trustee. The Depositor, the Servicer and the predecessor Trustee shall execute and deliver such instruments and do such other things as may reasonably be required for fully and certainly vesting and confirming in the successor Trustee all such rights, powers, duties and obligations.
 
No successor Trustee shall accept appointment as provided in this Section 8.08 unless at the time of such acceptance such successor Trustee shall be eligible under the provisions of Section 8.06 and the appointment of such successor Trustee shall not result in a downgrading of the Regular Certificates by either Rating Agency, as evidenced by a letter from each Rating Agency.
 
Upon acceptance of appointment by a successor Trustee as provided in this Section 8.08, the successor Trustee shall mail notice of the appointment of a successor Trustee hereunder to all Holders of Certificates at their addresses as shown in the Certificate Register and to each Rating Agency.
 
SECTION 8.09.                      
Merger or Consolidation of Trustee.
 
Any entity into which the Trustee may be merged or converted or with which it may be consolidated, or any entity resulting from any merger, conversion or consolidation to which the Trustee shall be a party, or any entity succeeding to the business of the Trustee, shall be the successor of the Trustee hereunder, provided such entity shall be eligible under the provisions of Section 8.06 and 8.08, without the execution or filing of any paper or any further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
SECTION 8.10.                      
Appointment of Co-Trustee or Separate Trustee.
 
Notwithstanding any other provisions of this Agreement, at any time, for the purpose of meeting any legal requirements of any jurisdiction in which any part of the Trust or any Mortgaged Property may at the time be located, the Depositor and the Trustee acting jointly shall have the power and shall execute and deliver all instruments to appoint one or more Persons approved by the Trustee and the NIMS Insurer to act as co-trustee or co-trustees, jointly with the Trustee, or separate trustee or separate trustees, of all or any part of the Trust, and to vest in such Person or Persons, in such capacity and for the benefit of the Certificateholders, such title to the Trust, or any part thereof, and, subject to the other provisions of this Section 8.10, such powers, duties, obligations, rights and trusts as the Servicer and the Trustee may consider necessary or desirable. Any such co-trustee or separate trustee shall be subject to the written approval of the Servicer and the NIMS Insurer. If the Servicer and the NIMS Insurer shall not have joined in such appointment within 15 days after the receipt by it of a request so to do, or in the case a Servicer Event of Termination shall have occurred and be continuing, the Trustee alone shall have the power to make such appointment. No co-trustee or separate trustee hereunder shall be required to meet the terms of eligibility as a successor trustee under Section 8.06, and no notice to Certificateholders of the appointment of any co-trustee or separate trustee shall be required under Section 8.08. The Servicer shall be responsible for the fees of any co-trustee or separate trustee appointed hereunder.
 
Every separate trustee and co-trustee shall, to the extent permitted by law, be appointed and act subject to the following provisions and conditions:
 
(i)  all rights, powers, duties and obligations conferred or imposed upon the Trustee shall be conferred or imposed upon and exercised or performed by the Trustee and such separate trustee or co-trustee jointly (it being understood that such separate trustee or co-trustee is not authorized to act separately without the Trustee joining in such act), except to the extent that under any law of any jurisdiction in which any particular act or acts are to be performed (whether as Trustee hereunder or as successor to the Servicer hereunder), the Trustee shall be incompetent or unqualified to perform such act or acts, in which event such rights, powers, duties and obligations (including the holding of title to the Trust or any portion thereof in any such jurisdiction) shall be exercised and performed singly by such separate trustee or co-trustee, but solely at the direction of the Trustee;
 
(ii)  no trustee hereunder shall be held personally liable by reason of any act or omission of any other trustee hereunder; and
 
(iii)  the Servicer and the Trustee, acting jointly and with the consent of the NIMS Insurer, may at any time accept the resignation of or remove any separate trustee or co-trustee except that following the occurrence of a Servicer Event of Termination, the Trustee acting alone may accept the resignation or remove any separate trustee or co-trustee.
 
Any notice, request or other writing given to the Trustee shall be deemed to have been given to each of the then separate trustees and co-trustees, as effectively as if given to each of them. Every instrument appointing any separate trustee or co-trustee shall refer to this Agreement and the conditions of this Article VIII. Each separate trustee and co-trustee, upon its acceptance of the trusts conferred, shall be vested with the estates or property specified in its instrument of appointment, either jointly with the Trustee or separately, as may be provided therein, subject to all the provisions of this Agreement, specifically including every provision of this Agreement relating to the conduct of, affecting the liability of, or affording protection to, the Trustee. Every such instrument shall be filed with the Trustee and a copy thereof given to the Depositor, the Servicer and the NIMS Insurer.
 
Any separate trustee or co-trustee may, at any time, constitute the Trustee, its agent or attorney-in-fact, with full power and authority, to the extent not prohibited by law, to do any lawful act under or in respect of this Agreement on its behalf and in its name. If any separate trustee or co-trustee shall die, become incapable of acting, resign or be removed, all of its estates, properties, rights, remedies and trusts shall vest in and be exercised by the Trustee, to the extent permitted by law, without the appointment of a new or successor Trustee.
 
SECTION 8.11.                      
Limitation of Liability.
 
The Certificates are executed by the Trustee, not in its individual capacity but solely as Trustee of the Trust, in the exercise of the powers and authority conferred and vested in it by this Agreement. Each of the undertakings and agreements made on the part of the Trustee in the Certificates is made and intended not as a personal undertaking or agreement by the Trustee but is made and intended for the purpose of binding only the Trust.
 
SECTION 8.12.                      
Trustee May Enforce Claims Without Possession of Certificates.
 
(a)  All rights of action and claims under this Agreement or the Certificates may be prosecuted and enforced by the Trustee without the possession of any of the Certificates or the production thereof in any proceeding relating thereto, and such proceeding instituted by the Trustee shall be brought in its own name or in its capacity as Trustee for the benefit of all Holders of such Certificates, subject to the provisions of this Agreement. Any recovery of judgment shall, after provision for the payment of the reasonable compensation, expenses, disbursement and advances of the Trustee, its agents and counsel, be for the ratable benefit of the Certificateholders in respect of which such judgment has been recovered.
 
(b)  The Trustee shall afford the Seller, the Originator, the Depositor, the Servicer, the NIMS Insurer and each Certificate Owner upon reasonable notice during normal business hours, access to all records maintained by the Trustee in respect of its duties hereunder and access to officers of the Trustee responsible for performing such duties. Upon request, the Trustee shall furnish the Depositor, the Servicer, the NIMS Insurer and any requesting Certificate Owner with its most recent financial statements. The Trustee shall cooperate fully with the Seller, the Originator the Servicer, the Depositor and such Certificate Owner and shall make available to the Seller, the Originator, the Servicer, the Depositor, the NIMS Insurer and such Certificate Owner for review and copying such books, documents or records as may be requested with respect to the Trustee’s duties hereunder. The Seller, the Originator, the Depositor, the Servicer and the Certificate Owners shall not have any responsibility or liability for any action or failure to act by the Trustee and are not obligated to supervise the performance of the Trustee under this Agreement or otherwise.
 
SECTION 8.13.                      
Suits for Enforcement.
 
In case a Servicer Event of Termination or other default by the Servicer or the Depositor hereunder shall occur and be continuing, the Trustee, shall, at the direction of the Majority Certificateholders or the NIMS Insurer, or may, proceed to protect and enforce its rights and the rights of the Certificateholders or the NIMS Insurer under this Agreement by a suit, action or proceeding in equity or at law or otherwise, whether for the specific performance of any covenant or agreement contained in this Agreement or in aid of the execution of any power granted in this Agreement or for the enforcement of any other legal, equitable or other remedy, as the Trustee, being advised by counsel, and subject to the foregoing, shall deem most effectual to protect and enforce any of the rights of the Trustee, the NIMS Insurer and the Certificateholders.
 
SECTION 8.14.                      
Waiver of Bond Requirement.
 
The Trustee shall be relieved of, and each Certificateholder hereby waives, any requirement of any jurisdiction in which the Trust, or any part thereof, may be located that the Trustee post a bond or other surety with any court, agency or body whatsoever.
 
SECTION 8.15.                      
Waiver of Inventory, Accounting and Appraisal Requirement.
 
The Trustee shall be relieved of, and each Certificateholder hereby waives, any requirement of any jurisdiction in which the Trust, or any part thereof, may be located that the Trustee file any inventory, accounting or appraisal of the Trust with any court, agency or body at any time or in any manner whatsoever.
 
 
ARTICLE IX
 
REMIC ADMINISTRATION
 
SECTION 9.01.                      
REMIC Administration.
 
(a)  REMIC elections as set forth in the Preliminary Statement shall be made by the Trustee on Form 1066 or other appropriate federal tax or information return for the taxable year ending on the last day of the calendar year in which the Certificates are issued. The regular interests and residual interest in each REMIC shall be as designated in the Preliminary Statement.
 
(b)  The Closing Date is hereby designated as the “Startup Day” of each REMIC within the meaning of section 860G(a)(9) of the Code.
 
(c)  The Servicer shall pay any and all tax related expenses (not including taxes) of each REMIC, including but not limited to any professional fees or expenses related to audits or any administrative or judicial proceedings with respect to each REMIC that involve the Internal Revenue Service or state tax authorities, but only to the extent that (i) such expenses are ordinary or routine expenses, including expenses of a routine audit but not expenses of litigation (except as described in (ii)); or (ii) such expenses or liabilities (including taxes and penalties) are attributable to the gross negligence or willful misconduct of the Servicer in fulfilling its duties hereunder. The Servicer shall be entitled to reimbursement of expenses to the extent provided in clause (i) above from the Collection Account.
 
(d)  The Trustee shall prepare, sign and file, all of the REMICs’ federal and state tax and information returns as the direct representative each REMIC created hereunder. The expenses of preparing and filing such returns shall be borne by the Trustee. The Trustee shall use the Tax Prepayment Assumption for purposes of computing any tax reporting, including, but not limited to, the calculation of the original issue discount.
 
(e)  The Holder of the Residual Certificate at any time holding the largest Percentage Interest thereof shall be the “tax matters person” as defined in the REMIC Provisions (the “Tax Matters Person”) with respect to the related REMIC and shall act as Tax Matters Person for each REMIC. The Trustee, as agent for the Tax Matters Person, shall perform on behalf of each REMIC all reporting and other tax compliance duties that are the responsibility of such REMIC under the Code, the REMIC Provisions, or other compliance guidance issued by the Internal Revenue Service or any state or local taxing authority. Among its other duties, if required by the Code, the REMIC Provisions, or other such guidance, the Trustee, as agent for the Tax Matters Person, shall provide (i) to the Treasury or other governmental authority such information as is necessary for the application of any tax relating to the transfer of a Residual Certificate to any disqualified person or organization and (ii) to the Certificateholders such information or reports as are required by the Code or REMIC Provisions. The Trustee, as agent for the Tax Matters Person, shall represent each REMIC in any administrative or judicial proceedings relating to an examination or audit by any governmental taxing authority, request an administrative adjustment as to any taxable year of any REMIC, enter into settlement agreements with any government taxing agency, extend any statute of limitations relating to any item of any REMIC and otherwise act on behalf of any REMIC in relation to any tax matter involving the Trust.
 
(f)  The Trustee, the Servicer and the Holders of Certificates shall take any action or cause the REMIC to take any action necessary to create or maintain the status of each REMIC as a REMIC under the REMIC Provisions and shall assist each other as necessary to create or maintain such status. Neither the Trustee, the Servicer nor the Holder of any Residual Certificate shall take any action, cause any REMIC created hereunder to take any action or fail to take (or fail to cause to be taken) any action that, under the REMIC Provisions, if taken or not taken, as the case may be, could (i) endanger the status of such REMIC as a REMIC or (ii) result in the imposition of a tax upon such REMIC (including but not limited to the tax on prohibited transactions as defined in Code Section 860F(a)(2) and the tax on prohibited contributions set forth on Section 860G(d) of the Code) (either such event, an “Adverse REMIC Event”) unless the Trustee, the NIMS Insurer and the Servicer have received an Opinion of Counsel (at the expense of the party seeking to take such action) to the effect that the contemplated action will not endanger such status or result in the imposition of such a tax. In addition, prior to taking any action with respect to any REMIC created hereunder or the assets therein, or causing such REMIC to take any action, which is not expressly permitted under the terms of this Agreement, any Holder of a Residual Certificate will consult with the Trustee, the NIMS Insurer and the Servicer, or their respective designees, in writing, with respect to whether such action could cause an Adverse REMIC Event to occur with respect to any REMIC, and no such Person shall take any such action or cause any REMIC to take any such action as to which the Trustee, the NIMS Insurer or the Servicer has advised it in writing that an Adverse REMIC Event could occur.
 
(g)  Each Holder of a Residual Certificate shall pay when due any and all taxes imposed on each REMIC created hereunder by federal or state governmental authorities. To the extent that such Trust taxes are not paid by a Residual Certificateholder, the Trustee shall pay any remaining REMIC taxes out of current or future amounts otherwise distributable to the Holder of the Residual Certificate in the REMICs or, if no such amounts are available, out of other amounts held in the Distribution Account, and shall reduce amounts otherwise payable to Holders of regular interests in the related REMIC. Subject to the foregoing, in the event that a REMIC incurs a state or local tax, including franchise taxes, as a result of a determination that such REMIC is domiciled in the State of California or any other state for state tax purposes by virtue of the location of the Servicer or any subservicer, the Servicer agrees to pay on behalf of such REMIC when due, any and all state and local taxes imposed as a result of such a determination, in the event that the Holder of the related Residual Certificate fails to pay such taxes, if any, when imposed.
 
(h)  The Trustee, as agent for the Tax Matters Person, shall, for federal income tax purposes, maintain books and records with respect to each REMIC created hereunder on a calendar year and on an accrual basis.
 
(i)  No additional contributions of assets shall be made to any REMIC created hereunder, except as expressly provided in this Agreement with respect to eligible substitute mortgage loans.
 
(j)  Neither the Trustee nor the Servicer shall enter into any arrangement by which any REMIC created hereunder will receive a fee or other compensation for services.
 
(k)  On or before April 15 of each calendar year beginning in 2008, the Servicer shall deliver to the NIMS Insurer, the Trustee and each Rating Agency an Officers’ Certificate stating the Servicer’s compliance with the provisions of this Section 9.01.
 
(l)  The Trustee will apply for an Employee Identification Number from the Internal Revenue Service via a Form SS-4 or other acceptable method for all tax entities and shall complete the Form 8811.
 
SECTION 9.02.                      
Prohibited Transactions and Activities.
 
Neither the Depositor, the Servicer nor the Trustee shall sell, dispose of, or substitute for any of the Mortgage Loans, except in a disposition pursuant to (i) the foreclosure of a Mortgage Loan, (ii) the bankruptcy of the Trust Fund, (iii) the termination of any REMIC created hereunder pursuant to Article X of this Agreement, (iv) a substitution pursuant to Article II of this Agreement or (v) a repurchase of Mortgage Loans pursuant to Article II of this Agreement, nor acquire any assets for any REMIC, nor sell or dispose of any investments in the Distribution Account for gain, nor accept any contributions to either REMIC after the Closing Date, unless it and the NIMS Insurer have received an Opinion of Counsel (at the expense of the party causing such sale, disposition, or substitution) that such disposition, acquisition, substitution, or acceptance will not (a) affect adversely the status of any REMIC created hereunder as a REMIC or of the interests therein other than the Residual Certificates as the regular interests therein, (b) affect the distribution of interest or principal on the Certificates, (c) result in the encumbrance of the assets transferred or assigned to the Trust Fund (except pursuant to the provisions of this Agreement) or (d) cause any REMIC created hereunder to be subject to a tax on prohibited transactions or prohibited contributions pursuant to the REMIC Provisions.
 
SECTION 9.03.                      
Indemnification with Respect to Certain Taxes and Loss of REMIC Status.
 
(a)  In the event that any REMIC fails to qualify as a REMIC, loses its status as a REMIC, or incurs federal, state or local taxes as a result of a prohibited transaction or prohibited contribution under the REMIC Provisions due to the grossly negligent performance by the Servicer of its duties and obligations set forth herein, the Servicer shall indemnify the NIMS Insurer, the Trustee and the Trust Fund against any and all losses, claims, damages, liabilities or expenses (“Losses”) resulting from such negligence; provided, however, that the Servicer shall not be liable for any such Losses attributable to the action or inaction of the Trustee, the Depositor or the Holder of such Residual Certificate, as applicable, nor for any such Losses resulting from misinformation provided by the Holder of such Residual Certificate on which the Servicer has relied. The foregoing shall not be deemed to limit or restrict the rights and remedies of the Holder of such Residual Certificate now or hereafter existing at law or in equity. Notwithstanding the foregoing, however, in no event shall the Servicer have any liability (1) for any action or omission that is taken in accordance with and in compliance with the express terms of, or which is expressly permitted by the terms of, this Agreement, (2) for any Losses other than arising out of a negligent performance by the Servicer of its duties and obligations set forth herein, and (3) for any special or consequential damages to Certificateholders (in addition to payment of principal and interest on the Certificates).
 
(b)  In the event that any REMIC fails to qualify as a REMIC, loses its status as a REMIC, or incurs federal, state or local taxes as a result of a prohibited transaction or prohibited contribution under the REMIC Provisions due to the negligent performance by the Trustee of its duties and obligations set forth herein, the Trustee shall indemnify the NIMS Insurer and the Trust Fund against any and all Losses resulting from such negligence; provided, however, that the Trustee shall not be liable for any such Losses attributable to the action or inaction of the Servicer, the Depositor or the Holder of such Residual Certificate, as applicable, nor for any such Losses resulting from misinformation provided by the Holder of such Residual Certificate on which the Trustee has relied. The foregoing shall not be deemed to limit or restrict the rights and remedies of the Holder of such Residual Certificate now or hereafter existing at law or in equity. Notwithstanding the foregoing, however, in no event shall the Trustee have any liability (1) for any action or omission that is taken in accordance with and in compliance with the express terms of, or which is expressly permitted by the terms of, this Agreement, (2) for any Losses other than arising out of a negligent performance by the Trustee of its duties and obligations set forth herein, and (3) for any special or consequential damages to Certificateholders (in addition to payment of principal and interest on the Certificates).
 
 
 
ARTICLE X
 
TERMINATION
 
SECTION 10.01.                      
Termination.
 
(a)  The respective obligations and responsibilities of the Servicer, the Depositor and the Trustee created hereby (other than the obligation of the Trustee to make certain payments to Certificateholders after the final Distribution Date and the obligation of the Servicer to send certain notices as hereinafter set forth) shall terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust and (iii) the optional purchase by the Servicer or the NIMS Insurer of the Mortgage Loans as described below. Notwithstanding the foregoing, in no event shall the trust created hereby continue beyond the earlier of (a) April 2037 or (b) the expiration of 21 years from the death of the last survivor of the descendants of Joseph P. Kennedy, the late ambassador of the United States to the Court of St. James’s, living on the date hereof.
 
The Servicer (or if the Servicer elects not to exercise such option, the NIMS Insurer) may, at its option (the party exercising such right the “Terminator”), terminate this Agreement on any date on which the aggregate Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) on such date is equal to or less than 10% of the aggregate Cut-off Date Principal Balance, by purchasing, on the next succeeding Distribution Date, all of the outstanding Mortgage Loans and REO Properties at a price equal to the fair market value of the Mortgage Loans and REO Properties (as determined by the Servicer, if it is the Terminator, the NIMS Insurer, if it is the Terminator and, to the extent that the Class A Certificates or a Class of Mezzanine Certificates will not receive all amounts owed to it as a result of the termination, the Trustee, as of the close of business on the third Business Day next preceding the date upon which notice of any such termination is furnished to the related Certificateholders pursuant to Section 10.01(c)), plus accrued and unpaid interest thereon at the weighted average of the Mortgage Rates through the end of the Due Period preceding the final Distribution Date plus unreimbursed Servicing Advances, Advances, any unpaid Servicing Fees allocable to such Mortgage Loans and REO Properties, any accrued unpaid Net WAC Rate Carryover Amount, any previously unpaid Allocated Realized Loss Amounts and any Swap Termination Payment to the Swap Provider then remaining unpaid or which is due to the exercise of such option (the “Termination Price”); provided, however, such option may only be exercised if (i) the Termination Price is sufficient to pay all interest accrued on, as well as amounts necessary to retire the principal balance of, each class of notes secured by the Class C Certificates and the Class P Certificates and issued pursuant to the Indenture and any amounts owed to the NIMS Insurer at the time the option is exercised, and (ii) the fair market value of the Mortgage Loans and REO Properties determined as provided above is at least equal to the Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and the appraised value of the REO Properties. Notwithstanding the foregoing, if the condition set forth in clause (i) above is satisfied but the condition set forth in clause (ii) above is not satisfied, then if the Terminator is the Servicer or the NIMS Insurer, such Terminator may nevertheless exercise such option by paying a higher Termination Price equal to the Stated Principal Balance of the Mortgage Loans (after giving effect to scheduled payments of principal due during the related Due Period, to the extent received or advanced, and unscheduled collections of principal received during the related Prepayment Period) and the appraised value of the REO Properties plus accrued and unpaid interest thereon at the weighted average of the Mortgage Rates through the end of the Due Period preceding the final Distribution Date plus unreimbursed Servicing Advances, Advances, any unpaid Servicing Fees allocable to such Mortgage Loans and REO Properties, any accrued and unpaid Net WAC Rate Carryover Amount, any previously unpaid Allocated Realized Loss Amounts, provided that the payment of such higher Termination Price is not prohibited by any regulatory institution under whose supervision such Terminator may be conducting its business at such time.
 
In connection with any such purchase pursuant to the preceding paragraph, the Servicer or the NIMS Insurer, as applicable, shall deposit in the Distribution Account all amounts then on deposit in the Collection Account, which deposit shall be deemed to have occurred immediately preceding such purchase.
 
Any such purchase shall be accomplished by deposit into the Distribution Account on the Determination Date before such Distribution Date of the Termination Price.
 
(b)  In connection with any termination pursuant to this Section 10.01(b):
 
(i)  At least twenty (20) days prior to the latest date on which notice of such optional termination is required to be mailed to the Certificateholders pursuant to Section 10.01(c), the Terminator shall notify in writing (in accordance with the applicable provision of the Interest Rate Swap Agreement and which may be done in electronic format) the Swap Provider and the Trustee of the final Distribution Date on which the Terminator intends to terminate the Trust Fund;
 
(ii)  No later than 4:00 pm (New York City time) four (4) Business Days prior to the final Distribution Date specified in the notices required pursuant to Section 10.01(c), the Trustee shall request from the Swap Provider the amount of the Estimated Swap Termination Payment. The Swap Provider shall, no later than 2:00 pm (New York City time) on the following Business Day, notify in writing (which may be done in electronic format) both the Terminator and the Trustee of the amount of the Estimated Swap Termination Payment and the Trustee shall promptly on the same day notify the Terminator of the amount of the Estimated Swap Termination Payment; and
 
(iii)  Two (2) Business Days prior to the final Distribution Date specified in the notices required pursuant to Section 10.01(c), (x) the Terminator shall, no later than 1:00 pm (New York City time) on such day, deliver to the Trustee and the Trustee shall deposit funds in the Distribution Account in an amount equal to the sum of the Termination Price (which shall be based on the Estimated Swap Termination Payment), and (y) if the Trustee shall have determined that all of the requirements for optional termination have been met, including without limitation the deposit required pursuant to the immediately preceding clause (x) as well as the requirements specified in Section 10.01(c), then the Trustee shall, on the same Business Day, provide written notice (which may be done in electronic format) to the Terminator and the Swap Provider (in accordance with the applicable provision of the Interest Rate Swap Agreement) confirming (a) its receipt of the Termination Price (which shall be based on the Estimated Swap Termination Payment), and (b) that all other requirements of the optional termination have been met (the “Optional Termination Notice”). Upon the delivery of the Optional Termination Notice by the Trustee pursuant to the preceding sentence, (i) the optional termination shall become irrevocable, (ii) the notice to Certificateholders of such optional termination provided pursuant to Section 10.01(c) shall become unrescindable, (iii) the Swap Provider shall determine the Swap Termination Payment in accordance with the Interest Rate Swap Agreement (which shall not exceed the Estimated Swap Termination Payment), and (iv) the Swap Provider shall provide to the Trustee written notice of the amount of the Swap Termination Payment not later than two (2) Business Days prior to the final Distribution Date specified in the notices required pursuant to Section 10.01(c).
 
In connection with any optional termination, only an amount equal to the Mortgage Loan purchase price less any Swap Termination Payment shall be made available for distribution to the Regular Certificates. Any Estimated Swap Termination Payment deposited into the Distribution Account by the Terminator shall be withdrawn by the Trustee from the Distribution Account on the final Distribution Date and distributed as follows: (i) to the Supplemental Interest Trust for payment to the Swap Provider in accordance with Section 4.08, an amount equal to the Swap Termination Payment calculated pursuant to the Swap Agreement, provided that in no event shall the amount distributed to the Swap Provider in respect of the Swap Termination Payment exceed the Estimated Swap Termination Payment, and (ii) to the Terminator, an amount equal to the excess, if any, of the Estimated Swap Termination Payment over the Swap Termination Payment. The Swap Termination Payment shall not be part of any REMIC and shall not be paid into any account which is part of any REMIC.
 
(c)  Notice of any termination, specifying the Distribution Date (which shall be a date that would otherwise be a Distribution Date) upon which the Certificateholders may surrender their Certificates to the Trustee for payment of the final distribution and cancellation, shall be given promptly by the Trustee upon the Trustee receiving notice of such date from the Servicer or the NIMS Insurer, by letter to the Certificateholders, the Swap Provider and the NIMS Insurer mailed not earlier than the 15th day and not later than the 25th day of the month next preceding the month of such final distribution specifying (1) the Distribution Date upon which final distribution of the Certificates will be made upon presentation and surrender of such Certificates at the office or agency of the Trustee therein designated, (2) the amount of any such final distribution and (3) that the Record Date otherwise applicable to such Distribution Date is not applicable, distributions being made only upon presentation and surrender of the Certificates at the office or agency of the Trustee therein specified.
 
(d)  Upon presentation and surrender of the Certificates, the Trustee shall cause to be distributed to the Holders of the Certificates on the Distribution Date for such final distribution, in proportion to the Percentage Interests of their respective Class and to the extent that funds are available for such purpose, an amount equal to the amount required to be distributed to such Holders in accordance with the provisions of Section 4.01 for such Distribution Date. By acceptance of the Residual Certificates, the Holders of the Residual Certificates agree, in connection with any termination hereunder, to assign and transfer any amounts in excess of the par value of the Mortgage Loans, and to the extent received in respect of such termination, to pay any such amounts to the Holders of the Class C Certificates.
 
(e)  In the event that all Certificateholders shall not surrender their Certificates for final payment and cancellation on or before such final Distribution Date, the Trustee shall promptly following such date cause all funds in the Distribution Account not distributed in final distribution to Certificateholders to be withdrawn therefrom and credited to the remaining Certificateholders by depositing such funds in a separate Servicing Account for the benefit of such Certificateholders, and the Servicer (if the Servicer has exercised its right to purchase the Mortgage Loans), the NIMS Insurer (if the NIMS Insurer has exercised its right to purchase the Mortgage Loans) or the Trustee (in any other case) shall give a second written notice to the remaining Certificateholders, to surrender their Certificates for cancellation and receive the final distribution with respect thereto. If within nine months after the second notice all the Certificates shall not have been surrendered for cancellation, the Class R Certificateholder shall be entitled to all unclaimed funds and other assets which remain subject hereto, and the Trustee upon transfer of such funds shall be discharged of any responsibility for such funds, and the Certificateholders shall look to the Class R Certificateholder for payment.
 
SECTION 10.02.                      
Additional Termination Requirements.
 
(a)  In the event that the Servicer or the NIMS Insurer exercises its purchase option as provided in Section 10.01, each REMIC shall be terminated in accordance with the following additional requirements, unless the Trustee shall have been furnished with an Opinion of Counsel to the effect that the failure of the Trust to comply with the requirements of this Section will not (i) result in the imposition of taxes on “prohibited transactions” of the Trust as defined in Section 860F of the Code or (ii) cause any REMIC constituting part of the Trust Fund to fail to qualify as a REMIC at any time that any Certificates are outstanding:
 
(i)  Within 90 days prior to the final Distribution Date, the Servicer or the NIMS Insurer shall adopt and the Trustee shall sign a plan of complete liquidation of each REMIC created hereunder meeting the requirements of a “Qualified Liquidation” under Section 860F of the Code and any regulations thereunder; and
 
(ii)  At or after the time of adoption of such a plan of complete liquidation and at or prior to the final Distribution Date, the Trustee shall sell all of the assets of the Trust Fund to the Servicer or the NIMS Insurer, as applicable, for cash pursuant to the terms of the plan of complete liquidation.
 
(b)  By their acceptance of Certificates, the Holders thereof hereby agree to appoint the Trustee as their attorney in fact to: (i) adopt such a plan of complete liquidation (and the Certificateholders hereby appoint the Trustee as their attorney in fact to sign such plan) as appropriate and (ii) to take such other action in connection therewith as may be reasonably required to carry out such plan of complete liquidation all in accordance with the terms hereof.
 
 
ARTICLE XI
 
MISCELLANEOUS PROVISIONS
 
SECTION 11.01.                    
Amendment.
 
This Agreement may be amended from time to time by the Depositor, the Servicer and the Trustee with the consent of the NIMS Insurer and without the consent of the Certificateholders (i) to cure any ambiguity, (ii) to correct or supplement any provisions herein which may be defective or inconsistent with any other provisions herein, (iii) to amend the provisions of Section 3.22(b) or (iv) to make any other provisions with respect to matters or questions arising under this Agreement which shall not be inconsistent with the provisions of this Agreement; provided that such action shall not, as evidenced by either (a) an Opinion of Counsel delivered to the Trustee or (b) written notice to the Depositor, the Servicer and the Trustee from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency, adversely affect in any material respect the interests of any Certificateholder. Neither an Opinion of Counsel nor confirmation from the Rating Agencies will be required in connection with an amendment to the provisions of Section 3.22(b). No amendment shall be deemed to adversely affect in any material respect the interests of any Certificateholder who shall have consented thereto, and no Opinion of Counsel or written notice from the Rating Agencies shall be required to address the effect of any such amendment on any such consenting Certificateholder.
 
This Agreement may also be amended from time to time by the Depositor, the Servicer and the Trustee with the consent of the NIMS Insurer and the Holders of Certificates entitled to at least 66% of the Voting Rights for the purpose of adding any provisions to or changing in any manner or eliminating any of the provisions of this Agreement or of modifying in any manner the rights of the Swap Provider or Holders of Certificates; provided, however, that no such amendment shall (i) reduce in any manner the amount of, or delay the timing of, payments received on Mortgage Loans which are required to be distributed on any Certificate without the consent of the Holder of such Certificate, (ii) adversely affect in any material respect the interests of the Swap Provider or Holders of any Class of Certificates (as evidenced by either (a) an Opinion of Counsel delivered to the Trustee or (b) written notice to the Depositor, the Servicer and the Trustee from the Rating Agencies that such action will not result in the reduction or withdrawal of the rating of any outstanding Class of Certificates with respect to which it is a Rating Agency) in a manner, other than as described in (i), or (iii) modify the consents required by the immediately preceding clauses (i) and (ii) without the consent of the Holders of all Certificates then outstanding. Notwithstanding any other provision of this Agreement, for purposes of the giving or withholding of consents pursuant to this Section 11.01, Certificates registered in the name of the Depositor or the Servicer or any Affiliate thereof shall be entitled to Voting Rights with respect to matters affecting such Certificates.
 
Notwithstanding any provision of this Agreement to the contrary, the Trustee shall not consent to any amendment to this Agreement unless it shall have first received an Opinion of Counsel, delivered by (and at the expense of) the Person seeking such Amendment and satisfactory to the NIMS Insurer, to the effect that such amendment will not result in the imposition of a tax on any REMIC created hereunder constituting part of the Trust Fund pursuant to the REMIC Provisions or cause any REMIC created hereunder constituting part of the Trust to fail to qualify as a REMIC at any time that any Certificates are outstanding and that the amendment is being made in accordance with the terms hereof.
 
Notwithstanding any of the other provisions of this Section 11.01, none of the parties to this Agreement shall enter into any amendment to this Agreement that could reasonably be expected to have a material adverse effect on the interests of the Swap Provider hereunder (excluding, for the avoidance of doubt, any amendment to this Agreement that is entered into solely for the purpose of appointing a successor servicer, trustee or other service provider) without the prior written consent of the Swap Provider, which consent shall not be unreasonably withheld, conditioned or delayed.
 
Promptly after the execution of any such amendment the Trustee shall furnish, at the expense of the Person that requested the amendment if such Person is the Servicer (but in no event at the expense of the Trustee), otherwise at the expense of the Trust, a copy of such amendment and the Opinion of Counsel referred to in the immediately preceding paragraph to the Servicer, the NIMS Insurer and each Rating Agency.
 
It shall not be necessary for the consent of Certificateholders under this Section 11.01 to approve the particular form of any proposed amendment; instead it shall be sufficient if such consent shall approve the substance thereof. The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Certificateholders shall be subject to such reasonable regulations as the Trustee may prescribe.
 
The Trustee may, but shall not be obligated to, enter into any amendment pursuant to this Section 11.01 that affects its rights, duties and immunities under this Agreement or otherwise.
 
SECTION 11.02.                    
Recordation of Agreement; Counterparts.
 
To the extent permitted by applicable law, this Agreement is subject to recordation in all appropriate public offices for real property records in all the counties or other comparable jurisdictions in which any or all of the properties subject to the Mortgages are situated, and in any other appropriate public recording office or elsewhere, such recordation to be effected by the Servicer at the expense of the Trust, but only upon direction of Certificateholders accompanied by an Opinion of Counsel to the effect that such recordation materially and beneficially affects the interests of the Certificateholders.
 
For the purpose of facilitating the recordation of this Agreement as herein provided and for other purposes, this Agreement may be executed simultaneously in any number of counterparts, each of which counterparts shall be deemed to be an original, and such counterparts shall together constitute but one and the same instrument.
 
SECTION 11.03.                    
Limitation on Rights of Certificateholders.
 
The death or incapacity of any Certificateholder shall not (i) operate to terminate this Agreement or the Trust, (ii) entitle such Certificateholder’s legal representatives or heirs to claim an accounting or to take any action or proceeding in any court for a partition or winding up of the Trust, or (iii) otherwise affect the rights, obligations and liabilities of the parties hereto or any of them.
 
Except as expressly provided for herein, no Certificateholder shall have any right to vote or in any manner otherwise control the operation and management of the Trust, or the obligations of the parties hereto, nor shall anything herein set forth or contained in the terms of the Certificates be construed so as to constitute the Certificateholders from time to time as partners or members of an association; nor shall any Certificateholder be under any liability to any third person by reason of any action taken by the parties to this Agreement pursuant to any provision hereof.
 
No Certificateholder shall have any right by virtue of any provision of this Agreement to institute any suit, action or proceeding in equity or at law upon or under or with respect to this Agreement, unless such Holder previously shall have given to the Trustee a written notice of default and of the continuance thereof, as hereinbefore provided, and unless also the Holders of Certificates entitled to at least 25% of the Voting Rights shall have made written request upon the Trustee to institute such action, suit or proceeding in its own name as Trustee hereunder and shall have offered to the Trustee such reasonable indemnity as it may require against the costs, expenses and liabilities to be incurred therein or thereby, and the Trustee for 15 days after its receipt of such notice, request and offer of indemnity, shall have neglected or refused to institute any such action, suit or proceeding. It is understood and intended, and expressly covenanted by each Certificateholder with every other Certificateholder and the Trustee, that no one or more Holders of Certificates shall have any right in any manner whatever by virtue of any provision of this Agreement to affect, disturb or prejudice the rights of the Holders of any other of such Certificates, or to obtain or seek to obtain priority over or preference to any other such Holder, which priority or preference is not otherwise provided for herein, or to enforce any right under this Agreement, except in the manner herein provided and for the equal, ratable and common benefit of all Certificateholders. For the protection and enforcement of the provisions of this Section 11.03 each and every Certificateholder and the Trustee shall be entitled to such relief as can be given either at law or in equity.
 
SECTION 11.04.                    
Governing Law; Jurisdiction.
 
This Agreement shall be construed in accordance with the laws of the State of New York, without regard to the conflicts of law provisions thereof, and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws. With respect to any claim arising out of this Agreement, each party irrevocably submits to the exclusive jurisdiction of the courts of the State of New York and the United States District Court located in the Borough of Manhattan in The City of New York, and each party irrevocably waives any objection which it may have at any time to the laying of venue of any suit, action or proceeding arising out of or relating hereto brought in any such courts, irrevocably waives any claim that any such suit, action or proceeding brought in any such court has been brought in any inconvenient forum and further irrevocably waives the right to object, with respect to such claim, suit, action or proceeding brought in any such court, that such court does not have jurisdiction over such party, provided that service of process has been made by any lawful means.
 
SECTION 11.05.                    
Notices.
 
All directions, demands and notices hereunder shall be in writing and shall be deemed to have been duly given if personally delivered at or mailed by first class mail, postage prepaid, by facsimile or by express delivery service, to (a) in the case of the Originator and/or Servicer, Option One Mortgage Corporation, 3 Ada, Irvine, California 92618, Attention: Debbie Lonergan, or such other address or telecopy number as may hereafter be furnished to the Depositor, the NIMS Insurer and the Trustee in writing by the Servicer, (b) in the case of the Trustee, Wells Fargo Bank, N.A., P.O. Box 98, Columbia, Maryland 21046, Attention: Client Manager—Option One 2007-5, with a copy to Wells Fargo Bank, N.A., 9062 Old Annapolis Road, Columbia, Maryland 21045-1951, Attention: Option One Mortgage Loan Trust Series 2007-5, or such other address or telecopy number as may hereafter be furnished to the Depositor, the NIMS Insurer and the Servicer in writing by the Trustee, (c) in the case of the Depositor, Option One Mortgage Acceptance Corporation, 3 Ada, Irvine, California 92618, Attention: Debbie Lonergan, or such other address or telecopy number as may be furnished to the Servicer, the NIMS Insurer and the Trustee in writing by the Depositor and (d) in the case of the NIMS Insurer, such address furnished to the Depositor, the Servicer, the Trustee and the Guarantor in writing by the NIMS Insurer, or such other address or telecopy number as may hereafter be furnished to the Depositor, the Servicer and the Trustee in writing by the NIMS Insurer. Any notice required or permitted to be mailed to a Certificateholder shall be given by first class mail, postage prepaid, at the address of such Holder as shown in the Certificate Register. Notice of any Servicer Default shall be given by telecopy and by certified mail. Any notice so mailed within the time prescribed in this Agreement shall be conclusively presumed to have duly been given when mailed, whether or not the Certificateholder receives such notice. A copy of any notice required to be telecopied hereunder shall also be mailed to the appropriate party in the manner set forth above.
 
SECTION 11.06.                    
Severability of Provisions.
 
If any one or more of the covenants, agreements, provisions or terms of this Agreement shall for any reason whatsoever be held invalid, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity or enforceability of the other provisions of this Agreement or of the Certificates or the rights of the Holders thereof.
 
SECTION 11.07.                    
Article and Section References.
 
All article and section references used in this Agreement, unless otherwise provided, are to articles and sections in this Agreement.
 
SECTION 11.08.                    
Notice to the Rating Agencies and the NIMS Insurer.
 
(a)  Each of the Trustee and the Servicer shall be obligated to use its best reasonable efforts promptly to provide notice to the Rating Agencies and the NIMS Insurer with respect to each of the following of which a Responsible Officer of the Trustee or Servicer, as the case may be, has actual knowledge:
 
(i)  any material change or amendment to this Agreement;
 
(ii)  the occurrence of any Servicer Event of Termination that has not been cured or waived;
 
(iii)  the resignation or termination of the Servicer or the Trustee;
 
(iv)  the final payment to Holders of the Certificates of any Class;
 
(v)  any change in the location of any Account; and
 
(vi)  if the Trustee is acting as successor Servicer pursuant to Section 7.02 hereof, any event that would result in the inability of the Trustee to make Advances.
 
(b)  In addition, the Trustee shall promptly make available to each Rating Agency copies of each Statement to Certificateholders described in Section 4.03 hereof and the Servicer shall promptly furnish to each Rating Agency copies of the following:
 
(i)  each annual statement as to compliance described in Section 3.20 hereof;
 
(ii)  each annual independent public accountants’ servicing report described in Section 3.21 hereof; and
 
(iii)  each notice delivered pursuant to Section 7.01(a) hereof which relates to the fact that the Servicer has not made an Advance.
 
Any such notice pursuant to this Section 11.08 shall be in writing and shall be deemed to have been duly given if personally delivered or mailed by first class mail, postage prepaid, or by express delivery service to Moody’s Investors Service, Inc., 99 Church Street, New York, NY 10007, Attention: MBS Monitoring/Option One Mortgage Loan Trust 2007-5 and Standard & Poor’s Ratings Services, Inc., 55 Water Street, New York, New York 10004.
 
SECTION 11.09.                    
Further Assurances.
 
Notwithstanding any other provision of this Agreement, neither the Regular Certificateholders nor the Trustee shall have any obligation to consent to any amendment or modification of this Agreement unless they have been provided reasonable security or indemnity against their out-of-pocket expenses (including reasonable attorneys’ fees) to be incurred in connection therewith.
 
SECTION 11.10.                    
Third Party Rights.
 
The NIMS Insurer shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.
 
The Swap Provider shall be an express third-party beneficiary of this Agreement to the extent of its express rights to receive any payments under this Agreement or any other express rights of the Swap Provider explicitly stated in this Agreement, and shall have the right to enforce such rights under this Agreement as if it were a party hereto.
 
SECTION 11.11.                    
Benefits of Agreement.
 
Nothing in this Agreement or in the Certificates, expressed or implied, shall give to any Person, other than the Certificateholders, the NIMS Insurer and the parties hereto and their successors hereunder, any benefit or any legal or equitable right, remedy or claim under this Agreement.
 
SECTION 11.12.                    
Acts of Certificateholders.
 
(a)  Any request, demand, authorization, direction, notice, consent, waiver or other action provided by this Agreement to be given or taken by the Certificateholders may be embodied in and evidenced by one or more instruments of substantially similar tenor signed by such Certificateholders in person or by agent duly appointed in writing, and such action shall become effective when such instrument or instruments are delivered to the Trustee and the Servicer. Such instrument or instruments (and the action embodied therein and evidenced thereby) are herein sometimes referred to as the “act” of the Certificateholders signing such instrument or instruments. Proof of execution of any such instrument or of a writing appointing any such agent shall be sufficient for any purpose of this Agreement and conclusive in favor of the Trustee and the Trust, if made in the manner provided in this Section 11.11.
 
(b)  The fact and date of the execution by any Person of any such instrument or writing may be proved by the affidavit of a witness of such execution or by the certificate of a notary public or other officer authorized by law to take acknowledgments of deeds, certifying that the individual signing such instrument or writing acknowledged to him the execution thereof. Whenever such execution is by a signer acting in a capacity other than his or her individual capacity, such certificate or affidavit shall also constitute sufficient proof of his authority.
 
(c)  Any request, demand, authorization, direction, notice, consent, waiver or other action by any Certificateholder shall bind every future Holder of such Certificate and the Holder of every Certificate issued upon the registration of transfer thereof or in exchange therefor or in lieu thereof, in respect of anything done, omitted or suffered to be done by the Trustee or the Trust in reliance thereon, whether or not notation of such action is made upon such Certificate.
 
SECTION 11.13.                    
No Petition.
 
The Depositor, Servicer and the Trustee, by entering into this Agreement and each Certificateholder, by accepting a Certificate, hereby covenant and agree that they will not at any time institute against the Trust Fund, or join in any institution against the Trust Fund of, any bankruptcy proceedings under any United States federal or state bankruptcy or similar law in connection with any obligations with respect to the Certificates or this Agreement.

SECTION 11.14.                    
Intention of the Parties and Interpretation.
 
Each of the parties acknowledges and agrees that the purpose of Sections 3.20, 3.21, 3.25 and 4.03 of this Agreement is to facilitate compliance by the Depositor with the provisions of Regulation AB promulgated by the Commission under the 1934 Act (17 C.F.R. §§ 229.1100 - 229.1123), as such may be amended from time to time and subject to clarification and interpretive advice as may be issued by the staff of the Commission from time to time. Therefore, each of the parties agrees that (a) the obligations of the parties hereunder shall be interpreted in such a manner as to accomplish that purpose, (b) the parties’ obligations hereunder will be supplemented and modified as necessary to be consistent with any such amendments, interpretive advice or guidance, convention or consensus among active participants in the asset-backed securities markets, advice of counsel, or otherwise in respect of the requirements of Regulation AB, (c) the parties shall comply with requests made by the Depositor or Trustee for delivery of additional or different information as the Depositor or Trustee may determine in good faith is necessary to comply with the provisions of Regulation AB, and (d) no amendment of this Agreement shall be required to effect any such changes in the parties’ obligations as are necessary to accommodate evolving interpretations of the provisions of Regulation AB.

 







IN WITNESS WHEREOF, the Depositor, the Servicer and the Trustee have caused their names to be signed hereto by their respective officers thereunto duly authorized, all as of the day and year first above written.
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION,
as Depositor
 
 
By:
/s/
Charles T. Harkins
Name:
 
Charles T. Harkins
Title:
 
Assistant Secretary
 
 
 
OPTION ONE MORTGAGE CORPORATION,
as Servicer
 
 
By:
/s/
Charles T. Harkins
Name:
 
Charles T. Harkins
Title:
 
Vice President
 
 
 
WELLS FARGO BANK, N.A.,
as Trustee
 
 
By:
/s/
Darron C. Woodus
Name:
 
Darron C. Woodus
Title:
 
Assistant Vice President




STATE OF CALIFORNIA
)
) ss.:
COUNTY OF ORANGE
)

On the ______ day of ________________ before me, a notary public in and for said State, personally appeared __________________ known to me to be a Vice President of Option One Mortgage Acceptance Corporation, a Delaware corporation, that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 

 
Notary Public





STATE OF CALIFORNIA
)
 
) ss.:
COUNTY OF ORANGE
)

On the ______ day of ________________ before me, a notary public in and for said State, personally appeared __________________ known to me to be a Vice President of Option One Mortgage Corporation, a California corporation, that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
 

 
Notary Public






STATE OF MARYLAND
)
 
) ss.:
COUNTY OF BALTIMORE
)

On the ______ day of ________________ before me, a notary public in and for said State, personally appeared __________________, known to me to be a Assistant Vice President of Wells Fargo Bank, N.A., a national banking association, that executed the within instrument, and also known to me to be the person who executed it on behalf of said association, and acknowledged to me that such association executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 

 
Notary Public

 
 


 
 

 
EXHIBIT A-1

FORM OF CLASS I-A-1 CERTIFICATES

UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$629,973,000.00
 
Original Class Certificate Principal Balance of this Class
:
$629,973,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AA0
 
Class
:
I-A-1
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class I-A-1
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class I-A-1 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class I-A-1 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class I-A-1 Certificate (obtained by dividing the Denomination of this Class I-A-1 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class I-A-1 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class I-A-1 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class I-A-1 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class I-A-1 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee




[Reverse of Class I-A-1 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   




EXHIBIT A-2

FORM OF CLASS II-A-1 CERTIFICATES

UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$218,511,000.00
 
Original Class Certificate Principal Balance of this Class
:
$218,511,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AB8
 
Class
:
II-A-1
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class II-A-1
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-1 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-1 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-1 Certificate (obtained by dividing the Denomination of this Class II-A-1 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-1 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-1 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-1 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-1 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee




[Reverse of Class II-A-1 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-3

FORM OF CLASS II-A-2 CERTIFICATES

UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$183,448,000.00
 
Original Class Certificate Principal Balance of this Class
:
$183,448,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AC6
 
Class
:
II-A-2
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class II-A-2
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-2 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-2 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-2 Certificate (obtained by dividing the Denomination of this Class II-A-2 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-2 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-2 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-2 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-2 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee




[Reverse of Class II-A-2 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   


EXHIBIT A-4

FORM OF CLASS II-A-3 CERTIFICATES

UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$54,938,000.00
 
Original Class Certificate Principal Balance of this Class
:
$54,938,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AD4
 
Class
:
II-A-3
 
Assumed Maturity Date
:
May 2037




Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class II-A-3
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-3 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-3 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-3 Certificate (obtained by dividing the Denomination of this Class II-A-3 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-3 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-3 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-3 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-3 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class II-A-3 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   


 

 

EXHIBIT A-5
 
FORM OF CLASS II-A-4 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
PRIOR TO THE TERMINATION OF THE SUPPLEMENTAL INTEREST TRUST, EACH PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$43,380,000.00
 
Original Class Certificate Principal Balance of this Class
:
$43,380,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AE2
 
Class
:
II-A-4
 
Assumed Maturity Date
:
May 2037




Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class II-A-4
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class II-A-4 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class II-A-4 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class II-A-4 Certificate (obtained by dividing the Denomination of this Class II-A-4 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class II-A-4 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class II-A-4 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Prior to the termination of the Supplemental Interest Trust, each purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class II-A-4 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class II-A-4 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class II-A-4 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-6
 
FORM OF CLASS M-1 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO MAKE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$71,250,000.00
 
Original Class Certificate Principal Balance of this Class
:
$71,250,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AF9
 
Class
:
M-1
 
Assumed Maturity Date
:
May 2037




Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-1
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-1 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-1 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-1 Certificate (obtained by dividing the Denomination of this Class M-1 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-1 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-1 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-1 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-1 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-1 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any, and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-7
 
FORM OF CLASS M-2 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES AND THE CLASS M-1 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$73,500,000.00
 
Original Class Certificate Principal Balance of this Class
:
$73,500,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AG7
 
Class
:
M-2
 
Assumed Maturity Date
:
May 2037




Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-2
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-2 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-2 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-2 Certificate (obtained by dividing the Denomination of this Class M-2 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-2 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-2 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-2 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-2 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-2 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-8
 
FORM OF CLASS M-3 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES AND THE CLASS M-2 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$21,750,000.00
 
Original Class Certificate Principal Balance of this Class
:
$21,750,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AH5
 
Class
:
M-3
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-3
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-3 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-3 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-3 Certificate (obtained by dividing the Denomination of this Class M-3 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-3 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-3 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-3 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-3 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-3 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   

 


 

EXHIBIT A-9
 
FORM OF CLASS M-4 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES AND THE CLASS M-3 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$30,750,000.00
 
Original Class Certificate Principal Balance of this Class
:
$30,750,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AJ1
 
Class
:
M-4
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-4
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-4 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-4 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-4 Certificate (obtained by dividing the Denomination of this Class M-4 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-4 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-4 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-4 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-4 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee



 
 



[Reverse of Class M-4 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   

 

 

 

EXHIBIT A-10
 
FORM OF CLASS M-5 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES AND THE CLASS M-4 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$23,250,000.00
 
Original Class Certificate Principal Balance of this Class
:
$23,250,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AK8
 
Class
:
M-5
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-5
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-5 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-5 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-5 Certificate (obtained by dividing the Denomination of this Class M-5 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-5 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-5 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-5 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-5 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-5 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-11
 
FORM OF CLASS M-6 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES AND THE CLASS M-5 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$18,000,000.00
 
Original Class Certificate Principal Balance of this Class
:
$18,000,000.00
 
Percentage Interest
:
100%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AL6
 
Class
:
M-6
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-6
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-6 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-6 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-6 Certificate (obtained by dividing the Denomination of this Class M-6 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-6 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-6 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-6 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-6 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-6 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   

 

 

 

EXHIBIT A-12
 
FORM OF CLASS M-7 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES AND THE CLASS M-6 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
Cut-off Date
:
First Distribution Date
:
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$21,000,000.00
Original Class Certificate Principal Balance of this Class
:
$21,000,000.00
Percentage Interest
:
100.00%
Pass-Through Rate
:
Variable
CUSIP
:
68403H AM4
Class
:
M-7
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-7
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-7 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-7 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-7 Certificate (obtained by dividing the Denomination of this Class M-7 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-7 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-7 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-7 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-7 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-7 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   

 

 

 

EXHIBIT A-13
 
FORM OF CLASS M-8 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES AND THE CLASS M-7 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$15,000,000.00
 
Original Class Certificate Principal Balance of this Class
:
$15,000,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AN2
 
Class
:
M-8
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-8
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-8 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-8 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-8 Certificate (obtained by dividing the Denomination of this Class M-8 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-8 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-8 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-8 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-8 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-8 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   

 

EXHIBIT A-14
 
FORM OF CLASS M-9 CERTIFICATES
 
UNLESS THIS CERTIFICATE IS PRESENTED BY AN AUTHORIZED REPRESENTATIVE OF THE DEPOSITORY TRUST COMPANY, A NEW YORK CORPORATION (“DTC”), TO THE TRUSTEE OR ITS AGENT FOR REGISTRATION OF TRANSFER, EXCHANGE, OR PAYMENT, AND ANY CERTIFICATE ISSUED IS REGISTERED IN THE NAME OF CEDE & CO. OR IN SUCH OTHER NAME AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC (AND ANY PAYMENT IS MADE TO CEDE & CO. OR TO SUCH OTHER ENTITY AS IS REQUESTED BY AN AUTHORIZED REPRESENTATIVE OF DTC), ANY TRANSFER, PLEDGE, OR OTHER USE HEREOF FOR VALUE OR OTHERWISE BY OR TO ANY PERSON IS WRONGFUL INASMUCH AS THE REGISTERED OWNER HEREOF, CEDE & CO., HAS AN INTEREST HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A CERTIFICATES, THE CLASS M-1 CERTIFICATES, THE CLASS M-2 CERTIFICATES, THE CLASS M-3 CERTIFICATES, THE CLASS M-4 CERTIFICATES, THE CLASS M-5 CERTIFICATES, THE CLASS M-6 CERTIFICATES, THE CLASS M-7 CERTIFICATES AND THE CLASS M-8 CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
ANY PURCHASER SHALL BE DEEMED TO HAVE MADE THE REPRESENTATIONS SET FORTH IN SECTION 5.02(d) OF THE POOLING AND SERVICING AGREEMENT.
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$23,250,0000.00
 
Original Class Certificate Principal Balance of this Class
:
$23,250,000.00
 
Percentage Interest
:
100.00%
 
Pass-Through Rate
:
Variable
 
CUSIP
:
68403H AP7
 
Class
:
M-9
 
Assumed Maturity Date
:
May 2037



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class M-9
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class M-9 Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class M-9 Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Cede & Co. is the registered owner of the Percentage Interest evidenced by this Class M-9 Certificate (obtained by dividing the Denomination of this Class M-9 Certificate by the Original Class Certificate Principal Balance) in certain monthly distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class M-9 Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class M-9 Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
Any purchaser shall be deemed to have made the representations set forth in Section 5.02(d) of the Pooling and Servicing Agreement.
 
Reference is hereby made to the further provisions of this Class M-9 Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class M-9 Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class M-9 Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.
 



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   

 

EXHIBIT A-15
 
FORM OF CLASS C CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CERTIFICATE IS SUBORDINATE TO THE CLASS A AND THE MEZZANINE CERTIFICATES TO THE EXTENT DESCRIBED IN THE POOLING AND SERVICING AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$71,999,062.53
 
Original Class Certificate Principal Balance of this Class
:
$71,999,062.53
 
Initial Notional Amount of this Certificate
:
$1,499,999,062.53
 
Percentage Interest
:
100.00%
 
Class
:
C




Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class C
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class C Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class C Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Class C Certificate (obtained by dividing the Denomination of this Class C Certificate by the Original Class Certificate Principal Balance) in certain distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class C Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class C Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement. In addition, no transfer of this Certificate shall be made except in accordance with the tax certification form procedures set forth in Section 5.02(d) of the Agreement.
 
Reference is hereby made to the further provisions of this Class C Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class C Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class C Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-16
 
FORM OF CLASS P CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A “REGULAR INTEREST” IN A “REAL ESTATE MORTGAGE INVESTMENT CONDUIT,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Initial Certificate Principal Balance of this Certificate (“Denomination”)
:
$100.00
 
Original Class Certificate Principal Balance of this Class
:
$100.00
 
Percentage Interest
:
100.00%
 
Class
:
P




Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class P
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
Principal in respect of this Certificate is distributable monthly as set forth herein. Accordingly, the Certificate Principal Balance of this Class P Certificate at any time may be less than the Initial Certificate Principal Balance set forth on the face hereof, as described herein. This Class P Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer, or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Class P Certificate (obtained by dividing the Denomination of this Class P Certificate by the Original Class Certificate Principal Balance) in certain distributions with respect to a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Class P Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Class P Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a pass-through rate and will be entitled to distributions only to the extent set forth in the Agreement.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement.
 
Reference is hereby made to the further provisions of this Class P Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Class P Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class P Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-17
 
FORM OF CLASS R CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A ARESIDUAL INTEREST” IN ONE OR MORE “REAL ESTATE MORTGAGE INVESTMENT CONDUITS,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CLASS R CERTIFICATE HAS NO PRINCIPAL BALANCE, DOES NOT BEAR INTEREST AND WILL NOT RECEIVE ANY DISTRIBUTIONS EXCEPT AS PROVIDED HEREIN.
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Percentage Interest
:
100.00%
 
Class
:
R



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class R
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Certificate specified above in the interest represented by all Certificates of the Class to which this Certificate belongs in a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”) and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a principal balance or pass-through rate and will be entitled to distributions only to the extent set forth in the Agreement. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the Corporate Trust Office or the office or agency maintained by the Trustee in Minneapolis, Minnesota.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement.
 
Each Holder of this Certificate will be deemed to have agreed to be bound by the restrictions of the Agreement, including but not limited to the restrictions that (i) each person holding or acquiring any Ownership Interest in this Certificate must be a Permitted Transferee, (ii) no Ownership Interest in this Certificate may be transferred without delivery to the Trustee of (a) a transfer affidavit of the proposed transferee and (b) a transfer certificate of the transferor, each of such documents to be in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Certificate must agree to require a transfer affidavit and to deliver a transfer certificate to the Trustee as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Certificate must agree not to transfer an Ownership Interest in this Certificate if it has actual knowledge that the proposed transferee is not a Permitted Transferee and (v) any attempted or purported transfer of any Ownership Interest in this Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee. Pursuant to the Agreement, the Trustee will provide the Internal Revenue Service and any pertinent persons with the information needed to compute the tax imposed under the applicable tax laws on transfers of residual interests to disqualified organizations, if any person other than a Permitted Transferee acquires an Ownership Interest on a Class R Certificate in violation of the restrictions mentioned above.
 
Reference is hereby made to the further provisions of this Class R Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee






[Reverse of Class R Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   



 

EXHIBIT A-18
 
FORM OF CLASS R-X CERTIFICATES
 
SOLELY FOR U.S. FEDERAL INCOME TAX PURPOSES, THIS CERTIFICATE IS A ARESIDUAL INTEREST” IN ONE OR MORE “REAL ESTATE MORTGAGE INVESTMENT CONDUITS,” AS THOSE TERMS ARE DEFINED, RESPECTIVELY, IN SECTIONS 860G AND 860D OF THE INTERNAL REVENUE CODE OF 1986, AS AMENDED (THE “CODE”).
 
THIS CERTIFICATE HAS NOT BEEN REGISTERED UNDER THE SECURITIES ACT OF 1933, AS AMENDED (THE “ACT”). ANY RESALE OR TRANSFER OF THIS CERTIFICATE WITHOUT REGISTRATION THEREOF UNDER THE ACT MAY ONLY BE MADE IN A TRANSACTION EXEMPTED FROM THE REGISTRATION REQUIREMENTS OF THE ACT AND IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
THIS CLASS R-X CERTIFICATE HAS NO PRINCIPAL BALANCE, DOES NOT BEAR INTEREST AND WILL NOT RECEIVE ANY DISTRIBUTIONS EXCEPT AS PROVIDED HEREIN.
 
NEITHER THIS CERTIFICATE NOR ANY INTEREST HEREIN MAY BE TRANSFERRED UNLESS THE PROPOSED TRANSFEREE DELIVERS TO THE TRUSTEE A TRANSFER AFFIDAVIT IN ACCORDANCE WITH THE PROVISIONS OF THE AGREEMENT REFERRED TO HEREIN.
 
NO TRANSFER OF THIS CERTIFICATE TO AN EMPLOYEE BENEFIT PLAN OR OTHER RETIREMENT ARRANGEMENT (EACH A “PLAN”) SUBJECT TO THE EMPLOYEE RETIREMENT INCOME SECURITY ACT OF 1974, AS AMENDED (“ERISA”), SHALL BE MADE EXCEPT IN COMPLIANCE WITH THE PROCEDURES DESCRIBED HEREIN.

Certificate No.
:
1
 
Cut-off Date
:
 
First Distribution Date
:
 
Percentage Interest
:
100.00%
 
Class
:
R-X



Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates,
Series 2007-5
Class R-X
 
evidencing the Percentage Interest in the distributions allocable to the Certificates of the above-referenced Class with respect to the Trust consisting of first and second lien, fixed and adjustable rate mortgage loans (the “Mortgage Loans”)
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION, as Depositor
 
This Certificate does not evidence an obligation of, or an interest in, and is not guaranteed by the Depositor, the Servicer or the Trustee referred to below or any of their respective affiliates.
 
This certifies that Option One Mortgage Capital Corporation is the registered owner of the Percentage Interest evidenced by this Certificate specified above in the interest represented by all Certificates of the Class to which this Certificate belongs in a Trust consisting primarily of the Mortgage Loans deposited by Option One Mortgage Acceptance Corporation (the “Depositor”). The Trust was created pursuant to a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”) and Wells Fargo Bank, N.A., a national banking association, as trustee (the “Trustee”). To the extent not defined herein, the capitalized terms used herein have the meanings assigned in the Agreement. This Certificate is issued under and is subject to the terms, provisions and conditions of the Agreement, to which Agreement the Holder of this Certificate by virtue of the acceptance hereof assents and by which such Holder is bound.
 
This Certificate does not have a principal balance or pass-through rate and will be entitled to distributions only to the extent set forth in the Agreement. In addition, any distribution of the proceeds of any remaining assets of the Trust will be made only upon presentment and surrender of this Certificate at the Corporate Trust Office or the office or agency maintained by the Trustee in Minneapolis, Minnesota.
 
No transfer of a Certificate of this Class shall be made unless such transfer is made pursuant to an effective registration statement under the Act and any applicable state securities laws or is exempt from the registration requirements under said Act and such laws. In the event that a transfer is to be made in reliance upon an exemption from the Act and such laws, in order to assure compliance with the Act and such laws, the Certificateholder desiring to effect such transfer and such Certificateholder’s prospective transferee shall each certify to the Trustee and the Depositor in writing the facts surrounding the transfer. In the event that such a transfer is not to be made pursuant to Rule 144A of the Act, there shall be delivered to the Trustee and the Depositor an Opinion of Counsel that such transfer may be made pursuant to an exemption from the Act, which Opinion of Counsel shall not be obtained at the expense of the Trustee or the Depositor; or there shall be delivered to the Trustee and the Depositor a transferor certificate by the transferor and an investment letter shall be executed by the transferee. The Holder hereof desiring to effect such transfer shall, and does hereby agree to, indemnify the Trustee and the Depositor against any liability that may result if the transfer is not so exempt or is not made in accordance with such federal and state laws.
 
No transfer of this Certificate to a Plan subject to ERISA or Section 4975 of the Code, any Person acting, directly or indirectly, on behalf of any such Plan or any person using Plan Assets to acquire this Certificate shall be made except in accordance with Section 5.02(d) of the Agreement.
 
Each Holder of this Certificate will be deemed to have agreed to be bound by the restrictions of the Agreement, including but not limited to the restrictions that (i) each person holding or acquiring any Ownership Interest in this Certificate must be a Permitted Transferee, (ii) no Ownership Interest in this Certificate may be transferred without delivery to the Trustee of (a) a transfer affidavit of the proposed transferee and (b) a transfer certificate of the transferor, each of such documents to be in the form described in the Agreement, (iii) each person holding or acquiring any Ownership Interest in this Certificate must agree to require a transfer affidavit and to deliver a transfer certificate to the Trustee as required pursuant to the Agreement, (iv) each person holding or acquiring an Ownership Interest in this Certificate must agree not to transfer an Ownership Interest in this Certificate if it has actual knowledge that the proposed transferee is not a Permitted Transferee and (v) any attempted or purported transfer of any Ownership Interest in this Certificate in violation of such restrictions will be absolutely null and void and will vest no rights in the purported transferee. Pursuant to the Agreement, the Trustee will provide the Internal Revenue Service and any pertinent persons with the information needed to compute the tax imposed under the applicable tax laws on transfers of residual interests to disqualified organizations, if any person other than a Permitted Transferee acquires an Ownership Interest on a Class R-X Certificate in violation of the restrictions mentioned above.
 
Reference is hereby made to the further provisions of this Class R-X Certificate set forth on the reverse hereof, which further provisions shall for all purposes have the same effect as if set forth at this place.
 
This Certificate shall not be entitled to any benefit under the Agreement or be valid for any purpose unless manually countersigned by an authorized signatory of the Trustee.
 



IN WITNESS WHEREOF, the Trustee on behalf of the Trust has caused this Certificate to be duly executed.
 
Dated: April __, 2007
 
           
OPTION ONE MORTGAGE LOAN TRUST 2007-5
                         
                         
           
By:
WELLS FARGO BANK, N.A.
not in its individual capacity, but
solely as Trustee
               
               
           
By:
 
               
               

This is one of the Certificates referenced
in the within-mentioned Agreement
             
             
By:
 
 
Authorized Signatory of
Wells Fargo Bank, N. A.,
as Trustee





[Reverse of Class R-X Certificate]
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5
Asset-Backed Certificates,
Series 2007-5
 
This Certificate is one of a duly authorized issue of Certificates designated as Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (herein collectively called the “Certificates”), and representing a beneficial ownership interest in the Trust created by the Agreement.
 
The Certificateholder, by its acceptance of this Certificate, agrees that it will look solely to the funds on deposit in the Distribution Account for payment hereunder and that the Trustee is not liable to the Certificateholders for any amount payable under this Certificate or the Agreement or, except as expressly provided in the Agreement, subject to any liability under the Agreement.
 
This Certificate does not purport to summarize the Agreement and reference is made to the Agreement for the interests, rights and limitations of rights, benefits, obligations and duties evidenced thereby, and the rights, duties and immunities of the Trustee.
 
Pursuant to the terms of the Agreement, a distribution will be made on the 25th day of each month or, if such 25th day is not a Business Day then the first Business Day following such Distribution Date (the “Distribution Date”), commencing on the first Distribution Date specified on the face hereof, to the Person in whose name this Certificate is registered at the close of business on the applicable Record Date in an amount equal to the product of the Percentage Interest evidenced by this Certificate and the amount required to be distributed to Holders of Certificates of the Class to which this Certificate belongs on such Distribution Date pursuant to the Agreement.
 
Distributions on this Certificate shall be made by check or money order mailed to the address of the person entitled thereto as it appears on the Certificate Register or by wire transfer or otherwise, as set forth in the Agreement. The final distribution on each Certificate will be made in like manner, but only upon presentment and surrender of such Certificate at the office or agency of the Trustee specified in the notice to Certificateholders of such final distribution.
 
The Agreement permits, with certain exceptions therein provided, the amendment thereof and the modification of the rights and obligations of the Trustee and the rights of the Certificateholders under the Agreement at any time by the Depositor, the Servicer and the Trustee with the consent of the NIMs Insurer, if any and of Holders of the requisite percentage of the Percentage Interests of each Class of Certificates affected by such amendment, as specified in the Agreement. Any such consent by the Holder of this Certificate shall be conclusive and binding on such Holder and upon all future Holders of this Certificate and of any Certificate issued upon the transfer hereof or in exchange therefor or in lieu hereof whether or not notation of such consent is made upon this Certificate. The Agreement also permits the amendment thereof, in certain limited circumstances, without the consent of the Holders of any of the Certificates, but with the consent of the NIMS Insurer, if any.
 
As provided in the Agreement and subject to certain limitations therein set forth, the transfer of this Certificate is registrable in the Certificate Register of the Trustee upon surrender of this Certificate for registration of transfer at the office or agency maintained by the Trustee accompanied by a written instrument of transfer in form satisfactory to the Trustee and the Certificate Registrar duly executed by the holder hereof or such holder’s attorney duly authorized in writing, and thereupon one or more new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest in the Trust will be issued to the designated transferee or transferees.
 
The Certificates are issuable only as registered Certificates without coupons in denominations specified in the Agreement. As provided in the Agreement and subject to certain limitations therein set forth, Certificates are exchangeable for new Certificates of the same Class in authorized denominations and evidencing the same aggregate Percentage Interest, as requested by the Holder surrendering the same.
 
No service charge will be made for any such registration of transfer or exchange, but the Trustee may require payment of a sum sufficient to cover any tax or other governmental charge payable in connection therewith.
 
The Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent and any agent of the Servicer, the Depositor, the Trustee, the NIMs Insurer, if any, the Certificate Registrar, any Paying Agent or the Trustee may treat the Person, including a Depository, in whose name any Certificate is registered as the owner hereof for all purposes, and none of the Servicer, the Trust, the Trustee nor any agent of any of them shall be affected by notice to the contrary.
 
On any Distribution Date following the Distribution Date on which the remaining aggregate Principal Balance of the Mortgage Loans is less than 10% of the sum of the aggregate Principal Balance of the Mortgage Loans as of the Cut-off Date, the Servicer may purchase, in whole, from the Trust the Mortgage Loans at a purchase price determined as provided in the Agreement. In the event that no such optional termination occurs, the obligations and responsibilities created by the Agreement will terminate upon notice to the Trustee upon the earliest of (i) the Distribution Date on which the Certificate Principal Balances of the Regular Certificates have been reduced to zero, (ii) the final payment or other liquidation of the last Mortgage Loan in the Trust, (iii) the Distribution Date in May 2037.
 
Capitalized terms used herein that are defined in the Agreement shall have the meanings ascribed to them in the Agreement, and nothing herein shall be deemed inconsistent with that meaning.



ASSIGNMENT
 
FOR VALUE RECEIVED, the undersigned hereby sell(s), assign(s) and transfer(s) unto
     
     
(Please print or typewrite name and address including postal zip code of assignee)
the Percentage Interest evidenced by the within Certificate and hereby authorizes the transfer of registration of such Percentage Interest to assignee on the Certificate Register of the Trust.
 
I (We) further direct the Trustee to issue a new Certificate of a like denomination and Class, to the above named assignee and deliver such Certificate to the following address:
     
     

 
Dated:_________________
 

   
 
Signature by or on behalf of assignor




DISTRIBUTION INSTRUCTIONS
 
The assignee should include the following for purposes of distribution:
 
Distributions shall be made, by wire transfer or otherwise, in immediately available funds
to
 
,
for the account of
 
,
account number___________, or, if mailed by check, to
 
,
Applicable statements should be mailed to
 
,
 
.

This information is provided by
 
,
the assignee named above, or
 
,
as its agent.
   






 




EXHIBIT B
 
[Reserved]
 


EXHIBIT C
 
FORM OF MORTGAGE LOAN PURCHASE AGREEMENT
 
 


 
OPTION ONE MORTGAGE CORPORATION,
 
as Originator and Seller,
 
OPTION ONE MORTGAGE CAPITAL CORPORATION,
 
as Obligor and Seller
 
OPTION ONE OWNER TRUST 2001-1A,

OPTION ONE OWNER TRUST 2001-2,
 
OPTION ONE OWNER TRUST 2002-3,
 
OPTION ONE OWNER TRUST 2003-4,
 
OPTION ONE OWNER TRUST 2003-5,
 
OPTION ONE OWNER TRUST 2005-6,
 
OPTION ONE OWNER TRUST 2005-8,
 
OPTION ONE OWNER TRUST 2005-9,
 
OPTION ONE OWNER TRUST 2007-5A,
 
as Sellers
 
and
 
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION,
 
as Purchaser
 
MORTGAGE LOAN PURCHASE AGREEMENT
 
Dated as of April 19, 2007
 

 
Fixed Rate and Adjustable Rate Mortgage Loans
 
Option One Mortgage Loan Trust 2007-5
Asset-Backed Certificates, Series 2007-5







Table of Contents
 
ARTICLE I.
   
DEFINITIONS
Section 1.01
Definitions
 
ARTICLE II.
   
SALE OF MORTGAGE LOANS; PAYMENT OF PURCHASE PRICE
 
Section 2.01
Sale of Mortgage Loans
Section 2.02
Obligations of the Originator Upon Sale
Section 2.03
Payment of Purchase Price for the Mortgage Loans.
   
ARTICLE III.
   
REPRESENTATIONS AND WARRANTIES; REMEDIES FOR BREACH
 
Section 3.01
Representations and Warranties Relating to the Mortgage Loans.
Section 3.02
Originator Representations and Warranties Relating to the Originator
Section 3.03
Obligor Representations and Warranties Relating to the Obligor
Section 3.04
Seller Trust Representations and Warranties
Section 3.05
Remedies For Breach of Representations And Warranties
   
ARTICLE IV.
   
ORIGINATOR'S COVENANTS
 
Section 4.01
Covenants of The Originator
   
ARTICLE V.
   
INDEMNIFICATION WITH RESPECT TO THE MORTGAGE LOANS
 
Section 5.01
Indemnification.
   
ARTICLE VI.
   
TERMINATION
 
Section 6.01
Termination
   
ARTICLE VII.
   
MISCELLANEOUS PROVISIONS
 
Section 7.01
Amendment
Section 7.02
Governing Law
Section 7.03
Notices
Section 7.04
Severability of Provisions
Section 7.05
Counterparts
Section 7.06
Further Agreements
Section 7.07
Intention of The Parties
Section 7.08
Successors And Assigns, Assignment of Purchase Agreement
Section 7.09
Survival
Section 7.10
Owner Trustee

SCHEDULES

SCHEDULE I
MORTGAGE LOANS OWNED BY ORIGINATOR
SCHEDULE II
MORTGAGE LOANS OWNED BY OBLIGOR
SCHEDULE III
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-1A
SCHEDULE IV
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-2
SCHEDULE V
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2002-3
SCHEDULE VI
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-4
SCHEDULE VII
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-5
SCHEDULE VIII
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-6
SCHEDULE IX
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-8
SCHEDULE X
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-9
SCHEDULE XI
MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2007-5A
 


MORTGAGE LOAN PURCHASE AGREEMENT, dated as of April 19, 2007 (the “Agreement”), among Option One Mortgage Corporation (the “Originator”), Option One Mortgage Capital Corporation (the “Obligor”), Option One Owner Trust 2001-1A (“Seller Trust 1A”), Option One Owner Trust 2001-2 (“Seller Trust 2”), Option One Owner Trust 2002-3 (“Seller Trust 3”), Option One Owner Trust 2003-4 (“Seller Trust 4”), Option One Owner Trust 2003-5 (“Seller Trust 5”), Option One Owner Trust 2005-6 (“Seller Trust 6”), Option One Owner Trust 2005-8 (“Seller Trust 8”), Option One Owner Trust 2005-9 (“Seller Trust 9”) and Option One Owner Trust 2007-5A (“Seller Trust 5A”; each of Seller Trust 1A, Seller Trust 2, Seller Trust 3, Seller Trust 4, Seller Trust 5, Seller Trust 6, Seller Trust 8, Seller Trust 9 and Seller Trust 5A a “Seller Trust” and collectively the “Seller Trusts”) (the Originator, the Obligor, each Seller Trust a “Seller” and collectively the “Sellers”) and Option One Mortgage Acceptance Corporation (the “Purchaser”).
 
W I T N E S S E T H
 
WHEREAS, each Seller is the owner of (a) the notes or other evidence of indebtedness (the “Mortgage Notes”) so indicated on the applicable Schedule hereto referred to below and (b) the other documents or instruments constituting the Mortgage File (collectively, the “Mortgage Loans”); and
 
WHEREAS, the Sellers, as of the date hereof, own the mortgages (the “Mortgages”) on the properties (the “Mortgaged Properties”) securing such Mortgage Loans, including rights to (a) any property acquired by foreclosure or deed in lieu of foreclosure or otherwise and (b) the proceeds of any insurance policies covering the Mortgage Loans or the Mortgaged Properties or the obligors on the Mortgage Loans; and
 
WHEREAS, the parties hereto desire that the Sellers sell the Mortgage Loans to the Purchaser pursuant to the terms of this Agreement; and
 
WHEREAS, each Seller Trust is an indirect subsidiary of the Originator and the Originator is the administrator of each Seller Trust; and
 
WHEREAS, the Originator originated or acquired the Mortgage Loans and subsequently sold the Mortgage Loans to the applicable Seller Trust; and
 
WHEREAS, pursuant to the terms of a Pooling and Servicing Agreement dated as of April 1, 2007 (the “Pooling and Servicing Agreement”) among the Purchaser as depositor, the Originator as servicer and Wells Fargo Bank, N.A. as trustee (the “Trustee”), the Purchaser will convey the Mortgage Loans to Option One Mortgage Loan Trust 2007-5 (the “Trust”); and
 
WHEREAS, each of the Originator and the Obligor is obligated, in connection with the transactions contemplated by this Agreement, to make certain representations, warranties and covenants with respect to itself and the Mortgage Loans; and
 
WHEREAS, each Seller Trust is obligated, in connection with the transactions contemplated by this Agreement, to make certain representations, warranties and covenants with respect to itself.
 
NOW, THEREFORE, in consideration of the mutual covenants herein contained, the parties hereto agree as follows:
 
ARTICLE I.
 
DEFINITIONS
 
Section 1.01  Definitions. All capitalized terms used but not defined herein and below shall have the meanings assigned thereto in the Pooling and Servicing Agreement.
 
“ORIGINATOR INFORMATION”: The information in the Prospectus Supplement as follows: under “SUMMARY OF TERMS—Mortgage Loans”, the first sentence under the fourth bullet point under “RISK FACTORS—Unpredictability of Prepayments and Effect on Yields,” the first two sentences under “RISK FACTORS— Delinquency Status of the Mortgage Loans,” the first sentence under “RISK FACTORS—Second Lien Loan Risk”, the first sentence under “RISK FACTORS—Interest Only Mortgage Loans”, the second sentence under the third bullet point under “RISK FACTORS—Interest Generated by the Mortgage Loans May Be Insufficient to Maintain Overcollateralization”, the second sentence under “RISK FACTORS—High Loan-to-Value Ratios Increase Risk of Loss”, the third sentence under “RISK FACTORS—Balloon Loan Risk”, the first two sentences under “RISK FACTORS—Simultaneous Second Lien Risk”, “THE MORTGAGE POOL”, “THE ORIGINATOR AND SPONSOR”, and the first sentence of the seventh paragraph under “YIELD, PREPAYMENT AND MATURITY CONSIDERATIONS”.
 
ARTICLE II.
 
SALE OF MORTGAGE LOANS; PAYMENT OF PURCHASE PRICE
 
Section 2.01  Sale of Mortgage Loans. The applicable Seller, concurrently with the execution and delivery of this Agreement, does hereby sell, and in connection therewith hereby assigns to the Purchaser, effective as of the Closing Date, without recourse, (i) all of its right, title and interest in and to each Mortgage Loan identified on the related Schedule, including the related Cut-off Date Principal Balance, all interest accruing thereon on and after the Cut-off Date and all collections in respect of interest and principal due after the Cut-off Date; (ii) property which secured such Mortgage Loan and which has been acquired by foreclosure or deed in lieu of foreclosure; (iii) its interest in any insurance policies in respect of the Mortgage Loans and (iv) all proceeds of any of the foregoing. In addition to the sale of the Mortgage Loans, the Originator will direct the Trustee to enter into the Interest Rate Swap Agreement and Swap Administration Agreement on behalf of the Trust. 
 
Section 2.02  Obligations of the Originator Upon Sale. In connection with any transfer pursuant to Section 2.01 hereof, the Originator further agrees, at its own expense on or prior to the Closing Date, (a) to cause its books and records and the books and records of each Seller Trust, to indicate that the Mortgage Loans have been sold to the Purchaser pursuant to this Agreement and (b) to deliver to the Purchaser and the Trustee a computer file containing a true and complete list of all such Mortgage Loans specifying for each such Mortgage Loan, as of the Cut-off Date (i) its account number and (ii) the Cut-off Date Principal Balance. Such files, which form a part of Exhibit D to the Pooling and Servicing Agreement, shall also be marked as Schedules I-XI to this Agreement and are hereby incorporated into and made a part of this Agreement.
 
In connection with any conveyance by the Sellers, the Originator shall on behalf of the Purchaser deliver to, and deposit with the Trustee, as assignee of the Purchaser, on or before the Closing Date, the following documents or instruments with respect to each Mortgage Loan:
 
(i)  the original Mortgage Note, endorsed either (A) in blank, in which case the Trustee shall cause the endorsement to be completed or (B) in the following form: “Pay to the order of Wells Fargo Bank, N.A., as Trustee, without recourse”, or with respect to any lost Mortgage Note, an original Lost Note Affidavit stating that the original mortgage note was lost, misplaced or destroyed, together with a copy of the related mortgage note; provided, however, that such substitutions of Lost Note Affidavits for original Mortgage Notes may occur only with respect to Mortgage Loans, the aggregate Cut-off Date Principal Balance of which is less than or equal to 1.00% of the Pool Balance as of the Cut-off Date;
 
(ii)  the original Mortgage with evidence of recording thereon, and the original recorded power of attorney, if the Mortgage was executed pursuant to a power of attorney, with evidence of recording thereon;
 
(iii)  an original Assignment of Mortgage, in form and substance acceptable for recording. The Mortgage shall be assigned either (A) in blank or (B) to “Wells Fargo Bank, N.A., as Trustee, without recourse”;
 
(iv)  an original of any intervening assignment of Mortgage showing a complete chain of assignments;
 
(v)  the original or a certified copy of lender's title insurance policy; and
 
(vi)  the original or copies of each assumption, modification, written assurance or substitution agreement, if any.
 
The Originator hereby confirms to the Purchaser and the Trustee that it has caused the appropriate entries to be made in its general accounting records to indicate that such Mortgage Loans have been transferred to the Trustee and constitute part of the Trust in accordance with the terms of the Pooling and Servicing Agreement.
 
If any of the documents referred to in Section 2.02(ii), (iii) or (iv) above has as of the Closing Date been submitted for recording but either (x) has not been returned from the applicable public recording office or (y) has been lost or such public recording office has retained the original of such document, the obligations of the Originator to deliver such documents shall be deemed to be satisfied upon (1) delivery to the Trustee or the Custodian no later than the Closing Date, of a copy of each such document certified by the Originator in the case of (x) above or the applicable public recording office in the case of (y) above to be a true and complete copy of the original that was submitted for recording and (2) if such copy is certified by the Originator, delivery to the Trustee or the Custodian, promptly upon receipt thereof of either the original or a copy of such document certified by the applicable public recording office to be a true and complete copy of the original. If the original lender's title insurance policy, or a certified copy thereof, was not delivered pursuant to Section 2.02(v) above, the Originator shall deliver or cause to be delivered to the Trustee or the Custodian, the original or a copy of a written commitment or interim binder or preliminary report of title issued by the title insurance or escrow company, with the original or a certified copy thereof to be delivered to the Trustee or the Custodian, promptly upon receipt thereof. The Originator shall deliver or cause to be delivered to the Trustee or the Custodian promptly upon receipt thereof any other documents constituting a part of a Mortgage File received with respect to any Mortgage Loan, including, but not limited to, any original documents evidencing an assumption or modification of any Mortgage Loan.
 
Upon discovery or receipt of notice of any materially defective document in, or that a document is missing from, a Mortgage File, the Originator shall have 120 days to cure such defect or deliver such missing document to the Purchaser. If the Originator does not cure such defect or deliver such missing document within such time period, the Obligor shall either repurchase or substitute for such Mortgage Loan pursuant to Section 2.03 of the Pooling and Servicing Agreement.
 
The Purchaser hereby acknowledges its acceptance of all right, title and interest to the Mortgage Loans and other property, now existing and hereafter created, conveyed to it pursuant to Section 2.01.
 
The parties hereto intend that the transaction set forth herein be a sale by the Sellers to the Purchaser of all the applicable Seller’s right, title and interest in and to the related Mortgage Loans and other property described above. In the event the transaction set forth herein is deemed not to be a sale, each Seller hereby grants to the Purchaser a security interest in all of such Seller's right, title and interest in, to and under the related Mortgage Loans and other property described above, whether now existing or hereafter created, to secure all of such Seller's obligations hereunder; and this Agreement shall constitute a security agreement under applicable law.
 
The Originator shall cause the Assignments which were delivered in blank to be completed and shall cause all Assignments referred to in Section 2.02(iii) hereof and, to the extent necessary, in Section 2.02(iv) hereof to be recorded. The Originator shall be required to deliver such Assignments for recording within 90 days of the Closing Date. Notwithstanding the foregoing, however, for administrative convenience and facilitation of servicing and to reduce closing costs, the Assignments of Mortgage shall not be required to be submitted for recording with respect to any Mortgage Loan in any jurisdiction where the Rating Agencies do not require recordation in order to receive the ratings on the Certificates at the time of their initial issuance; provided, however, each Assignment shall be submitted for recording by the Originator in the manner described above, at no expense to the Trust Fund or Trustee, upon the earliest to occur of: (i) reasonable direction by Holders of Certificates entitled to at least 25% of the Voting Rights, or the NIMS Insurer, (ii) the occurrence of a Servicer Event of Termination, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the Servicer, (iv) the occurrence of a servicing transfer as described in Section 7.02 of the Pooling and Servicing Agreement, (v) if the Originator is not the Servicer and with respect to any one Assignment the occurrence of a bankruptcy, insolvency or foreclosure relating to the Mortgagor under the related Mortgage and (vi) any Mortgage Loan that is 90 days or more Delinquent and such recordation would be necessary to facilitate conversion of the Mortgaged Property as provided herein. Upon (a) receipt of written notice from the Trustee that recording of the Assignments is required pursuant to one or more of the conditions (excluding (v) and (vi) above) set forth in the preceding sentence or (b) upon the occurrence of condition (v) or (vi) in the preceding sentence, the Originator shall be required to deliver such Assignments for recording as provided above, promptly and in any event within 30 days following receipt of such notice. Notwithstanding the foregoing, if the Originator fails to pay the cost of recording the Assignments, such expense will be paid by the Trustee and the Trustee shall be reimbursed for such expenses by the Trust. The Originator shall furnish the Trustee, or its designated agent, with a copy of each Assignment submitted for recording. In the event that any such Assignment is lost or returned unrecorded because of a defect therein, the Originator shall promptly have a substitute Assignment prepared or have such defect cured, as the case may be, and thereafter cause each such Assignment to be duly recorded.
 
The Originator shall forward to the Purchaser original documents evidencing an assumption, modification, consolidation or extension of any Mortgage Loan entered into in accordance with the Pooling and Servicing Agreement within two weeks of their execution; provided, however, that the Originator shall provide the Purchaser with a certified true copy of any such document submitted for recordation within two weeks of its execution, and shall provide the original of any document submitted for recordation or a copy of such document certified by the appropriate public recording office to be a true and complete copy of the original within 365 days of its submission for recordation. In the event that the Originator cannot provide a copy of such document certified by the public recording office within such 365 day period, the Originator shall deliver to the Purchaser, within such 365 day period, an Officer's Certificate of the Servicer which shall (A) identify the recorded document, (B) state that the recorded document has not been delivered to the Purchaser due solely to a delay caused by the public recording office, (C) state the amount of time generally required by the applicable recording office to record and return a document submitted for recordation, if known, and (D) specify the date the applicable recorded document is expected to be delivered to the Purchaser, and, upon receipt of a copy of such document certified by the public recording office, the Originator shall immediately deliver such document to the Purchaser. In the event the appropriate public recording office will not certify as to the accuracy of such document, the Originator shall deliver a copy of such document certified by an officer of the Originator to be a true and complete copy of the original to the Purchaser.
 
Section 2.03  Payment of Purchase Price for the Mortgage Loans. 
 
(a)  In consideration of the sale of the Mortgage Loans from each Seller to the Purchaser on the Closing Date, the Purchaser agrees to pay each Seller on the Closing Date by transfer of (i) immediately available funds in the amount set forth below and (ii) a percentage interest, as specified below, in the Class C Certificates, the Class P Certificates and the Residual Certificates (collectively, the “Retained Certificates”) which such Certificates shall be registered in the name of the applicable Seller or a designee.
 
Seller
 
Cash Consideration
 
Percentage Interest in
Retained Certificates
 
Originator
 
$
-
   
0
%
Obligor
 
$
23,460,059.80
   
2
%
2001-1A
 
$
241,684,893.60
   
17
%
2001-2
 
$
53,490,773.66
   
4
%
2002-3
 
$
175,171,406.22
   
12
%
2003-4
 
$
201,119,029.10
   
14
%
2003-5
 
$
9,395,499.81
   
1
%
2005-6
 
$
251,793,190.57
   
18
%
2005-8
 
$
126,765,082.06
   
9
%
2005-9
 
$
183,065,080.61
   
13
%
2007-5A
 
$
172,399,882.43
   
12
%

 
(b)  The Originator shall pay, and be billed directly for, all expenses incurred by the Purchaser in connection with the issuance of the Certificates, including, without limitation, printing fees incurred in connection with the prospectus relating to the Certificates, blue sky registration fees and expenses, fees and expenses of Purchaser’s counsel, fees of the Rating Agencies requested to rate the Certificates, accountant’s fees and expenses and the fees and expenses of the Trustee and other out-of-pocket costs, if any.
 
ARTICLE III.
 
REPRESENTATIONS AND WARRANTIES; REMEDIES FOR BREACH
 
Section 3.01  Representations and Warranties Relating to the Mortgage Loans. 
 
(a)  The Originator and the Obligor jointly and severally hereby represent and warrant to the Purchaser with respect to the Mortgage Loans that as of the Closing Date or as of such date specifically provided herein:
 
(1)  The applicable Seller has good title to and is the sole owner and holder of the related Mortgage Loans;
 
(2)  Immediately prior to the transfer and assignment to the Purchaser, the Mortgage Notes and the Mortgage Loans were not subject to an assignment or pledge, and the applicable Seller has full right and authority to sell and assign the related Mortgage Loans;
 
(3)  The applicable Seller is transferring the related Mortgage Loan to the Purchaser free and clear of any and all liens, pledges, charges or security interests of any nature encumbering the Mortgage Loans;
 
(4)  The information set forth on each Schedule is true and correct in all material respects as of the Cut-off Date or such other date as may be indicated in such schedule;
 
(5)  The Mortgage Loan has been acquired, serviced, collected and otherwise dealt with by the Originator and any affiliate of the Originator in compliance with all applicable federal, state and local laws and regulations and the terms of the related Mortgage Note and Mortgage;
 
(6)  The related Mortgage Note and Mortgage are genuine and each is the legal, valid and binding obligation of the maker thereof, enforceable in accordance with its terms except as such enforcement may be limited by bankruptcy, insolvency, reorganization or other similar laws affecting the enforcement of creditors' rights generally and by general equity principles (regardless of whether such enforcement is considered in a proceeding in equity or at law);
 
(7)  The related Mortgage is a valid and enforceable first or second lien on the related Mortgaged Property, which Mortgaged Property is free and clear of all encumbrances and liens (including mechanics liens) having priority over the first or second lien of the Mortgage except for: (i) liens for real estate taxes and assessments not yet due and payable; (ii) covenants, conditions and restrictions, rights of way, easements and other matters of public record as of the date of recording of such Mortgage, such exceptions appearing of record being acceptable to mortgage lending institutions generally or specifically reflected or considered in the lender's title insurance policy delivered to the originator of the Mortgage Loan and referred to in the appraisal made in connection with the origination of the related Mortgage Loan, (iii) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by such Mortgage and (iv) the first lien on the Mortgaged Property, in the case of the Mortgages that are second liens;
 
(8)  Any security agreement, chattel mortgage or equivalent document related to such Mortgage Loan establishes and creates a valid and enforceable first or second lien on the Mortgaged Property;
 
(9)  As of the last calendar day of March 2007, none of the Mortgage Loans are Delinquent.
 
(10)  None of the Originator, the Obligor or any Seller Trust has advanced funds, or induced, solicited or knowingly received any advance of funds by a party other than the Mortgagor, directly or indirectly, for the payment of any amount required under the Mortgage Loan;
 
(11)  None of the Originator, the Obligor or any Seller Trust has impaired, waived, altered or modified the related Mortgage or Mortgage Note in any material respect, or satisfied, canceled, rescinded or subordinated such Mortgage or Mortgage Note in whole or in part or released all or any material portion of the Mortgaged Property from the lien of the Mortgage, or executed any instrument of release, cancellation, rescission or satisfaction of the Mortgage Note or Mortgage;
 
(12)  As of the Cut-off Date, the Mortgage has not been satisfied, canceled or subordinated, in whole or in part, or rescinded, and the Mortgaged Property has not been released from the lien of the Mortgage, in whole or in part (except for a release that does not materially impair the security of the Mortgage Loan or a release the effect of which is reflected in the Loan-to-Value Ratio or combined Loan-to-Value Ratio for the Mortgage Loan as set forth in the Schedule of Mortgage Loans), nor has any instrument been executed that would effect any such release, cancellation, subordination or rescission;
 
(13)  No Mortgage Loan is subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, nor will the operation of any of the terms of any Mortgage Note or Mortgage, or the exercise of any right thereunder, render either the Mortgage Note or Mortgage unenforceable in whole or in part, or subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, and no such right of rescission, set-off, counterclaim or defense has been asserted with respect thereto;
 
(14)  To the Originator’s knowledge, there is no proceeding pending for the total or partial condemnation and no eminent domain proceedings pending affecting any Mortgaged Property;
 
(15)  Each Mortgage Loan is covered by either (i) a mortgage title insurance policy or other generally acceptable form of insurance policy customary in the jurisdiction where the Mortgaged Property is located together with an adjustable rate rider if applicable or (ii) if generally acceptable in the jurisdiction where the Mortgaged Property is located, an attorney's opinion of title given by an attorney licensed to practice law in the jurisdiction where the Mortgaged Property is located. All of the Originator's rights under such policies, opinions or other instruments shall be transferred and assigned to Purchaser upon sale and assignment of the Mortgage Loans hereunder. The title insurance policy has been issued by a title insurer licensed to do business in the jurisdiction where the Mortgaged Property is located, insuring the original lender, its successor and assigns, as to the first or second priority lien of the Mortgage in the original principal amount of the Mortgage Loan, subject to the exceptions contained in such policy. The Originator is the sole insured of such mortgagee title insurance policy, and such mortgagee title insurance policy is in full force and effect and will be in force and effect upon the consummation of the transactions contemplated by this Agreement. Neither the Originator nor any affiliate of the Originator has made, and the Originator has no knowledge of, any claims under such mortgagee title insurance policy. The Originator is not aware of any action by a prior holder and neither the Originator nor any affiliate of the Originator has done, by act or omission, anything which could impair the coverage or enforceability of such mortgagee title insurance policy or the accuracy of such attorney's opinion of title;
 
(16)  There is no material default, breach, violation or event of acceleration existing under the related Mortgage or the related Mortgage Note and no event which, with the passage of time or with notice and the expiration of any grace or cure period, would constitute a material default, breach, violation or event of acceleration, other than a payment delinquency that is for a payment due after the date specified in (i) above. None of the Originator, the Obligor, any Seller Trust or any affiliate of the Originator or any Seller Trust has waived any default, breach, violation or event of acceleration;
 
(17)  With respect to any Mortgage Loan which provides for an adjustable interest rate, all rate adjustments have been performed in accordance with the terms of the related Mortgage Note or subsequent modifications, if any;
 
(18)  To the Originator’s knowledge, there are no delinquent taxes, ground rents, water charges, sewer rents, assessments, insurance premiums, leasehold payments, including assessments payable in future installments or other outstanding charges, affecting the related Mortgaged Property;
 
(19)  As of the Cut-off Date, no foreclosure proceedings are pending against the Mortgaged Property and the Mortgage Loan is not subject to any pending bankruptcy or insolvency proceeding, and to the Originator’s best knowledge, no material litigation or lawsuit relating to the Mortgage Loan is pending;
 
(20)  The Mortgaged Property for each Mortgage Loan is insured under a hazard insurance policy (“Hazard Insurance”) in an amount at least equal to the lesser of (i) the maximum insurable value of such improvements or (ii) the principal balance of the Mortgage Loan with a standard mortgagee clause, in either case in an amount sufficient to avoid the application of any “co-insurance provisions,” and, if it was in place at origination of the Mortgage Loan, flood insurance, at the mortgagor's cost and expense. If the Mortgaged Property is in an area identified in the Federal Register by the Federal Emergency Management Agency (“FEMA”) as having special flood hazards, a flood insurance policy is in effect which met the requirements of FEMA at the time such policy was issued. The Mortgage obligates the Mortgagor to maintain the Hazard Insurance, and, if applicable, flood insurance policy at the Mortgagor's cost and expense, and on the Mortgagor's failure to do so, authorizes the holder of the Mortgage to obtain and maintain such insurance at the Mortgagor's cost and expense, and to seek reimbursement therefor from the Mortgagor;
 
(21)  The Mortgage Note is not and has not been secured by any collateral except the lien of the corresponding Mortgage and the security interest of any applicable security agreement or chattel mortgage;
 
(22)  The Mortgage contains an enforceable provision for the acceleration of the payment of the unpaid principal balance of the Mortgage Loan in the event that the Mortgaged Property is sold or transferred without the prior written consent of the Mortgagee thereunder. The Mortgage contains customary and enforceable provisions such as to render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security provided thereby, including (i) in the case of a Mortgage designated as a deed of trust, by trustee's sale and (ii) otherwise by judicial foreclosure. Since the date of origination of the Mortgage Loan, the Mortgaged Property has not been subject to any bankruptcy proceeding or foreclosure proceeding and the Mortgagor has not filed for protection under applicable bankruptcy laws. There is no homestead or other exemption available to the Mortgagor that would interfere with the right to sell the Mortgaged Property at a trustee's sale or the right to foreclose the Mortgage. In the event the Mortgage constitutes a deed of trust, a trustee, duly qualified under applicable law to serve as such, as been properly designated and currently so serves and is named in the Mortgage, and no fees or expenses are or will become payable by Purchaser to the trustee under the deed of trust, except in connection with a trustee's sale after default by the related Mortgagor. The Mortgagor has not notified the Originator or any affiliate of the Originator and the Originator has no knowledge of any relief requested or allowed to the Mortgagor under the Servicemembers Civil Relief Act;
 
(23)  Except as set forth in the appraisal which forms part of the related Mortgage File, the Mortgaged Property, normal wear and tear excepted, is undamaged by waste, fire, earthquake or earth movement, windstorm, flood, tornado or other casualty so as to affect materially and adversely the value of the Mortgaged Property as security for the Mortgage Loan or the use for which the premises were intended;
 
(24)  To the Originator’s knowledge, there was no fraud involved in the origination of the Mortgage Loan by the mortgagee or by the Mortgagor, any appraiser or any other party involved in the origination of the Mortgage Loan;
 
(25)  Each Mortgage File contains an appraisal of the Mortgaged Property indicating the appraised value at the time of origination for such Mortgaged Property. Each appraisal has been performed in accordance with the provisions of the Financial Institutions Reform, Recovery and Enforcement Act of 1989;
 
(26)  To the best of the Originator’s knowledge, all parties which have had any interest in the Mortgage Loan, whether as mortgagee, assignee, pledgee or otherwise, are (or, during the period in which they held and disposed of such interest, were) in compliance with any and all applicable “doing business” and licensing requirements of the laws of the state wherein the Mortgaged Property is located;
 
(27)  No improvements on the related Mortgaged Property (upon which value was given) encroach on adjoining properties (and in the case of a condominium unit, such improvements are within the project with respect to that unit), and no improvements on adjoining properties encroach upon the Mortgaged Property unless there exists in the Mortgage File a title Policy with endorsements which insure against losses sustained by the insured as a result of such encroachments;
 
(28)  Each Mortgage Loan was originated or acquired by a savings and loan association, a savings bank, a commercial bank or similar banking institution which is supervised and examined by a federal or state authority, or by a mortgagee approved by the Secretary of HUD. Each Mortgage Loan was originated substantially in accordance with the Originator's underwriting criteria, which are at least as stringent as the underwriting criteria set forth in the Prospectus Supplement. Each Mortgage Loan is currently being serviced by the Originator and has been serviced by the Originator since the date of origination of such Mortgage Loan;
 
(29)  (i) Except with respect to the interest only mortgage loans, principal payments on the Mortgage Loan commenced no more than two months after the proceeds of the Mortgage Loan were disbursed and (ii) each Mortgage Note is payable on the first day of each month;
 
(30)  The Mortgage Loan bears interest at the Mortgage Rate and the Mortgage Note does not permit negative amortization. No Mortgage Loan bearing interest at an adjustable rate permits the Mortgagor to convert the Mortgage Loan to a fixed rate Mortgage Loan;
 
(31)  With respect to escrow deposits, if any, all such payments are in the possession of, or under the control of, the Servicer and there exist no deficiencies in connection therewith for which customary arrangements for repayment thereof have not been made. No escrow deposits or escrow advances or other charges or payments due the Servicer have been capitalized under any Mortgage or the related Mortgage Note;
 
(32)  No Mortgage Loan contains provisions pursuant to which scheduled payments are: (i) paid or partially paid with funds deposited in any separate account established by the Originator, the related Seller Trust, the Mortgagor, or anyone on behalf of the Mortgagor; or (ii) paid by any source other than the Mortgagor or contains any other similar provisions which may constitute a “buydown” provision. The Mortgage Loan is not a graduated payment mortgage loan and the Mortgage Loan does not have a shared appreciation or other contingent interest feature;
 
(33)  As of the origination date of each Mortgage Loan, the related Mortgaged Property is lawfully permitted to be occupied under applicable law;
 
(34)  Except as disclosed in the Prospectus Supplement, there are no proceedings or investigations pending, with respect to servicing, collection or notification practices and with respect to origination practices, violating any law in connection with any Mortgage Loan transferred to the Purchaser pursuant to this Agreement, including, without limitation, usury, truth in lending, real estate settlement procedures, consumer credit protection, equal credit opportunity or disclosure laws. The Mortgage Loan has been serviced in accordance with the terms of the Mortgage Note.
 
(35)  No Mortgage Loan was made in connection with (a) the construction or rehabilitation of a Mortgaged Property or (b) facilitating the trade-in or exchange of a Mortgaged Property;
 
(36)  The proceeds of the Mortgage Loan have been fully disbursed to or for the account of the Mortgagor and there is no obligation for the Mortgagee to advance additional funds thereunder, and any and all requirements as to completion of any on-site or off-site improvement and as to disbursements of any escrow funds therefor have been complied with. All costs, fees and expenses incurred in making or closing the Mortgage Loan and the recording of the Mortgage have been paid, and the Mortgagor is not entitled to any refund of any amounts paid or due to the Mortgagee pursuant to the Mortgage Note or Mortgage;
 
(37)  There are no mechanics' or similar liens or claims that have been filed for work, labor or material (and no rights are outstanding that under law could give rise to such lien) affecting the related Mortgaged Property that are or may be liens prior to, or equal or coordinate with, the lien of the related Mortgage;
 
(38)  As to each Mortgage Loan, interest is calculated on the Mortgage Note on the basis of twelve 30-day months and a 360 day year;
 
(39)  The Mortgaged Property consists of one of the following: detached or semi-detached one- to four-family dwelling units, townhouses, individual condominium units and individual units in planned unit developments, or manufactured homes treated as real property under local law;
 
(40)  The Mortgage Loans were not intentionally selected by the related Seller in a manner intended to adversely affect the Purchaser or the Trust;
 
(41)  [Reserved];
 
(42)  The Mortgage Loans have original terms to maturity ranging from 10 to 30 years;
 
(43)  As of the Cut-off Date; each Mortgage Loan, including any Mortgage Loan seasoned more than 12 months as of the Cut-off Date, had a loan-to-value-ratio that was less than or equal to 100%;
 
(44)  With respect to each Mortgage Loan, the Mortgage Note related thereto bears a fixed Mortgage Rate or an adjustable Mortgage Rate which will be adjusted on each Adjustment Date to equal the Index plus the Gross Margin, rounded to the nearest or next highest 0.125%, subject to the Periodic Rate Cap, the Maximum Mortgage Rate and the Minimum Mortgage Rate;
 
(45)  No Mortgage Loan underlying the security is covered by the Home Ownership and Equity Protection Act of 1994 (“HOEPA”) and no mortgage loan is in violation of any comparable state law;
 
(46)  Each Mortgage Loan conforms, and all Mortgage Loans in the aggregate conform, in all material respects, to the description thereof set forth in the Prospectus Supplement;
 
(47)  With respect to second lien Mortgage Loans, either (a) no consent for the Mortgage Loan is required by the holder of the related first lien or (b) such consent has been obtained and is contained in the Mortgage File;
 
(48)  Each Mortgage Note is comprised of one original promissory note and each such promissory note constitutes an “instrument” for purposes of section 9-102(a)(65) of the UCC;
 
(49)  No Mortgage Loan originated on or after October 1, 2002 through March 6, 2003 is governed by the Georgia Fair Lending Act;
 
(50)  Each Mortgage Loan was originated in compliance with all applicable local, state and federal laws, including, but not limited to, all applicable anti-predatory and anti-abusive lending laws;
 
(51)  None of the Mortgage Loans are High Cost as defined by the applicable predatory and abusive lending laws;
 
(52)  No Mortgage Loan is a high cost loan or a covered loan, as applicable (as such terms are defined in the then current Standard & Poor’s LEVELS Glossary which is now Version 5.7, Appendix E);
 
(53)  Each Mortgage Loan is a “qualified mortgage” under Section 860G(a)(3); and
 
(54)  No mortgage loan in the trust is a “high cost home,” “covered” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees).
 
(55)  The Mortgaged Property is either a fee simple estate or a long-term residential lease. If the Mortgage Loan is secured by a long-term residential lease, unless otherwise specifically disclosed in the Mortgage Loan Schedule, (A) the terms of such lease expressly permit the mortgaging of the leasehold estate, the assignment of the lease without the lessor’s consent (or the lessor’s consent has been obtained and such consent is the Mortgage File) and the acquisition by the holder of the Mortgage of the rights of the lessee upon foreclosure or assignment in lieu of foreclosure or provide the holder of the Mortgage with substantially similar protection; (B) the terms of such lease do not (x) allow the termination thereof upon the lessee’s default without the holder of the Mortgage being entitled to receive written notice of, and opportunity to cure, such default or (y) prohibit the holder of the Mortgage from being insured under the hazard insurance policy relating to the Mortgaged Property; (C) the original term of such lease is not less than 15 years; (D) the term of such lease does not terminate earlier than ten years after the maturity date of the Mortgage Note; and (E) the Mortgaged Property is located in a jurisdiction in which the use of leasehold estates for residential properties is an accepted practice;
 
(56)  [Reserved].
 
(57)  Each mortgage loan and the prepayment penalty associated with the mortgage loan at the time it was made complied in all material respects with applicable local, state and federal laws, including, but not limited to, all applicable predatory and abusive lending laws.
 
(b)  The Originator and Obligor hereby represents and warrants to the Purchaser, with respect to the Group I Mortgage Loans as of the Closing Date or as of such date specifically provided herein:
 
(1)  Each Group I Mortgage Loan had a Principal Balance at origination which conformed with Freddie Mac guidelines;
 
(2)  Each Group I Mortgage Loan in the trust at the time it was made complied in all material respects with applicable local, state, and federal laws, including, but not limited to, all applicable predatory, abusive and fair lending laws;
 
(3)  No refinance or purchase money mortgage loan in the trust that is secured by the borrower’s principal residence has an APR or total points and fees that exceed the thresholds set by the Home Ownership and Equity Protection Act of 1994 (“HOEPA”) and its implementing regulations, including 12 CFR § 226.32(a)(1)(i) and (ii). This requirement does not apply to home equity lines of credit (HELOCs) but does apply to other second mortgage loans;
 
(4)  There is no Group I Mortgage Loan in the trust that was originated on or after October 1, 2002 and before March 7, 2003, which is governed by the Georgia Fair Lending Act;
 
(5)  No Group I Mortgage Loan in the trust is a “high cost home,” “covered” (excluding home loans defined as “covered home loans” in the New Jersey Home Ownership Security Act of 2002 that were originated between November 26, 2003 and July 7, 2004), “high risk home” or “predatory” loan under any other applicable state, federal or local law (or a similarly classified loan using different terminology under a law imposing heightened regulatory scrutiny or additional legal liability for residential mortgage loans having high interest rates, points and/or fees);
 
(6)  With respect to each Group I Mortgage Loan underlying the security, no borrower obtained a prepaid single-premium credit-life, credit disability, credit unemployment or credit property insurance policy in connection with the origination of the mortgage loan;
 
(7)  With respect to any Group I Mortgage Loan underlying the security that contains a provision permitting imposition of a penalty upon a prepayment prior to maturity: (a) the mortgage loan provides some benefit to the borrower (e.g., a rate or fee reduction) in exchange for accepting such prepayment penalty; (b) the mortgage loan’s originator had a written policy of offering the borrower, or requiring third-party brokers to offer the borrower, the option of obtaining a mortgage loan that did not require payment of such a penalty; (c) the prepayment penalty was adequately disclosed to the borrower pursuant to applicable state and federal law; (d) no subprime loan originated on or after October 1, 2002 underlying the security will provide for prepayment penalties for a term in excess of three years and any loans originated prior to such date, and any non-subprime loans, will not provide for prepayment penalties for a term in excess of five years; unless the loan was modified to reduce the prepayment period to no more than three years (in the case of subprime loans) or five years (in the case of non-subprime loans) from the date of the note and the borrower was notified in writing of such reduction in prepayment period; and (e) such prepayment penalty shall not be imposed in any instance where the mortgage loan is accelerated or paid off in connection with the workout of a delinquent mortgage or due to the borrower’s default, notwithstanding that the terms of the mortgage loan or state or federal law might permit the imposition of such penalty;
 
(8)  The servicer for each Group I Mortgage Loan underlying the security has fully furnished accurate and complete information (i.e., favorable and unfavorable) on its borrower credit files to Equifax, Experian, and Trans Union Credit Information Company (three of the credit repositories), on a monthly basis and in accordance with the Fair Credit Reporting Act and its implementing regulations;
 
(9)  The servicer for each Group I Mortgage Loan underlying the security will fully furnish accurate and complete information (i.e., favorable and unfavorable) on its borrower credit files to Equifax, Experian, and Trans Union Credit Information Company (three of the credit repositories), on a monthly basis and in accordance with the Fair Credit Reporting Act and its implementing regulations;
 
(10)  With respect to each Group I Mortgage Loan underlying the security, the borrower was not encouraged or required to select a mortgage loan product offered by the mortgage loan’s originator which is a higher cost product designed for less creditworthy borrowers, taking into account such facts as, without limitation, the mortgage loan’s requirements and the borrower’s credit history, income, assets and liabilities. For a borrower who seeks financing through a mortgage loan originator’s higher-priced subprime lending channel, the borrower should be directed towards or offered the mortgage loan originator’s standard mortgage line if the borrower is able to qualify for one of the standard products;
 
(11)  The methodology used in underwriting the extension of credit for each Group I Mortgage Loan in the trust did not rely solely on the extent of the borrower’s equity in the collateral as the principal determining factor in approving such extension of credit. The methodology employed objective criteria such as the borrower’s income, assets and liabilities to the proposed mortgage payment and, based on such methodology, the mortgage loan’s originator made a reasonable determination that at the time of origination the borrower had the ability to make timely payments on the mortgage loan;
 
(12)  No borrower under a Group I Mortgage Loan in the trust that is secured by the borrower’s principal residence was charged points and fees in an amount greater than (a) $1,000 or (b) 5% of the principal amount of such mortgage loan, whichever is greater. For purposes of this representation, “points and fees” (x) include origination, underwriting, broker and finder’s fees and charges that the lender imposed as a condition of making the mortgage loan, whether they are paid to the lender or a third party; and (y) exclude bona fide discount points, fees paid for actual services rendered in connection with the origination of the mortgage (such as attorneys’ fees, notaries fees and fees paid for property appraisals, credit reports, surveys, title examinations and extracts, flood and tax certifications, and home inspections); the cost of mortgage insurance or credit-risk price adjustments; the costs of title, hazard, and flood insurance policies; state and local transfer taxes or fees; escrow deposits for the future payment of taxes and insurance premiums; and other miscellaneous fees and charges, which miscellaneous fee and charges, in total, do not exceed 0.25 percent of the loan amount;
 
(13)  With respect to any Group I Mortgage Loan originated on or after August 1, 2004 and underlying the security, neither the related mortgage nor the related mortgage note requires the borrower to submit to arbitration to resolve any dispute arising out of or relating in any way to the mortgage loan transaction;
 
(14)  The Group I Mortgage Loans underlying the security are exclusively secured by single-family (1-4 unit) residential housing. None of the Group I Mortgage Loans are on multifamily, commercial, industrial, agricultural or undeveloped property, or on any property located anywhere except the continental United States, Alaska, Hawaii, Puerto Rico, the Virgin Islands or Guam.
 
(15)  No manufactured housing units underlie the security;
 
(16)  None of the Group I Mortgage Loans are a condominium unit that is part of a condominium development that operates as, or holds itself out to be, a condominium hotel (“condotel”). No such unit can back our security, regardless of whether the unit itself is being used as a condotel unit.
 
(17)  The original principal balance of each Group I Mortgage Loan underlying the security must be within Freddie Mac’s dollar amount limits for conforming one-to-four-family mortgage loans;
 
(18)  No first lien Group I Mortgage Loan underlying the security has an original principal balance that exceeds the applicable Freddie Mac loan limit;
 
(19)  With respect to any subordinate lien Group I Mortgage Loan underlying the security, such lien is on a one- to four-family residence that is the principal residence of the borrower;
 
(20)  No subordinate lien Group I Mortgage Loan underlying the security has an original principal balance that exceeds one-half of the one-unit limitation for first lien mortgage loans, i.e., $208,500 (in Alaska, Guam, Hawaii or Virgin Islands: $312,750), without regard to the number of units;
 
(21)  The original principal balance of the first lien Group I Mortgage Loan plus the original principal balance of any subordinate lien mortgage loans relating to the same mortgaged property does not exceed the applicable Freddie Mac loan limit for first lien mortgage loans for that property type; and
 
(22)  No Group I Mortgage Loan underlying the security is “seasoned”.
 
Section 3.02  Originator Representations and Warranties Relating to the Originator. The Originator represents, warrants and covenants to the Purchaser as of the Closing Date or as of such other date specifically provided herein or in the applicable Assignment and Conveyance:
 
(i)  The Originator is duly organized, validly existing and in good standing as a corporation under the laws of the State of California and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan in accordance with the terms of this Agreement;
 
(ii)  The Originator has the full power and authority to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Originator has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement and this Agreement, assuming due authorization, execution and delivery by the Purchaser and the related Seller, constitutes a legal, valid and binding obligation of the Originator, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization. At the time of the sale of each Mortgage Loan by the Originator, the Originator had the full power and authority to hold each Mortgage Loan and to sell each Mortgage Loan;
 
(iii)  The execution and delivery of this Agreement by the Originator and the performance of and compliance with the terms of this Agreement will not violate the Originator's articles of incorporation or by-laws or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Originator is a party or which may be applicable to the Originator or its assets;
 
(iv)  The Originator is not in violation of, and the execution and delivery of this Agreement by the Originator and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Originator or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Originator or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
(v)  The Originator is a HUD approved mortgagee pursuant to Section 203 and Section 211 of the National Housing Act. No event has occurred, including but not limited to a change in insurance coverage, which would make the Originator unable to comply with HUD eligibility requirements or which would require notification to HUD;
 
(vi)  The Originator does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
(vii)  There are no actions or proceedings against, or investigations known to it of, the Originator before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Originator of its obligations under, or validity of enforceability of, this Agreement;
 
(viii)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Originator of, or compliance by the Originator with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained;
 
(ix)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Originator. The sale of the Mortgage Loans was in the ordinary course of business of the Originator and the assignment and conveyance of the Mortgage Notes and the Mortgages by the Originator are not subject to the bulk transfer or any similar statutory provisions;
 
(x)  The information delivered by the Originator to the Purchaser with respect to the Originator's loan loss, foreclosure and delinquency experience on mortgage loans underwritten to similar standards as the Mortgage Loans and covering mortgaged properties similar to the Mortgaged Properties, is true and correct in all material respects as of the date of such report;
 
(xi)  Except with respect to any statement regarding the intentions of the Purchaser, or any other statement contained herein the truth or falsity of which is dependant solely upon the actions of the Purchaser, this Agreement does not contain any untrue statement of material fact or omit to state a material fact necessary to make the statements contained herein not misleading. The written statements, reports and other documents prepared and furnished or to be prepared and furnished by the Originator pursuant to this Agreement or in connection with the transactions contemplated hereby taken in the aggregate do not contain any untrue statement of material fact or omit to state a material fact necessary to make the statements contained therein not misleading; and
 
(xii)  The Originator has not transferred the Mortgage Loans with any intent to hinder, delay or defraud any of its creditors.
 
Section 3.03  Obligor Representations and Warranties Relating to the Obligor. The Obligor represents, warrants and covenants to the Purchaser as of the Closing Date or as of such other date specifically provided herein:
 
(i)  The Obligor is duly organized, validly existing and in good standing as a corporation under the laws of the State of Delaware and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan in accordance with the terms of this Agreement;
 
(ii)  The Obligor has the full power and authority to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Obligor has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement and this Agreement, assuming due authorization, execution and delivery by the Purchaser and the related Seller, constitutes a legal, valid and binding obligation of the Obligor, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization. At the time of the sale of each Mortgage Loan by the Obligor, the Obligor had the full power and authority to hold each Mortgage Loan and to sell each Mortgage Loan;
 
(iii)  The execution and delivery of this Agreement by the Obligor and the performance of and compliance with the terms of this Agreement will not violate the Obligor's articles of incorporation or by-laws or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Obligor is a party or which may be applicable to the Obligor or its assets;
 
(iv)  The Obligor is not in violation of, and the execution and delivery of this Agreement by the Obligor and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over the Obligor or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Obligor or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
(v)  The Obligor does not believe, nor does it have any reason or cause to believe, that it cannot perform each and every covenant contained in this Agreement;
 
(vi)  There are no actions or proceedings against, or investigations known to it of, the Obligor before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Obligor of its obligations under, or validity of enforceability of, this Agreement;
 
(vii)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Obligor of, or compliance by the Obligor with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained; and
 
(viii)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Obligor. The sale of the Mortgage Loans was in the ordinary course of business of the Obligor and the assignment and conveyance of the Mortgage Notes and the Mortgages by the Obligor are not subject to the bulk transfer or any similar statutory provisions.
 
Section 3.04  Seller Trust Representations and Warranties. Each Seller Trust represents, warrants and covenants to the Purchaser as of the Closing Date or as of such other date specifically provided herein:
 
(a)  The Seller Trust is duly organized, validly existing and in good standing as a business trust under the laws of the State of Delaware and is and will remain in compliance with the laws of each state in which any Mortgaged Property is located to the extent necessary to ensure the enforceability of each Mortgage Loan in accordance with the terms of this Agreement;
 
(b)  The Seller Trust has the full power and authority to hold each Mortgage Loan, to sell each Mortgage Loan, to execute, deliver and perform, and to enter into and consummate, all transactions contemplated by this Agreement. The Seller Trust has duly authorized the execution, delivery and performance of this Agreement, has duly executed and delivered this Agreement and this Agreement, assuming due authorization, execution and delivery by the Purchaser and the Originator, constitutes a legal, valid and binding obligation of the Seller Trust, enforceable against it in accordance with its terms except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization;
 
(c)  The execution and delivery of this Agreement by the Seller Trust and the performance of and compliance with the terms of this Agreement will not violate the Seller Trust's certificate of trust or constitute a default under or result in a breach or acceleration of, any material contract, agreement or other instrument to which the Seller Trust is a party or which may be applicable to the Seller Trust or its assets;
 
(d)  The Seller Trust is not in violation of, and the execution and delivery of this Agreement by the Seller Trust and its performance and compliance with the terms of this Agreement will not constitute a violation with respect to, any order or decree of any court or any order or regulation of any federal, state, municipal or governmental agency having jurisdiction over such Seller Trust or its assets, which violation might have consequences that would materially and adversely affect the condition (financial or otherwise) or the operation of the Seller Trust or its assets or might have consequences that would materially and adversely affect the performance of its obligations and duties hereunder;
 
(e)  Immediately prior to the payment of the mortgage loan purchase price for each Mortgage Loan, the Seller Trust was the owner of the related Mortgage and the indebtedness evidenced by the related Mortgage Note and upon the payment of the mortgage loan purchase price by the Purchaser, in the event that the Seller Trust retains record title, the Seller Trust shall retain such record title to each Mortgage, each related Mortgage Note and the related Mortgage Files with respect thereto in trust for the Purchaser as the owner thereof;
 
(f)  The Seller Trust has not transferred the Mortgage Loans to the Purchaser with any intent to hinder, delay or defraud any of its creditors;
 
(g)  There are no actions or proceedings against, or investigations known to it of, the Seller Trust before any court, administrative or other tribunal (A) that might prohibit its entering into this Agreement, (B) seeking to prevent the sale of the Mortgage Loans or the consummation of the transactions contemplated by this Agreement or (C) that might prohibit or materially and adversely affect the performance by the Seller Trust of its obligations under, or validity or enforceability of, this Agreement;
 
(h)  No consent, approval, authorization or order of any court or governmental agency or body is required for the execution, delivery and performance by the Seller Trust of, or compliance by the Seller Trust with, this Agreement or the consummation of the transactions contemplated by this Agreement, except for such consents, approvals, authorizations or orders, if any, that have been obtained;
 
(i)  The consummation of the transactions contemplated by this Agreement are in the ordinary course of business of the Seller Trust, and the transfer assignment and conveyance of the related Mortgage Notes and the Mortgages by the Seller Trust pursuant to this Agreement are not subject to the bulk transfer or any similar statutory provisions; and
 
(j)  Except with respect to liens released immediately prior to the transfer herein contemplated, the applicable Mortgage Note and related Mortgage have not been assigned or pledged and immediately prior to the transfer and assignment herein contemplated, the Seller Trust held good, marketable and indefeasible title to, and was the sole owner and holder of, the related Mortgage Loan subject to no liens, charges, mortgages, claims, participation interests, equities, pledges or security interests of any nature, encumbrances or rights of others (collectively, a “Lien”); the Seller Trust has full right and authority under all governmental and regulatory bodies having jurisdiction over the Seller Trust, subject to no interest or participation of, or agreement with, any party, to sell and assign the same pursuant to this Agreement; and immediately upon the transfers and assignments herein contemplated, the Seller Trust shall have transferred all of its right, title and interest in and to the related Mortgage Loans and the Trustee will hold good, marketable and indefeasible title to, and be the sole owner of, the related Mortgage Loans subject to no Liens.
 
Section 3.05  Remedies For Breach of Representations And Warranties. It is understood and agreed that the representations and warranties set forth in Sections 3.01 and 3.02 shall survive the sale of the Mortgage Loans to the Purchaser and shall inure to the benefit of the Purchaser, notwithstanding any restrictive or qualified endorsement on any Mortgage Note or Assignment or the examination or lack of examination of any Mortgage File. With respect to the representations and warranties contained herein that are made to the knowledge or the best knowledge of the Originator or Obligor or as to which the Originator or Obligor has no knowledge, if it is discovered that the substance of any such representation and warranty is inaccurate and the inaccuracy materially and adversely affects the value of the related Mortgage Loan, or the interest therein of the Purchaser or the Purchaser's assignee, designee or transferee, then notwithstanding the Originator's or Obligor’s lack of knowledge with respect to the substance of such representation and warranty being inaccurate at the time the representation and warranty was made, such inaccuracy shall be deemed a breach of the applicable representation and warranty and the Obligor shall take such action described in the following paragraphs of this Section 3.05 in respect of such Mortgage Loan. Upon discovery by either the Originator, the Servicer or the Purchaser of a breach of any of the foregoing representations and warranties that materially and adversely affects the value of the Mortgage Loans or the interest of the Purchaser (or which materially and adversely affects the interests of the Purchaser in the related Mortgage Loan in the case of a representation and warranty relating to a particular Mortgage Loan), the party discovering such breach shall give prompt written notice to the others. It is understood by the parties hereto that a breach of the representations and warranties made in Section 3.01(a) (45), (49), (50), (53), (54); Section 3.01(b) (1), (2), (3), (4), (5), (6), (7), (8), (9), (10), (11), (12), (13), (14), (15), (16), (17), (18), (19), (20), (21) and (22) will be deemed to materially and adversely affect the value of the related Mortgage Loan or the interest of the Purchaser.
 
Within 120 days of the earlier of either discovery by or notice to the Originator of any breach of a representation or warranty made by the Originator or Obligor that materially and adversely affects the value of a Mortgage Loan or the Mortgage Loans or the interest therein of the Purchaser, the Originator and Obligor shall use their best efforts promptly to cure such breach in all material respects and, if such breach cannot be cured, the Obligor shall, at the Purchaser’s option, repurchase such Mortgage Loan at the Purchase Price. In the event that a breach shall involve any representation or warranty set forth in Section 3.03 and such breach cannot be cured within 120 days of the earlier of either discovery by or notice to the Originator of such breach, all of the Mortgage Loans shall, at the Purchaser’s option, be repurchased by the Obligor at the Purchase Price. The Obligor may, at the request of the Purchaser and assuming the Obligor has a Qualified Substitute Mortgage Loan, rather than repurchase a deficient Mortgage Loan as provided above, remove such Mortgage Loan and substitute in its place a Qualified Substitute Mortgage Loan or Loans. If the Obligor does not provide a Qualified Substitute Mortgage Loan or Loans, it shall repurchase the deficient Mortgage Loan. Any repurchase of a Mortgage Loan(s) pursuant to the foregoing provisions of this Section 3.05 shall occur on a date designated by the Purchaser and shall be accomplished by deposit in accordance with Section 2.03 of the Pooling and Servicing Agreement. Any repurchase or substitution required by this Section shall be made in a manner consistent with Section 2.03 of the Pooling and Servicing Agreement.
 
At the time of substitution or repurchase of any deficient Mortgage Loan, the Purchaser and the Originator shall arrange for the reassignment of the repurchased or substituted Mortgage Loan to the Originator and the delivery to the Originator of any documents held by the Trustee relating to the deficient or repurchased Mortgage Loan. In the event the Purchase Price is deposited in the Collection Account, the Originator shall, simultaneously with such deposit, give written notice to the Purchaser that such deposit has taken place. Upon such repurchase, the Mortgage Loan Schedule shall be amended to reflect the withdrawal of the repurchased Mortgage Loan from this Agreement.
 
As to any Deleted Mortgage Loan for which the Obligor substitutes a Qualified Substitute Mortgage Loan or Loans, the Obligor shall effect such substitution by delivering to the Purchaser or its designee for such Qualified Substitute Mortgage Loan or Loans the Mortgage Note, the Mortgage, the Assignment and such other documents and agreements as are required by the Pooling and Servicing Agreement, with the Mortgage Note endorsed as required therein. The Obligor shall deposit in the Collection Account the Monthly Payment due on such Qualified Substitute Mortgage Loan or Loans in the month following the date of such substitution. Monthly Payments due with respect to Qualified Substitute Mortgage Loans in the month of substitution will be retained by the Obligor. For the month of substitution, distributions to the Purchaser will include the Monthly Payment due on such Deleted Mortgage Loan in the month of substitution, and the Obligor shall thereafter be entitled to retain all amounts subsequently received by the Obligor in respect of such Deleted Mortgage Loan. Upon such substitution, the Qualified Substitute Mortgage Loans shall be subject to the terms of this Agreement in all respects, and the Obligor shall be deemed to have made with respect to such Qualified Substitute Mortgage Loan or Loans as of the date of substitution, the covenants, representations and warranties set forth in Sections 3.01, 3.02 and 3.03.
 
In the event that the Obligor does not meet any of its obligations as and when described under this Agreement, then the Originator shall perform such obligation within one Business Day of such Obligor’s breach without any need for any notice or any other action by any other Person.
 
It is understood and agreed that the representations and warranties set forth in Section 3.01 shall survive delivery of the respective Mortgage Files to the Trustee on behalf of the Purchaser.
 
It is understood and agreed that the obligations of the Originator and Obligor set forth in Section 3.05 to cure, repurchase and substitute for a defective Mortgage Loan and to indemnify the Purchaser as provided in Section 5.01 constitute the sole remedies of the Purchaser respecting a missing or defective document or a breach of the representations and warranties contained in Section 3.01, 3.02, 3.03 or 3.04.
 
ARTICLE IV.
 
ORIGINATOR'S COVENANTS
 
Section 4.01  Covenants of The Originator. The Originator hereby covenants that except for the transfer hereunder, neither the Originator nor any Seller will sell, pledge, assign or transfer to any other Person, or grant, create, incur, assume or suffer to exist any Lien on any Mortgage Loan, or any interest therein; the Originator will notify the Trustee, as assignee of the Purchaser, of the existence of any Lien on any Mortgage Loan immediately upon discovery thereof, and the Originator will defend the right, title and interest of the Trust, as assignee of the Purchaser, in, to and under the Mortgage Loans, against all claims of third parties claiming through or under the Originator or any Seller; provided, however, that nothing in this Section 4.01 shall prevent or be deemed to prohibit the Originator or any Seller from suffering to exist upon any of the Mortgage Loans any Liens for municipal or other local taxes and other governmental charges if such taxes or governmental charges shall not at the time be due and payable or if the Originator or any Seller shall currently be contesting the validity thereof in good faith by appropriate proceedings and shall have set aside on its books adequate reserves with respect thereto.
 
ARTICLE V.
 
INDEMNIFICATION WITH RESPECT TO THE MORTGAGE LOANS
 
Section 5.01  Indemnification. 
 
(a)  The Originator agrees to indemnify and hold harmless the Purchaser, each of its directors, each of its officers and each person or entity who controls the Purchaser or any such person, within the meaning of Section 15 of the Securities Act, against any and all losses, claims, damages or liabilities, joint and several, as incurred, to which the Purchaser, or any such person or entity may become subject, under the Securities Act or otherwise, and will reimburse the Purchaser, each such director and officer and each such controlling person for any legal or other expenses incurred by the Purchaser or such controlling person in connection with investigating or defending any such losses, claims, damages or liabilities, insofar as such losses, claims, damages or liabilities (or actions in respect thereof) arise out of or are based upon (i) any untrue statement or alleged untrue statement of any material fact contained in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement approved in writing by the Originator or the omission or the alleged omission to state therein a material fact necessary in order to make the statements in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement approved in writing by the Originator, in the light of the circumstances under which they were made, not misleading, but only to the extent that such untrue statement or alleged untrue statement or omission or alleged omission relates to the Originator Information contained in the Free Writing Prospectus or Prospectus Supplement, (ii) any untrue statement or alleged untrue statement of any material fact contained in the information on any computer tape furnished to the Purchaser or an affiliate thereof by or on behalf of the Originator containing information regarding the assets of the Trust or (iii) any untrue statement or alleged untrue statement of any material fact contained in any information provided by the Originator to the Purchaser or any affiliate thereof, or any material omission from the information purported to be provided hereby, and disseminated to KPMG LLP or prospective investors (directly or indirectly through available information systems) in connection with the issuance, marketing or offering of the Certificates. This indemnity agreement will be in addition to any liability which the Originator may otherwise have.
 
(b)  The Purchaser agrees to indemnify and hold harmless each Seller Trust the Obligor and the Originator, each of their respective officers, directors and each person or entity who controls each Seller Trust, the Originator, the Obligor or any such person, against any and all losses, claims, damages or liabilities, joint and several, to which the related Seller Trust, Obligor, the Originator or any such person or entity may become subject, under the Securities Act or otherwise, and will reimburse the applicable Seller Trust and/or the Originator or Obligor for any legal or other expenses incurred by such Seller Trust, the Originator, the Obligor each officer and director and controlling person in connection with investigating or defending any such losses, claims, damages or liabilities insofar as such losses, claims, damages or liabilities (or actions in respect thereof) arise out of or are based upon any untrue statement or alleged untrue statement of any material fact contained in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement or the omission or the alleged omission to state therein a material fact necessary in order to make the statements in the Free Writing Prospectus or Prospectus Supplement or any amendment or supplement to the Free Writing Prospectus or Prospectus Supplement, in the light of the circumstances under which they were made, not misleading, but only to the extent that such untrue statement or alleged untrue statement or omission or alleged omission is not contained in the Originator Information in the Free Writing Prospectus or Prospectus Supplement. This indemnity agreement will be in addition to any liability which the Purchaser may otherwise have.
 
(c)  Promptly after receipt by any indemnified party under this Article V of notice of any claim or the commencement of any action, such indemnified party shall, if a claim in respect thereof is to be made against any indemnifying party under this Article V, notify the indemnifying party in writing of the claim or the commencement of that action; provided, however, that the failure to notify an indemnifying party shall not relieve it from any liability which it may have under this Article V except to the extent it has been materially prejudiced by such failure and, provided further, that the failure to notify any indemnifying party shall not relieve it from any liability which it may have to any indemnified party otherwise than under this Article V.
 
If any such claim or action shall be brought against an indemnified party, and it shall notify the indemnifying party thereof, the indemnifying party shall be entitled to participate therein and, to the extent that it wishes, jointly with any other similarly notified indemnifying party, to assume the defense thereof with counsel reasonably satisfactory to the indemnified party. After notice from the indemnifying party to the indemnified party of its election to assume the defense of such claim or action, the indemnifying party shall not be liable to the indemnified party under this Article V for any legal or other expenses subsequently incurred by the indemnified party in connection with the defense thereof other than reasonable costs of investigation.
 
Any indemnified party shall have the right to employ separate counsel in any such action and to participate in the defense thereof, but the fees and expenses of such counsel shall be at the expense of such indemnified party unless: (i) the employment thereof has been specifically authorized by the indemnifying party in writing; (ii) such indemnified party shall have been advised in writing by such counsel that there may be one or more legal defenses available to it which are different from or additional to those available to the indemnifying party and in the reasonable judgment of such counsel it is advisable for such indemnified party to employ separate counsel; or (iii) the indemnifying party has failed to assume the defense of such action and employ counsel reasonably satisfactory to the indemnified party, in which case, if such indemnified party notifies the indemnifying party in writing that it elects to employ separate counsel at the expense of the indemnifying party, the indemnifying party shall not have the right to assume the defense of such action on behalf of such indemnified party, it being understood, however, the indemnifying party shall not, in connection with any one such action or separate but substantially similar or related actions in the same jurisdiction arising out of the same general allegations or circumstances, be liable for the reasonable fees and expenses of more than one separate firm of attorneys (in addition to local counsel) at any time for all such indemnified parties, which firm shall be designated in writing by the Purchaser, if the indemnified parties under this Article V consist of the Purchaser, by the Originator, if the indemnified parties in this Article V consist of the Originator or by the related Seller Trust, if the indemnified parties in this Article V consist of such Seller Trust.
 
Each indemnified party, as a condition of the indemnity agreements contained in Section 5.01 (a) and (b) hereof, shall use its best efforts to cooperate with the indemnifying party in the defense of any such action or claim. No indemnifying party shall be liable for any settlement of any such action effected without its written consent (which consent shall not be unreasonably withheld), but if settled with its written consent or if there be a final judgment for the plaintiff in any such action, the indemnifying party agrees to indemnify and hold harmless any indemnified party from and against any loss or liability by reason of such settlement or judgment. Notwithstanding the foregoing sentence, if at any time an indemnified party shall have requested an indemnifying party to consent to a settlement of any action, the indemnifying party agrees that it shall be liable for any settlement of any proceeding effected without its written consent if such settlement is entered into more than 30 days after receipt by such indemnifying party of the aforesaid request and the indemnifying party has not previously provided the indemnified party with written notice of its objection to such settlement. No indemnifying party shall effect any settlement of any pending or threatened proceeding in respect of which an indemnified party is or could have been a party and indemnity is or could have been sought hereunder, without the written consent of such indemnified party, unless settlement includes an unconditional release of such indemnified party from all liability and claims that are the subject matter of such proceeding.
 
(d)  In order to provide for just and equitable contribution in circumstances in which the indemnity agreement provided for in this Article is for any reason held to be unenforceable although applicable in accordance with its terms, each Seller Trust and the Originator, on the one hand, and the Purchaser, on the other, shall contribute to the aggregate losses, liabilities, claims, damages and expenses of the nature contemplated by said indemnity agreement incurred by the related Seller Trust, the Originator and the Purchaser in such proportions as shall be appropriate to reflect the relative benefits received by each Seller Trust the Obligor and the Originator on the one hand and the Purchaser on the other from the sale of the Mortgage Loans such that the Purchaser is responsible for the lesser of (i) 0.25% thereof and (ii) 0.25% of the aggregate proceeds to the respective Seller Trust from the sale of the related Mortgage Loans and the Originator and/or the Obligor shall be responsible for the balance; provided, however, that no person guilty of fraudulent misrepresentation (within the meaning of Section 11(f) of the Securities Act) shall be entitled to contribution from any person who was not guilty of such fraudulent misrepresentation. For purposes of this Section, each officer and director of the Purchaser and each person, if any, who controls the Purchaser within the meaning of Section 15 of the Securities Act shall have the same rights to contribution as the Purchaser, each director of the Originator, each officer of the Originator, and each person, if any, who controls the Originator within the meaning of Section 15 of the Securities Act shall have the same rights to contribution as the Originator and each director of the related Seller Trust, each officer of such Seller Trust, and each person, if any, who controls such Seller within the meaning of Section 15 of the Securities Act shall have the same rights to contribution as the related Seller.
 
(e)  The Originator agrees to indemnify and to hold each of the Purchaser, the Trustee, each of the officers and directors of each such entity and each person or entity who controls each such entity or person and each Certificateholder harmless against any and all claims, losses, penalties, fines, forfeitures, legal fees and related costs, judgments, and any other costs, fees and expenses that the Purchaser, the Trustee, or any such person or entity and any Certificateholder may sustain in any way (i) related to the failure of the Originator to perform its duties in compliance with the terms of this Agreement, (ii) arising from a breach by the Originator of its representations and warranties in Section 3.01 and 3.02 of this Agreement or (iii) related to the origination or prior servicing of the Mortgage Loans by reason of any acts, omissions, or alleged acts or omissions of the Originator, the related Seller or any servicer. The Originator shall immediately notify the Purchaser, the Trustee and each Certificateholder if a claim is made by a third party with respect to this Agreement. The Originator shall assume the defense of any such claim and pay all expenses in connection therewith, including reasonable counsel fees, and promptly pay, discharge and satisfy any judgment or decree which may be entered against the Purchaser, the Trustee or any such person or entity and/or any Certificateholder in respect of such claim.
 
ARTICLE VI.
 
TERMINATION
 
Section 6.01  Termination. The respective obligations and responsibilities of the Originator, each Seller and the Purchaser created hereby shall terminate, except for the Originator's indemnity obligations as provided herein upon the termination of the Trust as provided in Article X of the Pooling and Servicing Agreement.
 
ARTICLE VII.
 
MISCELLANEOUS PROVISIONS
 
Section 7.01  Amendment. This Agreement may be amended from time to time, with the consent of the NIMS Insurer, if any, by the Originator, each Seller Trust and the Purchaser, by written agreement signed by the Originator, each Seller Trust and the Purchaser.
 
Section 7.02  Governing Law. This Agreement shall be governed by and construed in accordance with the laws of the State of New York and the obligations, rights and remedies of the parties hereunder shall be determined in accordance with such laws.
 
Section 7.03  Notices. All demands, notices and communications hereunder shall be in writing and shall be deemed to have been duly given if personally delivered at or mailed by registered mail, postage prepaid, addressed as follows:
 
if to the Originator or to the Obligor:
 
Option One Mortgage Corporation
3 Ada
Irvine, CA 92618
Attention: C. Robert Fulton
 
or such other address as may hereafter be furnished to the Purchaser and any Seller Trust in writing by the Originator.
 
if to the Purchaser:
 
Option One Mortgage Acceptance Corporation
3 Ada
Irvine, CA 92618
Attention: C. Robert Fulton
 
or such other address as may hereafter be furnished to any Seller and the Originator in writing by the Purchaser.
 
if to the Seller Trusts:

Option One Owner Trust 2001-1A
Option One Owner Trust 2001-2
Option One Owner Trust 2002-3
Option One Owner Trust 2003-4
Option One Owner Trust 2003-5
Option One Owner Trust 2005-6
Option One Owner Trust 2005-8
Option One Owner Trust 2005-9
Option One Owner Trust 2007-5A
c/o Wilmington Trust Company
One Rodney Square North
1100 North Market Street
Wilmington, Delaware 19890
Attention: Corporate Trust Administration
 
or such other address as may hereafter be furnished to the Originator and the Purchaser in writing by the related Seller.
 
Section 7.04  Severability of Provisions. If any one or more of the covenants, agreements, provisions of terms of this Agreement shall be held invalid for any reason whatsoever, then such covenants, agreements, provisions or terms shall be deemed severable from the remaining covenants, agreements, provisions or terms of this Agreement and shall in no way affect the validity of enforceability of the other provisions of this Agreement.
 
Section 7.05  Counterparts. This Agreement may be executed in one or more counterparts and by the different parties hereto on separate counterparts, each of which, when so executed, shall be deemed to be an original and such counterparts, together, shall constitute one and the same agreement.
 
Section 7.06  Further Agreements. The Purchaser, each Seller and the Originator each agree to execute and deliver to the other such additional documents, instruments or agreements as may be necessary or reasonable and appropriate to effectuate the purposes of this Agreement or in connection with the issuance of any series of Certificates representing interests in the Mortgage Loans.
 
Without limiting the generality of the foregoing, as a further inducement for the Purchaser to purchase the Mortgage Loans from the Sellers, the Originator will cooperate with the Purchaser in connection with the sale of any of the securities representing interests in the Mortgage Loans. In that connection, the Originator will provide to the Purchaser any and all information and appropriate verification of information, whether through letters of its auditors and counsel or otherwise, as the Purchaser shall reasonably request and will provide to the Purchaser such additional representations and warranties, covenants, opinions of counsel, letters from auditors, and certificates of public officials or officers of the Originator as are reasonably required in connection with such transactions and the offering of investment grade securities rated by the Rating Agencies.
 
Section 7.07  Intention of The Parties. It is the intention of the parties that the Purchaser is purchasing, and each Seller is selling, the Mortgage Loans rather than pledging the Mortgage Loans to secure a loan by the Purchaser to each Seller. Accordingly, the parties hereto each intend to treat the transaction for federal income tax purposes and all other purposes as a sale by the related Seller, and a purchase by the Purchaser, of the Mortgage Loans. The Purchaser will have the right to review the Mortgage Loans and the related Mortgage Files to determine the characteristics of the Mortgage Loans which will affect the federal income tax consequences of owning the Mortgage Loans and the related Seller will cooperate with all reasonable requests made by the Purchaser in the course of such review.
 
Section 7.08  Successors And Assigns, Assignment of Purchase Agreement. This Agreement shall bind and inure to the benefit of and be enforceable by each Seller, the Originator, the Purchaser, the Trustee and the NIMs Insurer, if any. The NIMs Insurer, if any, shall be a third party beneficiary hereof and may enforce the terms hereof as if a party hereto. The obligations of each Seller and the Originator under this Agreement cannot be assigned or delegated to a third party without the consent of the Purchaser which consent shall be at the Purchaser's sole discretion, except that the Purchaser acknowledges and agrees that each Seller or the Originator may assign its obligations hereunder to any Person into which the related Seller or the Originator is merged or any corporation resulting from any merger, conversion or consolidation to which the related Seller or the Originator is a party or any Person succeeding to the business of the related Seller or the Originator. The parties hereto acknowledge that the Purchaser is acquiring the Mortgage Loans for the purpose of contributing them to a trust that will issue a series of Certificates representing undivided interests in such Mortgage Loans. As an inducement to the Purchaser to purchase the Mortgage Loans, the related Seller and the Originator each acknowledge and consent to the assignment by the Purchaser to the Trustee of all of the Purchaser's rights against each Seller and the Originator pursuant to this Agreement insofar as such rights relate to Mortgage Loans transferred to the Trustee and to the enforcement or exercise of any right or remedy against each Seller or the Originator pursuant to this Agreement by the Trustee. Such enforcement of a right or remedy by the Trustee shall have the same force and effect as if the right or remedy had been enforced or exercised by the Purchaser directly.
 
Section 7.09  Survival. The representations and warranties set forth in Sections 3.01, 3.02 and 3.03 and the provisions of Article V hereof shall survive the purchase of the Mortgage Loans hereunder.
 
Section 7.10  Owner Trustee. It is expressly understood and agreed by the parties to this Agreement that (a) this Agreement is executed and delivered by Wilmington Trust Company, not individually or personally but solely as Owner Trustee of the Seller Trusts, in the exercise of the powers and authority conferred and vested in it as trustee, (b) each of the representations, undertakings and agreements herein made on the part of the related Seller Trust is made and intended not as personal representations, undertakings and agreements by Wilmington Trust Company but is made and intended for the purpose of binding only the related Seller Trust, (c) nothing herein contained shall be construed as creating any liability on Wilmington Trust Company, individually or personally, to perform any covenant either expressed or implied contained herein, all such liability, if any, being expressly waived by the parties to this Agreement and by any person claiming by, through or under the parties to this Agreement and (d) under no circumstances shall Wilmington Trust Company be personally liable for the payment of any indebtedness or expenses of any Seller Trust or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by any Seller Trust under this Agreement or any other document.
 



IN WITNESS WHEREOF, each Seller, the Originator, the Obligor and the Purchaser have caused their names to be signed to this Mortgage Loan Purchase Agreement by their respective officers thereunto duly authorized as of the day and year first above written.

             
OPTION ONE MORTGAGE ACCEPTANCE
CORPORATION,
as Purchaser
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

             
OPTION ONE MORTGAGE CORPORATION,
as Originator
                           
                           
             
By:
 
             
Name:
 
             
Title:
 


 
             
OPTION ONE MORTGAGE CAPITAL CORPORATION,
as Obligor and a Seller
                           
                           
             
By:
 
             
Name:
 
             
Title:
 




             
OPTION ONE OWNER TRUST 2001-1A,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 


 
 
             
OPTION ONE OWNER TRUST 2001-1B,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 
             
By:
 
             
Name:
 
             
Title:
 
 
 




             
OPTION ONE OWNER TRUST 2001-2,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 

             
By:
 
             
Name:
 
             
Title:
 






             
OPTION ONE OWNER TRUST 2002-3,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 

             
By:
 
             
Name:
 
             
Title:
 
 

 




             
OPTION ONE OWNER TRUST 2003-4,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 
 




 
             
OPTION ONE OWNER TRUST 2003-5,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 
 




             
OPTION ONE OWNER TRUST 2005-6,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 
 




             
OPTION ONE OWNER TRUST 2005-7,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 

 



             
OPTION ONE OWNER TRUST 2005-8,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 





             
OPTION ONE OWNER TRUST 2005-9,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 




             
OPTION ONE OWNER TRUST 2007-5A,
as a Seller
                           
                           
             
By:
Wilmington Trust Company, not in its
individual capacity but solely as Owner
Trustee.
                 
                 

             
By:
 
             
Name:
 
             
Title:
 

 



SCHEDULE I

MORTGAGE LOANS OWNED BY THE ORIGINATOR

AVAILABLE UPON REQUEST
 
 



SCHEDULE II

MORTGAGE LOANS OWNED BY OPTION ONE MORTGAGE CAPITAL CORPORATION

AVAILABLE UPON REQUEST





SCHEDULE III

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-1A

AVAILABLE UPON REQUEST



SCHEDULE IV

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2001-2

AVAILABLE UPON REQUEST

 
 


SCHEDULE V

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2002-3

AVAILABLE UPON REQUEST



SCHEDULE VI

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-4

AVAILABLE UPON REQUEST



 
SCHEDULE VII

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2003-5

AVAILABLE UPON REQUEST
 


 
SCHEDULE VIII

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-6

AVAILABLE UPON REQUEST

 


SCHEDULE IX

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-8

AVAILABLE UPON REQUEST



SCHEDULE X

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2005-9

AVAILABLE UPON REQUEST



SCHEDULE XI

MORTGAGE LOANS OWNED BY OPTION ONE OWNER TRUST 2007-5A

AVAILABLE UPON REQUEST


 
EXHIBIT D
 
MORTGAGE LOAN SCHEDULE


Option One 2007-5 Mortgage Loan Schedule: Exhibit D (Closing Pool as of 4/01/2007)
 
 
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
   Loan Number     Reserved    Property Adderss                     City                          State     Zipcode    Occupancy Status         Property Type         Original Term    Remaining Term
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045956                                        BELLFLOWER                                     CA        90706       Primary            Condo Low-Rise Attached             360                356
051069009                                        GROVETOWN                                      GA        30813       Primary            Single Family Detached              360                353
051069980                                        MEMPHIS                                        TN        38128       Primary            Single Family Detached              360                354
051071504                                        ELLENWOOD                                      GA        30294       Primary            Single Family Detached              360                355
051071605                                        DECATUR                                        GA        30034       Primary            Single Family Detached              360                355
051071664                                        ANTIOCH                                        TN        37013       Primary            Single Family Detached              360                355
051072920                                        ATLANTA                                        GA        30349       Primary            Single Family Detached              360                356
051073502                                        BREMEN                                         GA        30110       Primary            Single Family Detached              360                357
051073704                                        ORLANDO                                        FL        32801       Primary            Single Family Attached              360                357
051074012                                        MARRERO                                        LA        70072       Primary            Single Family Detached              360                357
051074018                                        MCCAYSVILLE                                    GA        30555       Primary            Single Family Detached              360                357
051074087                                        COVINGTON                                      LA        70433       Primary            Single Family Detached              360                357
051074128                                        WOODSTOCK                                      GA        30189       Primary            Single Family Detached              360                357
051074163                                        STONE MOUNTAIN                                 GA        30087       Primary            Single Family Detached              360                357
051074178                                        JONESBORO                                      GA        30236       Primary            Single Family Detached              360                357
051074250                                        ELLABELL                                       GA        31302       Primary            Single Family Detached              360                357
051074280                                        MANDEVILLE                                     LA        70448       Primary            Condo Low-Rise Attached             360                357
051074425                                        FAIRBURN                                       GA        30213       Primary            Single Family Detached              360                357
051074444                                        NATCHITOCHES                                   LA        71457       Primary            Single Family Detached              360                358
051074492                                        LAWRENCEVILLE                                  GA        30045       Primary            Single Family Detached              360                357
051074640                                        BATON ROUGE                                    LA        70819       Primary            Single Family Detached              360                358
051074688                                        AUGUSTA                                        GA        30906       Primary            Single Family Detached              360                358
051074692                                        BATON ROUGE                                    LA        70810       Primary            Single Family Detached              360                358
061072797                                        NEW PHILADELPHIA                               OH        44663       Primary            Single Family Detached              360                355
061074681                                        MEMPHIS                                        TN        38135       Primary            Single Family Detached              360                356
061074694                                        MADISON                                        TN        37115       Primary            Single Family Detached              360                356
061074703                                        MADISONVILLE                                   TN        37354       Primary            Single Family Detached              360                357
061074852                                        COLUMBUS                                       OH        43228       Primary            Condo Low-Rise Attached             360                357
061074855                                        COLUMBUS                                       OH        43214       Primary            Single Family Detached              360                357
061075468                                        HIXSON                                         TN        37343       Primary            Single Family Detached              360                357
061075640                                        RIVERDALE                                      MD        20737       Primary            Single Family Detached              360                357
061075654                                        ENON                                           OH        45323       Primary            Single Family Detached              360                359
061075711                                        MANSFIELD                                      OH        44903       Primary            Single Family Detached              360                357
061075811                                        GROVE CITY                                     OH        43123       Primary            Single Family Detached              360                358
061075875                                        SHEPHERDSVILLE                                 KY        40165       Primary            Single Family Detached              360                357
061075959                                        COLUMBUS                                       OH        43227       Non-owner          Single Family Detached              360                357
061075960                                        MUNFORD                                        TN        38058       Primary            Single Family Detached              360                357
061076098                                        BEACHWOOD                                      OH        44122       Primary            Single Family Detached              180                178
061076141                                        CLEVELAND                                      OH        44105       Non-owner          2-4 Units Detached                  360                357
061076191                                        DELAWARE                                       OH        43015       Primary            Single Family Detached              360                358
061076235                                        NEWBURY                                        OH        44065       Primary            Single Family Detached              360                358
061076357                                        NAVARRE                                        OH        44662       Primary            Single Family Detached              360                358
061076789                                        TWINSBURG                                      OH        44087       Primary            Single Family Detached              360                359
061076812                                        S EUCLID                                       OH        44121       Non-owner          Single Family Detached              360                360
061076839                                        CLINTON                                        TN        37716       Primary            Single Family Detached              360                358
061076916                                        AKRON                                          OH        44312       Primary            Single Family Detached              360                358
061076948                                        NICHOLASVILLE                                  KY        40356       Primary            Single Family Detached              360                358
061077018                                        TOLEDO                                         OH        43606       Primary            Single Family Detached              360                359
061077062                                        CHATTANOOGA                                    TN        37419       Primary            Single Family Detached              360                359
061077101                                        CRYSTAL RIVER                                  FL        34429       Primary            Condo Low-Rise Attached             360                359
061077174                                        AUGUSTA                                        GA        30909       Primary            Single Family Detached              360                359
061077235                                        ASHLAND                                        MS        38603       Primary            Single Family Detached              360                359
061077243                                        CHATTANOOGA                                    TN        37415       Primary            Single Family Detached              360                358
061077319                                        NASHVILLE                                      TN        37208       Primary            Single Family Detached              360                360
061077346                                        BOWLING GREEN                                  KY        42101       Primary            Single Family Detached              360                358
061077360                                        FORT THOMAS                                    KY        41075       Primary            Single Family Detached              360                358
061077429                                        WORTHINGTON                                    MN        56187       Primary            Single Family Detached              360                358
061077473                                        BELLEFONTAINE                                  OH        43311       Primary            Single Family Detached              360                358
061077477                                        SUITLAND                                       MD        20746       Primary            Single Family Detached              360                359
061077495                                        CANAL WINCHESTER                               OH        43110       Primary            Single Family Detached              360                358
061077519                                        RINGGOLD                                       GA        30736       Primary            Single Family Detached              360                358
061077565                                        CHATTANOOGA                                    TN        37406       Primary            Single Family Detached              360                359
061077568                                        LENOIR CITY                                    TN        37772       Primary            Single Family Detached              360                358
061077612                                        EASTLAKE                                       OH        44095       Primary            Single Family Detached              360                358
061077619                                        JACKSONVILLE                                   FL        32244       Primary            PUD Detached                        360                358
061077628                                        LAFAYETTE                                      GA        30728       Non-owner          Single Family Detached              360                359
061077631                                        LA FAYETTE                                     GA        30728       Non-owner          Single Family Detached              360                359
061077638                                        KIMBOLTON                                      OH        43749       Primary            Single Family Detached              360                359
061077639                                        AKRON                                          OH        44307       Non-owner          Single Family Detached              360                359
061077677                                        CHESTERLAND                                    OH        44026       Primary            Single Family Detached              360                359
061077746                                        WALTON                                         IN        46994       Primary            Single Family Detached              360                358
061077756                                        EVANSVILLE                                     IN        47714       Primary            Single Family Detached              360                358
061077769                                        SMITHVILLE                                     TN        37166       Primary            Single Family Detached              360                359
061077773                                        MIAMI                                          FL        33157       Primary            Single Family Detached              360                359
061077787                                        CINCINNATI                                     OH        45202       Non-owner          Single Family Attached              360                360
061077818                                        CAMBRIDGE                                      OH        43725       Primary            Single Family Detached              360                359
061077843                                        SEVIERVILLE                                    TN        37862       Second Home        Single Family Detached              360                359
061077871                                        MANCHESTER                                     KY        40962       Primary            Single Family Detached              360                358
061077872                                        MOUNT PLEASANT                                 TN        38474       Primary            Single Family Detached              360                359
061077873                                        SOLON                                          OH        44139       Primary            Single Family Detached              360                359
061077878                                        EAST POINT                                     GA        30344       Non-owner          Single Family Detached              360                359
061077895                                        PAINESVILLE                                    OH        44077       Primary            Single Family Detached              360                359
061077909                                        GALION                                         OH        44833       Non-owner          Single Family Detached              360                359
061077911                                        ORANGEBURG                                     SC        29115       Non-owner          Single Family Detached              360                359
061077917                                        CROSS PLAINS                                   TN        37049       Primary            Single Family Detached              360                359
061077925                                        DE GRAFF                                       OH        43318       Primary            Single Family Detached              360                359
061077939                                        HUNTSVILLE                                     AL        35805       Primary            Single Family Detached              360                359
061078027                                        GROVE CITY                                     OH        43123       Primary            Single Family Detached              360                359
061078041                                        MILWAUKEE                                      WI        53215       Non-owner          2-4 Units Detached                  360                359
061078042                                        DAYTON                                         TN        37321       Primary            Single Family Detached              360                359
061078095                                        COLUMBUS                                       OH        43223       Primary            Single Family Detached              360                359
061078097                                        MURFREESBORO                                   TN        37130       Primary            Single Family Detached              360                359
061078100                                        PORTSMOUTH                                     VA        23704       Non-owner          Single Family Detached              360                358
061078119                                        CLEVELAND                                      OH        44110       Non-owner          Single Family Detached              360                359
061078129                                        TOLEDO                                         OH        43607       Non-owner          Single Family Detached              360                359
061078198                                        TOLEDO                                         OH        43607       Non-owner          Single Family Detached              360                359
061078199                                        TOLEDO                                         OH        43607       Non-owner          Single Family Detached              360                359
061078203                                        TOLEDO                                         OH        43607       Non-owner          Single Family Detached              360                359
061078205                                        CANTON                                         OH        44706       Primary            Single Family Detached              360                359
061078228                                        YORK                                           PA        17408       Primary            Single Family Detached              360                359
061078233                                        COLLIERVILLE                                   TN        38017       Primary            Single Family Detached              360                359
061078262                                        JACKSON                                        MS        39206       Non-owner          Single Family Detached              360                359
061078276                                        YOUNGSTOWN                                     OH        44509       Primary            Single Family Detached              360                359
061078302                                        REYNOLDSBURG                                   OH        43068       Primary            Single Family Detached              360                359
061078305                                        FRANKLIN                                       OH        45005       Non-owner          Single Family Detached              360                359
061078309                                        MEMPHIS                                        TN        38128       Non-owner          Single Family Detached              360                359
061078336                                        MEMPHIS                                        TN        38111       Primary            Single Family Detached              360                359
061078353                                        ELYRIA                                         OH        44035       Non-owner          2-4 Units Detached                  360                359
061078369                                        DAYTON                                         OH        45420       Primary            Single Family Detached              360                359
061078381                                        BOWIE                                          MD        20716       Primary            Single Family Attached              360                359
061078418                                        SODDY DAISY                                    TN        37379       Primary            Single Family Detached              360                359
061078423                                        WELLINGTON                                     OH        44090       Primary            Single Family Detached              360                359
061078454                                        DEL RIO                                        TN        37727       Primary            Single Family Detached              360                359
061078485                                        NEWPORT                                        TN        37821       Primary            Single Family Detached              360                360
061078535                                        CHATTANOOGA                                    TN        37404       Non-owner          2-4 Units Attached                  360                359
061078554                                        MEMPHIS                                        TN        38107       Non-owner          Single Family Detached              360                359
061078598                                        MONROE                                         NC        28110       Primary            PUD Detached                        360                359
061078610                                        SPRING HILL                                    TN        37174       Primary            Single Family Detached              360                359
061078792                                        SHAKER HEIGHTS                                 OH        44120       Non-owner          2-4 Units Detached                  360                360
061078816                                        CINCINNATI                                     OH        45216       Primary            Single Family Detached              360                359
061078828                                        MILFORD                                        OH        45150       Primary            Single Family Detached              360                359
061078830                                        CLEVELAND                                      OH        44104       Non-owner          Single Family Detached              360                360
061078866                                        MOUNT MORRIS                                   MI        48458       Non-owner          Single Family Detached              360                359
061078938                                        TOLEDO                                         OH        43612       Primary            Single Family Detached              360                360
061078986                                        ASHVILLE                                       OH        43103       Primary            Single Family Detached              360                359
061078996                                        LIMA                                           OH        45805       Primary            Single Family Detached              360                359
061079011                                        CANON CITY                                     CO        81212       Primary            Single Family Detached              360                359
061079022                                        COLUMBIANA                                     OH        44408       Primary            Single Family Detached              360                359
061079044                                        PERRYSBURG                                     OH        43551       Primary            Single Family Detached              360                360
061079047                                        BOWLING GREEN                                  OH        43402       Non-owner          2-4 Units Detached                  360                360
061079050                                        CLEVELAND                                      OH        44105       Primary            Single Family Detached              360                359
061079074                                        LEBANON                                        TN        37090       Non-owner          2-4 Units Detached                  360                359
061079077                                        LA VERGNE                                      TN        37086       Primary            Single Family Detached              360                359
061079134                                        COLUMBUS                                       OH        43204       Primary            Single Family Detached              360                360
061079181                                        MEMPHIS                                        TN        38122       Primary            Single Family Detached              360                359
061079197                                        IMLAY CITY                                     MI        48444       Primary            Single Family Detached              360                359
061079222                                        GROVE CITY                                     OH        43123       Non-owner          Single Family Detached              360                360
061079224                                        MINERVA                                        OH        44657       Primary            Single Family Detached              360                359
061079250                                        NEW PHILADELPHIA                               OH        44663       Primary            Single Family Detached              360                359
061079309                                        MEMPHIS                                        TN        38111       Primary            Single Family Detached              360                359
061079312                                        HAMPTON                                        GA        30228       Primary            Single Family Detached              360                359
061079372                                        SAINT LOUIS                                    MO        63136       Primary            Single Family Detached              360                359
061079390                                        CLEVELAND                                      OH        44105       Non-owner          2-4 Units Detached                  360                359
061079422                                        ROMEO                                          MI        48065       Primary            Single Family Detached              360                359
061079433                                        MERIDEN                                        CT        06450       Primary            Single Family Detached              360                360
061079475                                        CANTON                                         OH        44718       Primary            Single Family Detached              360                359
061079486                                        WADSWORTH                                      OH        44281       Primary            Single Family Detached              360                359
061079586                                        LOUISVILLE                                     KY        40219       Primary            Single Family Detached              360                359
061079622                                        SPRINGFIELD                                    OH        45506       Primary            Single Family Detached              360                359
061079648                                        WHITE HOUSE                                    TN        37188       Primary            Single Family Detached              360                359
061079656                                        STURTEVANT                                     WI        53177       Primary            Single Family Detached              360                360
061079657                                        GIBSONBURG                                     OH        43431       Primary            Single Family Detached              360                359
061079705                                        EUCLID                                         OH        44132       Primary            Single Family Detached              360                360
061079804                                        JEFFERSON                                      OH        44047       Primary            Single Family Detached              360                359
061079867                                        COLUMBUS                                       OH        43214       Primary            Single Family Detached              360                360
061079913                                        EVANSVILLE                                     IN        47714       Non-owner          Single Family Detached              360                359
061080016                                        NASHVILLE                                      TN        37221       Primary            Condo Low-Rise Attached             360                360
061080065                                        WEST CHESTER                                   OH        45011       Primary            PUD Detached                        360                360
061080067                                        HARTFORD                                       KY        42347       Primary            Single Family Detached              360                360
061080118                                        MEMPHIS                                        TN        38141       Non-owner          Single Family Detached              360                359
061080128                                        WAYNESBORO                                     PA        17268       Primary            Single Family Detached              360                360
061080130                                        MURFREESBORO                                   TN        37129       Primary            Single Family Detached              360                359
061080163                                        UNIONTOWN                                      OH        44685       Primary            Single Family Detached              360                360
061080184                                        MEMPHIS                                        TN        38135       Primary            Single Family Detached              360                360
061080196                                        UNION                                          OH        45322       Primary            Single Family Detached              360                360
061080274                                        MEMPHIS                                        TN        38127       Primary            Single Family Detached              360                360
061080278                                        PHILADELPHIA                                   PA        19121       Non-owner          Single Family Attached              360                360
061080517                                        FREEMONT                                       MI        49412       Non-owner          Single Family Detached              360                360
061080524                                        GEORGETOWN                                     KY        40324       Primary            Single Family Detached              360                360
061080538                                        LENOIR CITY                                    TN        37771       Primary            Single Family Detached              360                360
061080699                                        PERRYSBURG                                     OH        43551       Primary            Single Family Detached              360                360
061080746                                        ZANESVILLE                                     OH        43701       Non-owner          Single Family Detached              360                360
061080929                                        CHATTANOOGA                                    TN        37406       Non-owner          Single Family Detached              360                360
061081006                                        CHATTANOOGA                                    TN        37416       Non-owner          2-4 Units Attached                  360                360
061081039                                        MURFREESBORO                                   TN        37130       Non-owner          Single Family Detached              360                360
061081610                                        COLUMBUS                                       OH        43223       Non-owner          Single Family Detached              360                360
061081835                                        MIDDLETOWN                                     OH        45044       Primary            Single Family Detached              360                360
101061168                                        GRANBURY                                       TX        76048       Primary            Single Family Detached              360                354
101061249                                        GRAND PRAIRIE                                  TX        75052       Primary            Single Family Detached              360                354
101061729                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                354
101062227                                        DALLAS                                         TX        75249       Primary            PUD Detached                        360                354
101062304                                        DALLAS                                         TX        75228       Primary            Single Family Detached              360                354
101062348                                        THE COLONY                                     TX        75056       Primary            Single Family Detached              360                354
101062511                                        AUSTIN                                         TX        78725       Primary            PUD Detached                        360                353
101062714                                        FLOWER MOUND                                   TX        75028       Primary            Single Family Detached              360                354
101062734                                        MCKINNEY                                       TX        75069       Primary            Single Family Detached              360                354
101062910                                        DUNCANVILLE                                    TX        75137       Primary            Single Family Detached              360                355
101063120                                        FORT WORTH                                     TX        76131       Primary            PUD Detached                        360                354
101063148                                        GRAND PRAIRIE                                  TX        75052       Primary            Single Family Detached              360                354
101063657                                        DALLAS                                         TX        75229       Primary            Single Family Detached              360                355
101063909                                        WAXAHACHIE                                     TX        75165       Primary            Single Family Detached              360                356
101064679                                        MESQUITE                                       TX        75149       Primary            Single Family Detached              360                356
101064700                                        FORNEY                                         TX        75126       Primary            PUD Detached                        360                356
101064818                                        BALCH SPRINGS                                  TX        75180       Primary            PUD Detached                        360                357
101064925                                        TERRELL                                        TX        75160       Primary            Single Family Detached              360                355
101065353                                        MINEOLA                                        TX        75773       Primary            Single Family Detached              360                356
101065382                                        ROANOKE                                        TX        76262       Primary            Single Family Detached              360                355
101065421                                        RICHMOND                                       TX        77469       Primary            Single Family Detached              360                355
101065751                                        COLLEYVILLE                                    TX        76034       Primary            Single Family Detached              360                357
101065907                                        ATHENS                                         TX        75752       Primary            Single Family Detached              360                356
101065909                                        BATESVILLE                                     MS        38606       Primary            Single Family Detached              360                356
101066081                                        HOUSTON                                        TX        77088       Primary            Single Family Detached              360                356
101066221                                        GARLAND                                        TX        75044       Primary            Single Family Detached              360                357
101066361                                        HOUSTON                                        TX        77083       Primary            Single Family Detached              360                356
101066474                                        GARLAND                                        TX        75043       Primary            Single Family Detached              360                356
101066479                                        GRAND PRAIRIE                                  TX        75052       Primary            Single Family Detached              240                238
101066529                                        FREDERICKSBURG                                 TX        78624       Primary            Single Family Detached              360                357
101066732                                        MESQUITE                                       TX        75150       Primary            Single Family Detached              360                356
101066956                                        CARROLLTON                                     TX        75007       Primary            Single Family Detached              360                357
101066994                                        PLANO                                          TX        75024       Primary            PUD Detached                        360                357
101067061                                        TEXAS CITY                                     TX        77590       Primary            Single Family Detached              360                357
101067115                                        DALLAS                                         TX        75233       Primary            Single Family Detached              360                358
101067118                                        ARLINGTON                                      TX        76017       Primary            Single Family Detached              360                357
101067271                                        DALLAS                                         TX        75219       Primary            Condo Low-Rise Attached             360                357
101067414                                        BAYTOWN                                        TX        77521       Primary            PUD Detached                        360                359
101067416                                        LITTLE ELM                                     TX        75068       Primary            Single Family Detached              360                357
101067443                                        KELLER                                         TX        76248       Primary            PUD Detached                        360                357
101067454                                        MESQUITE                                       TX        75149       Primary            Single Family Detached              360                357
101067504                                        CONVERSE                                       TX        78109       Primary            Single Family Detached              360                358
101067553                                        LA PORTE                                       TX        77571       Primary            Single Family Detached              180                177
101067579                                        FORT WORTH                                     TX        76248       Primary            PUD Detached                        360                357
101067592                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                357
101067643                                        ALLEN                                          TX        75002       Primary            Single Family Detached              360                358
101067657                                        WATAUGA                                        TX        76148       Primary            PUD Detached                        360                358
101067659                                        DALLAS                                         TX        75243       Primary            Single Family Detached              360                358
101067689                                        DALLAS                                         TX        75227       Non-owner          Single Family Detached              360                360
101067698                                        DALLAS                                         TX        75228       Non-owner          Single Family Detached              360                360
101067699                                        GARLAND                                        TX        75043       Non-owner          Single Family Detached              360                360
101067734                                        SHEPHERDSVILLE                                 KY        40165       Primary            Single Family Detached              360                358
101067789                                        HOUSTON                                        TX        77048       Primary            Single Family Detached              360                358
101067957                                        GARLAND                                        TX        75044       Primary            Single Family Detached              360                359
101067999                                        GRAND PRAIRIE                                  TX        75052       Primary            PUD Detached                        360                358
101068113                                        MESQUITE                                       TX        75149       Primary            Single Family Detached              360                358
101068120                                        DAHLONEGA                                      GA        30533       Primary            Single Family Detached              360                359
101068132                                        FARMERS BRANCH                                 TX        75234       Primary            Single Family Detached              360                358
101068152                                        PHENIX CITY                                    AL        36870       Primary            Single Family Detached              360                359
101068198                                        DENTON                                         TX        76210       Primary            Single Family Detached              360                358
101068211                                        RICHARDSON                                     TX        75080       Primary            Single Family Detached              360                358
101068227                                        BALCH SPRINGS                                  TX        75180       Primary            Single Family Detached              360                358
101068238                                        DENTON                                         TX        76208       Primary            Single Family Detached              360                358
101068353                                        MARYLAND HEIGHTS                               MO        63043       Primary            Single Family Detached              360                358
101068373                                        DALLAS                                         TX        75241       Primary            Single Family Detached              360                358
101068392                                        SHEBOYGAN FALLS                                WI        53085       Primary            Single Family Detached              360                358
101068395                                        MESQUITE                                       TX        75150       Primary            Single Family Detached              360                358
101068398                                        ROWLETT                                        TX        75089       Non-owner          Single Family Detached              180                179
101068401                                        ROWLETT                                        TX        75089       Non-owner          Single Family Detached              180                179
101068403                                        ROWLETT                                        TX        75089       Non-owner          Single Family Detached              180                179
101068406                                        EULESS                                         TX        76039       Primary            Single Family Detached              360                359
101068415                                        ARLINGTON                                      TX        76013       Primary            Single Family Detached              360                359
101068442                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                358
101068451                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                358
101068469                                        RICHARDSON                                     TX        75081       Primary            Single Family Detached              360                359
101068506                                        FORT WORTH                                     TX        76248       Primary            PUD Detached                        360                358
101068530                                        THE COLONY                                     TX        75056       Primary            Single Family Detached              360                358
101068573                                        ODESSA                                         TX        79765       Primary            Single Family Detached              360                359
101068631                                        LA PORTE                                       TX        77571       Primary            Single Family Detached              360                359
101068647                                        LAMAR                                          MO        64759       Primary            Single Family Detached              360                358
101068659                                        SAN ANTONIO                                    TX        78207       Non-owner          Single Family Detached              360                359
101068668                                        JACKSONVILLE                                   FL        32246       Primary            Single Family Detached              360                359
101068684                                        HOUSTON                                        TX        77084       Primary            Single Family Detached              360                359
101068691                                        FORNEY                                         TX        75126       Non-owner          Single Family Detached              360                360
101068694                                        ARLINGTON                                      TX        76017       Primary            Single Family Detached              360                359
101068695                                        CARROLLTON                                     TX        75007       Non-owner          Single Family Detached              360                359
101068721                                        BIRMINGHAM                                     AL        35206       Primary            Single Family Detached              360                359
101068779                                        ARLINGTON                                      TX        76017       Primary            Single Family Detached              360                358
101068789                                        CARROLLTON                                     TX        75007       Primary            Single Family Detached              360                359
101068825                                        DALLAS                                         TX        75229       Non-owner          Single Family Detached              360                359
101068848                                        CARROLLTON                                     TX        75006       Primary            Single Family Attached              360                358
101068867                                        PLANO                                          TX        75025       Primary            Single Family Detached              360                359
101068869                                        CLIFTON                                        TX        76634       Primary            Single Family Detached              360                359
101068885                                        LEXINGTON                                      SC        29072       Non-owner          Single Family Detached              360                359
101068942                                        DALLAS                                         TX        75254       Non-owner          Condo Low-Rise Attached             360                359
101068952                                        WOLFFORTH                                      TX        79382       Primary            Single Family Detached              360                359
101068964                                        GRANBURY                                       TX        76048       Primary            Single Family Detached              360                359
101068975                                        HOUSTON                                        TX        77095       Primary            Single Family Detached              360                359
101069032                                        MCKINNEY                                       TX        75070       Primary            Condo Low-Rise Attached             360                359
101069034                                        DALLAS                                         TX        75218       Primary            Single Family Detached              360                359
101069059                                        HILLTOP LAKES                                  TX        77871       Primary            PUD Detached                        360                359
101069095                                        PROSPER                                        TX        75078       Non-owner          Single Family Detached              360                359
101069125                                        NORTH RICHLAND HILLS                           TX        76180       Non-owner          Single Family Detached              360                359
101069176                                        DALLAS                                         TX        75209       Primary            Single Family Detached              360                360
101069178                                        CEDAR HILL                                     TX        75104       Primary            Single Family Detached              360                359
101069190                                        HOUSTON                                        TX        77006       Primary            Condo Low-Rise Attached             360                359
101069192                                        HOUSTON                                        TX        77073       Primary            Single Family Detached              360                359
101069212                                        TAMPA                                          FL        33618       Non-owner          Single Family Detached              360                359
101069213                                        EL PASO                                        TX        79936       Primary            Single Family Detached              360                359
101069246                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                359
101069259                                        LUBBOCK                                        TX        79423       Primary            Single Family Detached              360                360
101069306                                        SAINT PETERSBURG                               FL        33714       Primary            Single Family Detached              360                359
101069360                                        DALLAS                                         TX        75238       Primary            Single Family Detached              360                359
101069376                                        BYHALIA                                        MS        38611       Primary            Single Family Detached              360                359
101069378                                        DENTON                                         TX        76209       Primary            Single Family Detached              360                359
101069393                                        DALLAS                                         TX        75216       Non-owner          Single Family Detached              360                359
101069468                                        FRISCO                                         TX        75035       Primary            Single Family Detached              360                359
101069474                                        LAKESIDE                                       TX        76108       Primary            Single Family Detached              360                359
101069497                                        ST LOUIS                                       MO        63107       Non-owner          Single Family Detached              360                359
101069522                                        MINERAL                                        VA        23117       Primary            Single Family Detached              360                359
101069543                                        MOBILE                                         AL        36608       Primary            Single Family Detached              360                360
101069564                                        DALLAS                                         TX        75228       Primary            Single Family Detached              360                360
101069565                                        LEBANON                                        PA        17046       Primary            Single Family Detached              360                359
101069578                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                359
101069598                                        MEMPHIS                                        TN        38111       Primary            Single Family Detached              360                359
101069603                                        HOUSTON                                        TX        77042       Primary            PUD Attached                        360                359
101069615                                        SAGINAW                                        TX        76179       Non-owner          Single Family Detached              360                359
101069622                                        MORVEN                                         NC        28119       Primary            Single Family Detached              360                359
101069641                                        PENSACOLA                                      FL        32504       Primary            Single Family Detached              360                359
101069645                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                359
101069661                                        INDIANAPOLIS                                   IN        46208       Primary            Single Family Detached              360                359
101069666                                        FORT WORTH                                     TX        76137       Non-owner          Single Family Detached              360                359
101069681                                        WEATHERFORD                                    TX        76088       Primary            Single Family Detached              360                359
101069706                                        HUMBLE                                         TX        77346       Primary            PUD Detached                        360                359
101069717                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                359
101069744                                        PRINCETON                                      NC        27569       Primary            Single Family Detached              360                359
101069815                                        EL PASO                                        TX        79924       Primary            Single Family Detached              360                359
101069818                                        CARROLLTON                                     TX        75006       Primary            Single Family Detached              360                360
101069832                                        ROWLETT                                        TX        75089       Primary            PUD Detached                        360                360
101069845                                        ROCKWALL                                       TX        75032       Non-owner          Single Family Detached              360                360
101069852                                        LANCASTER                                      TX        75146       Non-owner          Single Family Detached              360                359
101069870                                        ARLINGTON                                      TX        76001       Primary            Single Family Detached              360                360
101069899                                        SHERMAN                                        TX        75092       Primary            Single Family Detached              360                360
101069901                                        LIVINGSTON                                     TX        77351       Primary            Single Family Detached              360                360
101069944                                        THE COLONY                                     TX        75056       Primary            Single Family Detached              360                359
101069948                                        TOMBALL                                        TX        77375       Primary            PUD Detached                        360                360
101070024                                        HOUSTON                                        TX        77043       Primary            PUD Detached                        360                360
101070030                                        ROCKWALL                                       TX        75087       Primary            Single Family Detached              360                360
101070038                                        SAN MARCOS                                     TX        78666       Non-owner          Single Family Detached              360                359
101070041                                        ARVADA                                         CO        80003       Primary            Single Family Detached              360                360
101070077                                        HOUSTON                                        TX        77095       Non-owner          Single Family Detached              360                359
101070083                                        PLANO                                          TX        75074       Primary            Single Family Detached              360                360
101070116                                        FORT WORTH                                     TX        76106       Primary            Single Family Detached              360                359
101070123                                        DUCANVILLE                                     TX        75137       Primary            Single Family Detached              360                359
101070136                                        ORLANDO                                        FL        32808       Primary            Single Family Detached              360                359
101070148                                        HOUSTON                                        TX        77083       Primary            PUD Detached                        360                360
101070157                                        GOLDSBORO                                      NC        27530       Primary            Single Family Detached              360                360
101070178                                        DALLAS                                         TX        75218       Non-owner          Single Family Detached              360                360
101070197                                        DALLAS                                         TX        75217       Non-owner          Single Family Detached              360                360
101070203                                        DALLAS                                         TX        75217       Non-owner          Single Family Detached              360                360
101070213                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                359
101070238                                        JACKSONVILLE                                   FL        32206       Non-owner          Single Family Detached              360                360
101070245                                        WEST COLUMBIA                                  SC        29170       Primary            Single Family Detached              360                360
101070295                                        GLENN HEIGHTS                                  TX        75154       Non-owner          2-4 Units Detached                  360                360
101070350                                        NEW LONDON                                     NC        28127       Primary            Single Family Detached              360                360
101070421                                        SAN ANTONIO                                    TX        78251       Primary            Single Family Detached              360                360
101070432                                        SAN ANTONIO                                    TX        78233       Primary            Single Family Detached              360                360
101070655                                        DALLAS                                         TX        75216       Non-owner          Single Family Detached              360                360
101070776                                        GARLAND                                        TX        75044       Primary            Single Family Detached              360                360
101070985                                        BRENHAM                                        TX        77833       Non-owner          Single Family Detached              360                360
101071109                                        SAN ANTONIO                                    TX        78210       Primary            Single Family Detached              360                359
101071147                                        DALLAS                                         TX        75224       Non-owner          Single Family Detached              360                360
111002711                                        HAKALAU                                        HI        96710       Second Home        Single Family Detached              360                357
111002751                                        LANAI CITY                                     HI        96763       Primary            Single Family Detached              360                357
111002791                                        EWA BEACH                                      HI        96706       Primary            Condo Low-Rise Attached             360                357
111002809                                        PAHOA                                          HI        96778       Second Home        Single Family Detached              360                358
111002822                                        KAILUA                                         HI        96734       Primary            Single Family Detached              360                358
111002825                                        KEAAU                                          HI        96749       Primary            Single Family Detached              360                358
111002850                                        HILO                                           HI        96720       Primary            Single Family Detached              360                357
111002855                                        KEAAU                                          HI        96749       Second Home        Single Family Detached              360                357
111002882                                        RANCHO SANTA MARGARITA                         CA        92688       Primary            Condo Low-Rise Attached             360                358
111002904                                        HONOLULU                                       HI        96815       Second Home        Condo High-Rise Attached            360                360
111002912                                        LAHAINA                                        HI        96761       Primary            PUD Detached                        360                358
111002947                                        HONOLULU                                       HI        96816       Second Home        Single Family Detached              360                359
111002952                                        HOLUALOA                                       HI        96725       Primary            Condo Low-Rise Attached             360                358
111002975                                        HONOLULU                                       HI        96819       Primary            Single Family Detached              360                359
111002986                                        EWA BEACH                                      HI        96706       Primary            PUD Detached                        360                358
111003011                                        WAIPAHU                                        HI        96797       Primary            Single Family Detached              360                358
111003044                                        CAPTAIN COOK                                   HI        96704       Primary            Single Family Detached              360                359
111003047                                        FALLON                                         NV        89406       Primary            Single Family Detached              360                359
111003052                                        KAILUA KONA                                    HI        96740       Primary            Condo Low-Rise Attached             360                360
111003056                                        HAIKU                                          HI        96708       Primary            Single Family Detached              360                359
111003066                                        WAIPAHU                                        HI        96797       Primary            PUD Detached                        360                359
111003071                                        KAILUA                                         HI        96734       Primary            Condo High-Rise Attached            360                360
111003074                                        KAILUA KONA                                    HI        96740       Primary            Single Family Detached              360                359
111003102                                        HONOLULU                                       HI        96819       Primary            Condo Low-Rise Attached             360                359
111003212                                        WAILUKU                                        HI        96793       Primary            Condo Low-Rise Attached             360                360
111003251                                        WAIANAE                                        HI        96792       Non-owner          Single Family Detached              360                360
111003273                                        PAIA                                           HI        96779       Primary            Single Family Detached              360                360
111003304                                        KAHUKU                                         HI        96731       Primary            Single Family Detached              360                360
121048492                                        GREEN BAY                                      WI        54304       Primary            2-4 Units Detached                  360                352
121048709                                        FOSSTON                                        MN        56542       Non-owner          Single Family Detached              360                353
121049293                                        JANESVILLE                                     WI        53545       Primary            Single Family Detached              360                354
121049992                                        OTSEGO                                         MN        55330       Primary            Single Family Detached              360                355
121050125                                        NORTH MANKATO                                  MN        56003       Primary            Single Family Detached              360                355
121050414                                        WACONIA                                        MN        55387       Primary            Single Family Detached              360                355
121050447                                        MONTICELLO                                     MN        55362       Primary            Single Family Detached              360                355
121050450                                        MINNEAPOLIS                                    MN        55412       Primary            Single Family Detached              360                356
121050794                                        ZIMMERMAN                                      MN        55398       Primary            Single Family Detached              360                356
121050923                                        MEDFORD                                        MN        55049       Primary            Single Family Detached              360                356
121051024                                        PINE RIVER                                     MN        56474       Primary            Single Family Detached              360                356
121051044                                        NICOLLET                                       MN        56074       Primary            Single Family Attached              360                358
121051102                                        WISCONSIN RAPIDS                               WI        54494       Primary            Single Family Detached              360                357
121051385                                        FERGUS FALLS                                   MN        56537       Primary            Single Family Detached              360                357
121051435                                        ELLSWORTH                                      WI        54011       Primary            Single Family Detached              360                357
121051713                                        BARRETT                                        MN        56311       Primary            Single Family Detached              360                357
121051752                                        VADNAIS HEIGHTS                                MN        55127       Primary            Single Family Detached              360                359
121051790                                        CAMBRIDGE                                      MN        55008       Primary            Single Family Detached              360                357
121051799                                        AMERY                                          WI        54001       Primary            Single Family Detached              360                358
121051863                                        EDINA                                          MN        55439       Primary            Single Family Detached              360                358
121051876                                        CHANHASSEN                                     MN        55317       Primary            PUD Attached                        360                358
121051899                                        MINNEAPOLIS                                    MN        55412       Primary            Single Family Detached              360                358
121051928                                        BROOKLYN PARK                                  MN        55445       Primary            Single Family Detached              360                359
121051980                                        DES MOINES                                     IA        50317       Primary            Single Family Detached              360                358
121052000                                        CLEARWATER                                     MN        55320       Primary            Single Family Detached              360                358
121052023                                        APPLETON                                       WI        54914       Primary            Single Family Detached              360                358
121052027                                        DE FOREST                                      WI        53532       Primary            Single Family Detached              360                358
121052033                                        FOLEY                                          MN        56329       Primary            Single Family Detached              360                358
121052059                                        UNION GROVE                                    WI        53182       Primary            Single Family Detached              360                359
121052075                                        SAINT PAUL                                     MN        55117       Primary            Single Family Detached              360                359
121052101                                        MILWAUKEE                                      WI        53215       Primary            Single Family Detached              360                358
121052107                                        DES MOINES                                     IA        50315       Primary            Single Family Detached              360                359
121052133                                        SAINT LOUIS PARK                               MN        55426       Non-owner          Single Family Detached              360                358
121052147                                        QUINCY                                         IL        62305       Primary            Single Family Detached              360                359
121052149                                        JANESVILLE                                     WI        53545       Primary            Single Family Detached              360                358
121052154                                        DEFOREST                                       WI        53532       Primary            Single Family Detached              360                358
121052175                                        BIG LAKE                                       MN        55309       Primary            Single Family Detached              360                358
121052186                                        ORR                                            MN        55771       Primary            Single Family Detached              360                359
121052194                                        RICE LAKE                                      WI        54868       Primary            Single Family Detached              360                358
121052227                                        MADISON                                        WI        53714       Primary            Single Family Detached              360                358
121052228                                        BRAINERD                                       MN        56401       Primary            Single Family Detached              360                360
121052230                                        MILWAUKEE                                      WI        53225       Non-owner          Single Family Detached              360                358
121052233                                        MOTLEY                                         MN        56466       Primary            Single Family Detached              360                358
121052246                                        APPLETON                                       WI        54914       Primary            Single Family Detached              360                358
121052247                                        MUSKEGO                                        WI        53150       Primary            Single Family Detached              360                359
121052251                                        OSAKIS                                         MN        56360       Primary            Single Family Detached              360                360
121052262                                        SOMERSET                                       WI        54025       Primary            Single Family Detached              360                358
121052361                                        IRON RIVER                                     WI        54847       Primary            Single Family Detached              360                358
121052369                                        COALVILLE                                      IA        50501       Primary            Single Family Detached              360                359
121052371                                        LUVERNE                                        MN        56156       Primary            Single Family Detached              360                359
121052393                                        BROOKLYN PARK                                  MN        55444       Primary            Single Family Detached              360                359
121052420                                        HUTCHINSON                                     MN        55350       Primary            Single Family Detached              360                359
121052441                                        MINNEAPOLIS                                    MN        55412       Primary            Single Family Detached              360                359
121052446                                        MINNEAPOLIS                                    MN        55412       Primary            Single Family Detached              360                359
121052453                                        MEMPHIS                                        IN        47143       Primary            Single Family Detached              360                359
121052470                                        GRAFTON                                        WI        53024       Primary            Single Family Detached              360                359
121052485                                        EAGLE RIVER                                    WI        54521       Primary            Single Family Detached              360                359
121052489                                        MANDAN                                         ND        58554       Primary            Single Family Detached              360                359
121052490                                        WEST DES MOINES                                IA        50265       Primary            Single Family Detached              360                359
121052497                                        REEDSBURG                                      WI        53959       Primary            Single Family Detached              360                359
121052506                                        NEW PRAGUE                                     MN        56071       Primary            Single Family Detached              360                359
121052524                                        MINNEAPOLIS                                    MN        55406       Primary            Single Family Detached              360                359
121052892                                        MARSHALLTOWN                                   IA        50158       Primary            Single Family Detached              360                359
121052916                                        HARTLAND                                       WI        53029       Primary            Single Family Detached              360                359
121052945                                        ITHACA                                         MI        48847       Primary            Single Family Detached              360                359
121052998                                        MORRISTOWN                                     MN        55052       Primary            Single Family Detached              360                359
121053031                                        EAU CLAIRE                                     WI        54703       Primary            2-4 Units Detached                  360                359
121053042                                        LA CROSSE                                      WI        54601       Primary            Single Family Detached              360                359
121053066                                        ANAMOSA                                        IA        52205       Primary            Single Family Detached              360                360
121053067                                        GREENDALE                                      WI        53129       Primary            Single Family Detached              360                359
121053187                                        ISLE                                           MN        56342       Primary            Single Family Detached              360                359
121053191                                        SAINT CLOUD                                    MN        56303       Primary            Single Family Detached              360                359
121053199                                        FARIBAULT                                      MN        55021       Primary            Single Family Detached              360                359
121053212                                        WHITE BEAR LAKE                                MN        55110       Primary            Single Family Detached              360                359
121053255                                        LANSING                                        MI        48911       Non-owner          Single Family Detached              360                360
121053265                                        JACKSON                                        MI        49203       Primary            Single Family Detached              360                360
121053305                                        MILWAUKEE                                      WI        53212       Non-owner          2-4 Units Attached                  360                359
121053314                                        CHARLOTTE                                      MI        48813       Primary            Single Family Detached              360                360
121053315                                        DES MOINES                                     IA        50317       Primary            Single Family Detached              360                359
121053358                                        NEWFOLDEN                                      MN        56738       Primary            Single Family Detached              360                359
121053465                                        WASECA                                         MN        56093       Non-owner          Single Family Detached              360                359
121053475                                        PARK RAPIDS                                    MN        56470       Non-owner          Single Family Attached              360                359
121053481                                        PARK RAPIDS                                    MN        56470       Non-owner          Single Family Attached              360                359
121053485                                        OTTUMWA                                        IA        52501       Primary            Single Family Detached              360                359
121053539                                        MILWAUKEE                                      WI        53221       Primary            2-4 Units Detached                  360                360
121053562                                        VAN METER                                      IA        50261       Primary            Single Family Detached              360                360
121053600                                        MILWAUKEE                                      WI        53204       Non-owner          2-4 Units Detached                  360                360
121053628                                        THREE RIVERS                                   MI        49093       Second Home        Single Family Detached              360                360
121053630                                        SIOUX FALLS                                    SD        57106       Primary            Single Family Detached              360                360
121053696                                        SAINT PAUL                                     MN        55108       Primary            Single Family Detached              360                360
121053702                                        EAST TROY                                      WI        53120       Primary            Single Family Detached              360                360
121053704                                        COLOMA                                         WI        54930       Primary            Single Family Detached              360                360
121053780                                        LANSING                                        MI        48915       Non-owner          Single Family Detached              360                360
121053955                                        HAZEL GREEN                                    WI        53811       Primary            Single Family Detached              360                360
121054075                                        DUBUQUE                                        IA        52001       Primary            Single Family Detached              360                360
121054420                                        CEDAR RAPIDS                                   IA        52403       Primary            Single Family Detached              360                360
141057248                                        NEW BRITAIN                                    CT        06051       Primary            Single Family Detached              360                355
141057368                                        NORTH HAVEN                                    CT        06473       Primary            Single Family Detached              360                356
151036099                                        DEPEW                                          NY        14043       Primary            2-4 Units Detached                  360                354
151037670                                        JERSEY CITY                                    NJ        07307       Non-owner          2-4 Units Attached                  360                354
151037716                                        GREENBELT                                      MD        20770       Non-owner          Condo Low-Rise Attached             360                354
151038991                                        BROWNS MILLS                                   NJ        08015       Primary            Single Family Detached              360                357
151039182                                        ATCO                                           NJ        08004       Primary            Single Family Attached              360                356
151039196                                        COLUMBIA                                       PA        17512       Primary            Single Family Detached              360                359
151039247                                        DENVILLE                                       NJ        07834       Primary            Single Family Detached              360                359
151039302                                        EAST ORANGE                                    NJ        07017       Primary            Single Family Detached              360                357
151039309                                        ROSELLE                                        NJ        07203       Primary            Single Family Detached              360                356
151039326                                        ORANGE                                         NJ        07050       Primary            2-4 Units Detached                  360                356
151039458                                        BEACHWOOD                                      NJ        08722       Primary            Single Family Detached              360                359
151039462                                        EFFORT                                         PA        18330       Primary            Single Family Detached              360                356
151039509                                        PHILADELPHIA                                   PA        19151       Primary            Single Family Attached              360                357
151039582                                        CAMDEN                                         NJ        08103       Primary            Single Family Attached              360                357
151039597                                        PENNSAUKEN                                     NJ        08110       Primary            Single Family Attached              360                359
151039632                                        WEST MILFORD                                   NJ        07480       Primary            Single Family Detached              360                356
151039667                                        CHARLOTTE                                      NC        28269       Primary            PUD Detached                        360                357
151039761                                        SHAVERTOWN                                     PA        18708       Primary            Single Family Detached              360                358
151039771                                        MANVILLE                                       NJ        08835       Primary            Single Family Detached              360                357
151039800                                        FLEETWOOD                                      PA        19522       Primary            Single Family Detached              360                357
151039908                                        NORRISTOWN                                     PA        19401       Non-owner          Single Family Attached              360                357
151040100                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              360                357
151040103                                        CONSHOHOCKEN                                   PA        19428       Non-owner          Single Family Detached              360                359
151040122                                        MCKEES ROCKS                                   PA        15136       Primary            Single Family Attached              360                357
151040131                                        NORRISTOWN                                     PA        19401       Non-owner          Single Family Detached              360                359
151040146                                        ORELAND                                        PA        19075       Primary            Single Family Detached              360                357
151040160                                        WOODBRIDGE                                     NJ        08832       Primary            2-4 Units Detached                  360                357
151040199                                        VAUXHALL                                       NJ        07088       Primary            Condo Low-Rise Attached             360                357
151040210                                        PHILADELPHIA                                   PA        19145       Primary            Single Family Attached              360                360
151040274                                        CLEMENTON                                      NJ        08021       Primary            Single Family Detached              360                359
151040291                                        SOUTH BOUND BROOK                              NJ        08880       Primary            2-4 Units Detached                  360                357
151040301                                        FARMINGDALE                                    NJ        07727       Primary            Single Family Detached              360                360
151040319                                        WOODBRIDGE                                     NJ        07095       Primary            Single Family Detached              360                358
151040376                                        ELIZABETH                                      NJ        07201       Non-owner          2-4 Units Detached                  360                359
151040379                                        BETHLEHEM                                      PA        18017       Primary            Single Family Detached              360                357
151040383                                        EAST BERLIN                                    PA        17316       Primary            Single Family Detached              360                358
151040390                                        PHILADELPHIA                                   PA        19154       Primary            Single Family Attached              360                357
151040418                                        YORK                                           PA        17402       Primary            Condo Low-Rise Attached             360                357
151040469                                        NORTH HUNTINGDON                               PA        15642       Primary            Single Family Detached              360                358
151040623                                        PHILADELPHIA                                   PA        19149       Primary            Single Family Attached              360                358
151040673                                        BELMAR                                         NJ        07719       Primary            Single Family Detached              360                358
151040784                                        PLEASANTVILLE                                  NJ        08232       Primary            Single Family Detached              360                359
151040805                                        TRENTON                                        NJ        08618       Primary            2-4 Units Attached                  360                358
151040811                                        KISSIMMEE                                      FL        34758       Primary            PUD Detached                        360                358
151040852                                        JACKSON                                        NJ        08527       Primary            Single Family Detached              360                358
151040866                                        SHICKSHINNY                                    PA        18655       Primary            Single Family Detached              360                359
151040930                                        YARDVILLE                                      NJ        08620       Primary            Single Family Detached              360                358
151040950                                        MOORESVILLE                                    IN        46158       Primary            Single Family Detached              360                358
151040967                                        ATLANTIC CITY                                  NJ        08401       Primary            2-4 Units Attached                  360                358
151040985                                        COATESVILLE                                    PA        19320       Primary            Single Family Attached              360                358
151041000                                        ACWORTH                                        GA        30102       Primary            Single Family Detached              360                359
151041055                                        ALLENTOWN                                      PA        18102       Primary            Single Family Attached              360                359
151041067                                        LAKELAND                                       FL        33811       Primary            PUD Detached                        360                358
151041078                                        HARRISBURG                                     PA        17110       Non-owner          2-4 Units Attached                  360                360
151041079                                        HARRISBURG                                     PA        17110       Non-owner          2-4 Units Attached                  360                360
151041082                                        HARRISBURG                                     PA        17103       Non-owner          2-4 Units Attached                  360                360
151041097                                        BLAIRSTOWN                                     NJ        07825       Primary            Single Family Detached              360                360
151041103                                        NEWARK                                         NJ        07104       Non-owner          2-4 Units Detached                  360                360
151041118                                        WEST CALN TWP                                  PA        19344       Primary            Single Family Detached              360                358
151041132                                        BALTIMORE                                      MD        21230       Non-owner          Single Family Attached              360                359
151041146                                        BRICK                                          NJ        08724       Primary            Single Family Detached              360                359
151041147                                        CAMDEN                                         NJ        08105       Non-owner          2-4 Units Attached                  360                360
151041152                                        COLLINGSWOOD                                   NJ        08108       Primary            Single Family Detached              360                359
151041159                                        MIDDLETOWN                                     NJ        07748       Primary            Condo Low-Rise Attached             360                359
151041160                                        LEWISBURG                                      PA        17837       Primary            Single Family Detached              360                359
151041180                                        EFFORT                                         PA        18330       Non-owner          Single Family Detached              360                359
151041186                                        CRESCO                                         PA        18326       Primary            Single Family Detached              360                359
151041228                                        BEAVER                                         PA        15009       Primary            Single Family Detached              360                359
151041233                                        MANASQUAN                                      NJ        08736       Primary            Single Family Detached              360                358
151041235                                        BROWNS MILLS                                   NJ        08015       Primary            Single Family Detached              360                359
151041242                                        DUNELLEN                                       NJ        08812       Primary            Single Family Detached              360                358
151041247                                        MEADVILLE                                      PA        16335       Non-owner          2-4 Units Detached                  360                359
151041282                                        BROOKLYN                                       NY        11209       Primary            2-4 Units Attached                  360                358
151041284                                        CINNAMINSON                                    NJ        08077       Primary            Single Family Detached              360                358
151041319                                        YORK HAVEN                                     PA        17370       Primary            Single Family Detached              360                358
151041358                                        NEWARK                                         NJ        07107       Primary            2-4 Units Detached                  360                360
151041375                                        PERTH AMBOY                                    NJ        08861       Primary            Single Family Detached              360                359
151041382                                        EAST ORANGE                                    NJ        07018       Primary            Single Family Detached              360                358
151041390                                        DALLASTOWN                                     PA        17313       Non-owner          Single Family Detached              360                359
151041391                                        PHILADELPHIA                                   PA        19131       Non-owner          Condo High-Rise Attached            360                359
151041393                                        MAPLEWOOD                                      NJ        07040       Primary            2-4 Units Detached                  360                359
151041394                                        NORRISTOWN                                     PA        19403       Primary            Single Family Detached              360                358
151041402                                        LANCASTER                                      PA        17602       Primary            Single Family Attached              360                359
151041403                                        HARRISBURG                                     PA        17110       Primary            Single Family Detached              360                358
151041405                                        BUSHKILL(LEHMAN TWP)                           PA        18324       Primary            Single Family Detached              360                359
151041410                                        DREXEL HILL                                    PA        19026       Primary            Single Family Attached              360                359
151041442                                        LAKELAND                                       FL        33810       Primary            Single Family Detached              360                359
151041451                                        WILLINGBORO                                    NJ        08046       Primary            Single Family Detached              360                360
151041457                                        CRANBERRY TWP                                  PA        16066       Primary            Single Family Detached              360                359
151041460                                        ALLENTOWN                                      PA        18109       Primary            Single Family Detached              360                359
151041476                                        MOSS POINT                                     MS        39563       Primary            Single Family Detached              360                359
151041479                                        WEST ORANGE                                    NJ        07052       Primary            Single Family Detached              360                360
151041482                                        GALLOWAY                                       NJ        08205       Primary            Single Family Detached              360                359
151041483                                        SCHILLINGTON                                   PA        19607       Primary            Single Family Attached              360                359
151041484                                        WEST HARTFORD                                  CT        06110       Primary            Single Family Detached              360                358
151041502                                        DREXEL HILL                                    PA        19026       Primary            Single Family Attached              360                359
151041528                                        READING                                        PA        19611       Non-owner          Single Family Attached              360                359
151041536                                        PLAINFIELD                                     NJ        07063       Primary            Single Family Detached              360                359
151041543                                        OCEAN CITY                                     MD        21842       Primary            Single Family Attached              360                359
151041558                                        WOODBINE                                       MD        21797       Primary            Single Family Detached              360                359
151041560                                        FAIR LAWN                                      NJ        07410       Primary            Single Family Detached              360                359
151041576                                        CHERRY HILL                                    NJ        08002       Primary            Single Family Detached              360                358
151041582                                        BLACKWOOD                                      NJ        08012       Primary            Single Family Detached              360                359
151041590                                        BROOKLYN                                       NY        11211       Primary            2-4 Units Attached                  360                359
151041599                                        MONTAGUE                                       NJ        07827       Primary            Single Family Detached              360                359
151041601                                        PITTSBURGH                                     PA        15229       Primary            Single Family Detached              360                359
151041602                                        BERLIN                                         NJ        08009       Primary            Single Family Detached              360                359
151041636                                        MORRISVILLE                                    PA        19067       Primary            Single Family Detached              360                359
151041653                                        ST PAUL                                        MN        55104       Primary            Single Family Detached              360                359
151041683                                        AMBRIDGE                                       PA        15003       Non-owner          2-4 Units Detached                  360                359
151041696                                        SPRINGFIELD                                    PA        19064       Primary            Single Family Detached              360                359
151041724                                        PHILADELPHIA                                   PA        19142       Primary            Single Family Attached              360                358
151041729                                        BUMPASS                                        VA        23024       Primary            Single Family Detached              360                359
151041742                                        NORTH HUNTINGTON                               PA        15642       Primary            Single Family Detached              360                359
151041763                                        OGDENSBURG                                     NJ        07439       Primary            Single Family Detached              360                359
151041770                                        LINDEN                                         NJ        07036       Primary            2-4 Units Detached                  360                359
151041781                                        CHESAPEAKE                                     VA        23321       Primary            Condo Low-Rise Attached             360                359
151041784                                        WAYNESBORO                                     PA        17268       Primary            Single Family Detached              360                359
151041786                                        KISSIMMEE                                      FL        34758       Primary            PUD Detached                        360                359
151041788                                        MONTCLAIR                                      NJ        07042       Primary            Single Family Detached              360                359
151041791                                        HACKETTSTOWN                                   NJ        07840       Primary            Single Family Detached              360                360
151041813                                        TRENTON                                        NJ        08690       Primary            Single Family Detached              360                359
151041821                                        LINDEN                                         PA        17744       Non-owner          2-4 Units Detached                  360                359
151041914                                        PATERSON                                       NJ        07502       Primary            Single Family Detached              360                359
151041923                                        JERSEY CITY                                    NJ        07305       Primary            Single Family Attached              360                359
151041963                                        BRONX                                          NY        10474       Primary            2-4 Units Detached                  360                357
151041968                                        TOBYHANNA                                      PA        18466       Primary            Single Family Detached              360                359
151041981                                        TEANECK                                        NJ        07666       Non-owner          Single Family Detached              360                359
151042001                                        BROOKLYN                                       NY        11236       Non-owner          2-4 Units Attached                  360                359
151042003                                        NEWARK                                         NJ        07104       Primary            2-4 Units Detached                  360                359
151042020                                        NEWARK                                         NJ        07103       Primary            Condo High-Rise Attached            360                359
151042029                                        PATERSON                                       NJ        07503       Primary            Single Family Detached              360                359
151042034                                        ASBURY PARK                                    NJ        07712       Primary            Single Family Detached              360                359
151042043                                        YORK                                           PA        17408       Primary            Single Family Detached              360                359
151042063                                        MILLVILLE                                      NJ        08332       Primary            Single Family Detached              360                359
151042081                                        YORK                                           PA        17404       Primary            2-4 Units Detached                  360                359
151042091                                        PITTSBURGH                                     PA        15210       Primary            Single Family Detached              360                359
151042099                                        HILTON HEAD ISLAND                             SC        29926       Non-owner          Condo Low-Rise Attached             360                360
151042110                                        EDISON                                         NJ        08817       Primary            Single Family Detached              360                359
151042117                                        NORRISTOWN                                     PA        19401       Primary            2-4 Units Attached                  360                359
151042149                                        GLASSBORO                                      NJ        08028       Primary            Single Family Detached              360                359
151042175                                        NEWARK                                         NJ        07104       Primary            2-4 Units Detached                  360                359
151042179                                        DOWNINGTOWN                                    PA        19335       Primary            Single Family Detached              360                359
151042192                                        NORTH BERGEN                                   NJ        07047       Primary            2-4 Units Detached                  360                360
151042229                                        EAST PENNSBORO                                 PA        17025       Primary            Single Family Detached              360                359
151042236                                        DOWNINGTOWN                                    PA        19335       Primary            Single Family Detached              360                359
151042260                                        ULSTER PARK                                    NY        12487       Primary            Single Family Detached              360                359
151042264                                        IRWIN                                          PA        15642       Non-owner          2-4 Units Detached                  360                360
151042273                                        HILLSIDE                                       NJ        07205       Non-owner          2-4 Units Attached                  360                360
151042284                                        PHILADELPHIA                                   PA        19138       Non-owner          Single Family Attached              360                359
151042286                                        STATE COLLEGE                                  PA        16801       Primary            Single Family Detached              360                359
151042292                                        OCEAN CITY                                     NJ        08226       Primary            Single Family Detached              360                359
151042319                                        MOUNT HOLLY SPRINGS                            PA        17065       Primary            Single Family Detached              360                359
151042341                                        MILLVILLE                                      NJ        08332       Primary            Single Family Detached              360                360
151042353                                        BLOOMFIELD                                     NJ        07003       Primary            2-4 Units Detached                  360                360
151042362                                        EASTON (PALMER TOWNSHIP)                       PA        18045       Primary            Single Family Detached              360                359
151042377                                        MANAHAWKIN                                     NJ        08050       Primary            Single Family Detached              360                359
151042378                                        BRICK                                          NJ        08724       Primary            Condo Low-Rise Attached             360                360
151042381                                        HORSHAM                                        PA        19044       Primary            Single Family Attached              360                360
151042422                                        IRVINGTON                                      NJ        07111       Non-owner          2-4 Units Detached                  360                360
151042441                                        LINDEN CITY                                    NJ        07036       Primary            2-4 Units Detached                  360                359
151042460                                        DARBY                                          PA        19023       Non-owner          2-4 Units Attached                  360                359
151042470                                        PENNS GROVE                                    NJ        08069       Non-owner          Single Family Detached              360                360
151042487                                        LANSDOWNE                                      PA        19050       Primary            Single Family Detached              360                359
151042495                                        PHILADELPHIA                                   PA        19148       Primary            Single Family Attached              360                360
151042524                                        PHILADELPHIA                                   PA        19111       Primary            Single Family Attached              360                359
151042552                                        DEPTFORD                                       NJ        08096       Primary            Single Family Detached              360                360
151042597                                        NEW BRITAIN                                    CT        06051       Non-owner          2-4 Units Detached                  360                359
151042636                                        LANSDOWNE                                      PA        19050       Non-owner          Single Family Detached              360                360
151042655                                        PHILADELPHIA                                   PA        19138       Primary            Single Family Attached              360                359
151042752                                        BARTONSVILLE                                   PA        18321       Non-owner          Single Family Detached              360                359
151042758                                        PHILADELPHIA                                   PA        19148       Non-owner          2-4 Units Attached                  360                360
151042890                                        PHILADELPHIA                                   PA        19151       Non-owner          Single Family Detached              360                360
151042896                                        WOODBINE                                       NJ        08270       Primary            Single Family Detached              360                360
151042902                                        SAYLORSBURG                                    PA        18353       Primary            Single Family Detached              360                360
151042934                                        LOCK HAVEN                                     PA        17745       Primary            Single Family Detached              360                360
151042982                                        BLUE BELL                                      PA        19422       Primary            Single Family Detached              360                360
151043025                                        TRENTON                                        NJ        08609       Non-owner          Single Family Attached              360                360
151043095                                        STATE COLLEGE                                  PA        16803       Primary            Single Family Detached              360                360
151043103                                        WILLINGBORO                                    NJ        08046       Primary            Single Family Detached              360                360
151043170                                        SALISBURY                                      NC        28114       Primary            Single Family Detached              360                360
151043173                                        MOUNT POCONO                                   PA        18344       Primary            Single Family Detached              360                360
151043174                                        PHILADELPHIA                                   PA        19146       Non-owner          Single Family Attached              360                360
151043184                                        ZION GROVE                                     PA        17985       Primary            Single Family Detached              360                360
151043211                                        CLIFFSIDE PARK                                 NJ        07010       Non-owner          2-4 Units Detached                  360                360
151043251                                        MERCHANTVILLE                                  NJ        08109       Primary            Single Family Detached              360                360
151043317                                        AUDUBON                                        NJ        08106       Primary            Single Family Detached              360                360
151043528                                        UNION CITY                                     NJ        07087       Non-owner          2-4 Units Detached                  360                360
151043658                                        LINDEN                                         NJ        07036       Primary            Single Family Detached              360                360
151043781                                        CLIFTON                                        NJ        07011       Non-owner          2-4 Units Detached                  360                360
151044013                                        PHILADELPHIA                                   PA        19131       Primary            2-4 Units Detached                  360                360
161051489                                        SUTTON                                         MA        01590       Primary            Single Family Detached              360                356
161051528                                        DRACUT                                         MA        01826       Primary            Condo Low-Rise Attached             360                356
161051664                                        WORCESTER                                      MA        01606       Primary            Single Family Detached              360                357
161051687                                        BROCKTON                                       MA        02302       Primary            Single Family Detached              360                356
161051695                                        NEW BRAINTREE                                  MA        01531       Primary            Single Family Detached              360                357
161051703                                        W ROXBURY                                      MA        02132       Primary            2-4 Units Detached                  360                357
161051711                                        BROCKTON                                       MA        02301       Non-owner          Single Family Detached              360                357
161051717                                        DORCHESTER                                     MA        02124       Primary            2-4 Units Detached                  360                357
161051773                                        CHATHAM                                        MA        02633       Primary            Single Family Detached              360                359
161051839                                        LAKEVILLE                                      MA        02347       Primary            Single Family Detached              360                359
161051840                                        WEYMOUTH                                       MA        02188       Primary            Single Family Detached              360                358
161052068                                        BURRILLVILLE                                   RI        02830       Primary            Single Family Detached              360                357
161052132                                        NASHUA                                         NH        03062       Primary            Single Family Detached              360                357
161052186                                        BRIDGEWATER                                    MA        02324       Primary            Single Family Detached              360                357
161052206                                        GLOUCESTER                                     MA        01930       Primary            Single Family Detached              360                358
161052214                                        GRAY                                           ME        04039       Primary            Single Family Detached              360                357
161052223                                        READING                                        MA        01867       Primary            Single Family Detached              360                358
161052273                                        STURBRIDGE                                     MA        01566       Primary            Single Family Detached              360                357
161052313                                        BROCKTON                                       MA        02301       Primary            Single Family Detached              360                357
161052317                                        HYDE PARK                                      MA        02136       Primary            Single Family Detached              360                358
161052327                                        MEDFORD                                        MA        02155       Primary            2-4 Units Detached                  360                358
161052341                                        WEST TOWNSEND                                  MA        01474       Primary            Single Family Detached              360                358
161052400                                        W DENNIS                                       MA        02670       Primary            Single Family Detached              360                357
161052437                                        ADAMS                                          MA        01220       Primary            Single Family Detached              360                358
161052460                                        ACTON                                          MA        01720       Primary            Single Family Detached              360                360
161052484                                        THORNTON                                       NH        03223       Primary            Single Family Attached              360                360
161052493                                        PLAINVILLE                                     MA        02762       Primary            2-4 Units Detached                  360                358
161052496                                        HANSON                                         MA        02341       Primary            Single Family Detached              360                358
161052520                                        FITCHBURG                                      MA        01420       Non-owner          Single Family Detached              360                359
161052577                                        PEABODY                                        MA        01960       Primary            Single Family Detached              360                358
161052600                                        LAWRENCE                                       MA        01841       Primary            2-4 Units Detached                  360                358
161052601                                        EAST FALMOUTH                                  MA        02536       Primary            Single Family Detached              360                358
161052627                                        HYDE PARK                                      MA        02136       Primary            2-4 Units Detached                  360                358
161052642                                        TEMPLETON                                      MA        01438       Primary            Single Family Detached              360                358
161052653                                        DANVILLE                                       NH        03819       Primary            Single Family Detached              360                358
161052657                                        LAWRENCE                                       MA        01841       Primary            2-4 Units Detached                  360                358
161052698                                        REVERE                                         MA        02151       Primary            Condo Low-Rise Attached             360                359
161052740                                        WORCESTER                                      MA        01603       Primary            2-4 Units Detached                  360                358
161052756                                        SWANSEA                                        MA        02777       Primary            Single Family Detached              360                358
161052766                                        BRIDGEWATER                                    MA        02324       Primary            Single Family Detached              360                358
161052768                                        MARSHFIELD                                     MA        02050       Primary            Single Family Detached              360                360
161052801                                        HAVERHILL                                      MA        01835       Primary            Condo Low-Rise Attached             360                358
161052802                                        MILFORD                                        MA        01757       Primary            2-4 Units Detached                  360                358
161052805                                        LOWELL                                         MA        01851       Primary            Single Family Detached              360                358
161052810                                        MIDDLEBORO                                     MA        02346       Primary            2-4 Units Detached                  360                358
161052832                                        HULL                                           MA        02045       Primary            Single Family Detached              360                358
161052833                                        SALEM                                          NH        03079       Primary            Single Family Detached              360                358
161052848                                        LOUDON                                         NH        03307       Primary            Single Family Detached              360                358
161052851                                        GRAND RAPIDS                                   MI        49546       Primary            Single Family Detached              360                358
161052893                                        TAUNTON                                        MA        02780       Primary            Single Family Detached              360                359
161052894                                        BLACKSTONE                                     MA        01504       Non-owner          2-4 Units Detached                  360                359
161052896                                        LYNNFIELD                                      MA        01940       Primary            Single Family Detached              360                358
161052925                                        MONSON                                         MA        01057       Primary            Single Family Detached              360                359
161052937                                        SPRINGFIELD                                    MA        01104       Primary            2-4 Units Detached                  360                358
161052950                                        TAUNTON                                        MA        02780       Primary            Single Family Detached              360                358
161052951                                        MOULTONBOROUGH                                 NH        03254       Non-owner          Single Family Detached              360                358
161053013                                        TOPSFIELD                                      MA        01983       Non-owner          Single Family Detached              360                359
161053019                                        SOUTH YARMOUTH                                 MA        02664       Primary            Single Family Detached              360                359
161053043                                        DENNIS                                         MA        02638       Primary            Single Family Detached              360                359
161053049                                        WAREHAM                                        MA        02571       Non-owner          2-4 Units Detached                  360                359
161053050                                        LEOMINSTER                                     MA        01453       Primary            2-4 Units Detached                  360                358
161053051                                        SEDGEWICK                                      ME        04673       Primary            Single Family Detached              360                358
161053059                                        ANDOVER                                        NH        03216       Non-owner          Single Family Detached              360                359
161053069                                        PLYMOUTH                                       MA        02360       Primary            Single Family Detached              360                359
161053076                                        WEBSTER                                        NH        03003       Primary            Single Family Detached              360                359
161053084                                        BROCKTON                                       MA        02301       Non-owner          2-4 Units Detached                  360                359
161053094                                        REHOBOTH                                       MA        02769       Primary            Single Family Detached              360                359
161053145                                        ATHOL                                          MA        01331       Primary            Single Family Detached              360                359
161053149                                        FRANKLIN                                       NH        03235       Primary            Single Family Detached              360                359
161053151                                        ANDOVER                                        MA        01810       Primary            Single Family Detached              360                359
161053160                                        MERRIMACK                                      NH        03054       Primary            Single Family Detached              360                359
161053172                                        MANCHESTER                                     NH        03104       Primary            Single Family Detached              360                359
161053179                                        PENACOOK                                       NH        03303       Primary            Single Family Detached              360                359
161053196                                        LEOMINSTER                                     MA        01453       Primary            Single Family Detached              360                359
161053234                                        NORTH WEYMOUTH                                 MA        02191       Non-owner          2-4 Units Detached                  360                359
161053287                                        BRIDGEPORT                                     CT        06607       Non-owner          Single Family Detached              360                359
161053290                                        DEDHAM                                         MA        02026       Primary            Single Family Detached              360                359
161053291                                        ASTON                                          PA        19014       Primary            Single Family Detached              360                359
161053304                                        FALL RIVER                                     MA        02721       Primary            Single Family Detached              360                359
161053341                                        QUINCY                                         MA        02169       Non-owner          2-4 Units Detached                  360                360
161053350                                        WORCESTER                                      MA        01602       Primary            Single Family Detached              360                359
161053368                                        SCITUATE                                       MA        02066       Primary            Single Family Detached              360                359
161053407                                        LITTLETON                                      MA        01460       Primary            Single Family Detached              360                359
161053411                                        HYANNIS                                        MA        02601       Second Home        Single Family Detached              360                359
161053432                                        TAUNTON                                        MA        02780       Primary            Single Family Detached              360                359
161053438                                        FALL RIVER                                     MA        02721       Primary            Single Family Detached              360                359
161053443                                        FALL RIVER                                     MA        02721       Primary            2-4 Units Detached                  360                360
161053451                                        HAVERHILL                                      MA        01832       Primary            Single Family Detached              360                360
161053455                                        WORCESTER                                      MA        01609       Primary            Condo Low-Rise Attached             360                360
161053467                                        PITTSBURGH                                     PA        15236       Primary            Single Family Detached              360                360
161053487                                        BEDFORD                                        NH        03110       Primary            Single Family Detached              360                360
161053501                                        PLAINVILLE                                     MA        02762       Primary            Condo Low-Rise Attached             360                360
161053514                                        RICHMOND                                       VA        23238       Primary            Single Family Detached              360                359
161053617                                        FALL RIVER                                     MA        02724       Non-owner          2-4 Units Detached                  360                360
161053644                                        NEW BEDFORD                                    MA        02740       Primary            Single Family Detached              360                360
161053657                                        LEOMIINSTER                                    MA        01453       Primary            2-4 Units Detached                  360                360
161053678                                        CHATHAM                                        MA        02633       Non-owner          Single Family Detached              360                360
161053698                                        NORWALK                                        CT        06850       Non-owner          2-4 Units Attached                  360                360
161053739                                        PROVIDENCE                                     RI        02909       Non-owner          2-4 Units Detached                  360                360
161053782                                        NASHUA                                         NH        03064       Primary            2-4 Units Detached                  360                360
161053878                                        HAVERHILL                                      MA        01830       Primary            Single Family Detached              360                360
161053930                                        DORCHESTER                                     MA        02122       Non-owner          2-4 Units Detached                  360                360
161053987                                        WEBSTER                                        MA        01570       Non-owner          2-4 Units Detached                  360                360
161054227                                        EVERETT                                        MA        02149       Primary            Single Family Detached              360                360
171034945                                        LAS VEGAS                                      NV        89130       Primary            Single Family Detached              360                354
171035880                                        PHOENIX                                        AZ        85040       Primary            Single Family Detached              360                355
171035982                                        GLENDALE                                       AZ        85302       Primary            PUD Detached                        360                356
171036966                                        LAS VEGAS                                      NV        89131       Primary            PUD Detached                        360                356
171036994                                        LAS VEGAS                                      NV        89108       Primary            Single Family Detached              360                357
171037147                                        PHOENIX                                        AZ        85006       Primary            Single Family Detached              360                357
171037627                                        PHOENIX                                        AZ        85041       Primary            PUD Detached                        360                357
171037730                                        GLENDALE                                       AZ        85301       Primary            Single Family Detached              360                356
171037962                                        MESQUITE                                       TX        75181       Primary            PUD Detached                        360                356
171037978                                        NOGALES                                        AZ        85621       Primary            Single Family Detached              360                357
171038124                                        RIVERSIDE                                      CA        92509       Primary            Single Family Detached              360                357
171038163                                        LAS VEGAS                                      NV        89121       Primary            Single Family Detached              360                357
171038175                                        TUCSON                                         AZ        85730       Primary            Single Family Detached              360                357
171038182                                        ORLANDO                                        FL        32811       Primary            Single Family Detached              360                359
171038215                                        LAS VEGAS                                      NV        89121       Primary            Single Family Detached              360                357
171038220                                        LAS VEGAS                                      NV        89120       Primary            Single Family Detached              360                357
171038358                                        PHOENIX                                        AZ        85040       Non-owner          Single Family Detached              360                357
171038417                                        HENDERSON                                      NV        89074       Primary            PUD Detached                        360                357
171038578                                        HENDERSON                                      NV        89012       Primary            Single Family Detached              360                357
171038759                                        BEAUMONT                                       CA        92223       Primary            Single Family Detached              360                357
171038762                                        GLENDALE                                       AZ        85303       Primary            Single Family Detached              360                357
171039075                                        WINDSOR                                        MO        65360       Primary            Single Family Detached              360                359
171039088                                        NORTH LAS VEGAS                                NV        89031       Primary            PUD Detached                        360                358
171039094                                        LAS VEGAS                                      NV        89117       Primary            Single Family Detached              360                358
171039155                                        EAST HAVEN                                     CT        06512       Primary            Single Family Detached              360                359
171039170                                        LAS VEGAS                                      NV        89107       Primary            Single Family Detached              360                358
171039233                                        GRENADA                                        MS        38901       Primary            Single Family Detached              360                358
171039256                                        EVERETT                                        WA        98203       Non-owner          Single Family Detached              360                359
171039269                                        CHANDLER                                       AZ        85225       Primary            Single Family Detached              360                359
171039274                                        COOLIDGE                                       AZ        85228       Non-owner          PUD Detached                        360                359
171039283                                        TUCSON                                         AZ        85706       Non-owner          Single Family Detached              360                358
171039285                                        COOLIDGE                                       AZ        85228       Non-owner          PUD Detached                        360                359
171039290                                        COOLIDGE                                       AZ        85228       Non-owner          PUD Detached                        360                359
171039377                                        PHOENIX                                        AZ        85019       Primary            Single Family Detached              360                358
171039545                                        BALL GROUND                                    GA        30107       Primary            Single Family Detached              360                359
171039546                                        LAS VEGAS                                      NV        89122       Primary            Single Family Detached              360                358
171039575                                        OGILVIE                                        MN        56358       Primary            Single Family Detached              360                358
171039626                                        LAREDO                                         TX        78041       Non-owner          PUD Detached                        360                358
171039664                                        PEARL RIVER                                    LA        70452       Non-owner          Single Family Detached              360                359
171039700                                        LAS VEGAS                                      NV        89143       Primary            PUD Detached                        360                358
171039702                                        MINEOLA                                        TX        75773       Primary            Single Family Detached              360                359
171039912                                        LAKEBAY                                        WA        98349       Primary            PUD Detached                        360                359
171039917                                        DESOTO                                         TX        75115       Primary            PUD Detached                        360                358
171039970                                        MCMINNVILLE                                    OR        97128       Primary            Single Family Detached              360                358
171040074                                        CHANDLER                                       AZ        85225       Primary            Single Family Detached              360                358
171040084                                        CAPE CORAL                                     FL        33914       Primary            Single Family Detached              360                358
171040092                                        FOUNTAIN HILLS                                 AZ        85268       Primary            Condo Low-Rise Attached             360                359
171040109                                        LAS VEGAS                                      NV        89147       Primary            Single Family Detached              360                358
171040150                                        SCOTTSVILLE                                    KY        42164       Primary            Single Family Detached              360                359
171040194                                        LAS VEGAS                                      NV        89032       Non-owner          Single Family Detached              360                359
171040265                                        KAYSVILLE                                      UT        84037       Primary            Single Family Detached              360                359
171040268                                        ARVADA                                         CO        80004       Primary            Condo Low-Rise Attached             360                358
171040319                                        PHOENIX                                        AZ        85033       Primary            Single Family Detached              360                358
171040322                                        SMITHDALE                                      MS        39664       Primary            Single Family Detached              360                359
171040359                                        SURPRISE                                       AZ        85388       Primary            Single Family Detached              360                359
171040381                                        LAS VEGAS                                      NV        89118       Primary            Single Family Detached              360                359
171040408                                        MESA                                           AZ        85209       Primary            PUD Detached                        360                358
171040469                                        PHOENIX                                        AZ        85035       Primary            Single Family Detached              360                359
171040474                                        RIVERSIDE                                      CA        92507       Primary            Single Family Detached              360                359
171040495                                        PAHRUMP                                        NV        89060       Primary            Single Family Detached              360                358
171040572                                        PAHRUMP                                        NV        89048       Primary            Single Family Detached              360                358
171040595                                        GLENDALE                                       AZ        85304       Primary            Single Family Detached              360                359
171040600                                        FORT MOHAVE                                    AZ        86426       Primary            PUD Detached                        360                359
171040606                                        GLENDALE                                       AZ        85302       Primary            Single Family Detached              360                358
171040680                                        PHOENIX                                        AZ        85045       Primary            PUD Detached                        360                359
171040707                                        TUCSON                                         AZ        85714       Primary            Single Family Detached              360                359
171040755                                        LAS VEGAS                                      NV        89143       Primary            Single Family Detached              360                358
171040785                                        MESA                                           AZ        85210       Primary            Condo Low-Rise Attached             360                359
171040809                                        SPARKS                                         NV        89436       Primary            Single Family Detached              360                359
171040830                                        TEMPE                                          AZ        85281       Primary            PUD Attached                        360                359
171040852                                        TUCSON                                         AZ        85713       Primary            Single Family Detached              360                359
171040858                                        PHOENIX                                        AZ        85029       Primary            Single Family Detached              360                359
171040870                                        NORTH LAS VEGAS                                NV        89031       Primary            Single Family Detached              360                358
171040877                                        LAS VEGAS                                      NV        89142       Primary            Single Family Detached              360                359
171040904                                        TUCSON                                         AZ        85741       Primary            Single Family Detached              360                359
171040921                                        HENDERSON                                      NV        89011       Non-owner          PUD Detached                        360                359
171040943                                        MESA                                           AZ        85203       Non-owner          2-4 Units Attached                  360                359
171040954                                        PEORIA                                         AZ        85345       Primary            PUD Detached                        360                359
171040990                                        PRESCOTT                                       AZ        86303       Primary            Single Family Detached              360                359
171041068                                        AURORA                                         CO        80013       Primary            Condo Low-Rise Attached             360                358
171041096                                        KINGMAN                                        AZ        86409       Primary            Single Family Detached              360                359
171041101                                        LAS VEGAS                                      NV        89104       Primary            Single Family Detached              360                359
171041152                                        MESA                                           AZ        85207       Primary            Single Family Detached              360                359
171041157                                        GLENDALE                                       AZ        85308       Non-owner          Single Family Detached              360                359
171041161                                        TUCSON                                         AZ        85730       Primary            PUD Detached                        360                359
171041183                                        PHOENIX                                        AZ        85029       Primary            Single Family Detached              360                359
171041203                                        PHOENIX                                        AZ        85029       Non-owner          Condo Low-Rise Attached             360                359
171041243                                        JOPLIN                                         MO        64801       Primary            Single Family Detached              360                359
171041253                                        OXFORD                                         NC        27565       Primary            Single Family Detached              360                359
171041259                                        SUNRISE BEACH                                  MO        65079       Primary            Single Family Detached              360                360
171041292                                        SARAH                                          MS        38665       Primary            Single Family Detached              360                359
171041309                                        AURORA                                         OR        97002       Primary            Single Family Detached              360                359
171041419                                        LAS VEGAS                                      NV        89142       Primary            Single Family Attached              360                359
171041451                                        LAS VEGAS                                      NV        89139       Primary            PUD Detached                        360                359
171041455                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                359
171041503                                        LAS VEGAS                                      NV        89103       Primary            Condo Low-Rise Attached             360                359
171041534                                        OMAHA                                          NE        68137       Primary            Single Family Detached              360                360
171041547                                        NORTH LAS VEGAS                                NV        89031       Primary            PUD Detached                        360                359
171041566                                        GILBERT                                        AZ        85233       Primary            PUD Attached                        360                359
171041638                                        LAS VEGAS                                      NV        89134       Non-owner          PUD Detached                        360                359
171041639                                        RICHMOND                                       VA        23237       Primary            Single Family Detached              360                360
171041701                                        PHOENIX                                        AZ        85017       Primary            Single Family Detached              360                360
171041743                                        PHOENIX                                        AZ        85035       Primary            Single Family Detached              360                360
171041798                                        GLENDALE                                       AZ        85310       Primary            Single Family Detached              360                359
171041808                                        PHOENIX                                        AZ        85013       Primary            Single Family Detached              360                359
171041833                                        PEORIA                                         AZ        85382       Primary            PUD Detached                        360                359
171041850                                        TUCSON                                         AZ        85714       Primary            Single Family Detached              360                359
171041871                                        ORACLE                                         AZ        85623       Primary            Single Family Detached              360                360
171041883                                        CHINO VALLEY                                   AZ        86323       Primary            PUD Detached                        360                359
171041909                                        GLENDALE                                       AZ        85308       Primary            PUD Detached                        360                359
171041926                                        TUCSON                                         AZ        85737       Primary            PUD Detached                        360                360
171042104                                        LAS VEGAS                                      NV        89120       Non-owner          Condo Low-Rise Attached             360                360
171042136                                        LAS VEGAS                                      NV        89122       Non-owner          PUD Detached                        360                359
171042172                                        SIERRA VISTA                                   AZ        85635       Primary            Single Family Detached              360                360
171042222                                        TUCSON                                         AZ        85706       Primary            Single Family Attached              360                359
171042346                                        PHOENIX                                        AZ        85035       Non-owner          Single Family Detached              360                360
171042402                                        LAS VEGAS                                      NV        89130       Primary            Single Family Detached              360                360
171042605                                        TUCSON                                         AZ        85757       Primary            PUD Detached                        360                360
171042613                                        LAS VEGAS                                      NV        89142       Primary            PUD Detached                        360                360
171042769                                        MESA                                           AZ        85204       Primary            Single Family Detached              360                360
171042780                                        TUCSON                                         AZ        85745       Primary            Single Family Detached              360                360
171043212                                        PEORIA                                         AZ        85383       Primary            PUD Detached                        360                360
191033192                                        PORTLAND                                       OR        97233       Primary            Single Family Detached              360                353
191033443                                        SALEM                                          OR        97304       Primary            Single Family Detached              360                354
191033875                                        TUKWILA                                        WA        98168       Primary            PUD Detached                        360                359
191034613                                        MCCLEARY                                       WA        98557       Primary            Single Family Detached              360                359
191034846                                        BATTLE GROUND                                  WA        98604       Primary            Single Family Detached              360                356
191034875                                        TACOMA                                         WA        98409       Primary            Single Family Detached              360                356
191034884                                        SUMAS                                          WA        98295       Primary            Single Family Detached              360                356
191034956                                        PHOENIX                                        AZ        85015       Primary            Single Family Detached              360                357
191035044                                        RENTON                                         WA        98059       Primary            Single Family Detached              360                357
191035097                                        DEXTER                                         OR        97431       Primary            Single Family Detached              360                356
191035147                                        SPANAWAY                                       WA        98387       Primary            Single Family Detached              360                356
191035231                                        ORTING                                         WA        98360       Non-owner          PUD Detached                        360                359
191035236                                        BOTHELL                                        WA        98012       Primary            Condo Low-Rise Attached             360                357
191035237                                        ORTING                                         WA        98360       Non-owner          PUD Detached                        360                359
191035383                                        DUPONT                                         WA        98327       Primary            Condo Low-Rise Attached             360                357
191035386                                        LAKESIDE                                       MT        59922       Primary            Single Family Detached              360                358
191035400                                        PUYALLUP                                       WA        98375       Non-owner          PUD Detached                        360                360
191035490                                        NAMPA                                          ID        83686       Primary            Single Family Detached              360                358
191035596                                        SEATTLE                                        WA        98146       Primary            Single Family Detached              360                357
191035603                                        TUALATIN                                       OR        97062       Primary            Single Family Detached              360                357
191035608                                        TACOMA                                         WA        98404       Primary            Single Family Detached              360                357
191035643                                        LAKEWOOD                                       WA        98498       Primary            Single Family Detached              360                357
191035778                                        SEATTLE                                        WA        98133       Primary            Single Family Detached              360                357
191035794                                        FONTANA                                        CA        92335       Primary            Single Family Detached              360                357
191035820                                        BEND                                           OR        97701       Primary            Single Family Detached              360                358
191035875                                        OLYMPIA                                        WA        98501       Primary            Single Family Detached              360                357
191035934                                        ORTING                                         WA        98360       Primary            Single Family Detached              360                359
191036019                                        MILL CREEK                                     WA        98012       Primary            PUD Detached                        360                357
191036102                                        REDMOND                                        OR        97756       Primary            Single Family Detached              360                358
191036104                                        SCOTTSDALE                                     AZ        85257       Primary            Single Family Detached              360                358
191036163                                        EVERETT                                        WA        98201       Primary            Single Family Detached              360                358
191036182                                        LINCOLN CITY                                   OR        97367       Second Home        Single Family Detached              360                358
191036229                                        SEATTLE                                        WA        98118       Primary            Single Family Attached              360                359
191036237                                        PORTLAND                                       OR        97266       Primary            Single Family Detached              360                359
191036257                                        PORTLAND                                       OR        97220       Primary            Single Family Detached              360                358
191036264                                        KIRKLAND                                       WA        98034       Primary            Single Family Detached              360                358
191036267                                        SUSANVILLE                                     CA        96130       Primary            Single Family Detached              360                358
191036269                                        DECATUR                                        GA        30032       Non-owner          Single Family Detached              360                358
191036321                                        PUYALLUP                                       WA        98375       Primary            PUD Detached                        360                358
191036339                                        RENTON                                         WA        98058       Primary            Condo Low-Rise Attached             360                358
191036355                                        SPANAWAY                                       WA        98387       Primary            Single Family Detached              360                358
191036360                                        SHELTON                                        WA        98584       Primary            Single Family Detached              360                358
191036374                                        SHORELINE                                      WA        98133       Primary            Single Family Detached              360                358
191036382                                        SPANAWAY                                       WA        98387       Non-owner          PUD Detached                        360                360
191036426                                        SEATTLE                                        WA        98126       Primary            Single Family Detached              360                358
191036435                                        SEATTLE                                        WA        98115       Primary            Condo Low-Rise Attached             360                358
191036436                                        AFTON                                          WY        83110       Primary            Single Family Detached              360                359
191036457                                        MARYSVILLE                                     WA        98270       Primary            Single Family Detached              360                358
191036458                                        LAFAYETTE                                      OR        97127       Primary            Single Family Attached              360                359
191036472                                        PUYALLUP                                       WA        98375       Non-owner          PUD Detached                        360                360
191036473                                        LAS VEGAS                                      NV        89121       Primary            PUD Attached                        360                358
191036477                                        LAFAYETTE                                      OR        97127       Primary            Single Family Attached              360                359
191036483                                        PUYALLUP                                       WA        98373       Primary            2-4 Units Detached                  360                359
191036488                                        KENT                                           WA        98030       Primary            Condo Low-Rise Attached             360                359
191036512                                        CAMAS                                          WA        98607       Primary            Single Family Detached              360                358
191036553                                        AUBURN                                         WA        98001       Primary            Single Family Detached              360                358
191036604                                        SPOKANE                                        WA        99205       Primary            Single Family Detached              360                359
191036616                                        COMMERCE CITY                                  CO        80022       Primary            Single Family Detached              360                358
191036626                                        SANDY                                          OR        97055       Primary            Single Family Detached              360                358
191036643                                        TACOMA                                         WA        98444       Primary            Single Family Detached              360                358
191036669                                        PORTLAND                                       OR        97206       Non-owner          Single Family Detached              360                359
191036680                                        MESA                                           AZ        85203       Primary            Single Family Detached              360                359
191036706                                        TAFT                                           CA        93268       Primary            Single Family Detached              360                358
191036727                                        LAKEWOOD                                       WA        98499       Primary            Single Family Detached              360                359
191036728                                        LAKE STEVENS                                   WA        98258       Primary            PUD Detached                        360                358
191036730                                        HELENA                                         MT        59602       Primary            Single Family Detached              360                358
191036738                                        HAMPTON                                        VA        23669       Primary            Single Family Detached              360                358
191036744                                        TACOMA                                         WA        98418       Primary            Single Family Detached              360                358
191036747                                        ANCHORAGE                                      AK        99517       Primary            Single Family Detached              360                359
191036765                                        LAUREL                                         MD        20707       Primary            Single Family Attached              360                358
191036768                                        MILWAUKIE                                      OR        97267       Non-owner          Single Family Detached              360                359
191036770                                        BREMERTON                                      WA        98311       Primary            Single Family Detached              360                359
191036783                                        PORT ANGELES                                   WA        98363       Primary            Single Family Detached              360                358
191036797                                        SPANAWAY                                       WA        98387       Primary            Single Family Detached              360                359
191036808                                        HAMILTON                                       MT        59840       Primary            Single Family Detached              360                359
191036811                                        THE DALLES                                     OR        97058       Non-owner          Single Family Detached              360                359
191036822                                        SODA SPRINGS                                   ID        83276       Primary            Single Family Detached              360                358
191036833                                        TROUTDALE                                      OR        97060       Primary            PUD Detached                        360                359
191036840                                        ONTARIO                                        CA        91764       Non-owner          Single Family Detached              360                358
191036846                                        GULFPORT                                       MS        39501       Primary            Single Family Detached              360                359
191036849                                        SANDY                                          OR        97055       Primary            Single Family Detached              360                358
191036852                                        WALNUTPORT                                     PA        18088       Primary            Single Family Detached              360                358
191036854                                        ALLENTOWN                                      PA        18103       Primary            Single Family Attached              360                359
191036865                                        NICHOLASVILLE                                  KY        40356       Primary            Single Family Detached              360                358
191036866                                        LANCASTER                                      CA        93535       Primary            Single Family Detached              360                358
191036881                                        BURIEN                                         WA        98148       Primary            Single Family Detached              360                359
191036884                                        TROUTDALE                                      OR        97060       Primary            Single Family Detached              360                359
191036886                                        AREA OF ROMOLAND                               CA        92585       Primary            PUD Detached                        360                359
191036889                                        HESPERIA                                       CA        92344       Primary            2-4 Units Detached                  360                359
191036899                                        SPOKANE                                        WA        99205       Non-owner          Single Family Detached              360                359
191036923                                        PERRIS                                         CA        92571       Primary            Single Family Detached              360                358
191036924                                        BOISE                                          ID        83712       Primary            2-4 Units Attached                  360                359
191036925                                        LACEY                                          WA        98516       Primary            Single Family Detached              360                359
191036952                                        VANCOUVER                                      WA        98661       Primary            Single Family Detached              360                358
191036957                                        FEDERAL WAY                                    WA        98003       Primary            Condo Low-Rise Attached             360                358
191036958                                        COLUMBIA CITY                                  OR        97018       Primary            Single Family Detached              360                359
191036959                                        MILWAUKIE                                      OR        97267       Primary            Single Family Detached              360                359
191036960                                        MADISON                                        IN        47250       Primary            Single Family Detached              360                358
191036963                                        MONROE                                         WA        98272       Primary            Single Family Detached              360                359
191036988                                        WASHOUGAL                                      WA        98671       Primary            Single Family Detached              360                359
191036995                                        LYNNWOOD                                       WA        98036       Non-owner          Single Family Detached              360                359
191037013                                        REDMOND                                        OR        97756       Primary            Single Family Detached              360                359
191037030                                        WEISER                                         ID        83672       Primary            Single Family Detached              360                359
191037051                                        LACEY                                          WA        98503       Primary            Single Family Detached              360                359
191037082                                        TACOMA                                         WA        98445       Primary            Single Family Detached              360                358
191037125                                        MARYSVILLE                                     WA        98270       Primary            PUD Detached                        360                359
191037130                                        POULSBO                                        WA        98370       Primary            Single Family Detached              360                359
191037134                                        STANWOOD                                       WA        98292       Primary            Single Family Detached              360                359
191037142                                        PUYALLUP                                       WA        98375       Primary            Single Family Detached              360                359
191037146                                        ANCHORAGE                                      AK        99502       Primary            Condo Low-Rise Attached             360                359
191037147                                        DES MOINES                                     WA        98148       Primary            Single Family Detached              360                359
191037159                                        WETHERSFIELD                                   CT        06109       Primary            Single Family Detached              360                360
191037169                                        YAKIMA                                         WA        98902       Primary            Single Family Detached              360                359
191037171                                        BAYVIEW                                        ID        83803       Second Home        Condo Low-Rise Attached             360                359
191037202                                        EAST ORANGE                                    NJ        07018       Primary            Single Family Detached              360                359
191037235                                        FRANKLIN TOWNSHIP                              NJ        08873       Primary            Single Family Detached              360                359
191037257                                        SALT LAKE CITY                                 UT        84120       Primary            Single Family Detached              360                359
191037278                                        MILWAUKIE                                      OR        97267       Primary            Single Family Detached              360                359
191037288                                        FAIRVIEW                                       OR        97024       Primary            PUD Attached                        360                359
191037289                                        SPANAWAY                                       WA        98387       Primary            PUD Detached                        360                359
191037297                                        SEATTLE                                        WA        98144       Primary            Single Family Detached              360                359
191037305                                        NAMPA                                          ID        83686       Second Home        Single Family Detached              360                359
191037306                                        EUGENE                                         OR        97404       Primary            Single Family Detached              360                359
191037322                                        MILWAUKIE                                      OR        97267       Primary            Condo Low-Rise Attached             360                359
191037324                                        TACOMA                                         WA        98444       Primary            Single Family Detached              360                359
191037345                                        NAPAVINE                                       WA        98565       Primary            Single Family Detached              360                359
191037364                                        FREDERICK                                      MD        21703       Primary            Single Family Detached              360                359
191037365                                        TACOMA                                         WA        98418       Primary            Single Family Detached              360                359
191037397                                        DEFUNIAK SPRINGS                               FL        32433       Primary            Single Family Detached              360                359
191037402                                        FEDERAL WAY                                    WA        98023       Primary            Single Family Detached              360                359
191037413                                        PRIEST RIVER                                   ID        83856       Primary            Single Family Detached              360                359
191037435                                        EVERETT                                        WA        98205       Primary            2-4 Units Detached                  360                359
191037440                                        LAKEWOOD                                       WA        98498       Primary            Single Family Detached              360                360
191037446                                        ENUMCLAW                                       WA        98022       Primary            Single Family Detached              360                359
191037453                                        CASPER                                         WY        82604       Primary            Single Family Detached              360                359
191037465                                        SHELTON                                        WA        98584       Primary            PUD Detached                        360                359
191037479                                        MORRIS                                         MN        56267       Primary            Single Family Detached              360                360
191037485                                        WENATCHEE                                      WA        98802       Primary            Single Family Detached              360                359
191037489                                        SHELTON                                        WA        98584       Primary            PUD Detached                        360                359
191037496                                        ENNIS                                          MT        59729       Primary            Single Family Detached              360                359
191037520                                        KENT                                           WA        98030       Non-owner          PUD Detached                        360                359
191037543                                        OLYMPIA                                        WA        98506       Primary            Single Family Detached              360                359
191037544                                        SPANAWAY                                       WA        98387       Primary            Single Family Detached              360                359
191037588                                        EMMETT                                         ID        83617       Primary            Single Family Detached              360                359
191037601                                        PORTLAND                                       OR        97236       Primary            Single Family Detached              360                359
191037612                                        PASCO                                          WA        99301       Primary            Single Family Detached              360                359
191037645                                        PORTLAND                                       OR        97227       Primary            Single Family Detached              360                360
191037665                                        CHENEY                                         WA        99004       Primary            Single Family Detached              360                360
191037673                                        GLENDORA                                       CA        91741       Primary            Single Family Detached              360                360
191037681                                        CALDWELL                                       ID        83607       Primary            PUD Detached                        360                359
191037721                                        UPPER MARLBORO                                 MD        20774       Primary            Condo Low-Rise Attached             360                359
191037728                                        SPOKANE                                        WA        99212       Primary            PUD Detached                        360                360
191037731                                        BAKERSFIELD                                    CA        93309       Non-owner          PUD Detached                        360                359
191037744                                        BOTHELL                                        WA        98011       Non-owner          Single Family Detached              360                359
191037761                                        WORLAND                                        WY        82401       Primary            Single Family Detached              360                360
191037771                                        MILWAUKE                                       OR        97267       Non-owner          2-4 Units Detached                  360                359
191037779                                        PORTLAND                                       OR        97220       Non-owner          Single Family Detached              360                360
191037868                                        BEND                                           OR        97702       Primary            PUD Detached                        360                360
191037953                                        BEAVERTON                                      OR        97006       Non-owner          PUD Attached                        360                359
191037962                                        RENTON                                         WA        98055       Primary            Single Family Detached              360                360
191037983                                        PORTLAND                                       OR        97230       Primary            Single Family Detached              360                360
191038004                                        KIRKLAND                                       WA        98034       Primary            Condo Low-Rise Attached             360                360
191038087                                        PORTLAND                                       OR        97203       Primary            Single Family Detached              360                360
191038316                                        LEWISTON                                       ID        83501       Second Home        Single Family Detached              360                360
191038357                                        POST FALLS                                     ID        83835       Non-owner          Single Family Detached              360                360
191038453                                        SULTAN                                         WA        98294       Primary            Single Family Detached              360                360
191038461                                        TACOMA                                         WA        98403       Primary            Condo Low-Rise Attached             360                360
191038660                                        AUBURN                                         WA        98002       Non-owner          2-4 Units Detached                  360                360
191038909                                        SPOKANE VALLEY                                 WA        99037       Primary            Single Family Detached              360                360
211049199                                        POWDER SPRINGS                                 GA        30127       Primary            PUD Detached                        360                354
211049371                                        LURAY                                          VA        22835       Primary            Single Family Detached              360                355
211049714                                        ROANOKE                                        VA        24018       Primary            Single Family Detached              360                355
211049734                                        CLINTON                                        MD        20735       Primary            Single Family Detached              360                357
211049967                                        LAUREL                                         MD        20707       Primary            Single Family Attached              360                356
211050418                                        CHESAPEAKE                                     VA        23323       Primary            Single Family Detached              360                356
211050577                                        RICHMOND                                       VA        23222       Primary            Single Family Detached              360                356
211050695                                        GLEN BURNIE                                    MD        21060       Primary            Single Family Detached              360                358
211050726                                        VINTON                                         VA        24179       Primary            Single Family Detached              360                359
211050751                                        ESSEX                                          MD        21221       Primary            Single Family Detached              360                357
211050813                                        SALEM                                          VA        24153       Primary            Single Family Detached              360                356
211051006                                        FAYETTVILLE                                    NC        28301       Primary            Single Family Detached              360                359
211051139                                        HARDEEVILLE                                    SC        29927       Primary            Single Family Detached              360                360
211051165                                        LANHAM                                         MD        20706       Primary            Single Family Detached              360                357
211051174                                        VIRGINIA BEACH                                 VA        23452       Primary            Single Family Detached              360                357
211051210                                        NORFOLK                                        VA        23503       Primary            Single Family Detached              360                357
211051211                                        RANDALLSTOWN                                   MD        21133       Primary            Single Family Detached              360                358
211051327                                        DILLSBORO                                      IN        47018       Primary            Single Family Detached              360                357
211051586                                        BEAVERDAM                                      VA        23015       Non-owner          Single Family Detached              360                357
211051604                                        FORKED RIVER                                   NJ        08731       Primary            Single Family Detached              360                358
211051610                                        NORTH BEACH                                    MD        20714       Primary            Single Family Detached              360                357
211051753                                        ADELPHI                                        MD        20783       Primary            Single Family Detached              360                358
211051902                                        WOODBRIDGE                                     VA        22193       Primary            PUD Attached                        360                358
211051936                                        CHESTER                                        VA        23831       Primary            Single Family Detached              360                357
211051991                                        BALTIMORE                                      MD        21206       Primary            Single Family Attached              360                360
211051997                                        OCALA                                          FL        34472       Primary            Single Family Detached              360                359
211052036                                        HOLLYWOOD                                      MD        20636       Primary            Single Family Detached              360                357
211052040                                        NORTH LAS VEGAS                                NV        89032       Primary            Condo Low-Rise Attached             360                358
211052134                                        CONOWINGO                                      MD        21918       Primary            Single Family Detached              360                358
211052223                                        GLEN ALLEN                                     VA        23059       Primary            Condo Low-Rise Attached             360                357
211052280                                        WALDORF                                        MD        20601       Primary            PUD Attached                        360                357
211052285                                        COLLEGE PARK                                   GA        30349       Primary            Single Family Detached              360                358
211052416                                        KENTS STORE                                    VA        23084       Primary            Single Family Detached              360                359
211052423                                        CHESAPEAKE                                     VA        23320       Primary            Condo Low-Rise Attached             360                358
211052529                                        JOHNSON CITY                                   TN        37604       Primary            Single Family Detached              360                358
211052531                                        RICHMOND                                       VA        23225       Primary            Single Family Detached              360                358
211052538                                        MARSHALL                                       VA        20115       Primary            Single Family Detached              360                358
211052550                                        STRASBURG                                      VA        22657       Primary            Single Family Detached              360                358
211052552                                        CLINTON                                        MD        20735       Primary            Single Family Detached              360                358
211052554                                        BERLIN                                         PA        15530       Primary            Single Family Detached              360                358
211052569                                        WASHINGTON                                     DC        20011       Primary            Single Family Attached              360                358
211052572                                        CATLETT                                        VA        20119       Primary            Single Family Detached              360                359
211052618                                        CHESAPEAKE                                     VA        23322       Primary            Single Family Detached              360                359
211052623                                        WOODBRIDGE                                     VA        22192       Primary            Single Family Attached              360                358
211052657                                        TROUTVILLE                                     VA        24175       Primary            Single Family Detached              360                358
211052748                                        HAMMONTON                                      NJ        08037       Primary            Single Family Detached              360                358
211052756                                        CLINTON                                        MD        20735       Primary            PUD Detached                        360                358
211052765                                        CULPEPER                                       VA        22701       Primary            Single Family Detached              360                358
211052782                                        CHESAPEAKE                                     VA        23323       Primary            Single Family Detached              360                359
211052808                                        RICHMOND                                       VA        23223       Primary            Single Family Attached              360                358
211052857                                        ELKRIDGE                                       MD        21075       Primary            PUD Detached                        360                360
211052881                                        CHURCHVILLE                                    MD        21028       Primary            Single Family Detached              360                359
211052897                                        BALTIMORE                                      MD        21220       Primary            Single Family Attached              360                359
211052933                                        NEWPORT NEWS                                   VA        23607       Non-owner          2-4 Units Attached                  360                359
211052934                                        SALEM                                          VA        24153       Primary            Single Family Detached              360                358
211052942                                        NEW MARKET                                     MD        21774       Primary            Single Family Detached              360                358
211052962                                        OXON HILL                                      MD        20745       Primary            Single Family Detached              360                358
211052980                                        WEST POINT                                     VA        23181       Primary            Single Family Detached              360                358
211052989                                        RICHMOND                                       VA        23224       Primary            Single Family Detached              360                358
211053006                                        RICHMOND                                       VA        23229       Primary            Single Family Detached              360                358
211053046                                        ESSEX                                          MD        21221       Primary            Single Family Detached              360                358
211053049                                        MANASSAS                                       VA        20111       Primary            Single Family Detached              360                359
211053055                                        KNOXVILLE                                      TN        37919       Primary            Single Family Detached              360                358
211053058                                        WILLIAMSBURG                                   VA        23185       Primary            Single Family Detached              360                358
211053063                                        WASHINGTON                                     DC        20009       Primary            Condo Low-Rise Attached             360                359
211053074                                        SPOTSYLVANIA                                   VA        22553       Primary            Single Family Detached              360                358
211053088                                        CORAPEAKE                                      NC        27926       Primary            Single Family Detached              360                358
211053117                                        SALUDA                                         VA        23149       Primary            Single Family Detached              360                359
211053124                                        SILVER SPRING                                  MD        20904       Primary            PUD Attached                        360                358
211053136                                        HARDY                                          VA        24101       Primary            Single Family Detached              360                358
211053153                                        KING GEORGE                                    VA        22485       Primary            Single Family Detached              360                358
211053156                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              360                358
211053163                                        HAMPSTEAD                                      MD        21074       Primary            Single Family Detached              360                360
211053170                                        NORTH AUGUSTA                                  SC        29841       Primary            Single Family Detached              360                359
211053171                                        FORT PIERCE                                    FL        34982       Non-owner          Single Family Detached              360                359
211053175                                        VIRGINIA BEACH                                 VA        23453       Primary            Single Family Detached              360                358
211053186                                        LAUREL                                         MD        20723       Primary            PUD Attached                        360                358
211053189                                        CHESAPEAKE                                     VA        23324       Primary            Single Family Detached              360                358
211053243                                        FELTON                                         DE        19943       Primary            Single Family Detached              360                358
211053257                                        WASHINGTON                                     DC        20019       Primary            Single Family Attached              360                358
211053262                                        NEWBERRY                                       FL        32669       Primary            Single Family Detached              360                359
211053265                                        LOGANVILLE                                     GA        30052       Primary            Single Family Detached              360                358
211053268                                        GLADE HILL                                     VA        24092       Primary            Single Family Detached              360                359
211053270                                        FREDERICKSBURG                                 VA        22407       Primary            Single Family Detached              360                358
211053279                                        RIDGEWAY                                       VA        24148       Primary            Single Family Detached              360                358
211053304                                        MANCHESTER                                     MD        21102       Primary            Single Family Detached              360                358
211053324                                        KENBRIDGE                                      VA        23944       Primary            Single Family Detached              360                359
211053343                                        WOODBRIDGE                                     VA        22193       Primary            Single Family Detached              360                358
211053356                                        MARION                                         AR        72364       Primary            Single Family Detached              360                359
211053363                                        BALTIMORE                                      MD        21227       Primary            Single Family Attached              360                358
211053394                                        OAKTON                                         VA        22124       Primary            Condo Low-Rise Attached             360                360
211053410                                        SARANAC LAKE                                   NY        12983       Non-owner          2-4 Units Detached                  360                359
211053415                                        LOUISA                                         VA        23093       Primary            Single Family Detached              360                358
211053416                                        HAMPTON                                        GA        30228       Primary            Single Family Detached              360                359
211053423                                        NEWPORT NEWS                                   VA        23602       Primary            PUD Detached                        360                358
211053426                                        NEWARK                                         DE        19713       Primary            Single Family Attached              360                358
211053438                                        PORTSMOUTH                                     VA        23703       Primary            Single Family Attached              360                358
211053488                                        CAROLINA BEACH                                 NC        28428       Non-owner          Condo Low-Rise Attached             360                359
211053491                                        CAPITOL HEIGHTS                                MD        20743       Non-owner          Single Family Detached              360                360
211053521                                        WASHINGTON                                     DC        20019       Primary            Single Family Detached              360                359
211053534                                        GLOUCESTER                                     VA        23061       Primary            Single Family Detached              360                358
211053541                                        MONROE                                         NC        28112       Primary            Single Family Detached              360                359
211053550                                        MIAMI                                          FL        33127       Primary            Single Family Detached              360                359
211053557                                        LUSBY                                          MD        20657       Primary            Single Family Detached              360                358
211053571                                        MABLETON                                       GA        30126       Primary            Single Family Detached              360                359
211053574                                        LORIS                                          SC        29569       Primary            Single Family Detached              360                359
211053584                                        BURKE                                          VA        22015       Primary            PUD Attached                        360                359
211053593                                        ABERDEEN                                       MD        21001       Primary            PUD Attached                        360                358
211053595                                        PLANTATION                                     FL        33324       Primary            Condo Low-Rise Attached             360                360
211053606                                        DENVER                                         NC        28037       Primary            Single Family Detached              360                359
211053609                                        CULPEPER                                       VA        22701       Primary            Single Family Detached              360                359
211053654                                        HYATTSVILLE                                    MD        20785       Primary            Single Family Detached              360                358
211053658                                        ROANOKE                                        VA        24014       Primary            Single Family Detached              360                358
211053668                                        PORTSMOUTH                                     VA        23704       Non-owner          Single Family Detached              360                359
211053696                                        ANTIOCH                                        TN        37013       Primary            Single Family Detached              360                358
211053707                                        JONESBORO                                      GA        30238       Primary            Single Family Detached              360                359
211053712                                        EDGEWATER                                      MD        21037       Primary            Single Family Detached              360                359
211053723                                        PORTSMOUTH                                     VA        23704       Primary            Single Family Detached              360                360
211053731                                        BELCAMP                                        MD        21017       Primary            Single Family Attached              360                359
211053737                                        CHESAPEAKE                                     VA        23322       Primary            Single Family Detached              360                359
211053744                                        BALTIMORE                                      MD        21229       Primary            Single Family Attached              360                359
211053747                                        HERNDON                                        VA        20170       Primary            PUD Attached                        360                359
211053749                                        PALMYRA                                        VA        22963       Primary            Single Family Detached              360                358
211053754                                        LAUREL                                         MD        20707       Primary            Single Family Detached              360                359
211053758                                        JOPPA                                          MD        21085       Non-owner          Single Family Detached              360                360
211053806                                        BLOOMFILED                                     CT        06002       Primary            Condo Low-Rise Attached             360                359
211053813                                        HARDY                                          VA        24101       Primary            Single Family Detached              360                359
211053816                                        WAYNESBORO                                     PA        17268       Primary            Single Family Detached              360                358
211053818                                        LAS VEGAS                                      NV        89129       Primary            PUD Detached                        360                359
211053825                                        LYNCHBURG                                      VA        24502       Primary            Single Family Detached              360                359
211053845                                        OLNEY                                          MD        20832       Primary            PUD Detached                        360                359
211053850                                        LAUREL                                         MD        20724       Primary            Single Family Attached              360                359
211053888                                        HYATTSVILLE                                    MD        20784       Non-owner          Single Family Detached              360                359
211053893                                        STUART                                         FL        34994       Non-owner          Condo Low-Rise Attached             360                359
211053911                                        BUMPASS                                        VA        23024       Primary            Single Family Detached              360                359
211053915                                        NEWPORT NEWS                                   VA        23608       Primary            Single Family Detached              360                359
211053923                                        BALTIMORE                                      MD        21217       Non-owner          Single Family Attached              360                359
211053933                                        NORFOLK                                        VA        23502       Primary            Single Family Detached              360                359
211053946                                        LANHAM                                         MD        20706       Primary            Single Family Detached              360                359
211053965                                        PRESTON                                        CT        06365       Primary            Single Family Detached              360                359
211053968                                        SILVER SPRING                                  MD        20906       Primary            Condo Low-Rise Attached             360                359
211053981                                        CHESTER                                        VA        23831       Primary            Single Family Detached              360                359
211053994                                        VIRGINIA BEACH                                 VA        23455       Primary            Single Family Detached              360                359
211053997                                        GWYNN OAK                                      MD        21207       Primary            Single Family Detached              360                359
211054002                                        NEWPORT NEWS                                   VA        23605       Primary            Single Family Detached              360                359
211054009                                        SILVER SPRING                                  MD        20903       Primary            Single Family Detached              360                359
211054010                                        COLUMBIA                                       MD        21045       Primary            PUD Attached                        360                359
211054011                                        HOLLYWOOD                                      MD        20636       Primary            Single Family Detached              360                359
211054021                                        PORTSMOUTH                                     VA        23701       Primary            Single Family Detached              360                360
211054024                                        PALMYRA                                        VA        22963       Primary            Single Family Detached              360                359
211054031                                        SHACKLEFORDS                                   VA        23156       Primary            Single Family Detached              360                359
211054053                                        WOODBRIDGE                                     VA        22193       Primary            Single Family Attached              360                359
211054087                                        CAPITOL HEIGHTS                                MD        20743       Primary            PUD Attached                        360                359
211054090                                        FREDERICKSBURG                                 VA        22401       Primary            Single Family Detached              360                359
211054097                                        WASHINGTON                                     DC        20011       Non-owner          2-4 Units Attached                  360                359
211054098                                        OAK ISLAND                                     NC        28465       Primary            Single Family Detached              360                359
211054106                                        JOPPA                                          MD        21085       Primary            Single Family Detached              360                359
211054115                                        STOCKBRIDGE                                    GA        30281       Primary            Single Family Detached              360                359
211054131                                        BENSALEM                                       PA        19020       Primary            Single Family Attached              360                359
211054198                                        WASHINGTON                                     DC        20002       Primary            Single Family Attached              360                359
211054221                                        HAMPSTEAD                                      NC        28443       Primary            Single Family Detached              360                359
211054234                                        DISTRICT HEIGHTS                               MD        20747       Primary            PUD Attached                        360                359
211054240                                        MAPLEWOOD                                      NJ        07040       Primary            Single Family Detached              360                359
211054244                                        KINGSPORT                                      TN        37660       Second Home        Single Family Detached              360                360
211054260                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              360                359
211054329                                        HOLLYWOOD                                      SC        29449       Primary            Single Family Detached              360                359
211054374                                        WYTHEVILLE                                     VA        24382       Primary            Single Family Detached              360                359
211054401                                        COLONIAL HEIGHTS                               VA        23834       Primary            Single Family Detached              360                359
211054417                                        SILVER SPRING                                  MD        20904       Primary            Condo Low-Rise Attached             360                360
211054436                                        UPPER MARLBORO                                 MD        20774       Non-owner          Condo Low-Rise Attached             360                359
211054458                                        ROSEDALE                                       MD        21237       Primary            Single Family Detached              360                359
211054462                                        HURLOCK                                        MD        21643       Non-owner          Single Family Detached              360                359
211054545                                        RUCKERSVILLE                                   VA        22968       Non-owner          PUD Detached                        360                359
211054551                                        STAUNTON                                       VA        24401       Non-owner          Single Family Detached              360                359
211054552                                        DURHAM                                         NC        27703       Non-owner          PUD Detached                        360                360
211054576                                        WARNER ROBINS                                  GA        31088       Primary            Single Family Detached              360                360
211054599                                        GERMANTOWN                                     MD        20874       Primary            Condo Low-Rise Attached             360                359
211054619                                        FREDERICA                                      DE        19946       Primary            Single Family Detached              360                359
211054645                                        BEAVERDAM                                      VA        23015       Primary            Single Family Detached              360                359
211054647                                        WASHINGTON                                     DC        20002       Non-owner          Single Family Attached              360                359
211054656                                        SUFFOLK                                        VA        23434       Primary            Single Family Detached              360                359
211054657                                        STAFFORD                                       VA        22556       Primary            Single Family Detached              360                359
211054674                                        LEXINGTON PARK                                 MD        20653       Non-owner          PUD Attached                        360                359
211054700                                        BALTIMORE                                      MD        21234       Non-owner          Single Family Detached              360                360
211054706                                        BOYDS                                          MD        20841       Primary            PUD Attached                        360                359
211054711                                        BALTIMORE                                      MD        21206       Non-owner          Single Family Detached              360                360
211054746                                        WOODBRIDGE                                     VA        22193       Primary            Single Family Attached              360                359
211054750                                        VIRGINIA BEACH                                 VA        23455       Primary            Single Family Detached              360                360
211054754                                        COLUMBUS                                       GA        31906       Non-owner          Single Family Detached              360                359
211054762                                        CHESAPEAKE                                     VA        23324       Non-owner          Single Family Detached              360                359
211054770                                        HYATTSVILLE                                    MD        20781       Non-owner          Single Family Detached              360                360
211054787                                        MIDLOTHIAN                                     VA        23112       Primary            Single Family Detached              360                359
211054789                                        TAMPA                                          FL        33611       Non-owner          Single Family Detached              360                359
211054805                                        BALTIMORE                                      MD        21206       Non-owner          Single Family Attached              360                360
211054825                                        RICHMOND                                       VA        23227       Primary            Single Family Detached              360                360
211054884                                        APPOMATTOX                                     VA        24522       Primary            Single Family Detached              360                359
211054891                                        PALMYRA                                        VA        22963       Primary            PUD Detached                        360                360
211054912                                        TEMPLE HILLS                                   MD        20748       Primary            Single Family Detached              360                360
211054915                                        MIDLOTHIAN                                     VA        23112       Primary            Single Family Detached              360                359
211055033                                        NORTH EAST                                     MD        21901       Primary            Single Family Detached              360                360
211055037                                        VIRGINIA BEACH                                 VA        23456       Non-owner          PUD Detached                        360                360
211055060                                        DUNDALK                                        MD        21222       Non-owner          2-4 Units Attached                  360                360
211055067                                        FREDERICKSBURG                                 VA        22407       Non-owner          Single Family Detached              360                360
211055106                                        NEWARK                                         DE        19711       Primary            Single Family Detached              360                357
211055114                                        FORT WASHINGTON                                MD        20744       Primary            Condo Low-Rise Attached             360                357
211055118                                        PORTSMOUTH                                     VA        23701       Primary            Single Family Detached              360                359
211055164                                        ROANOKE                                        VA        24012       Primary            Single Family Detached              360                360
211055218                                        MECHANICSVILLE                                 MD        20659       Primary            Single Family Detached              360                357
211055232                                        MECHANICSVILLE                                 VA        23111       Primary            Single Family Detached              360                359
211055294                                        HAMPTON                                        VA        23663       Non-owner          Single Family Detached              360                359
211055297                                        RIDGEWAY                                       VA        24148       Primary            Single Family Detached              360                360
211055306                                        BALTIMORE                                      MD        21214       Primary            Single Family Detached              360                360
211055363                                        NEWPORT NEWS                                   VA        23602       Primary            Single Family Detached              360                360
211055420                                        MANCHESTER                                     MD        21102       Primary            Single Family Detached              360                360
211055492                                        VIRGINIA BEACH                                 VA        23462       Primary            Single Family Attached              360                360
211055605                                        PORTSMOUTH                                     VA        23702       Non-owner          Single Family Detached              360                360
211055660                                        WINDSOR MILL                                   MD        21244       Non-owner          PUD Attached                        360                360
211055661                                        SMYRNA                                         GA        30080       Primary            Single Family Detached              360                360
211055693                                        ROCKY MOUNT                                    NC        27804       Non-owner          PUD Detached                        360                360
211055825                                        COVINGTON                                      GA        30015       Primary            Single Family Detached              360                360
211055851                                        WESTMINSTER                                    MD        21157       Primary            Single Family Detached              360                360
211055855                                        GREER                                          SC        29651       Primary            Single Family Detached              360                360
211055857                                        BALTIMORE                                      MD        21206       Primary            Single Family Detached              360                360
211055900                                        PRESTON                                        MD        21655       Primary            Single Family Detached              360                360
211055959                                        UNION BRIDGE                                   MD        21791       Primary            Single Family Detached              360                360
211055976                                        PALM SPRINGS                                   FL        33461       Non-owner          Single Family Detached              360                360
211056187                                        WALDORF                                        MD        20603       Non-owner          Single Family Detached              360                360
211056278                                        HAGERSTOWN                                     MD        21740       Primary            Single Family Detached              360                360
211056416                                        REX                                            GA        30273       Primary            PUD Detached                        360                360
211056575                                        LAGRANGE                                       KY        40031       Primary            Single Family Detached              360                360
231084886                                        T/O CONCORD                                    NY        14069       Primary            Single Family Detached              360                354
231085926                                        NEWPORT                                        VT        05855       Primary            2-4 Units Detached                  360                355
231086057                                        PROVIDENCE                                     RI        02908       Primary            Single Family Detached              360                355
231086899                                        PHILLIPSTON                                    MA        01331       Primary            Single Family Detached              360                357
231087046                                        TWP OF MANALAPAN                               NJ        07726       Primary            Single Family Detached              360                357
231087165                                        TORRINGTON                                     CT        06790       Primary            Single Family Detached              360                357
231087295                                        BARRE                                          VT        05641       Primary            Single Family Detached              360                359
231087305                                        RAYMOND                                        ME        04071       Primary            Single Family Detached              360                357
231087414                                        DURHAM                                         CT        06422       Primary            Single Family Detached              360                357
231087481                                        LOCKPORT                                       NY        14094       Non-owner          2-4 Units Detached                  360                357
231087498                                        HAMPTON                                        CT        06247       Primary            Single Family Detached              360                357
231087565                                        TOWN OF BETHLEHEM                              NH        03574       Primary            Single Family Detached              360                357
231087570                                        PHILADELPHIA                                   PA        19141       Primary            Single Family Attached              360                357
231087641                                        EAST HAVEN                                     CT        06512       Primary            Single Family Detached              360                357
231087694                                        BROOKLYN                                       NY        11207       Primary            2-4 Units Attached                  360                357
231087706                                        PLAINFIELD                                     CT        06374       Primary            Single Family Detached              360                358
231087713                                        NEWNAN                                         GA        30263       Primary            Single Family Detached              360                357
231087762                                        BOSTON                                         MA        02124       Primary            2-4 Units Detached                  360                358
231087773                                        WOONSOCKET                                     RI        02895       Primary            Single Family Detached              360                357
231087788                                        PHILADELPHIA                                   PA        19135       Primary            Single Family Attached              360                359
231087792                                        RANDOLPH                                       MA        02368       Primary            Single Family Detached              360                359
231087835                                        HOWEY IN THE HILLS                             FL        34737       Primary            Single Family Detached              360                357
231087837                                        BLOOMFIELD                                     CT        06002       Primary            Single Family Detached              360                358
231087883                                        BRIDGEPORT                                     CT        06607       Non-owner          Single Family Detached              360                359
231087928                                        RANDOLPH                                       MA        02368       Primary            Single Family Detached              360                358
231087939                                        SPRINGFIELD                                    MA        01107       Non-owner          2-4 Units Detached                  360                360
231087947                                        SHELTON                                        CT        06484       Primary            Condo Low-Rise Attached             360                359
231088566                                        BURNHAM                                        ME        04922       Primary            Single Family Detached              360                357
231088575                                        BUCKSPORT                                      ME        04416       Primary            Single Family Detached              360                357
231088580                                        EAST PROVIDENCE                                RI        02914       Primary            Single Family Detached              360                357
231088589                                        CITY OF WARWICK                                RI        02888       Primary            Single Family Detached              360                357
231088614                                        LANESBOROUGH                                   MA        01237       Primary            Single Family Detached              360                357
231088673                                        SILVER SPRING                                  MD        20902       Primary            Single Family Detached              360                357
231088683                                        ELLSWORTH                                      ME        04605       Primary            Single Family Detached              360                357
231088712                                        NEW HAVEN                                      CT        06513       Primary            Single Family Detached              360                357
231088771                                        DUNDALK                                        MD        21222       Primary            Single Family Attached              360                358
231088809                                        EAST DOUGLAS                                   MA        01516       Primary            Single Family Detached              360                357
231088822                                        ADDISON                                        ME        04606       Primary            Single Family Detached              360                357
231088912                                        VILLAGE OF BALTIC, TOWN OF SPRAGUE             CT        06330       Primary            2-4 Units Detached                  360                357
231088959                                        PASSAIC                                        NJ        07055       Primary            2-4 Units Detached                  360                358
231088976                                        TEWKSBURY                                      MA        01876       Primary            Single Family Detached              360                357
231088980                                        WEYMOUTH                                       MA        02190       Primary            Condo Low-Rise Attached             360                357
231089030                                        BRIDGTON                                       ME        04009       Second Home        Single Family Detached              360                358
231089045                                        LAKEVILLE                                      MA        02347       Primary            Single Family Detached              360                357
231089060                                        SANDWICH                                       MA        02563       Primary            Condo Low-Rise Attached             360                358
231089064                                        MANCHESTER                                     NH        03101       Primary            2-4 Units Detached                  360                357
231089075                                        TOWN OF TURNER                                 ME        04282       Primary            Single Family Detached              360                358
231089091                                        WATERBURY                                      CT        06710       Primary            Single Family Detached              360                357
231089092                                        WEST HAVEN                                     CT        06516       Non-owner          2-4 Units Detached                  360                357
231089118                                        MATTAPAN                                       MA        02126       Primary            2-4 Units Detached                  360                358
231089199                                        NEW BEDFORD                                    MA        02744       Primary            Single Family Detached              360                357
231089206                                        YONKERS                                        NY        10705       Non-owner          2-4 Units Attached                  360                358
231089247                                        ATTLEBORO                                      MA        02703       Primary            Single Family Detached              360                357
231089264                                        BOSTON                                         MA        02132       Primary            Single Family Detached              360                358
231089307                                        DORCHESTER                                     MA        02125       Primary            2-4 Units Detached                  360                359
231089353                                        FAIR LAWN                                      NJ        07410       Primary            Single Family Detached              360                359
231089412                                        CITY OF BATAVIA                                NY        14020       Primary            Single Family Detached              360                359
231089428                                        POWNAL                                         VT        05261       Primary            2-4 Units Detached                  360                358
231089469                                        WORCESTER                                      VT        05682       Primary            Single Family Detached              360                358
231089470                                        SPRINGFIELD                                    MA        01108       Non-owner          Single Family Detached              360                358
231089504                                        BROOKHAVEN TWP, MASTIC BEACH                   NY        11951       Primary            Single Family Detached              360                359
231089509                                        BRUNSWICK                                      ME        04011       Primary            Single Family Detached              360                358
231089537                                        CHESHIRE                                       CT        06410       Primary            Condo Low-Rise Attached             360                358
231089541                                        TAUNTON                                        MA        02780       Primary            Condo Low-Rise Attached             360                357
231089543                                        MASHPEE                                        MA        02649       Primary            Single Family Detached              360                358
231089554                                        EASTON                                         MA        02375       Primary            Single Family Detached              360                359
231089558                                        HARTFORD/ LIVERMORE                            ME        04220       Primary            Single Family Detached              360                357
231089574                                        S EASTON                                       MA        02375       Primary            Single Family Detached              360                358
231089578                                        TOWN OF WOOLWICH                               ME        04579       Primary            Single Family Detached              360                359
231089593                                        WEST HAVEN                                     CT        06516       Primary            Single Family Detached              360                358
231089597                                        POWNAL                                         ME        04069       Primary            Single Family Detached              360                358
231089619                                        NEW BRITAIN                                    CT        06053       Primary            Condo Low-Rise Attached             360                359
231089630                                        ARLINGTON                                      MA        02474       Primary            Single Family Detached              360                359
231089631                                        METHUEN                                        MA        01844       Primary            Single Family Detached              360                358
231089652                                        MILFORD                                        CT        06460       Primary            Single Family Detached              360                358
231089673                                        TOWN OF COVENTRY                               RI        02816       Primary            Single Family Detached              360                358
231089692                                        WORCESTER                                      MA        01602       Primary            Single Family Detached              360                358
231089697                                        CARNEYS POINT                                  NJ        08069       Primary            Single Family Detached              360                358
231089720                                        PEMBROKE                                       MA        02359       Primary            Single Family Detached              360                358
231089743                                        SUNRISE                                        FL        33323       Primary            Single Family Detached              360                358
231089763                                        MANCHESTER                                     CT        06040       Primary            2-4 Units Detached                  360                358
231089769                                        SALEM                                          MA        01970       Primary            2-4 Units Detached                  360                358
231089776                                        STONEHAM                                       MA        02180       Primary            Single Family Detached              360                358
231089784                                        RICHMOND                                       VA        23231       Primary            Single Family Detached              360                358
231089788                                        LEVITTOWN, TOWNSHIP OF BRISTOL                 PA        19055       Primary            Single Family Detached              360                358
231089793                                        JACKSON                                        NJ        08527       Primary            Single Family Detached              360                358
231089804                                        BOSTON                                         MA        02128       Non-owner          2-4 Units Detached                  360                358
231089866                                        TOWN OF VERONA                                 NY        13054       Primary            Single Family Detached              360                359
231089892                                        HUNTINGTON                                     NY        11743       Primary            Single Family Detached              360                359
231089898                                        EDISON TOWNSHIP                                NJ        08837       Primary            Single Family Detached              360                359
231089914                                        PLAINFIELD                                     NJ        07063       Primary            Single Family Detached              360                359
231089931                                        COLDEN                                         NY        14033       Primary            Single Family Detached              360                360
231089955                                        CITY OF CHARLOTTE                              NC        28216       Primary            Single Family Detached              360                358
231089973                                        JAMAICA                                        NY        11434       Primary            Single Family Attached              360                358
231089992                                        PEMBROKE                                       MA        02359       Primary            Single Family Detached              360                358
231090011                                        PLYMOUTH                                       MA        02360       Primary            Single Family Detached              360                358
231090013                                        TRUMBULL                                       CT        06611       Primary            Single Family Detached              360                358
231090016                                        NORWALK                                        CT        06854       Primary            Single Family Detached              360                358
231090022                                        TOWNSHIP OF ROBESON                            PA        19508       Primary            Single Family Detached              360                359
231090047                                        WINDSOR LOCKS                                  CT        06096       Primary            Single Family Detached              360                359
231090061                                        BRIGHTON                                       MA        02135       Primary            2-4 Units Detached                  360                358
231090088                                        MADISON                                        CT        06443       Primary            Single Family Detached              360                358
231090090                                        CLINTON                                        CT        06413       Primary            Single Family Detached              360                358
231090170                                        NEW BEDFORD                                    MA        02744       Non-owner          Single Family Detached              360                358
231090179                                        PEMBROKE                                       MA        02359       Primary            Condo Low-Rise Attached             360                359
231090204                                        NEWBURGH                                       NY        12550       Primary            Single Family Detached              360                358
231090216                                        NEW BEDFORD                                    MA        02740       Primary            2-4 Units Detached                  360                359
231090219                                        MADISON                                        NH        03849       Primary            Single Family Detached              360                358
231090223                                        HULL                                           MA        02045       Primary            Single Family Detached              360                359
231090252                                        SPRINGFIELD                                    MA        01128       Primary            Single Family Detached              360                358
231090253                                        PHILADELPHIA                                   PA        19119       Non-owner          2-4 Units Attached                  360                359
231090259                                        LEE                                            MA        01238       Primary            Single Family Detached              360                359
231090269                                        BOCA RATON                                     FL        33428       Primary            Condo Low-Rise Attached             360                358
231090288                                        TOWN OF NEW HAVEN                              CT        06515       Non-owner          2-4 Units Detached                  360                359
231090304                                        WEBSTER                                        NH        03303       Primary            Single Family Detached              360                358
231090308                                        TOWN OF AMHERST                                NH        03031       Non-owner          Single Family Detached              360                358
231090311                                        SOUTHINGTON                                    CT        06489       Primary            Single Family Detached              360                359
231090322                                        NAUGATUCK                                      CT        06770       Primary            Single Family Detached              360                358
231090339                                        MECHANICSVILLE                                 MD        20659       Primary            PUD Detached                        360                360
231090347                                        WILTON                                         NY        12831       Primary            Single Family Detached              360                358
231090349                                        TOWN OF SAUGERTIES                             NY        12477       Non-owner          Single Family Detached              360                359
231090355                                        SOUTH DENNIS                                   MA        02660       Primary            Single Family Detached              360                358
231090356                                        BARRE                                          VT        05641       Primary            Single Family Detached              360                358
231090357                                        T/O WINCHESTER T/O TORRINGTON                  CT        06098       Primary            Single Family Detached              360                359
231090359                                        BRIDGEPORT                                     CT        06604       Non-owner          2-4 Units Detached                  360                359
231090364                                        CRANSTON                                       RI        02910       Non-owner          Condo Low-Rise Attached             360                359
231090367                                        WRENTHAM                                       MA        02093       Primary            Single Family Detached              360                358
231090381                                        DOVER                                          DE        19904       Second Home        Single Family Detached              360                359
231090392                                        NEW SALEM                                      MA        01355       Primary            Single Family Detached              360                358
231090396                                        TAUNTON                                        MA        02780       Primary            Single Family Detached              360                358
231090397                                        LOWELL                                         MA        01852       Primary            2-4 Units Detached                  360                359
231090418                                        TOWN OF WESTERLY                               RI        02891       Non-owner          2-4 Units Detached                  360                359
231090420                                        FALMOUTH  KNOWN AS EAST FALMOUTH               MA        02536       Primary            Single Family Detached              360                358
231090444                                        BROOKFIELD                                     NH        03872       Non-owner          Single Family Detached              360                359
231090461                                        BANGOR                                         ME        04401       Non-owner          2-4 Units Detached                  360                358
231090470                                        VERNON                                         CT        06066       Primary            Single Family Detached              360                360
231090487                                        EAST FALMOUTH                                  MA        02536       Primary            Single Family Detached              360                359
231090488                                        TOWNSHIP OF HARRISON                           NJ        08062       Primary            Single Family Detached              360                360
231090499                                        BARRE                                          VT        05641       Primary            Single Family Detached              360                358
231090502                                        NEWPORT                                        RI        02840       Non-owner          2-4 Units Detached                  360                359
231090503                                        HAZLET                                         NJ        07730       Primary            Single Family Detached              360                359
231090508                                        BINGHAMTON                                     NY        13904       Primary            Single Family Detached              360                359
231090511                                        ATHOL                                          MA        01331       Primary            Single Family Detached              360                358
231090521                                        TOWN OF GUILFORD                               CT        06437       Primary            Single Family Detached              360                359
231090527                                        NEWTON                                         NJ        07860       Primary            Single Family Detached              360                359
231090536                                        AGAWAM                                         MA        01001       Non-owner          Single Family Detached              360                359
231090542                                        AGAWAM                                         MA        01001       Second Home        Single Family Detached              360                359
231090562                                        GREECE                                         NY        14612       Non-owner          Single Family Detached              360                359
231090564                                        TOWN OF MANSFIELD                              CT        06250       Primary            Single Family Detached              360                359
231090567                                        DARTMOUTH                                      MA        02747       Primary            Single Family Detached              360                359
231090576                                        LOWELL                                         MA        01852       Primary            2-4 Units Detached                  360                358
231090582                                        TOWN OF ENFIELD                                CT        06082       Primary            Single Family Detached              360                359
231090641                                        BRIDGEPORT                                     CT        06610       Primary            Single Family Detached              360                359
231090648                                        HAVERHILL                                      MA        01832       Primary            Single Family Detached              360                359
231090666                                        WEST HURLEY                                    NY        12491       Primary            Single Family Detached              360                359
231090678                                        STOCKTON SPRINGS                               ME        04981       Primary            Single Family Detached              360                359
231090683                                        BEL AIR                                        MD        21014       Primary            Single Family Detached              360                359
231090691                                        QUEENS/FAR ROCKAWAY                            NY        11691       Primary            2-4 Units Detached                  360                360
231090702                                        GRANITEVILLE                                   VT        05654       Primary            Single Family Detached              360                360
231090714                                        MILFORD                                        CT        06460       Non-owner          2-4 Units Detached                  360                359
231090721                                        BROOKLYN                                       NY        11203       Primary            2-4 Units Attached                  360                359
231090722                                        CITY OF LOCKPORT                               NY        14094       Primary            2-4 Units Detached                  360                360
231090724                                        MIDDLEFIELD                                    CT        06455       Primary            Single Family Detached              360                360
231090732                                        TOWN OF COLCHESTER                             CT        06415       Primary            Single Family Detached              360                360
231090739                                        CAPITOL HEIGHTS                                MD        20743       Primary            Single Family Attached              360                359
231090756                                        HONESDALE                                      PA        18431       Primary            Single Family Detached              360                359
231090759                                        SANDY CREEK                                    NY        13145       Primary            Single Family Detached              360                359
231090763                                        RICHMOND                                       RI        02898       Non-owner          Single Family Detached              360                360
231090764                                        CITY OF BARRE                                  VT        05641       Primary            Single Family Detached              360                359
231090778                                        TOWN OF NORWICH                                CT        06360       Non-owner          2-4 Units Detached                  360                359
231090783                                        ROCKVILLE                                      MD        20850       Primary            Single Family Detached              360                360
231090784                                        NEWPORT                                        RI        02840       Non-owner          Single Family Detached              360                360
231090787                                        POWHATAN                                       VA        23139       Primary            Single Family Detached              360                359
231090789                                        MARLBOROUGH                                    MA        01752       Primary            Condo Low-Rise Attached             360                359
231090816                                        TOWNSHIP OF WESTAMPTON                         NJ        08060       Primary            Single Family Attached              360                360
231090833                                        JACKSONVILLE                                   FL        32216       Primary            Single Family Attached              360                359
231090857                                        PATERSON                                       NJ        07501       Primary            2-4 Units Detached                  360                359
231090861                                        TOWN OF MOREAU                                 NY        12831       Primary            Single Family Detached              360                359
231090862                                        BEAVER MEADOWS                                 PA        18216       Non-owner          Single Family Attached              360                360
231090868                                        PROVIDENCE                                     RI        02909       Non-owner          2-4 Units Detached                  360                360
231090877                                        WEST PALM BEACH                                FL        33415       Primary            Condo High-Rise Attached            360                359
231090884                                        HARTFORD                                       CT        06112       Non-owner          2-4 Units Detached                  360                359
231090894                                        SPRINGFIELD                                    MA        01108       Primary            2-4 Units Detached                  360                359
231090904                                        TOWN OF GROTON                                 CT        06340       Primary            Single Family Detached              360                359
231090908                                        WESTFIELD                                      MA        01085       Non-owner          2-4 Units Detached                  360                360
231090933                                        PROVIDENCE                                     RI        02908       Non-owner          Single Family Detached              360                359
231090948                                        JAY                                            VT        05859       Second Home        Condo Low-Rise Attached             360                359
231090970                                        SIDNEY                                         NY        13838       Primary            Single Family Detached              360                359
231090986                                        PEABODY                                        MA        01960       Non-owner          2-4 Units Detached                  360                359
231091002                                        JACKSON                                        NH        03846       Primary            Single Family Detached              360                359
231091102                                        WINDHAM                                        ME        04062       Primary            Single Family Detached              360                359
231091108                                        STATEN ISLAND                                  NY        10303       Primary            2-4 Units Detached                  360                360
231091115                                        PLYMOUTH                                       MA        02360       Primary            Single Family Detached              360                359
231091126                                        SCHENECTADY                                    NY        12307       Primary            2-4 Units Detached                  360                359
231091146                                        MADISON TOWNSHIP                               NJ        08859       Primary            Single Family Detached              360                359
231091185                                        BOROUGH OF OAKLYN                              NJ        08107       Primary            Single Family Detached              360                359
231091189                                        CITY OF BRIDGEPORT                             CT        06610       Primary            Condo Low-Rise Attached             360                359
231091192                                        HOPEDALE                                       MA        01747       Primary            Single Family Detached              360                360
231091222                                        TWP OF RIDLEY                                  PA        19033       Primary            Single Family Detached              360                359
231091225                                        TOWN OF SOUTH WINDSOR                          CT        06074       Primary            Condo Low-Rise Attached             360                359
231091228                                        STETSON                                        ME        04488       Primary            Single Family Detached              360                359
231091229                                        NORTH DARTMOUTH                                MA        02747       Primary            Single Family Detached              360                359
231091235                                        RINDGE                                         NH        03461       Non-owner          Single Family Detached              360                359
231091237                                        FALL RIVER                                     MA        02720       Primary            Single Family Detached              360                360
231091247                                        BOSTON                                         MA        02124       Primary            Single Family Detached              360                360
231091259                                        BALDWIN                                        NY        11510       Primary            Single Family Detached              360                359
231091273                                        VASSALBORO                                     ME        04989       Non-owner          Single Family Detached              360                359
231091297                                        ORANGE                                         VT        05649       Primary            Single Family Detached              360                359
231091298                                        LEWISTON                                       ME        04240       Primary            Single Family Detached              360                359
231091304                                        CRANSTON                                       RI        02905       Non-owner          Single Family Detached              360                359
231091306                                        GRANBY                                         MA        01033       Primary            Single Family Detached              360                359
231091323                                        CITY OF WATERBURY                              CT        06706       Non-owner          Single Family Detached              360                360
231091337                                        TOWN OF MONTVILLE                              CT        06382       Primary            Single Family Detached              360                359
231091344                                        ROCHESTER                                      NY        14606       Primary            Single Family Detached              360                359
231091350                                        TOWN OF WALDOBORO                              ME        04572       Primary            Single Family Detached              360                360
231091355                                        STOUGHTON                                      MA        02072       Primary            Single Family Detached              360                359
231091367                                        PROVIDENCE                                     RI        02907       Non-owner          2-4 Units Detached                  360                360
231091371                                        HARTFORD                                       CT        06106       Non-owner          2-4 Units Detached                  360                360
231091382                                        ATHOL                                          MA        01331       Non-owner          2-4 Units Detached                  360                360
231091388                                        NAPLES                                         ME        04055       Primary            Single Family Detached              360                359
231091407                                        TOWN OF WINCHESTER                             CT        06098       Primary            Condo Low-Rise Attached             360                359
231091415                                        FRAMINGHAM                                     MA        01702       Primary            2-4 Units Detached                  360                359
231091424                                        PHILADELPHIA                                   PA        19124       Primary            Single Family Attached              360                359
231091431                                        CITY OF AUGUSTA                                ME        04330       Non-owner          2-4 Units Detached                  360                360
231091436                                        LYNN                                           MA        01904       Primary            Single Family Detached              360                360
231091445                                        ACCOKEEK                                       MD        20607       Primary            Single Family Detached              360                359
231091446                                        NEW BEDFORD                                    MA        02745       Primary            Single Family Detached              360                359
231091460                                        NEW IPSWICH                                    NH        03071       Primary            Single Family Detached              360                360
231091471                                        CASCO                                          ME        04015       Primary            Single Family Detached              360                360
231091478                                        JERSEY CITY                                    NJ        07307       Primary            2-4 Units Detached                  360                360
231091485                                        PATERSON                                       NJ        07522       Primary            Single Family Detached              360                359
231091508                                        HIGHLAND SPRINGS                               VA        23075       Non-owner          Single Family Detached              360                359
231091510                                        BERWICK                                        PA        18603       Primary            Single Family Detached              360                360
231091514                                        BARRE                                          VT        05641       Primary            Single Family Detached              360                359
231091525                                        TOWN OF WESTBROOK                              ME        04092       Primary            Single Family Detached              360                359
231091526                                        PETERSHAM                                      MA        01366       Primary            Single Family Detached              360                359
231091542                                        ONEONTA                                        NY        13820       Primary            Single Family Detached              360                360
231091544                                        SPRINGFIELD                                    MA        01108       Primary            Single Family Detached              360                359
231091572                                        RUTLAND                                        VT        05701       Primary            PUD Detached                        360                360
231091585                                        RANDOLPH                                       MA        02368       Primary            Single Family Detached              360                360
231091598                                        TOWN OF PEMBROKE                               NH        03275       Primary            Single Family Detached              360                359
231091607                                        NORFOLK                                        MA        02056       Primary            Single Family Detached              360                359
231091611                                        PLYMOUTH                                       MA        02360       Primary            Single Family Detached              360                359
231091617                                        DIGHTON                                        MA        02715       Primary            Single Family Detached              360                359
231091620                                        CITY OF PORTLAND                               ME        04101       Non-owner          Condo Low-Rise Attached             360                359
231091623                                        WATERBURY                                      CT        06710       Primary            2-4 Units Detached                  360                359
231091633                                        CARMEL                                         ME        04419       Primary            Single Family Detached              360                359
231091638                                        EXETER                                         NH        03833       Primary            Single Family Detached              360                359
231091657                                        NEW BEDFORD                                    MA        02740       Primary            Single Family Detached              360                359
231091671                                        ORANGE                                         MA        01364       Primary            Single Family Detached              360                359
231091673                                        MATTAPAN                                       MA        02126       Primary            Single Family Detached              360                360
231091679                                        MIAMI BEACH                                    FL        33140       Non-owner          Condo High-Rise Attached            360                359
231091681                                        PROVIDENCE                                     RI        02909       Non-owner          2-4 Units Detached                  360                360
231091699                                        COVENTRY                                       CT        06238       Primary            Single Family Detached              360                359
231091700                                        MADISON                                        ME        04950       Primary            Single Family Detached              360                359
231091716                                        EAST STROUDSBURG                               PA        18301       Primary            2-4 Units Detached                  360                360
231091719                                        WAREHAM                                        MA        02532       Primary            Single Family Detached              360                360
231091723                                        NEWPORT                                        NH        03773       Primary            Single Family Detached              360                360
231091724                                        DERRY                                          NH        03038       Primary            Single Family Detached              360                359
231091730                                        WEYMOUTH                                       MA        02191       Primary            Condo Low-Rise Attached             360                359
231091741                                        SOUTH OZONE PARK                               NY        11435       Primary            Single Family Detached              360                359
231091743                                        DRACUT                                         MA        01826       Primary            2-4 Units Detached                  360                360
231091748                                        TOWN OF TORRINGTON                             CT        06790       Primary            Single Family Detached              360                359
231091756                                        MERIDEN                                        CT        06450       Non-owner          2-4 Units Detached                  360                360
231091768                                        ALBRIGHTSVILLE                                 PA        18210       Primary            PUD Detached                        360                360
231091778                                        WATERBURY                                      CT        06704       Primary            2-4 Units Detached                  360                360
231091781                                        NEW BEDFORD                                    MA        02745       Primary            2-4 Units Detached                  360                360
231091785                                        TOWN OF BARRE                                  VT        05670       Primary            Single Family Detached              360                359
231091794                                        ACUSHNET                                       MA        02743       Primary            Single Family Detached              360                359
231091804                                        BOSTON                                         MA        02127       Non-owner          2-4 Units Attached                  360                359
231091815                                        HARTFORD                                       CT        06120       Non-owner          2-4 Units Detached                  360                360
231091817                                        TOWN OF SOUTHINGTON                            CT        06479       Primary            2-4 Units Detached                  360                360
231091822                                        VILLAGE OF BENNINGTON                          VT        05201       Primary            2-4 Units Detached                  360                359
231091837                                        EAST HAMPTON                                   CT        06424       Primary            Single Family Detached              360                359
231091841                                        TOWN OF GRISWOLD                               CT        06351       Primary            Single Family Detached              360                360
231091878                                        DOVER- FOXCROFT                                ME        04426       Non-owner          Single Family Detached              180                180
231091905                                        PLAINFIELD                                     CT        06354       Primary            Single Family Detached              360                359
231091915                                        BURRIVILLE                                     RI        02859       Non-owner          2-4 Units Detached                  360                360
231091924                                        WATERBURY                                      CT        06710       Non-owner          2-4 Units Detached                  360                360
231091938                                        SPRINGFIELD                                    MA        01109       Primary            Single Family Detached              360                360
231091975                                        DETROIT                                        MI        48228       Primary            Single Family Detached              360                360
231091985                                        BETHLEHEM                                      NH        03574       Primary            Single Family Detached              360                359
231092058                                        ATLANTA                                        GA        30354       Primary            Single Family Detached              360                360
231092063                                        WORCESTER                                      MA        01604       Non-owner          2-4 Units Detached                  360                360
231092097                                        PITTSBURGH                                     PA        15201       Primary            2-4 Units Attached                  360                358
231092115                                        TOWN OF LANCASTER                              NH        03584       Primary            Single Family Detached              360                360
231092165                                        BARNSTABLE (CENTERVILLE)                       MA        02632       Primary            Single Family Detached              360                359
231092184                                        SPRINGFIELD                                    MA        01129       Primary            Single Family Detached              360                360
231092198                                        NEW HAVEN                                      CT        06513       Non-owner          2-4 Units Detached                  360                360
231092218                                        BROOKLYN                                       NY        11207       Primary            2-4 Units Attached                  360                360
231092224                                        WEST MILFORD                                   NJ        07480       Primary            Single Family Detached              360                360
231092243                                        SPRINGFIELD                                    MA        01104       Non-owner          2-4 Units Detached                  360                360
231092259                                        TOWNSHIP OF BRICK                              NJ        08724       Non-owner          Single Family Detached              360                360
231092271                                        WATERBURY                                      CT        06704       Non-owner          2-4 Units Detached                  360                360
231092347                                        WHITINSVILLE                                   MA        01588       Primary            Condo Low-Rise Attached             360                360
231092373                                        HAVERHILL                                      MA        01832       Primary            Single Family Detached              360                360
231092408                                        TOWN OF TOLLAND                                CT        06084       Primary            Single Family Detached              360                360
231092410                                        TOWNSITE LUCERNE K/N/A LAKE WORTH              FL        33460       Non-owner          2-4 Units Attached                  360                360
231092414                                        NASHUA                                         NH        03060       Non-owner          2-4 Units Attached                  360                360
231092465                                        WINDSOR                                        CT        06095       Primary            Single Family Detached              360                360
231092529                                        PLANTSVILLE                                    CT        06479       Primary            Condo Low-Rise Attached             360                360
231092579                                        BOROUGH OF STROUDSBURG                         PA        18360       Primary            2-4 Units Detached                  360                360
231092635                                        PHILADELPHIA                                   PA        19141       Non-owner          Single Family Attached              360                360
231092650                                        TOWN OF NEW HAVEN                              CT        06519       Non-owner          2-4 Units Detached                  360                360
231092705                                        NORTH HAVEN                                    CT        06473       Primary            Condo Low-Rise Attached             360                360
231092744                                        WATERTOWN                                      CT        06795       Primary            Single Family Detached              360                358
231092775                                        SPRINGFIELD                                    MA        01107       Non-owner          2-4 Units Detached                  360                360
231093134                                        GUILFORD                                       ME        04443       Non-owner          Single Family Detached              360                360
231093304                                        PROVIDENCE                                     RI        02909       Non-owner          2-4 Units Detached                  360                360
231093897                                        NORFOLK                                        MA        02056       Primary            Single Family Detached              360                360
271029535                                        WHAT CHEER                                     IA        50268       Primary            Single Family Detached              360                353
271029696                                        DANSVILLE                                      NY        14437       Primary            Single Family Detached              360                353
291007265                                        LOCKPORT                                       NY        14094       Primary            Single Family Detached              360                353
321037288                                        DENVER                                         CO        80249       Primary            Single Family Detached              360                354
321037520                                        THORNTON                                       CO        80233       Primary            Single Family Detached              360                355
321038053                                        ARVADA                                         CO        80003       Primary            Single Family Detached              360                356
321038854                                        SALT LAKE CITY                                 UT        84116       Primary            Single Family Detached              360                357
321038905                                        HAMMOND                                        IN        46324       Primary            Single Family Detached              360                358
321039073                                        COMMERCE CITY                                  CO        80022       Primary            Condo Low-Rise Attached             360                356
321039081                                        STRASBURG                                      CO        80136       Primary            Single Family Detached              360                356
321039295                                        COLORADO SPRINGS                               CO        80922       Primary            Single Family Detached              360                357
321039356                                        VICTORVILLE                                    CA        92394       Primary            Single Family Detached              360                357
321039392                                        DENVER                                         CO        80209       Primary            Single Family Detached              360                357
321039512                                        COLORADO SPRINGS                               CO        80903       Primary            Single Family Detached              360                357
321039582                                        CLARK                                          CO        80428       Non-owner          PUD Detached                        360                358
321039588                                        BRIGHTON                                       CO        80601       Primary            PUD Detached                        360                357
321039607                                        LEEDS                                          UT        84746       Primary            Single Family Detached              360                357
321039670                                        WEST JORDAN                                    UT        84088       Primary            Condo Low-Rise Attached             360                357
321039702                                        COLORADO SPRINGS                               CO        80924       Second Home        PUD Detached                        360                358
321039748                                        COLORADO SPRINGS                               CO        80925       Primary            Single Family Detached              360                358
321039767                                        STEAMBOAT SPRINGS                              CO        80487       Non-owner          PUD Detached                        360                357
321039858                                        AURORA                                         CO        80011       Primary            Single Family Detached              360                358
321039925                                        SANDY                                          UT        84070       Non-owner          Single Family Detached              360                358
321039971                                        SYRACUSE                                       UT        84075       Primary            Single Family Detached              360                358
321039974                                        VISALIA                                        CA        93292       Primary            Single Family Detached              360                358
321040026                                        SAINT PETERSBURG                               FL        33710       Primary            PUD Detached                        360                358
321040045                                        PUEBLO WEST                                    CO        81007       Primary            Single Family Detached              360                358
321040072                                        LONGMONT                                       CO        80501       Primary            Single Family Detached              360                358
321040073                                        COLORADO SPRINGS                               CO        80909       Primary            Single Family Detached              360                358
321040104                                        OGDEN                                          UT        84404       Primary            Single Family Detached              360                358
321040114                                        LAKEWOOD                                       CO        80226       Primary            Single Family Detached              360                358
321040116                                        PAGOSA SPRINGS                                 CO        81147       Primary            Single Family Detached              360                358
321040158                                        LAS VEGAS                                      NV        89135       Primary            Single Family Attached              360                358
321040175                                        GRANTSVILLE                                    UT        84029       Primary            Single Family Detached              360                358
321040212                                        DENVER                                         CO        80206       Primary            Single Family Detached              360                358
321040245                                        CLINTON                                        UT        84015       Primary            Single Family Detached              360                358
321040265                                        HOOPER                                         UT        84315       Primary            Single Family Detached              360                358
321040288                                        GRAND JUNCTION                                 CO        81506       Non-owner          PUD Detached                        360                359
321040296                                        SPANISH FORK                                   UT        84660       Primary            Single Family Detached              360                359
321040297                                        LAFAYETTE                                      CO        80026       Primary            Single Family Detached              360                358
321040359                                        ALAMOSA                                        CO        81101       Primary            Single Family Detached              360                358
321040384                                        DENVER                                         CO        80239       Primary            Single Family Detached              360                359
321040442                                        FT LUPTON                                      CO        80621       Primary            Single Family Detached              360                358
321040477                                        PEYTON                                         CO        80831       Primary            PUD Detached                        360                358
321040494                                        HIGHLANDS RANCH                                CO        80130       Primary            PUD Detached                        360                358
321040512                                        MURRAY                                         UT        84123       Primary            PUD Attached                        360                358
321040523                                        DENVER                                         CO        80219       Primary            Single Family Detached              360                358
321040534                                        CENTENNIAL                                     CO        80122       Non-owner          Single Family Detached              360                358
321040538                                        DENVER                                         CO        80224       Primary            Single Family Detached              360                358
321040546                                        LAKEWOOD                                       CO        80215       Non-owner          Single Family Detached              360                358
321040568                                        GOLDEN                                         CO        80403       Non-owner          Single Family Detached              360                358
321040585                                        ARVADA                                         CO        80005       Primary            Single Family Detached              360                358
321040611                                        EVERGREEN                                      CO        80439       Primary            Single Family Detached              360                359
321040616                                        WEST JORDAN                                    UT        84084       Non-owner          Condo Low-Rise Attached             360                358
321040622                                        AURORA                                         CO        80014       Primary            PUD Attached                        360                358
321040626                                        PLEASANT GROVE                                 UT        84062       Primary            Single Family Detached              360                359
321040653                                        WEST VALLEY CITY                               UT        84120       Primary            Single Family Detached              360                359
321040764                                        OREM                                           UT        84058       Primary            Single Family Detached              360                358
321040785                                        COLORADO SPRINGS                               CO        80930       Primary            Single Family Detached              360                359
321040806                                        AURORA                                         CO        80013       Primary            Single Family Detached              360                358
321040850                                        CASPER                                         WY        82601       Primary            Single Family Detached              360                359
321040860                                        MALAD CITY                                     ID        83252       Primary            Single Family Detached              360                359
331047292                                        POUGHKEEPSIE                                   NY        12603       Primary            Single Family Detached              360                352
331050405                                        BROOKLYN                                       NY        11226       Primary            2-4 Units Attached                  360                356
331050651                                        ROSEDALE                                       NY        11422       Primary            2-4 Units Detached                  240                236
331050729                                        BROOKLYN                                       NY        11233       Primary            2-4 Units Attached                  360                357
331050862                                        WHITE PLAINS                                   NY        10607       Primary            Single Family Detached              360                357
331050901                                        BRONX                                          NY        10457       Primary            2-4 Units Detached                  360                357
331050923                                        MOUNT VERNON                                   NY        10550       Primary            2-4 Units Detached                  360                357
331050939                                        ACCORD                                         NY        12404       Primary            Single Family Detached              360                356
331050949                                        PORT ORANGE                                    FL        32129       Primary            Single Family Detached              360                357
331051076                                        CAPE CORAL                                     FL        33914       Primary            Single Family Detached              360                357
331051078                                        WOODSTOCK                                      CT        06281       Primary            Single Family Detached              360                358
331051198                                        MIRAMAR                                        FL        33023       Primary            Condo Low-Rise Attached             360                357
331051203                                        BEAVER                                         PA        15009       Primary            Single Family Detached              360                357
331051207                                        ROSELLE PARK                                   NJ        07204       Primary            Single Family Detached              360                359
331051242                                        SPRINGFIELD GARDENS                            NY        11413       Primary            2-4 Units Detached                  360                357
331051303                                        BRONX                                          NY        10466       Primary            2-4 Units Detached                  360                359
331051434                                        JAMAICA                                        NY        11434       Primary            Single Family Attached              360                357
331051448                                        BRONX                                          NY        10452       Primary            2-4 Units Detached                  360                358
331051465                                        LEVITTOWN                                      NY        11756       Primary            Single Family Detached              360                357
331051513                                        WESTHAMPTON BEACH                              NY        11978       Non-owner          Single Family Attached              360                357
331051552                                        BROOKLYN                                       NY        11212       Primary            2-4 Units Attached                  360                357
331051580                                        BROOKLYN                                       NY        11208       Primary            2-4 Units Detached                  360                357
331051654                                        BROOKLYN                                       NY        11237       Non-owner          2-4 Units Attached                  360                359
331051667                                        COHOES                                         NY        12047       Primary            Single Family Detached              360                357
331051709                                        NESCOPECK                                      PA        18635       Primary            Single Family Detached              360                357
331051731                                        GALWAY                                         NY        12074       Primary            Single Family Detached              360                358
331051786                                        WAKE FOREST                                    NC        27587       Primary            Single Family Detached              360                358
331052045                                        HURLEY                                         NY        12443       Primary            Single Family Detached              360                357
331052102                                        CAMPBELL HALL                                  NY        10916       Primary            Single Family Detached              360                358
331052198                                        METUCHEN                                       NJ        08840       Primary            Single Family Detached              360                358
331052263                                        ELMIRA                                         NY        14901       Primary            Single Family Detached              360                357
331052334                                        VERPLANCK                                      NY        10596       Primary            Single Family Detached              360                357
331052349                                        STATEN ISLAND                                  NY        10312       Primary            Single Family Attached              360                358
331052360                                        STILLWATER                                     NY        12170       Primary            Single Family Detached              360                358
331052363                                        ROSELLE PARK                                   NJ        07204       Primary            Single Family Detached              360                357
331052421                                        BOGOTA                                         NJ        07603       Primary            Single Family Detached              360                358
331052440                                        BUFFALO                                        NY        14215       Non-owner          2-4 Units Detached                  360                359
331052456                                        STAMFORD                                       CT        06902       Primary            Single Family Detached              360                358
331052471                                        GLEN COVE                                      NY        11542       Primary            Single Family Detached              360                358
331052475                                        BRONX                                          NY        10470       Primary            2-4 Units Attached                  360                359
331052492                                        CENTRAL ISLIP                                  NY        11722       Primary            Single Family Attached              360                358
331052512                                        WYANDANCH                                      NY        11798       Primary            Single Family Detached              360                358
331052537                                        ELMONT                                         NY        11003       Primary            Single Family Detached              360                358
331052556                                        CENTRAL ISLIP                                  NY        11722       Primary            Single Family Detached              360                358
331052567                                        WAPPINGERS FALLS                               NY        12590       Non-owner          2-4 Units Detached                  360                358
331052621                                        WARWICK                                        NY        10990       Primary            Condo Low-Rise Attached             360                358
331052654                                        RONKONKOMA                                     NY        11779       Primary            Single Family Detached              360                358
331052666                                        SHOREHAM                                       NY        11786       Primary            Single Family Detached              360                358
331052684                                        BROOKLYN                                       NY        11236       Primary            2-4 Units Detached                  360                358
331052707                                        ELMHURST                                       NY        11373       Primary            Single Family Attached              360                359
331052708                                        JAMAICA                                        NY        11436       Primary            Single Family Detached              360                358
331052761                                        BRICK                                          NJ        08724       Primary            Condo Low-Rise Attached             360                358
331052762                                        NEW WINDSOR                                    NY        12553       Non-owner          2-4 Units Detached                  360                359
331052776                                        UNION                                          NJ        07083       Primary            Single Family Detached              360                358
331052833                                        PATERSON                                       NJ        07514       Primary            2-4 Units Detached                  360                358
331052852                                        CENTRAL ISLIP                                  NY        11722       Primary            Single Family Detached              360                359
331052878                                        ISLAND PARK                                    NY        11558       Primary            Single Family Detached              360                359
331052884                                        BROOKLYN                                       NY        11213       Primary            2-4 Units Attached                  360                358
331052920                                        OSSINING                                       NY        10562       Primary            Single Family Detached              360                359
331052939                                        ELMONT                                         NY        11003       Primary            Single Family Detached              360                358
331052945                                        NUTLEY                                         NJ        07110       Primary            Single Family Detached              360                358
331052949                                        MAPLEWOOD                                      NJ        07040       Primary            Single Family Detached              360                359
331052996                                        GREENCASTLE                                    PA        17225       Primary            Single Family Detached              360                358
331053003                                        WARWICK                                        NY        10990       Primary            Single Family Detached              360                358
331053034                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Attached                  360                358
331053064                                        MOUNT VERNON                                   NY        10550       Primary            2-4 Units Detached                  360                359
331053104                                        LEESBURG                                       FL        34748       Primary            Single Family Detached              360                358
331053105                                        NEWARK                                         NJ        07104       Primary            2-4 Units Detached                  360                359
331053108                                        STATEN ISLAND                                  NY        10314       Primary            2-4 Units Attached                  360                358
331053137                                        BRONX                                          NY        10472       Primary            2-4 Units Attached                  360                358
331053145                                        ROCKY POINT                                    NY        11778       Primary            Single Family Detached              360                358
331053164                                        BOCA RATON                                     FL        33433       Primary            Condo Low-Rise Attached             360                358
331053233                                        STATEN ISLAND                                  NY        10304       Primary            Single Family Attached              360                359
331053238                                        BRONX                                          NY        10475       Primary            2-4 Units Detached                  360                358
331053254                                        HARRISON                                       NJ        07029       Primary            Single Family Detached              360                359
331053263                                        HOLLIS                                         NY        11423       Primary            2-4 Units Detached                  360                359
331053278                                        BROOKLYN                                       NY        11205       Primary            2-4 Units Attached                  360                357
331053321                                        BRONX                                          NY        10458       Primary            2-4 Units Detached                  360                359
331053336                                        WATERBURY                                      CT        06708       Primary            Single Family Detached              360                358
331053351                                        ROCKY POINT                                    NY        11778       Primary            Single Family Detached              360                359
331053364                                        STATEN ISLAND                                  NY        10314       Primary            Single Family Detached              360                358
331053379                                        ASTORIA                                        NY        11105       Non-owner          2-4 Units Attached                  360                359
331053395                                        BRONX                                          NY        10472       Primary            2-4 Units Attached                  360                358
331053444                                        BROOKLYN                                       NY        11220       Primary            2-4 Units Attached                  360                359
331053481                                        OTISVILLE                                      NY        10963       Primary            Single Family Detached              360                358
331053484                                        ROSEDALE                                       NY        11422       Primary            Single Family Attached              360                358
331053489                                        BRISTOL                                        PA        19007       Primary            Single Family Attached              360                358
331053502                                        DUNDEE                                         NY        14837       Primary            Single Family Detached              360                358
331053520                                        NEPTUNE                                        NJ        07753       Primary            Single Family Detached              360                359
331053535                                        SHIRLEY                                        NY        11967       Non-owner          Single Family Detached              360                359
331053553                                        MASPETH                                        NY        11378       Non-owner          2-4 Units Attached                  360                359
331053589                                        ENGLEWOOD                                      NJ        07631       Primary            Single Family Detached              360                359
331053591                                        HACKETTSTOWN                                   NJ        07840       Primary            Single Family Detached              360                359
331053617                                        MASTIC                                         NY        11950       Primary            Single Family Detached              360                359
331053661                                        BROOKLYN                                       NY        11221       Non-owner          2-4 Units Attached                  360                360
331053663                                        BRONX                                          NY        10466       Primary            2-4 Units Detached                  360                358
331053686                                        BROOKLYN                                       NY        11208       Primary            2-4 Units Attached                  360                360
331053693                                        PENFIELD                                       NY        14450       Primary            Single Family Detached              360                359
331053784                                        BLOOMINGDALE                                   NJ        07403       Primary            Single Family Detached              360                359
331053788                                        SAYVILLE                                       NY        11782       Primary            Single Family Detached              360                359
331053790                                        BROOKLYN                                       NY        11233       Primary            2-4 Units Attached                  360                359
331053807                                        RICHMOND HILL                                  NY        11418       Primary            Single Family Detached              360                359
331053847                                        HUNTINGTON STATION                             NY        11746       Non-owner          Single Family Detached              360                360
331053869                                        NEWARK                                         NJ        07103       Primary            Single Family Detached              360                359
331053883                                        RICHMOND HILL                                  NY        11418       Primary            Single Family Detached              360                360
331053888                                        POUGHKEEPSIE                                   NY        12603       Non-owner          2-4 Units Detached                  360                359
331053926                                        GLENDALE                                       NY        11385       Primary            Single Family Attached              360                359
331053934                                        KENNESAW                                       GA        30152       Second Home        Single Family Detached              360                359
331053943                                        FLORAL PARK                                    NY        11001       Primary            Single Family Detached              360                359
331053944                                        LINDEN                                         NJ        07036       Primary            2-4 Units Detached                  360                360
331053949                                        KISSIMMEE                                      FL        34743       Primary            Single Family Detached              360                359
331053978                                        SOUTH RICHMOND HILL                            NY        11419       Primary            Single Family Detached              360                359
331053992                                        YONKERS                                        NY        10701       Non-owner          2-4 Units Detached                  360                359
331054008                                        VALLEY COTTAGE (TOWN OF CLARKSTOWN)            NY        10989       Primary            Single Family Detached              360                359
331054035                                        QUEENS VILLAGE                                 NY        11429       Primary            2-4 Units Detached                  360                359
331054052                                        HOLTSVILLE                                     NY        11742       Primary            Single Family Detached              360                359
331054057                                        WEST BABYLON                                   NY        11704       Primary            Single Family Detached              360                359
331054118                                        HOLBROOK                                       NY        11741       Primary            Condo Low-Rise Attached             360                360
331054137                                        WESTBURY                                       NY        11590       Primary            Single Family Detached              360                359
331054152                                        SOUTHAMPTON                                    NY        11968       Non-owner          2-4 Units Detached                  360                359
331054160                                        BRISTOL                                        CT        06010       Primary            Single Family Detached              360                359
331054162                                        CENTER MORICHES                                NY        11934       Primary            Single Family Detached              360                359
331054221                                        BRONX                                          NY        10454       Primary            2-4 Units Attached                  360                359
331054227                                        PHILADELPHIA                                   PA        19127       Primary            Single Family Attached              360                359
331054236                                        WILLINGBORO                                    NJ        08046       Primary            Single Family Detached              360                359
331054237                                        MYRTLE BEACH                                   SC        29588       Non-owner          Single Family Detached              360                359
331054239                                        BRONX                                          NY        10465       Primary            2-4 Units Attached                  360                359
331054243                                        DEER PARK                                      NY        11729       Primary            Single Family Detached              360                359
331054256                                        BROOKLYN                                       NY        11203       Primary            Single Family Detached              360                359
331054267                                        PHILADELPHIA                                   PA        19146       Non-owner          2-4 Units Attached                  360                359
331054287                                        ROOSEVELT                                      NY        11575       Non-owner          Single Family Detached              360                359
331054296                                        BELLEVILLE                                     NJ        07109       Primary            Single Family Detached              360                359
331054320                                        WILLINGTON                                     CT        06279       Primary            Single Family Detached              360                359
331054325                                        WYANDANCH                                      NY        11798       Primary            Single Family Detached              360                359
331054337                                        ELMER                                          NJ        08318       Primary            Single Family Detached              360                359
331054422                                        WOODSTOCK                                      GA        30189       Primary            Single Family Detached              360                359
331054423                                        QUEENS VILLAGE                                 NY        11429       Primary            2-4 Units Detached                  360                359
331054428                                        WHITE PLAINS                                   NY        10603       Non-owner          Condo High-Rise Attached            360                359
331054438                                        EAST ORANGE                                    NJ        07017       Primary            2-4 Units Detached                  360                360
331054441                                        LODI                                           NJ        07644       Non-owner          2-4 Units Detached                  360                359
331054445                                        NORWALK                                        CT        06853       Primary            Single Family Detached              360                359
331054447                                        CHERRY HILL                                    NJ        08002       Primary            Single Family Detached              360                359
331054463                                        NEW YORK                                       NY        10027       Primary            2-4 Units Detached                  360                359
331054465                                        BROOKLYN                                       NY        11228       Primary            2-4 Units Detached                  360                359
331054479                                        MIAMI BEACH                                    FL        33139       Second Home        Condo High-Rise Attached            360                359
331054485                                        SPRING VALLEY                                  NY        10977       Primary            Single Family Detached              360                359
331054488                                        CENTER MORICHES                                NY        11934       Primary            Single Family Detached              360                360
331054524                                        MYRTLE BEACH                                   SC        29588       Non-owner          Single Family Detached              360                359
331054532                                        SUSSEX                                         NJ        07461       Primary            Single Family Detached              360                359
331054536                                        BRIDGEPORT                                     CT        06610       Primary            2-4 Units Attached                  360                359
331054548                                        MASTIC BEACH                                   NY        11951       Primary            Single Family Detached              360                359
331054591                                        BROOKLYN                                       NY        11215       Primary            2-4 Units Attached                  360                359
331054649                                        CAMBRIDGE                                      NY        12816       Primary            Single Family Detached              360                359
331054694                                        BROOKLYN                                       NY        11212       Primary            2-4 Units Attached                  360                359
331054753                                        LAMONI                                         IA        50140       Primary            Single Family Detached              360                360
331054759                                        BRONX                                          NY        10459       Non-owner          2-4 Units Attached                  360                359
331054766                                        MINEOLA                                        NY        11501       Primary            Single Family Detached              360                359
331054787                                        BRONX                                          NY        10461       Primary            Single Family Detached              360                359
331054833                                        WINTER GARDEN                                  FL        34787       Second Home        Single Family Detached              360                359
331054854                                        PENN YAN                                       NY        14527       Non-owner          Single Family Detached              360                359
331054856                                        DEER PARK                                      NY        11729       Primary            Single Family Detached              360                359
331054857                                        SOUTHAMPTON                                    NY        11968       Primary            Single Family Detached              360                360
331054893                                        BUDD LAKE                                      NJ        07828       Primary            Single Family Detached              360                360
331054912                                        NEWTON                                         NJ        07860       Primary            Single Family Detached              360                359
331054936                                        FARMINGVILLE                                   NY        11738       Primary            Single Family Detached              360                359
331054938                                        WINDSOR                                        CT        06095       Primary            Single Family Detached              360                360
331054952                                        WURTSBORO                                      NY        12790       Second Home        Single Family Detached              360                359
331054988                                        BROOKLYN                                       NY        11233       Non-owner          2-4 Units Detached                  360                359
331055058                                        BRONX                                          NY        10459       Non-owner          2-4 Units Attached                  360                359
331055073                                        CONGERS                                        NY        10920       Primary            Single Family Detached              360                359
331055097                                        BUFFALO                                        NY        14214       Non-owner          2-4 Units Detached                  360                360
331055131                                        BROOKLYN                                       NY        11238       Non-owner          2-4 Units Attached                  360                360
331055182                                        SEBASTIAN                                      FL        32958       Primary            Single Family Detached              360                360
331055208                                        OZONE PARK                                     NY        11416       Primary            Single Family Attached              360                360
331055218                                        BRENTWOOD                                      NY        11717       Primary            Single Family Detached              360                360
331055243                                        RIDGEWOOD                                      NY        11385       Primary            2-4 Units Detached                  360                360
331055266                                        MOUNT KISCO                                    NY        10549       Non-owner          2-4 Units Detached                  360                360
331055275                                        BRONX                                          NY        10466       Primary            2-4 Units Detached                  360                360
331055327                                        UTICA                                          NY        13501       Non-owner          2-4 Units Detached                  360                360
331055441                                        ASHVILLE                                       NY        14710       Primary            Single Family Detached              360                360
331055457                                        HEMPSTEAD                                      NY        11550       Non-owner          Single Family Detached              360                360
331055458                                        SPRINGFIELD GARDENS                            NY        11413       Primary            2-4 Units Detached                  360                360
331055515                                        EGG HARBOR CITY                                NJ        08215       Primary            Single Family Detached              360                360
331055521                                        POMPTON LAKES                                  NJ        07442       Primary            Single Family Detached              360                360
331055574                                        BROOKLYN                                       NY        11233       Non-owner          2-4 Units Detached                  360                360
331055581                                        LIBERTY                                        NY        12754       Non-owner          2-4 Units Detached                  360                360
331055595                                        WASHINGTONVILLE                                NY        10992       Primary            Single Family Detached              360                360
331055722                                        BRONX                                          NY        10467       Primary            2-4 Units Attached                  360                360
331055784                                        READING                                        PA        19610       Primary            Single Family Detached              360                360
331056284                                        BRONX                                          NY        10462       Non-owner          2-4 Units Detached                  360                360
331056315                                        VALLEY STREAM                                  NY        11580       Non-owner          Single Family Detached              360                360
341035602                                        PRINCETON                                      NC        27569       Primary            Single Family Detached              360                354
341035624                                        RALEIGH                                        NC        27604       Primary            PUD Attached                        360                353
341035717                                        BLUFFTON                                       SC        29910       Primary            Single Family Detached              360                354
341036232                                        CHARLOTTE                                      NC        28262       Non-owner          Condo Low-Rise Attached             360                354
341036792                                        WEST COLUMBIA                                  SC        29169       Non-owner          Single Family Detached              360                355
341036983                                        WEST JEFFERSON                                 NC        28694       Primary            Single Family Detached              360                356
341037342                                        TIMBERLAKE                                     NC        27583       Primary            Single Family Detached              360                357
341037855                                        GREENSBORO                                     NC        27410       Primary            Single Family Detached              360                356
341038101                                        LYMAN                                          SC        29365       Non-owner          Single Family Detached              360                356
341038434                                        COPE                                           SC        29038       Non-owner          Single Family Detached              360                359
341038549                                        HUNTERSVILLE                                   NC        28078       Primary            Single Family Detached              360                357
341038574                                        NEWLAND                                        NC        28657       Primary            Single Family Detached              360                358
341038765                                        WEST PALM BEACH                                FL        33415       Primary            Single Family Detached              360                357
341038822                                        MATTHEWS                                       NC        28104       Primary            PUD Detached                        360                358
341038841                                        SPRUCE PINE                                    NC        28777       Primary            Single Family Detached              360                357
341038940                                        CAMERON                                        SC        29030       Primary            Single Family Detached              360                357
341038958                                        CHARLESTON                                     SC        29412       Primary            Single Family Detached              360                357
341039000                                        MOUNT VERNON                                   AL        36560       Primary            Single Family Detached              360                357
341039012                                        ROCK HILL                                      SC        29730       Primary            Single Family Detached              360                357
341039061                                        ROCK HILL                                      SC        29732       Non-owner          Single Family Detached              360                357
341039067                                        PURLEAR                                        NC        28665       Primary            Single Family Detached              360                357
341039107                                        GRAHAM                                         NC        27258       Primary            PUD Attached                        360                357
341039135                                        CHELSEA                                        AL        35043       Primary            Single Family Detached              360                357
341039166                                        ASHEVILLE                                      NC        28804       Non-owner          Single Family Detached              360                358
341039314                                        SOUTHPORT                                      NC        28461       Primary            Single Family Detached              360                358
341039513                                        ATLANTA                                        GA        30314       Non-owner          Single Family Detached              360                358
341039563                                        FLEETWOOD                                      NC        28626       Primary            Single Family Detached              360                358
341039578                                        ARNOLDSVILLE                                   GA        30619       Primary            Single Family Detached              360                358
341039697                                        KENNESAW                                       GA        30152       Primary            Single Family Detached              360                359
341039705                                        TYRONE                                         GA        30290       Primary            Single Family Detached              360                358
341040012                                        WACO                                           GA        30182       Primary            Single Family Detached              180                179
341040052                                        APEX                                           NC        27502       Primary            PUD Attached                        360                358
341040083                                        THEODORE                                       AL        36582       Primary            Single Family Detached              360                358
341040125                                        DAPHNE                                         AL        36526       Primary            PUD Detached                        360                358
341040284                                        ALBEMARLE                                      NC        28001       Primary            Single Family Detached              360                358
341040286                                        ROXBORO                                        NC        27574       Primary            Single Family Detached              360                358
341040293                                        GREENSBORO                                     NC        27407       Non-owner          Single Family Detached              360                359
341040309                                        BELVILLE                                       NC        28451       Primary            Single Family Detached              360                358
341040367                                        CANDLER                                        NC        28715       Non-owner          Single Family Detached              360                358
341040387                                        ATMORE                                         AL        36502       Primary            Single Family Detached              360                358
341040417                                        CHARLOTTE                                      NC        28277       Primary            Condo Low-Rise Attached             360                359
341040427                                        CORNELIUS                                      NC        28031       Primary            PUD Detached                        360                360
341040478                                        ADVANCE                                        NC        27006       Primary            Single Family Detached              360                358
341040480                                        BLAIRSVILLE                                    GA        30512       Primary            Single Family Detached              360                358
341040486                                        BURGAW                                         NC        28425       Primary            Single Family Detached              360                359
341040513                                        DURHAM                                         NC        27703       Primary            PUD Detached                        360                359
341040514                                        STOCKBRIDGE                                    GA        30281       Primary            Single Family Detached              360                360
341040551                                        HIGH POINT                                     NC        27262       Primary            Single Family Detached              360                359
341040553                                        MONROE                                         GA        30655       Non-owner          Single Family Detached              360                359
341040556                                        MONROE                                         GA        30655       Non-owner          Single Family Detached              360                359
341040563                                        MONROE                                         GA        30655       Non-owner          2-4 Units Detached                  360                359
341040598                                        ROCK HILL                                      SC        29732       Primary            Single Family Detached              360                359
341040675                                        OXFORD                                         NC        27565       Primary            Single Family Detached              360                358
341040678                                        CONWAY                                         SC        29527       Primary            Single Family Detached              360                358
341040703                                        FAIR BLUFF                                     NC        28439       Primary            Single Family Detached              360                359
341040707                                        CAROLINA SHORES                                NC        28467       Primary            PUD Detached                        360                358
341040769                                        SNELLVILLE                                     GA        30078       Primary            Single Family Detached              360                359
341040779                                        VINEMONT                                       AL        35179       Primary            Single Family Detached              360                359
341040781                                        SNELLVILLE                                     GA        30078       Primary            Single Family Detached              360                358
341040845                                        IRMO                                           SC        29063       Non-owner          Single Family Detached              360                359
341040854                                        LOUISBURG                                      NC        27549       Primary            PUD Detached                        360                358
341040857                                        TUSCALOOSA                                     AL        35404       Primary            Single Family Detached              360                358
341040881                                        HILTON HEAD ISLAND                             SC        29926       Primary            Condo Low-Rise Attached             360                359
341040883                                        GAINESVILLE                                    GA        30507       Primary            Single Family Detached              360                359
341040892                                        MILLERS CREEK                                  NC        28651       Primary            Single Family Detached              360                358
341040911                                        LELAND                                         NC        28451       Primary            Single Family Detached              360                359
341040940                                        HUNTSVILLE                                     AL        35811       Primary            Single Family Detached              360                358
341040974                                        MOCKSVILLE                                     NC        27028       Primary            Single Family Detached              360                358
341041012                                        COLUMBIA                                       SC        29204       Primary            Single Family Detached              360                359
341041048                                        WINSTON SALEM                                  NC        27104       Primary            Single Family Detached              360                358
341041063                                        ATLANTA                                        GA        30316       Primary            Single Family Detached              360                359
341041085                                        CONCORD                                        NC        28025       Primary            PUD Detached                        360                358
341041086                                        ATLANTA                                        GA        30314       Non-owner          2-4 Units Detached                  360                359
341041099                                        GADSDEN                                        AL        35904       Primary            Single Family Detached              360                359
341041117                                        PAWLEYS ISLAND                                 SC        29585       Primary            PUD Detached                        360                359
341041119                                        COLUMBUS                                       GA        31907       Primary            Single Family Detached              360                358
341041125                                        BLUFFTON                                       SC        29910       Primary            PUD Detached                        360                359
341041150                                        LAWNDALE                                       NC        28090       Primary            Single Family Detached              360                359
341041155                                        CHARLOTTE                                      NC        28269       Primary            PUD Detached                        360                359
341041196                                        BALTIMORE                                      MD        21217       Non-owner          Single Family Attached              360                360
341041216                                        HIDDENITE                                      NC        28636       Primary            Single Family Detached              360                359
341041218                                        ATLANTA                                        GA        30309       Primary            Condo Low-Rise Attached             360                359
341041224                                        ASHEVILLE                                      NC        28806       Primary            Single Family Detached              360                358
341041226                                        LEICESTER                                      NC        28748       Primary            Single Family Detached              360                359
341041278                                        OCEAN SPRINGS                                  MS        39565       Primary            Single Family Detached              360                359
341041283                                        STATESVILLE                                    NC        28625       Primary            Single Family Detached              360                359
341041286                                        MABLETON                                       GA        30126       Primary            Single Family Detached              360                359
341041297                                        LIBERTY                                        SC        29657       Primary            Single Family Detached              360                359
341041311                                        ATLANTA                                        GA        30318       Non-owner          Single Family Detached              360                359
341041329                                        SYLVA                                          NC        28779       Non-owner          Single Family Detached              360                359
341041333                                        CAROLINA BEACH                                 NC        28428       Non-owner          Condo Low-Rise Attached             360                359
341041335                                        DELCO                                          NC        28436       Primary            Single Family Detached              360                359
341041339                                        CAROLINA BEACH                                 NC        28428       Non-owner          Condo Low-Rise Attached             360                359
341041344                                        MOBILE                                         AL        36605       Primary            Single Family Detached              360                359
341041384                                        LEICESTER                                      NC        28748       Primary            Single Family Detached              360                359
341041396                                        NAUVOO                                         AL        35578       Primary            Single Family Detached              360                359
341041401                                        LEXINGTON                                      NC        27295       Primary            Single Family Detached              360                359
341041447                                        FRANKLIN                                       NC        28734       Primary            Single Family Detached              360                359
341041460                                        MANTEO                                         NC        27954       Primary            PUD Detached                        360                359
341041492                                        SALISBURY                                      NC        28144       Primary            Single Family Detached              360                359
341041509                                        SAVANNAH                                       GA        31406       Primary            Single Family Detached              360                359
341041569                                        BIRMINGHAM                                     AL        35215       Non-owner          Single Family Detached              360                359
341041616                                        KENNER                                         LA        70065       Primary            Single Family Detached              360                359
341041620                                        BAKER                                          LA        70714       Primary            Single Family Detached              360                359
341041628                                        BATON ROUGE                                    LA        70817       Primary            Single Family Detached              360                359
341041695                                        ATLANTA                                        GA        30344       Primary            Single Family Detached              360                359
341041734                                        AHOSKIE                                        NC        27910       Primary            Single Family Detached              360                359
341041735                                        SALISBURY                                      NC        28146       Primary            Single Family Detached              360                359
341041736                                        WASHINGTON                                     NC        27889       Primary            Single Family Detached              360                359
341041744                                        MOBILE                                         AL        36606       Primary            Single Family Detached              360                359
341041797                                        SPARTANBURG                                    SC        29301       Non-owner          PUD Detached                        360                359
341041807                                        MYRTLE BEACH                                   SC        29577       Non-owner          PUD Attached                        360                359
341041815                                        GORDO                                          AL        35466       Primary            Single Family Detached              360                359
341041838                                        WILMINGTON                                     NC        28409       Primary            Single Family Detached              360                359
341041844                                        REX                                            GA        30273       Primary            Single Family Detached              360                359
341041851                                        STONE MOUNTAIN                                 GA        30087       Primary            PUD Detached                        360                359
341041905                                        SALISBURY                                      NC        28144       Primary            Single Family Detached              360                359
341041912                                        VILLA RICA                                     GA        30180       Non-owner          Single Family Detached              360                360
341041961                                        WADESBORO                                      NC        28170       Primary            Single Family Detached              360                359
341041965                                        ATLANTA                                        GA        30331       Non-owner          Single Family Detached              360                360
341041981                                        OAKBORO                                        NC        28129       Primary            Single Family Detached              360                359
341042040                                        HIGH POINT                                     NC        27260       Non-owner          2-4 Units Detached                  360                359
341042056                                        WADESBORO                                      NC        28170       Primary            Single Family Detached              360                359
341042057                                        ATLANTA                                        GA        30317       Non-owner          Condo Low-Rise Attached             360                359
341042090                                        COLUMBIA                                       SC        29229       Primary            Single Family Detached              180                180
341042093                                        HUEYTOWN                                       AL        35203       Non-owner          Single Family Detached              360                359
341042141                                        MYRTLE BEACH                                   SC        29572       Primary            PUD Attached                        360                360
341042172                                        CHARLOTTE                                      NC        28216       Primary            PUD Detached                        360                359
341042226                                        STRASBURG                                      VA        22657       Primary            Single Family Detached              360                360
341042313                                        WAKE FOREST                                    NC        27587       Primary            PUD Detached                        360                359
341042339                                        CHARLOTTE                                      NC        28269       Non-owner          Single Family Detached              360                359
341042405                                        KANNAPOLIS                                     NC        28083       Primary            Single Family Detached              360                359
341042410                                        SALUDA                                         SC        29138       Non-owner          Single Family Detached              360                359
341042487                                        ATLANTA                                        GA        30314       Non-owner          Single Family Detached              360                360
341042519                                        MERIDIANVILLE                                  AL        35759       Primary            Single Family Detached              360                359
341042540                                        RALEIGH                                        NC        27603       Primary            Single Family Detached              360                360
341042556                                        DECATUR                                        GA        30034       Primary            PUD Attached                        360                359
341042565                                        ANDREWS                                        SC        29510       Primary            Single Family Detached              360                359
341042571                                        VALDESE                                        NC        28690       Non-owner          Single Family Detached              360                360
341042576                                        COVINGTON                                      GA        30016       Primary            Single Family Detached              360                360
341042587                                        DUNN                                           NC        28334       Non-owner          Single Family Detached              360                360
341042592                                        BOILING SPRINGS                                NC        28152       Non-owner          Single Family Detached              360                360
341042605                                        GREENSBORO                                     NC        27405       Primary            Single Family Detached              360                360
341042654                                        GREENVILLE                                     NC        27834       Non-owner          PUD Attached                        360                360
341042689                                        HALLSBORO                                      NC        28442       Primary            Single Family Detached              360                360
341042697                                        BALL GROUND                                    GA        30107       Non-owner          Single Family Detached              360                359
341042737                                        RALEIGH                                        NC        27613       Primary            PUD Attached                        360                360
341042743                                        DENVER                                         NC        28037       Non-owner          PUD Detached                        360                360
341042758                                        DENVER                                         NC        28037       Primary            Single Family Detached              360                360
341042806                                        ATLANTA                                        GA        30314       Non-owner          Single Family Detached              360                360
341042840                                        SANFORD                                        NC        27332       Primary            Single Family Detached              360                360
341042981                                        CONCORD                                        NC        28025       Non-owner          Single Family Detached              360                360
341043014                                        SPRUCE PINE                                    NC        28777       Non-owner          Single Family Detached              360                360
341043037                                        TUSCALOOSA                                     AL        35405       Primary            Single Family Detached              360                359
341043133                                        CHARLOTTE                                      NC        28212       Primary            PUD Detached                        360                360
341043281                                        CHARLOTTE                                      NC        28216       Primary            PUD Detached                        360                360
341043325                                        GREENSBORO                                     NC        27401       Non-owner          Single Family Detached              360                360
341043388                                        CHARLOTTE                                      NC        28269       Non-owner          Single Family Detached              360                360
341043415                                        MOUNT PLEASANT                                 SC        29464       Non-owner          Condo Low-Rise Attached             360                360
341044032                                        SAVANNAH                                       GA        31406       Primary            Single Family Detached              360                360
341044124                                        SUMMERVILLE                                    SC        29485       Primary            Single Family Detached              360                360
341044263                                        CARY                                           NC        27513       Primary            Single Family Detached              360                360
351038412                                        HOUSTON                                        TX        77068       Primary            Single Family Detached              360                355
351038444                                        DENTON                                         TX        76210       Primary            PUD Detached                        360                353
351039017                                        BACLIFF                                        TX        77518       Primary            Single Family Detached              360                353
351039509                                        DICKINSON                                      TX        77573       Primary            PUD Detached                        360                354
351039554                                        PEARLAND                                       TX        77584       Primary            PUD Detached                        360                354
351039629                                        HOUSTON                                        TX        77065       Primary            PUD Detached                        360                354
351039698                                        LEAGUE CITY                                    TX        77573       Primary            PUD Detached                        360                354
351039899                                        HUTTO                                          TX        78634       Primary            Single Family Detached              360                354
351040200                                        BALCH SPRINGS                                  TX        75180       Primary            Single Family Detached              360                354
351040466                                        SOUR LAKE                                      TX        77659       Primary            Single Family Detached              360                355
351040735                                        ROUND ROCK                                     TX        78681       Primary            Single Family Detached              360                355
351040799                                        ALICE                                          TX        78332       Primary            Single Family Detached              360                355
351041157                                        KATY                                           TX        77449       Primary            Single Family Detached              360                355
351041596                                        HOUSTON                                        TX        77076       Primary            Single Family Detached              360                355
351041826                                        CEDAR CREEK                                    TX        78612       Primary            Single Family Detached              360                356
351041899                                        WEBSTER                                        TX        77598       Primary            PUD Detached                        360                356
351043156                                        SAN ANTONIO                                    TX        78244       Primary            PUD Detached                        360                358
351043342                                        KYLE                                           TX        78640       Primary            Single Family Detached              360                358
351043434                                        ROUND ROCK                                     TX        78664       Primary            PUD Detached                        360                358
351043436                                        CROSBY                                         TX        77532       Primary            PUD Detached                        360                358
351043458                                        HOUSTON                                        TX        77089       Primary            PUD Detached                        360                358
351043471                                        AUSTIN                                         TX        78753       Primary            Single Family Detached              360                359
351043487                                        HOUSTON                                        TX        77095       Primary            PUD Detached                        360                359
351043499                                        HOUSTON                                        TX        77044       Primary            Single Family Detached              360                359
351043551                                        SMITHVILLE                                     TX        78957       Primary            Single Family Detached              360                360
351043635                                        CHATTAHOOCHEE                                  FL        32324       Non-owner          Single Family Detached              360                359
351043713                                        HOUSTON                                        TX        77084       Primary            Single Family Detached              360                359
351043716                                        HOUSTON                                        TX        77071       Primary            Single Family Detached              360                359
351043793                                        BRADY                                          TX        76825       Primary            Single Family Detached              360                358
351043808                                        HOUSTON                                        TX        77004       Non-owner          Single Family Detached              360                358
351043889                                        KATY                                           TX        77449       Primary            PUD Detached                        360                359
351043957                                        LEVELLAND                                      TX        79336       Primary            Single Family Detached              360                359
351043973                                        HOUSTON                                        TX        77014       Non-owner          PUD Detached                        360                359
351044013                                        CUERO                                          TX        77954       Primary            Single Family Detached              360                359
351044134                                        CONROE                                         TX        77302       Primary            PUD Detached                        360                359
351044135                                        CHANNELVIEW                                    TX        77530       Primary            PUD Detached                        360                359
351044227                                        CORPUS CHRISTI                                 TX        78418       Non-owner          PUD Detached                        360                360
351044260                                        BAYTOWN                                        TX        77521       Primary            PUD Detached                        360                360
351044297                                        SAN MARCOS                                     TX        78666       Primary            PUD Detached                        360                359
351044339                                        HOUSTON                                        TX        77071       Non-owner          PUD Detached                        360                359
351044366                                        HEMPSTEAD                                      TX        77445       Primary            Single Family Detached              360                360
351044398                                        HOUSTON                                        TX        77083       Primary            PUD Detached                        360                359
351044452                                        SPRING                                         TX        77373       Primary            Single Family Detached              360                359
351044475                                        MOULTRIE                                       GA        31768       Primary            Single Family Detached              360                359
351044502                                        HOUSTON                                        TX        77047       Non-owner          PUD Detached                        360                360
351044507                                        MISSOURI CITY                                  TX        77489       Non-owner          PUD Detached                        360                360
351044509                                        HOUSTON                                        TX        77047       Non-owner          Single Family Detached              360                360
351044542                                        HOUSTON                                        TX        77031       Non-owner          PUD Detached                        360                360
351044553                                        HOUSTON                                        TX        77088       Primary            PUD Detached                        360                359
351044638                                        HOUSTON                                        TX        77088       Primary            PUD Detached                        360                359
351044703                                        HUMBLE                                         TX        77346       Primary            PUD Detached                        360                360
351044718                                        HARLINGEN                                      TX        78550       Second Home        Single Family Detached              360                360
351044759                                        AUSTIN                                         TX        78724       Primary            Single Family Detached              360                360
351044800                                        AUSTIN                                         TX        78750       Primary            Single Family Detached              360                360
351044891                                        KATY                                           TX        77450       Primary            Single Family Detached              360                360
351045046                                        CLEVELAND                                      TX        77327       Non-owner          Single Family Detached              360                360
351045203                                        TEMPLE                                         TX        76501       Primary            Single Family Detached              360                360
351045333                                        HUMBLE                                         TX        77339       Primary            PUD Detached                        360                360
351045613                                        WIMBERLEY                                      TX        78676       Non-owner          PUD Detached                        360                360
371038950                                        JACKSONVILLE                                   FL        32210       Primary            Single Family Detached              360                354
371039046                                        OCALA                                          FL        34480       Primary            Single Family Detached              360                354
371039219                                        PORT SAINT LUCIE                               FL        34983       Primary            Single Family Detached              360                355
371039667                                        NORTH PORT                                     FL        34286       Primary            Single Family Detached              360                355
371040079                                        JACKSONVILLE                                   FL        32225       Primary            PUD Detached                        360                357
371040316                                        PORT RICHEY                                    FL        34668       Primary            Single Family Detached              360                356
371040928                                        HOLLYWOOD                                      FL        33023       Primary            Single Family Detached              360                357
371041230                                        SAINT PETERSBURG                               FL        33703       Primary            Single Family Detached              360                357
371041231                                        NEW PORT RICHEY                                FL        34655       Primary            Single Family Detached              360                356
371041406                                        BRIDGETON                                      NJ        08302       Primary            Single Family Detached              360                360
371041638                                        ARCADIA                                        FL        34266       Non-owner          Single Family Detached              360                357
371041691                                        CAPE CORAL                                     FL        33990       Primary            Single Family Detached              360                357
371041787                                        PORT RICHEY                                    FL        34668       Primary            Single Family Detached              360                357
371042250                                        SEMINOLE                                       FL        33772       Primary            Single Family Detached              360                357
371042397                                        BEACHWOOD                                      NJ        08722       Primary            Single Family Detached              360                357
371042488                                        JACKSONVILLE                                   FL        32211       Primary            Single Family Detached              360                357
371042524                                        DELTONA                                        FL        32725       Primary            Single Family Detached              360                357
371042526                                        HOLIDAY                                        FL        34691       Primary            Single Family Detached              360                357
371042580                                        JACKSONVILLE                                   FL        32206       Primary            Single Family Detached              360                357
371042645                                        CROSSVILLE                                     TN        38571       Primary            Single Family Detached              360                357
371042739                                        VIRGINIA GARDENS                               FL        33166       Primary            Single Family Detached              360                357
371042801                                        LAKELAND                                       FL        33809       Primary            PUD Detached                        360                357
371042874                                        ORLANDO                                        FL        32808       Second Home        Single Family Detached              360                357
371042884                                        DELTONA                                        FL        32738       Non-owner          Single Family Detached              360                357
371042936                                        MARIETTA                                       GA        30062       Primary            Single Family Detached              360                359
371043017                                        TAMPA                                          FL        33625       Primary            Single Family Detached              360                358
371043101                                        NEW PORT RICHEY                                FL        34655       Primary            Single Family Detached              360                358
371043104                                        PORT CHARLOTTE                                 FL        33980       Non-owner          Single Family Detached              360                358
371043215                                        JACKSONVILLE BEACH                             FL        32250       Primary            Single Family Detached              360                357
371043226                                        WESTON                                         FL        33326       Primary            Condo Low-Rise Attached             360                357
371043332                                        EDGEWATER                                      FL        32141       Primary            Single Family Detached              360                357
371043436                                        ST. PETERSBURG                                 FL        33708       Primary            Single Family Detached              360                357
371043438                                        WINTER SPRINGS                                 FL        32708       Primary            PUD Detached                        360                359
371043455                                        CAPE CORAL                                     FL        33904       Second Home        Single Family Detached              360                357
371043483                                        ST PETERSBURG                                  FL        33711       Non-owner          Single Family Detached              360                357
371043494                                        BRANDON                                        FL        33511       Primary            PUD Detached                        360                358
371043548                                        LAKELAND                                       FL        33801       Primary            Single Family Detached              360                360
371043579                                        SPRING HILL                                    FL        34608       Primary            Single Family Detached              360                358
371043582                                        DESTIN                                         FL        32541       Primary            Single Family Detached              360                358
371043589                                        TAMPA                                          FL        33615       Primary            Single Family Detached              360                358
371043700                                        ORLANDO                                        FL        32828       Primary            Single Family Detached              360                358
371043714                                        BELLEVIEW                                      FL        34420       Second Home        Single Family Detached              360                358
371043716                                        OLD TOWN                                       FL        32680       Primary            Single Family Detached              360                358
371043722                                        MYAKKA CITY                                    FL        34251       Primary            Single Family Detached              360                358
371043792                                        LEHIGH ACRES                                   FL        33971       Non-owner          2-4 Units Attached                  360                358
371043842                                        ORLANDO                                        FL        32824       Primary            PUD Detached                        360                358
371043883                                        TARPON SPRINGS                                 FL        34689       Primary            Single Family Detached              360                358
371043897                                        BRANDON                                        FL        33510       Primary            Single Family Detached              360                358
371043920                                        JACKSONVILLE                                   FL        32208       Primary            Single Family Detached              360                358
371043947                                        ORLANDO                                        FL        32825       Non-owner          PUD Detached                        360                358
371044001                                        SATSUMA                                        FL        32189       Primary            Single Family Detached              360                359
371044011                                        CLEARWATER                                     FL        33756       Primary            2-4 Units Attached                  360                359
371044012                                        TAMPA                                          FL        33612       Primary            Single Family Detached              360                359
371044046                                        JOPPA                                          MD        21085       Primary            Single Family Attached              360                359
371044059                                        LARGO                                          FL        33778       Primary            Single Family Detached              360                358
371044089                                        ORLANDO                                        FL        32817       Primary            PUD Detached                        360                358
371044105                                        WINTER SPRINGS                                 FL        32708       Primary            Single Family Detached              360                359
371044170                                        WEST PALM BEACH                                FL        33404       Non-owner          2-4 Units Detached                  360                359
371044190                                        PORTLAND                                       IN        47371       Non-owner          Single Family Detached              360                359
371044305                                        ORLANDO                                        FL        32807       Primary            Condo Low-Rise Attached             360                358
371044330                                        ORLANDO                                        FL        32824       Second Home        PUD Detached                        360                359
371044362                                        MABLETON                                       GA        30126       Primary            Single Family Detached              360                358
371044364                                        VALRICO                                        FL        33594       Primary            PUD Detached                        360                358
371044388                                        FORT MYERS                                     FL        33967       Primary            PUD Detached                        360                359
371044390                                        LINEVILLE                                      AL        36266       Primary            Single Family Detached              360                358
371044392                                        CAPE CORAL                                     FL        33991       Primary            Single Family Detached              360                358
371044395                                        BOCA RATON                                     FL        33428       Second Home        Single Family Detached              360                359
371044419                                        LARGO                                          FL        33777       Primary            Single Family Detached              360                358
371044420                                        ALFORD                                         FL        32420       Primary            Single Family Detached              360                358
371044445                                        TAMPA                                          FL        33624       Primary            Single Family Detached              360                358
371044538                                        NEW PORT RICHEY                                FL        34654       Primary            Single Family Detached              360                359
371044545                                        JACKSONVILLE                                   FL        32254       Non-owner          Single Family Detached              360                359
371044566                                        CLEARWATER                                     FL        33755       Primary            Single Family Detached              360                358
371044575                                        DELTONA                                        FL        32738       Primary            Single Family Detached              360                358
371044595                                        BAY MINETTE                                    AL        36507       Primary            PUD Detached                        360                358
371044601                                        DAYTONA BEACH                                  FL        32117       Primary            Single Family Detached              360                359
371044616                                        SANFORD                                        FL        32771       Non-owner          Single Family Detached              360                358
371044635                                        ORLANDO                                        FL        32809       Primary            Single Family Detached              360                358
371044636                                        BRADENTON                                      FL        34208       Second Home        Single Family Detached              360                358
371044643                                        INDIANAPOLIS                                   IN        46222       Primary            Single Family Detached              360                358
371044648                                        DUNDALK                                        MD        21222       Non-owner          Single Family Attached              360                359
371044658                                        FT MYERS                                       FL        33913       Primary            Single Family Detached              360                358
371044672                                        OCOEE                                          FL        34761       Primary            Single Family Detached              360                359
371044702                                        ORLANDO                                        FL        32810       Primary            Single Family Detached              360                359
371044708                                        PINELLAS PARK                                  FL        33781       Non-owner          Single Family Detached              360                359
371044716                                        ORLANDO                                        FL        32829       Primary            Single Family Detached              360                358
371044732                                        PENSACOLA                                      FL        32505       Primary            Single Family Detached              360                359
371044764                                        PORT CHARLOTTE                                 FL        33952       Second Home        Single Family Detached              360                358
371044801                                        ROCKVILLE                                      MD        20853       Primary            Single Family Detached              360                358
371044875                                        WINTER HAVEN                                   FL        33884       Primary            PUD Detached                        360                359
371044876                                        MIAMI                                          FL        33176       Primary            Single Family Detached              360                359
371044898                                        ORLANDO                                        FL        32825       Primary            PUD Detached                        360                358
371044910                                        ORLANDO                                        FL        32812       Primary            Single Family Detached              360                359
371044926                                        LAKELAND                                       FL        33810       Primary            Single Family Detached              360                359
371044928                                        BONITA SPRINGS                                 FL        34134       Non-owner          Condo Low-Rise Attached             360                359
371044942                                        ORLANDO                                        FL        32837       Primary            PUD Detached                        360                358
371044947                                        ORLANDO                                        FL        32837       Primary            Single Family Detached              360                358
371044973                                        SAINT LOUIS                                    MO        63118       Primary            Single Family Detached              360                358
371044974                                        TAMPA                                          FL        33624       Primary            PUD Detached                        360                360
371044994                                        MURFREESBORO                                   TN        37129       Primary            Single Family Detached              360                358
371045028                                        JACKSONVILLE                                   FL        32218       Primary            Single Family Detached              360                358
371045084                                        TAMPA                                          FL        33624       Primary            Single Family Detached              360                358
371045124                                        VERSAILLES                                     KY        40383       Primary            Single Family Detached              360                357
371045132                                        TALLAHASSEE                                    FL        32301       Non-owner          Single Family Attached              360                360
371045135                                        MOORESBURG                                     TN        37811       Primary            Single Family Detached              360                358
371045165                                        SARASOTA                                       FL        34231       Primary            Single Family Detached              360                359
371045181                                        LAKE WORTH                                     FL        33462       Primary            PUD Detached                        360                359
371045185                                        OCALA                                          FL        34473       Primary            Single Family Detached              360                359
371045201                                        LAKELAND                                       FL        33803       Primary            Single Family Detached              360                359
371045278                                        LEESBURG                                       FL        34748       Primary            Single Family Detached              360                359
371045284                                        BENSON                                         MN        56215       Primary            Single Family Detached              360                359
371045304                                        FORT MYERS                                     FL        33967       Primary            Single Family Detached              360                358
371045311                                        LAKELAND                                       FL        33810       Non-owner          Single Family Detached              360                359
371045353                                        HOMOSASSA                                      FL        34446       Primary            Single Family Detached              360                359
371045374                                        TULLAHOMA                                      TN        37388       Primary            Single Family Detached              360                359
371045378                                        DADE CITY                                      FL        33525       Primary            Single Family Detached              360                359
371045383                                        INDIANAPOLIS                                   IN        46227       Non-owner          Single Family Detached              360                359
371045405                                        SAINT CLOUD                                    FL        34772       Primary            Single Family Detached              360                359
371045457                                        SEMINOLE                                       FL        33772       Primary            Single Family Detached              360                359
371045472                                        TAMPA                                          FL        33634       Primary            Single Family Detached              360                359
371045473                                        PORT CHARLOTTE                                 FL        33952       Non-owner          Single Family Detached              360                359
371045474                                        SILVER SPRINGS                                 FL        34488       Non-owner          Single Family Detached              360                359
371045495                                        SAINT PETERSBURG                               FL        33702       Primary            Single Family Detached              360                359
371045509                                        LAKELAND                                       FL        33812       Primary            Single Family Detached              360                359
371045532                                        FORT MYERS                                     FL        33905       Primary            Single Family Detached              360                359
371045564                                        APOPKA                                         FL        32712       Primary            Single Family Detached              360                359
371045574                                        ORLANDO                                        FL        32803       Primary            Single Family Detached              360                360
371045584                                        ST PETERSBURG                                  FL        33712       Non-owner          Single Family Detached              360                359
371045627                                        MEMPHIS                                        TN        38134       Primary            Single Family Detached              360                359
371045649                                        ENGLEWOOD                                      FL        34224       Primary            Single Family Detached              360                359
371045682                                        SARASOTA                                       FL        34233       Non-owner          PUD Detached                        360                359
371045685                                        MOUNT DORA                                     FL        32757       Non-owner          Single Family Detached              360                359
371045709                                        SAINT PETERSBURG                               FL        33714       Non-owner          2-4 Units Detached                  360                359
371045750                                        PORT ORANGE                                    FL        32127       Primary            Single Family Detached              360                359
371045754                                        INDIANAPOLIS                                   IN        46205       Non-owner          Single Family Detached              360                359
371045755                                        SAINT PETERSBURG                               FL        33713       Primary            Single Family Detached              360                359
371045756                                        LAND O LAKES                                   FL        34638       Primary            Single Family Detached              360                359
371045760                                        LONGWOOD                                       FL        32779       Primary            Single Family Detached              360                359
371045770                                        GAFFNEY                                        SC        29341       Non-owner          Single Family Detached              360                359
371045829                                        DISTRICT HEIGHTS                               MD        20747       Primary            Single Family Detached              360                360
371045832                                        FORT WALTON BEACH                              FL        32548       Primary            Single Family Detached              360                359
371045836                                        CLERMONT                                       FL        34714       Primary            Single Family Detached              360                359
371045844                                        HOLLYWOOD                                      FL        33021       Non-owner          Single Family Detached              360                359
371045859                                        TAMPA                                          FL        33624       Primary            Single Family Detached              360                359
371045913                                        ORLANDO                                        FL        32810       Primary            Single Family Detached              360                359
371045938                                        KISSIMMEE                                      FL        34744       Primary            Single Family Detached              360                359
371045942                                        MONON                                          IN        47959       Primary            Single Family Detached              360                359
371045950                                        RALEIGH                                        NC        27610       Non-owner          Single Family Detached              360                359
371045952                                        LAKE WORTH                                     FL        33463       Primary            Single Family Detached              360                359
371045954                                        MONTICELLO                                     FL        32344       Primary            Single Family Detached              360                359
371045969                                        POMPANO BEACH                                  FL        33064       Primary            Single Family Detached              360                359
371045979                                        TAMPA                                          FL        33613       Non-owner          Single Family Detached              360                359
371045983                                        FORT MYERS                                     FL        33967       Primary            Single Family Detached              360                359
371046003                                        MARION                                         IN        46953       Non-owner          2-4 Units Detached                  360                360
371046007                                        MARION                                         IN        46953       Non-owner          Single Family Detached              360                360
371046008                                        MARION                                         IN        46953       Non-owner          Single Family Detached              360                360
371046039                                        LAKELAND                                       FL        33801       Primary            PUD Attached                        360                359
371046040                                        JACKSONVILLE                                   FL        32210       Primary            Single Family Detached              360                359
371046046                                        MILWAUKEE                                      WI        53214       Non-owner          2-4 Units Detached                  360                359
371046052                                        JACKSONVILLE                                   AL        36265       Primary            Single Family Detached              360                359
371046056                                        SAINT PETERSBURG                               FL        33703       Primary            Single Family Detached              360                359
371046087                                        ST PETERSBURG                                  FL        33713       Primary            Single Family Detached              360                359
371046102                                        APOPKA                                         FL        32712       Primary            Single Family Detached              360                359
371046106                                        SUFFOLK                                        VA        23434       Non-owner          Single Family Detached              360                359
371046109                                        LOUISVILLE                                     KY        40219       Primary            Single Family Detached              360                359
371046161                                        DELTONA                                        FL        32738       Primary            Single Family Detached              360                360
371046223                                        ORLANDO                                        FL        32811       Primary            Single Family Detached              360                359
371046229                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
371046245                                        CHARLESTON                                     SC        29407       Non-owner          2-4 Units Attached                  360                359
371046248                                        CAPE CORAL                                     FL        33914       Primary            Single Family Detached              360                360
371046258                                        NORTH PORT                                     FL        34287       Non-owner          Single Family Detached              360                359
371046277                                        WEBSTER                                        FL        33597       Non-owner          Single Family Detached              360                359
371046349                                        DAYTONA BEACH                                  FL        32118       Non-owner          Single Family Detached              360                360
371046356                                        TAMPA                                          FL        33607       Non-owner          Single Family Detached              360                359
371046377                                        RICHMOND                                       VA        23233       Non-owner          Single Family Detached              360                359
371046385                                        LAKE MARY                                      FL        32746       Primary            PUD Detached                        360                359
371046507                                        PLANT CITY                                     FL        33563       Primary            Single Family Detached              360                360
371046524                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
371046538                                        ORLANDO                                        FL        32825       Non-owner          Single Family Detached              360                360
371046558                                        PORT ST LUCIE                                  FL        34953       Non-owner          Single Family Detached              360                360
371046577                                        SUMMERFIELD                                    FL        34491       Second Home        Single Family Detached              360                359
371046587                                        BRANDON                                        FL        33511       Primary            Single Family Detached              360                360
371046623                                        KISSIMMEE                                      FL        34759       Non-owner          PUD Detached                        360                360
371046628                                        KISSIMMEE                                      FL        34759       Non-owner          PUD Detached                        360                360
371046630                                        OCALA                                          FL        34472       Primary            Single Family Detached              360                360
371046676                                        WALKERTOWN                                     NC        27051       Non-owner          Single Family Detached              360                360
371046688                                        CLEARWATER                                     FL        33755       Primary            Single Family Detached              360                359
371046693                                        NEW PORT RICHEY                                FL        34653       Primary            PUD Detached                        360                360
371046714                                        PUNTA GORDA                                    FL        33983       Primary            PUD Detached                        360                359
371046775                                        CUMMING                                        GA        30040       Primary            Single Family Detached              360                360
371046797                                        MEMPHIS                                        TN        38115       Primary            Single Family Detached              360                356
371046822                                        MIDDLEBURG                                     FL        32068       Second Home        PUD Detached                        360                360
371046826                                        MIAMI                                          FL        33186       Non-owner          PUD Detached                        360                360
371046827                                        ORLANDO                                        FL        32808       Non-owner          Single Family Detached              360                360
371046832                                        NEW PORT RICHEY                                FL        34655       Primary            Single Family Detached              360                360
371046862                                        CAPE MAY                                       NJ        08204       Primary            Single Family Detached              360                357
371046872                                        LABELLE                                        FL        33935       Primary            Single Family Detached              360                360
371046900                                        EUFAULA                                        AL        36027       Non-owner          Single Family Detached              360                360
371046941                                        TAMPA                                          FL        33604       Primary            Single Family Detached              360                360
371046980                                        JACKSONVILLE                                   FL        32211       Non-owner          Single Family Detached              360                360
371047009                                        DELTONA                                        FL        32738       Primary            Single Family Detached              360                360
371047068                                        CASSELBERRY                                    FL        32707       Non-owner          Single Family Detached              360                360
371047105                                        PALM BAY                                       FL        32907       Non-owner          Single Family Detached              360                360
371047136                                        CAPE CORAL                                     FL        33990       Non-owner          Single Family Detached              360                360
371047302                                        FORT MYERS                                     FL        33916       Non-owner          2-4 Units Detached                  360                359
371047399                                        LAKELAND                                       FL        33815       Primary            Single Family Detached              360                360
371047422                                        ST CLOUD                                       FL        34769       Second Home        PUD Detached                        360                360
371047478                                        TAMPA                                          FL        33610       Non-owner          Single Family Detached              360                360
371047509                                        OCALA                                          FL        34482       Non-owner          Single Family Detached              360                360
371047512                                        OCALA                                          FL        34482       Non-owner          Single Family Detached              360                360
371047526                                        OCALA                                          FL        34473       Non-owner          Single Family Detached              360                360
371047537                                        FORT MEADE                                     FL        33841       Primary            Single Family Detached              360                360
371047551                                        JACKSONVILLE                                   FL        32257       Non-owner          Single Family Detached              360                360
371047564                                        ORLANDO                                        FL        32822       Primary            Single Family Detached              360                359
371047640                                        TAMPA                                          FL        33604       Primary            Single Family Detached              360                360
371047666                                        SAINT PETERSBURG                               FL        33710       Non-owner          Single Family Detached              360                360
371047742                                        WINTER HAVEN                                   FL        33881       Primary            Single Family Detached              360                360
371047860                                        OCALA                                          FL        34479       Non-owner          Single Family Detached              360                360
371048025                                        PALM BAY                                       FL        32909       Non-owner          Single Family Detached              360                360
371048067                                        PALM HARBOR                                    FL        34683       Primary            PUD Attached                        360                360
371048071                                        NAPLES                                         FL        34109       Primary            Single Family Detached              360                360
371048140                                        NORTH PORT                                     FL        34286       Non-owner          Single Family Detached              360                360
371048243                                        TAVARES                                        FL        32778       Non-owner          PUD Detached                        360                360
371048547                                        ORANGE CITY                                    FL        32763       Primary            Single Family Detached              360                360
381029925                                        NORTHBRIDGE                                    MA        01588       Primary            Single Family Detached              360                356
381030190                                        EAST PROVIDENCE                                RI        02914       Primary            Single Family Detached              360                356
381030377                                        PORTSMOUTH                                     VA        23702       Primary            Single Family Detached              360                356
401009249                                        6 BELLEVILLE                                   NJ        07109       Primary            Condo Low-Rise Attached             360                353
401009857                                        SIOUX CITY                                     IA        51106       Primary            Single Family Detached              360                354
411000250                                        CALDWELL                                       ID        83605       Primary            Single Family Detached              360                355
411000343                                        BRICK                                          NJ        08724       Primary            Condo Low-Rise Attached             360                355
411001253                                        BALTIMORE                                      MD        21216       Primary            Single Family Detached              360                358
411001376                                        CULVER CITY                                    CA        90230       Primary            Condo Low-Rise Attached             360                357
411001399                                        TOMS RIVER                                     NJ        08753       Primary            Single Family Detached              360                356
411001452                                        HIGHLAND                                       NY        12528       Primary            Single Family Detached              360                356
411001523                                        ELGIN                                          OR        97827       Primary            Single Family Detached              360                357
411001540                                        EDGERTON                                       WI        53534       Primary            Single Family Detached              360                356
411001561                                        LITTLESTOWN                                    PA        17340       Primary            Single Family Detached              360                357
411001758                                        BLOOMFIELD                                     NJ        07003       Primary            2-4 Units Detached                  360                358
411001764                                        ALLENSPARK                                     CO        80510       Second Home        Single Family Detached              360                358
411001811                                        MUKILTEO                                       WA        98275       Primary            Single Family Detached              360                358
411001865                                        SANGER                                         CA        93657       Primary            Single Family Detached              360                357
411001885                                        CLEARLAKE OAKS                                 CA        95423       Primary            PUD Detached                        360                357
411001959                                        SAINT LOUIS                                    MO        63138       Primary            Single Family Detached              360                357
411002044                                        ROSEDALE                                       NY        11422       Primary            Single Family Detached              360                358
411002058                                        DALLAS                                         TX        75217       Primary            Single Family Detached              360                358
411002081                                        NORWALK                                        CT        06854       Primary            2-4 Units Detached                  360                358
411002102                                        MERIDEN                                        CT        06540       Non-owner          2-4 Units Detached                  360                357
411002107                                        SAN ANTONIO                                    TX        78214       Primary            Single Family Detached              360                358
411002123                                        HARTSVILLE                                     IN        47244       Primary            Single Family Detached              360                357
411002140                                        LITTLE EGG HARBOR TWP                          NJ        08087       Primary            Single Family Detached              360                357
411002233                                        VERNON                                         CT        06066       Non-owner          Single Family Detached              360                359
411002301                                        WALPOLE                                        NH        03608       Primary            Single Family Detached              360                358
411002309                                        SIDNEY CENTER                                  NY        13839       Primary            Single Family Detached              360                359
411002319                                        FARMLAND                                       IN        47340       Primary            Single Family Detached              360                358
411002331                                        SANTA CRUZ                                     CA        95065       Primary            Single Family Detached              360                358
411002338                                        WEST ISLIP                                     NY        11795       Primary            Single Family Detached              360                358
411002340                                        LONDON                                         OH        43140       Primary            Single Family Detached              360                358
411002347                                        BROOKLYN                                       NY        11236       Primary            2-4 Units Attached                  360                358
411002363                                        CORAOPOLIS                                     PA        15108       Primary            Single Family Detached              360                358
411002372                                        PHOENIX                                        AZ        85032       Primary            Single Family Detached              360                358
411002374                                        COMPTON                                        CA        90221       Primary            Single Family Detached              360                358
411002395                                        COOK                                           MN        55723       Primary            Single Family Detached              360                358
411002396                                        HAZEL CREST                                    IL        60429       Primary            Single Family Detached              360                358
411002412                                        GAINESVILLE                                    GA        30507       Primary            Single Family Detached              360                358
411002429                                        NEW BEDFORD                                    MA        02740       Primary            2-4 Units Detached                  360                358
411002431                                        JACKSONVILLE                                   FL        32224       Primary            PUD Detached                        360                358
411002475                                        ATTLEBORO                                      MA        02703       Primary            Single Family Detached              360                358
411002484                                        COEUR D'ALENE                                  ID        83814       Primary            Single Family Detached              360                358
411002504                                        SAN ANTONIO                                    TX        78201       Primary            Single Family Detached              360                359
411002519                                        SANFORD                                        CO        81151       Primary            Single Family Detached              360                358
411002525                                        BATON ROUGE                                    LA        70814       Primary            Single Family Detached              360                358
411002549                                        DIBERVILLE                                     MS        39540       Primary            Single Family Detached              360                359
411002551                                        BROOMFIELD                                     CO        80020       Primary            Single Family Detached              360                358
411002562                                        VILLAS                                         NJ        08251       Primary            Single Family Detached              360                358
411002570                                        BROOKSHIRE                                     TX        77423       Primary            Single Family Detached              360                360
411002574                                        NORTH LAS VEGAS                                NV        89031       Primary            Single Family Detached              360                358
411002578                                        WILMINGTON                                     DE        19802       Primary            Single Family Attached              360                358
411002581                                        SOUTH PLAINFIELD                               NJ        07080       Primary            Condo Low-Rise Attached             360                358
411002585                                        STEWARTSTOWN                                   PA        17363       Primary            Single Family Detached              360                358
411002588                                        OROVILLE                                       CA        95966       Non-owner          Single Family Detached              360                359
411002594                                        HOPKINS                                        SC        29061       Primary            Single Family Detached              360                360
411002626                                        HICKORY                                        NC        28601       Second Home        Condo Low-Rise Attached             360                359
411002639                                        COTTAGE GROVE                                  MN        55016       Primary            Single Family Detached              360                359
411002663                                        POOLER                                         GA        31322       Primary            Single Family Detached              360                359
411002666                                        NORTHBRIDGE                                    MA        01534       Primary            Single Family Detached              360                359
411002670                                        MARLBOROUGH                                    CT        06447       Primary            Single Family Detached              360                359
411002691                                        WILLARD                                        NC        28478       Primary            Single Family Detached              360                359
411002719                                        KISSIMMEE                                      FL        34759       Primary            PUD Detached                        360                359
411002734                                        NATICK                                         MA        01760       Primary            Single Family Detached              360                358
411002735                                        PHILADELPHIA                                   PA        19122       Primary            Single Family Attached              360                358
411002737                                        NORFOLK                                        VA        23505       Primary            Single Family Detached              360                358
411002739                                        MINEOLA                                        NY        11501       Non-owner          2-4 Units Detached                  360                359
411002741                                        COMPTON                                        CA        90221       Primary            Single Family Detached              360                359
411002767                                        TERRYVILLE                                     CT        06786       Primary            Single Family Detached              360                360
411002781                                        JAMAICA                                        NY        11436       Primary            Single Family Detached              360                359
411002797                                        BETHEL                                         CT        06801       Primary            Single Family Detached              360                359
411002801                                        REISTERSTOWN                                   MD        21136       Primary            Single Family Detached              360                359
411002844                                        HILLSBORO                                      OR        97123       Primary            Single Family Detached              360                359
411002849                                        DETROIT                                        MI        48238       Primary            2-4 Units Detached                  360                360
411002850                                        BRENHAM                                        TX        77833       Primary            PUD Detached                        360                360
411002853                                        EDGEFIELD                                      SC        29824       Primary            Single Family Detached              360                359
411002855                                        REDFORD                                        MI        48239       Primary            Single Family Detached              360                359
411002870                                        CALERA                                         AL        35040       Primary            Single Family Detached              180                180
411002886                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                359
411002897                                        WILMINGTON                                     NC        28409       Primary            Single Family Detached              360                359
411002906                                        KANSAS CITY                                    MO        64130       Primary            Single Family Detached              360                359
411002911                                        FRESNO                                         CA        93727       Primary            Single Family Detached              360                359
411002917                                        BRADLEY                                        CA        93426       Primary            Single Family Detached              360                358
411002920                                        STRATFORD                                      CT        06614       Primary            Single Family Detached              360                359
411002937                                        EAST WENATCHEE                                 WA        98802       Non-owner          Single Family Detached              360                360
411002938                                        FORT WORTH                                     TX        76137       Primary            Single Family Detached              360                359
411002946                                        DORCHESTER CENTER                              MA        02124       Primary            Single Family Detached              360                359
411002948                                        HAZLET                                         NJ        07730       Primary            Single Family Detached              360                359
411002957                                        AMENIA                                         NY        12501       Primary            Single Family Detached              360                359
411002966                                        ARLINGTON                                      WA        98223       Primary            Single Family Detached              360                359
411002977                                        PALM BAY                                       FL        32907       Primary            Single Family Detached              360                359
411002980                                        VENICE                                         FL        34293       Primary            Condo Low-Rise Attached             360                359
411002982                                        WASHINGTON                                     VT        05675       Non-owner          Single Family Detached              360                359
411002986                                        LAKE ZURICH                                    IL        60047       Primary            Single Family Detached              360                359
411002989                                        PORT ST LUCIE                                  FL        34953       Primary            Single Family Detached              360                359
411002999                                        DETROIT                                        MI        48205       Non-owner          2-4 Units Attached                  360                359
411003002                                        LAS VEGAS                                      NV        89131       Non-owner          Single Family Detached              360                359
411003015                                        JAMAICA                                        NY        11436       Non-owner          2-4 Units Detached                  360                359
411003024                                        PHILADELPHIA                                   PA        19148       Primary            Single Family Attached              360                359
411003033                                        NEW HAVEN                                      CT        06511       Non-owner          2-4 Units Detached                  360                359
411003046                                        NEWBURGH                                       NY        12550       Primary            Single Family Detached              360                359
411003060                                        WALDEN                                         NY        12586       Primary            Single Family Detached              360                360
411003064                                        LANSING                                        MI        48917       Primary            Single Family Detached              360                359
411003082                                        PEORIA                                         AZ        85382       Primary            PUD Detached                        360                359
411003087                                        DOVER                                          DE        19904       Primary            Single Family Detached              360                360
411003106                                        ANCHORAGE                                      AK        99502       Primary            Single Family Detached              360                359
411003145                                        SYRACUSE                                       UT        84075       Primary            Single Family Detached              360                359
411003147                                        SAINT DAVID                                    ME        04773       Primary            Single Family Detached              360                359
411003157                                        LEE                                            FL        32059       Primary            Single Family Detached              360                360
411003171                                        NEW PORT RICHEY                                FL        34653       Non-owner          2-4 Units Detached                  360                360
411003173                                        RATHDRUM                                       ID        83858       Primary            Single Family Detached              360                359
411003180                                        HOUSTON                                        TX        77075       Primary            Single Family Detached              360                360
411003183                                        GLEN BURNIE                                    MD        21060       Primary            Single Family Detached              360                359
411003189                                        COEUR D ALENE                                  ID        83814       Primary            Single Family Detached              360                359
411003191                                        CHICAGO HEIGHTS                                IL        60411       Non-owner          Single Family Detached              360                359
411003196                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                359
411003200                                        HILLSBORO                                      MO        63050       Primary            Single Family Detached              360                360
411003206                                        PASADENA                                       TX        77502       Primary            Single Family Detached              360                359
411003230                                        MANAHAWKIN                                     NJ        08050       Primary            Single Family Detached              360                359
411003236                                        EDGEWATER                                      NJ        07020       Primary            Condo Low-Rise Attached             360                360
411003253                                        PHOENIX                                        AZ        85006       Non-owner          2-4 Units Detached                  360                359
411003256                                        WOODBRIDGE                                     VA        22191       Primary            Single Family Detached              360                359
411003261                                        LAKE ARIEL                                     PA        18436       Second Home        PUD Detached                        360                359
411003265                                        CHESAPEAKE                                     VA        23322       Primary            Single Family Detached              360                359
411003271                                        HOUSTON                                        TX        77084       Primary            PUD Detached                        360                360
411003276                                        NEW BRUNSWICK                                  NJ        08901       Non-owner          2-4 Units Detached                  360                359
411003284                                        MONROE                                         MI        48162       Primary            Single Family Detached              360                359
411003311                                        ATLANTA                                        GA        30310       Non-owner          Single Family Detached              360                359
411003321                                        TRENTON                                        NJ        08610       Primary            Single Family Attached              360                359
411003339                                        WINAMAC                                        IN        46996       Primary            Single Family Detached              360                359
411003340                                        SANGER                                         TX        76266       Primary            Single Family Detached              360                359
411003341                                        CLINTON                                        UT        84015       Primary            Single Family Detached              360                359
411003353                                        LOGANSPORT                                     IN        46947       Primary            Single Family Detached              360                360
411003359                                        ATTLEBORO                                      MA        02703       Primary            2-4 Units Detached                  360                359
411003360                                        TOMS RIVER                                     NJ        08753       Primary            Single Family Detached              360                359
411003368                                        COLCHESTER                                     CT        06415       Primary            Single Family Detached              360                359
411003377                                        LETTS                                          IA        52754       Primary            Single Family Detached              360                359
411003388                                        POCATELLO                                      ID        83201       Primary            Single Family Detached              360                359
411003392                                        WASHINGTON                                     DC        20019       Primary            Single Family Attached              360                360
411003404                                        SALEM                                          NJ        08079       Primary            Single Family Detached              180                179
411003416                                        GROVE                                          OK        74344       Primary            Single Family Detached              360                359
411003421                                        HONOKAA                                        HI        96727       Primary            Single Family Detached              360                359
411003433                                        CENTRAL POINT                                  OR        97502       Primary            Single Family Detached              360                359
411003438                                        ESSINGTON                                      PA        19029       Primary            Single Family Attached              360                359
411003444                                        GOFFSTOWN                                      NH        03045       Primary            Single Family Detached              360                359
411003448                                        GLASTONBURY                                    CT        06033       Primary            Single Family Detached              360                359
411003457                                        NEW ORLEANS                                    LA        70131       Primary            Single Family Detached              360                359
411003462                                        ROSEDALE                                       NY        11422       Primary            2-4 Units Detached                  360                360
411003466                                        SEATTLE                                        WA        98144       Primary            Single Family Detached              360                359
411003478                                        KATY                                           TX        77450       Primary            PUD Detached                        360                360
411003483                                        BRIDGEPORT                                     CT        06606       Primary            Condo Low-Rise Attached             360                359
411003500                                        WATERFORD                                      CT        06375       Primary            Single Family Detached              360                360
411003516                                        ELKTON                                         MD        21921       Primary            Single Family Detached              360                360
411003533                                        SOUTH TOMS RIVER                               NJ        08757       Primary            Single Family Detached              360                360
411003543                                        BATON ROUGE                                    LA        70811       Primary            Single Family Detached              360                360
411003548                                        NAZARETH                                       PA        18064       Primary            Single Family Detached              360                360
411003567                                        WASHINGTON                                     DC        20002       Primary            Single Family Attached              360                360
411003580                                        FORT WORTH                                     TX        76117       Primary            Single Family Detached              360                360
411003581                                        WESTBROOK                                      ME        04092       Primary            Single Family Detached              360                360
411003603                                        TALLAHASSEE                                    FL        32303       Primary            Single Family Detached              360                359
411003613                                        NEW CITY                                       NY        10956       Primary            Single Family Detached              360                360
411003648                                        MESQUITE                                       TX        75150       Primary            PUD Attached                        360                360
411003718                                        SOUTHAMPTON                                    NJ        08088       Primary            Single Family Detached              360                360
411003721                                        PROVIDENCE FORGE                               VA        23140       Primary            Single Family Detached              360                360
411003759                                        LEESBURG                                       GA        31763       Primary            Single Family Detached              360                360
411003834                                        WILLINGBORO                                    NJ        08046       Primary            Single Family Detached              360                360
411003838                                        GRAND JUNCTION                                 CO        81505       Primary            Single Family Detached              360                360
411003863                                        CERES                                          CA        95307       Primary            Single Family Detached              360                360
411003865                                        PENDLETON                                      OR        97801       Primary            Single Family Detached              360                360
411004195                                        LEWISVILLE                                     TX        75067       Primary            Single Family Detached              360                360
421000467                                        DURYEA                                         PA        18642       Primary            2-4 Units Detached                  360                359
421000624                                        CRYSTAL LAKE                                   IL        60014       Primary            Single Family Detached              240                236
421001176                                        MOBILE                                         AL        36605       Primary            Single Family Detached              360                359
421001417                                        MEDFORD (T\O BROOKHAVEN)                       NY        11763       Primary            Single Family Detached              360                356
421001519                                        WINTHROP                                       ME        04364       Primary            Single Family Detached              360                359
421001580                                        EXCELSIOR                                      MN        55331       Primary            Single Family Detached              360                357
421001606                                        SANFORD                                        NC        27332       Primary            Single Family Detached              360                357
421001704                                        ELLENBURG DEPOT                                NY        12935       Primary            Single Family Detached              360                357
421001768                                        ORADELL                                        NJ        07649       Primary            Single Family Detached              360                359
421001872                                        CROWN POINT                                    IN        46307       Primary            Single Family Detached              360                357
421002021                                        ODENTON                                        MD        21113       Primary            Single Family Attached              360                359
421002067                                        SOCIAL CIRCLE                                  GA        30025       Primary            Single Family Detached              360                357
421002110                                        FORT MYERS                                     FL        33919       Primary            Single Family Detached              360                357
421002238                                        DETROIT                                        MI        48223       Primary            Single Family Detached              360                358
421002433                                        NEW HAVEN                                      CT        06513       Primary            Single Family Detached              360                358
421002467                                        MOLINA                                         CO        81646       Primary            Single Family Detached              360                358
421002475                                        TWIN LAKES                                     WI        53181       Primary            Single Family Detached              360                359
421002519                                        WINTER HAVEN                                   FL        33880       Primary            Single Family Detached              360                360
421002549                                        BEXLEY                                         OH        43209       Primary            Single Family Detached              360                359
421002552                                        READING                                        PA        19601       Primary            2-4 Units Attached                  360                359
421002596                                        ROME                                           GA        30165       Primary            Single Family Detached              360                358
421002603                                        DAPHNE                                         AL        36526       Primary            Single Family Detached              360                358
421002612                                        CALUMET CITY                                   IL        60409       Primary            2-4 Units Detached                  360                359
421002628                                        DETROIT                                        MI        48228       Primary            Single Family Detached              360                359
421002660                                        LAKELAND                                       FL        33801       Primary            Single Family Detached              360                359
421002694                                        HOMESTEAD                                      FL        33035       Primary            Condo Low-Rise Attached             360                359
421002738                                        SAN ANTONIO                                    TX        78228       Primary            Single Family Detached              360                359
421002743                                        DUVALL                                         WA        98019       Primary            Single Family Detached              360                358
421002756                                        ALLEN                                          TX        75002       Primary            Single Family Detached              360                359
421002765                                        SAN ANTONIO                                    TX        78223       Primary            Single Family Detached              360                359
421002818                                        CHICAGO                                        IL        60619       Primary            2-4 Units Detached                  360                360
421002865                                        JOLIET                                         IL        60436       Primary            Single Family Detached              360                359
421002878                                        SCOTTSMOOR                                     FL        32775       Primary            Single Family Detached              360                358
421002881                                        BLUEFIELD                                      VA        24605       Primary            Single Family Detached              360                358
421002890                                        KENOSHA                                        WI        53143       Primary            Single Family Detached              360                358
421002903                                        LEWISBURG                                      TN        37091       Second Home        Single Family Detached              360                358
421002941                                        DEPEW                                          NY        14043       Primary            2-4 Units Detached                  360                359
421002951                                        UNIVERSITY PARK                                IL        60466       Primary            Single Family Detached              360                359
421002971                                        ELK GROVE VILLAGE                              IL        60007       Primary            Single Family Detached              360                360
421002976                                        MONROE                                         MI        48161       Primary            Single Family Detached              360                358
421003028                                        CAMDEN CITY                                    NJ        08105       Primary            Single Family Attached              360                360
421003029                                        MUNFORD                                        TN        38058       Primary            Single Family Detached              360                359
421003032                                        SILVER CREEK                                   NY        14136       Primary            Single Family Detached              360                359
421003040                                        CHARLOTTE                                      NC        28269       Primary            PUD Detached                        360                359
421003044                                        TRUMANN                                        AR        72472       Primary            Single Family Detached              360                359
421003052                                        NEWPORT NEWS                                   VA        23601       Primary            Single Family Detached              360                359
421003089                                        HARTFORD                                       CT        06114       Primary            2-4 Units Detached                  360                359
421003096                                        CHICAGO                                        IL        60619       Primary            2-4 Units Detached                  360                359
421003103                                        MONROE                                         MI        48161       Primary            Single Family Detached              360                359
421003105                                        QUINCY                                         MA        02170       Primary            Single Family Detached              360                359
421003107                                        WILMINGTON                                     CA        90744       Non-owner          Single Family Detached              360                360
421003114                                        CUMMING                                        GA        30040       Primary            Single Family Detached              360                359
421003118                                        WARMINSTER                                     PA        18974       Primary            Condo Low-Rise Attached             360                359
421003120                                        WINTER HAVEN                                   FL        33880       Primary            Single Family Detached              360                359
421003124                                        WOODBURN                                       IN        46797       Primary            Single Family Detached              360                359
421003128                                        WATERBURY                                      CT        06706       Primary            Condo Low-Rise Attached             360                359
421003140                                        DANVILLE                                       IL        61832       Primary            Single Family Detached              360                359
421003163                                        LINCOLN                                        ND        58504       Primary            Single Family Detached              360                359
421003172                                        ROBERTA                                        GA        31078       Primary            Single Family Detached              360                359
421003181                                        WARNER ROBINS                                  GA        31093       Primary            Single Family Detached              360                359
421003198                                        HARVEY                                         IL        60426       Primary            Single Family Detached              360                359
421003208                                        MEMPHIS                                        TN        38112       Primary            Single Family Detached              360                359
421003245                                        HAMPTON                                        VA        23663       Primary            Single Family Detached              360                359
421003271                                        OAK RIDGE                                      TN        37830       Primary            Single Family Detached              360                359
421003274                                        ANDALUSIA                                      AL        36421       Primary            Single Family Detached              360                359
421003305                                        DENVER                                         CO        80231       Primary            Condo Low-Rise Attached             360                359
421003308                                        BALTIMORE                                      MD        21224       Primary            Single Family Attached              360                360
421003311                                        DUMAS                                          TX        79029       Primary            Single Family Detached              360                360
421003367                                        DURHAM                                         NY        12422       Primary            Single Family Detached              120                119
421003370                                        TURNERSVILLE                                   NJ        08012       Primary            Single Family Detached              360                359
421003394                                        CHARLOTTESVILLE                                VA        22902       Primary            Single Family Detached              360                359
421003417                                        CHISHOLM                                       MN        55719       Primary            Single Family Detached              360                360
421003461                                        SAVANNAH                                       GA        31404       Primary            Single Family Detached              360                359
421003482                                        ASHTABULA                                      OH        44004       Primary            Single Family Detached              360                359
421003483                                        SOUTH BEND                                     IN        46601       Primary            Single Family Detached              180                179
421003487                                        WILLIAMSTOWN                                   NJ        08094       Primary            Single Family Detached              360                360
421003497                                        ORANGE                                         NJ        07050       Primary            Single Family Detached              360                360
421003499                                        BRIDGETON                                      NJ        08302       Primary            Single Family Detached              360                360
421003559                                        GRAND RIDGE                                    FL        32442       Primary            Single Family Detached              360                360
421003597                                        CLAYTON                                        NC        27520       Primary            Single Family Detached              360                360
421003618                                        SODDY DAISY                                    TN        37379       Primary            Single Family Detached              360                360
421003631                                        ANCHORAGE                                      AK        99508       Primary            Single Family Detached              360                360
421003641                                        SUPERIOR                                       WI        54880       Primary            Single Family Detached              360                360
421003643                                        CLAYSBURG                                      PA        16625       Primary            Single Family Detached              360                360
421003753                                        MANISTEE                                       MI        49660       Primary            Single Family Detached              360                360
421003756                                        MANISTEE                                       MI        49660       Primary            Single Family Detached              360                360
421003902                                        FISHER                                         IL        61843       Primary            Single Family Detached              360                360
511049767                                        LAS VEGAS                                      NV        89131       Primary            PUD Detached                        360                353
511050303                                        TOLLESON                                       AZ        85353       Primary            PUD Detached                        360                353
511052297                                        SEATTLE                                        WA        98144       Primary            Single Family Detached              360                358
511052456                                        FEDERAL WAY                                    WA        98023       Primary            Single Family Detached              360                356
511052662                                        MORTON GROVE                                   IL        60053       Primary            Condo Low-Rise Attached             360                357
511053025                                        CHINO                                          CA        91710       Primary            Single Family Detached              360                357
511053270                                        LOS ANGELES                                    CA        90044       Primary            2-4 Units Attached                  360                357
511053337                                        JACKSON                                        MS        39209       Primary            Single Family Detached              360                359
511053462                                        MEMPHIS                                        TN        38116       Primary            Single Family Detached              360                358
511053574                                        YUMA                                           AZ        85365       Primary            Single Family Detached              360                357
511053605                                        RENTON                                         WA        98055       Primary            Single Family Detached              360                357
511053623                                        SAN DIEGO                                      CA        92154       Primary            Single Family Detached              360                358
511053705                                        LOS ANGELES                                    CA        90037       Primary            2-4 Units Detached                  360                358
511053806                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                357
511053833                                        MORENO VALLEY                                  CA        92557       Primary            Single Family Detached              360                357
511054138                                        CLAYTON                                        WA        99110       Primary            Single Family Detached              360                359
511054389                                        CERES                                          CA        95307       Primary            Single Family Detached              360                357
511054537                                        VICTORVILLE                                    CA        92395       Primary            Single Family Detached              360                359
511054584                                        COMPTON                                        CA        90220       Primary            Single Family Detached              360                358
511054606                                        MORENO VALLEY                                  CA        92553       Primary            Single Family Detached              360                357
511054658                                        QUAIL VALLEY                                   CA        92587       Primary            PUD Detached                        360                357
511054755                                        VISTA                                          CA        92084       Primary            Single Family Detached              360                358
511054765                                        RED BLUFF                                      CA        96080       Primary            Single Family Detached              360                357
511054810                                        LOS ANGELES                                    CA        90710       Primary            Condo Low-Rise Attached             360                357
511054982                                        YUBA CITY                                      CA        95991       Primary            Single Family Detached              360                358
511054987                                        KEAAU                                          HI        96749       Primary            Single Family Detached              360                357
511054999                                        MORENO VALLEY                                  CA        92553       Primary            Single Family Detached              360                358
511055017                                        RIVERSIDE                                      CA        92503       Primary            Single Family Detached              360                358
511055031                                        SAN MARCOS                                     CA        92069       Primary            PUD Detached                        360                358
511055136                                        ST. GEORGE                                     UT        84770       Primary            PUD Detached                        360                359
511055177                                        PHOENIX                                        AZ        85021       Non-owner          2-4 Units Attached                  360                359
511055186                                        OLYMPIA                                        WA        98512       Primary            Single Family Detached              360                358
511055227                                        FONTANA                                        CA        92335       Primary            Single Family Detached              360                358
511055246                                        EWA BEACH                                      HI        96706       Non-owner          Single Family Detached              360                359
511055288                                        DES MOINES                                     WA        98198       Primary            Single Family Detached              360                358
511055310                                        SPARKS                                         NV        89434       Primary            PUD Detached                        360                358
511055325                                        TUCSON                                         AZ        85737       Primary            Single Family Detached              360                358
511055352                                        WAIANAE                                        HI        96792       Second Home        PUD Detached                        360                358
511055373                                        APPLE VALLEY                                   CA        92308       Primary            Single Family Detached              360                358
511055441                                        LA PINE                                        OR        97739       Primary            Single Family Detached              360                359
511055461                                        OLATHE                                         KS        66062       Primary            Single Family Detached              360                359
511055486                                        HARAHAN                                        LA        70123       Primary            Single Family Detached              360                359
511055489                                        BRUSH                                          CO        80723       Primary            Single Family Detached              360                358
511055498                                        BLOOMINGTON                                    CA        92316       Primary            Single Family Detached              360                358
511055499                                        MOUNT AIRY                                     GA        30563       Primary            Single Family Detached              360                358
511055512                                        JANESVILLE                                     CA        96114       Primary            Single Family Detached              360                358
511055532                                        BLYTHE                                         CA        92225       Primary            Single Family Detached              360                359
511055552                                        SACRAMENTO AREA                                CA        95864       Primary            Single Family Detached              360                358
511055562                                        SACRAMENTO                                     CA        95842       Primary            Single Family Detached              360                358
511055564                                        CERRITOS                                       CA        90703       Primary            Single Family Detached              360                359
511055638                                        SEVIERVILLE                                    TN        37862       Primary            Single Family Detached              360                359
511055680                                        YORBA LINDA                                    CA        92886       Primary            PUD Attached                        360                358
511055685                                        LOS OSOS AREA                                  CA        93402       Non-owner          Single Family Detached              360                360
511055724                                        WAUZEKA                                        WI        53826       Primary            Single Family Detached              360                359
511055736                                        WAIPAHU                                        HI        96797       Primary            Single Family Detached              360                358
511055776                                        LOS ANGELES                                    CA        90059       Non-owner          2-4 Units Attached                  360                358
511055811                                        LONG BEACH                                     CA        90805       Primary            Single Family Detached              360                358
511055853                                        ORANGE CITY                                    FL        32763       Primary            Single Family Detached              360                359
511055877                                        CASTLE HAYNE                                   NC        28429       Primary            Single Family Detached              360                358
511055928                                        GUSTINE                                        CA        95322       Primary            Single Family Detached              360                358
511055954                                        NEW KENSINGTON                                 PA        15068       Primary            Single Family Detached              360                360
511055999                                        FRESNO                                         CA        93720       Primary            Single Family Detached              360                358
511056016                                        VISALIA                                        CA        93291       Primary            Single Family Detached              360                358
511056023                                        CHESAPEAKE                                     VA        23320       Primary            Single Family Detached              360                358
511056033                                        MOUNTAIN HOME                                  ID        83647       Primary            Single Family Detached              360                359
511056079                                        BARSTOW                                        CA        92311       Non-owner          Single Family Detached              360                358
511056088                                        ALTAMONTE SPRINGS                              FL        32701       Primary            Single Family Detached              360                358
511056114                                        CASA GRANDE                                    AZ        85222       Primary            Single Family Detached              360                358
511056125                                        LANCASTER                                      CA        93534       Primary            Single Family Detached              360                359
511056150                                        VALLEY SPRINGS                                 CA        95252       Primary            Single Family Detached              360                358
511056165                                        DAVENPORT                                      FL        33897       Primary            PUD Detached                        360                359
511056170                                        OREGON CITY                                    OR        97045       Primary            Single Family Detached              360                358
511056205                                        APPLE VALLEY                                   CA        92308       Primary            Single Family Detached              360                359
511056206                                        MUKILTEO                                       WA        98275       Primary            Single Family Detached              360                359
511056222                                        BAKERSFIELD                                    CA        93312       Primary            Single Family Detached              360                358
511056230                                        CATHEDRAL CITY                                 CA        92234       Primary            Single Family Detached              360                358
511056251                                        LOS ANGELES                                    CA        90047       Non-owner          Single Family Detached              360                359
511056266                                        OWOSSO                                         MI        48867       Primary            Single Family Detached              360                359
511056278                                        VALLEJO                                        CA        94589       Primary            Single Family Detached              360                359
511056293                                        CORNELIUS                                      NC        20831       Primary            PUD Detached                        360                358
511056318                                        LAKE SAINT LOUIS                               MO        63367       Primary            Single Family Detached              360                358
511056357                                        SAN BERNARDINO                                 CA        92327       Non-owner          Single Family Detached              360                360
511056361                                        HARDWICK                                       VT        05843       Non-owner          Single Family Detached              360                359
511056401                                        HESPERIA                                       CA        92344       Primary            Single Family Detached              360                359
511056442                                        SAN BERNARDINO                                 CA        92404       Primary            Single Family Detached              360                358
511056446                                        HILO                                           HI        96720       Primary            Single Family Detached              360                359
511056475                                        BANNING                                        CA        92220       Primary            Single Family Detached              360                358
511056478                                        LAS VEGAS                                      NV        89128       Non-owner          Condo Low-Rise Attached             360                359
511056484                                        LAS VEGAS                                      NV        89128       Non-owner          Condo Low-Rise Attached             360                359
511056508                                        VACAVILLE                                      CA        95687       Primary            Single Family Detached              360                359
511056523                                        AUBURN                                         WA        98001       Primary            Single Family Detached              360                359
511056538                                        RED BLUFF                                      CA        96080       Primary            Single Family Detached              360                359
511056543                                        PHOENIX                                        AZ        85029       Non-owner          2-4 Units Detached                  360                359
511056618                                        PALM SPRINGS                                   CA        92664       Second Home        Condo Low-Rise Attached             360                359
511056662                                        RIALTO                                         CA        92377       Primary            Single Family Detached              360                359
511056674                                        FRESNO                                         CA        93722       Primary            Single Family Detached              360                359
511056694                                        PORT ORCHARD                                   WA        98366       Primary            Single Family Detached              360                359
511056723                                        PALM COAST                                     FL        32137       Primary            Single Family Detached              360                359
511056772                                        LOS ANGELES                                    CA        90044       Non-owner          Single Family Detached              360                358
511056782                                        SANTA ANA                                      CA        92705       Primary            Condo Low-Rise Attached             360                359
511056791                                        LYNWOOD                                        CA        90262       Primary            Single Family Detached              360                359
511056829                                        COMPTON                                        CA        90221       Non-owner          2-4 Units Attached                  360                359
511056849                                        CLEAR BROOK                                    VA        22624       Primary            Single Family Detached              360                359
511056882                                        FORT MYERS                                     FL        33912       Primary            Single Family Detached              360                359
511056898                                        OCEANSIDE                                      CA        92056       Primary            Single Family Detached              360                359
511056902                                        CLOVIS                                         CA        93611       Non-owner          Single Family Detached              360                359
511056958                                        WHITTIER                                       CA        90602       Primary            Single Family Detached              360                359
511056968                                        DETROIT                                        MI        48204       Non-owner          2-4 Units Detached                  360                359
511057025                                        FILLMORE                                       CA        93015       Non-owner          PUD Detached                        360                359
511057035                                        CHULA VISTA                                    CA        91910       Primary            Single Family Attached              360                359
511057086                                        WOODSTOCK                                      CT        06281       Primary            Single Family Detached              360                360
511057104                                        IRVINE                                         CA        92604       Primary            Condo Low-Rise Attached             360                360
511057131                                        LANCASTER                                      CA        93535       Primary            Single Family Detached              360                360
511057152                                        SAN BERNARDINO                                 CA        92404       Primary            Single Family Detached              360                360
511057202                                        LOMA LINDA                                     CA        92354       Non-owner          2-4 Units Detached                  360                360
511057203                                        PLAINFIELD                                     CT        06374       Non-owner          2-4 Units Detached                  360                359
511057229                                        STOCKTON                                       CA        95206       Primary            Single Family Detached              360                359
511057236                                        FAIRFIELD                                      CA        94533       Primary            Single Family Detached              360                359
511057258                                        VICTORVILLE                                    CA        92392       Primary            Single Family Attached              360                359
511057263                                        TOLLESON                                       AZ        85353       Non-owner          PUD Detached                        360                359
511057276                                        NICEVILLE                                      FL        32578       Primary            PUD Detached                        360                359
511057287                                        SACRAMENTO                                     CA        95823       Non-owner          Single Family Detached              360                359
511057289                                        ROCKFORD                                       IL        61109       Primary            Single Family Detached              360                359
511057358                                        OLYMPIA                                        WA        98501       Primary            Single Family Detached              360                359
511057374                                        WHITETHORN                                     CA        95589       Second Home        Single Family Detached              360                360
511057389                                        MILTON                                         FL        32570       Primary            Single Family Detached              360                359
511057390                                        TUCSON                                         AZ        85730       Primary            Single Family Detached              360                359
511057405                                        CARSON                                         CA        90746       Primary            Single Family Detached              360                359
511057413                                        MORENO VALLEY                                  CA        92555       Primary            Single Family Detached              360                359
511057419                                        AUBURNDALE                                     FL        32823       Non-owner          2-4 Units Attached                  360                359
511057483                                        EUREKA                                         CA        95503       Primary            Single Family Detached              360                359
511057545                                        JOHNSBURG                                      IL        60050       Primary            Single Family Detached              360                359
511057549                                        WELLINGTON                                     FL        33467       Primary            PUD Detached                        360                359
511057560                                        FRESNO                                         CA        93722       Primary            Single Family Detached              360                359
511057620                                        SACRAMENTO                                     CA        95818       Non-owner          Single Family Detached              360                360
511057640                                        VISTA                                          CA        92083       Primary            Single Family Detached              360                360
511057680                                        SACRAMENTO                                     CA        95815       Primary            Single Family Detached              360                360
511057695                                        FRAZIER PARK                                   CA        93225       Primary            Single Family Detached              360                359
511057720                                        LAGUNA NIGUEL                                  CA        92677       Primary            Condo Low-Rise Attached             360                359
511057737                                        BAKERSFIELD                                    CA        93309       Primary            Single Family Detached              360                360
511057746                                        BONSALL                                        CA        92003       Primary            Condo Low-Rise Attached             360                360
511057749                                        IRVINE                                         CA        92604       Non-owner          PUD Detached                        360                359
511057756                                        BAKERSFIELD                                    CA        93307       Non-owner          Single Family Detached              360                359
511057769                                        ORANGE                                         CA        92866       Non-owner          2-4 Units Detached                  360                359
511057800                                        KISSIMMEE                                      FL        34759       Primary            PUD Detached                        360                359
511057838                                        PALM BAY                                       FL        32909       Primary            Single Family Detached              360                359
511057851                                        ALTO                                           MI        49302       Primary            Single Family Detached              360                360
511057911                                        FREDERICKSBURG                                 VA        22401       Primary            Single Family Detached              360                360
511057929                                        MESA                                           AZ        85207       Primary            Single Family Detached              360                359
511057936                                        NEW TRIPOLI                                    PA        18066       Primary            Single Family Detached              360                359
511057939                                        SANTEE                                         CA        92071       Primary            Single Family Detached              360                359
511057941                                        HAMPTON                                        VA        23661       Non-owner          Single Family Detached              360                360
511057975                                        SAN FERNANDO                                   CA        91340       Primary            Single Family Detached              360                359
511057988                                        BRADENTON                                      FL        34207       Non-owner          2-4 Units Detached                  360                360
511058054                                        LAKE ELSINORE                                  CA        92530       Non-owner          Single Family Detached              360                359
511058374                                        PALM BAY                                       FL        32905       Primary            Single Family Detached              360                360
511058381                                        MEDINAH                                        IL        60157       Primary            Single Family Detached              360                360
511058398                                        SAN DIEGO                                      CA        92101       Non-owner          Condo Low-Rise Attached             360                360
511058414                                        CHANDLER                                       AZ        85225       Primary            PUD Detached                        360                360
511058475                                        SAN BERNARDINO                                 CA        92408       Non-owner          Single Family Detached              360                360
511058502                                        RANCHO SANTA MARGARITA                         CA        92688       Primary            Condo Low-Rise Attached             360                360
511058559                                        PERRIS                                         CA        92571       Primary            Single Family Detached              360                360
511058562                                        CHINO                                          CA        91710       Primary            Single Family Detached              360                360
511058644                                        FELTON                                         CA        95018       Primary            Single Family Detached              360                360
511058673                                        BAKERSFIELD                                    CA        93304       Non-owner          Single Family Detached              360                360
511058863                                        PHOENIX                                        AZ        85028       Primary            Single Family Detached              360                360
511058885                                        PARK FOREST                                    IL        60466       Primary            Single Family Detached              360                360
511058919                                        LOS ANGELES                                    CA        90044       Primary            Single Family Detached              360                360
511058949                                        PORT ST LUCIE                                  FL        34953       Non-owner          2-4 Units Detached                  360                360
511058954                                        BARSTOW                                        CA        92311       Non-owner          Single Family Detached              360                360
511058965                                        TRUCKEE                                        CA        96161       Primary            PUD Detached                        360                360
521043409                                        TUSCOLA                                        IL        61953       Primary            Single Family Detached              360                353
521043595                                        MARTINSVILLE                                   IN        46151       Primary            Single Family Detached              360                353
521043773                                        RICHTON PARK                                   IL        60471       Primary            Single Family Detached              360                353
521044930                                        FLORISSANT                                     MO        63031       Primary            Single Family Detached              360                354
521046078                                        DELPHOS                                        OH        45833       Primary            Single Family Detached              360                356
521047620                                        ELGIN                                          IL        60120       Primary            Single Family Detached              360                357
521047644                                        CHICAGO                                        IL        60625       Primary            Condo Low-Rise Attached             360                356
521047667                                        BLUE ISLAND                                    IL        60406       Non-owner          2-4 Units Detached                  360                357
521047769                                        CHICAGO                                        IL        60639       Primary            Single Family Detached              360                358
521047848                                        OSWEGO                                         IL        60543       Primary            Single Family Detached              360                356
521048240                                        CHICAGO                                        IL        60651       Primary            Single Family Detached              360                357
521048314                                        CHICAGO                                        IL        60640       Primary            Condo Low-Rise Attached             360                357
521048339                                        AURORA                                         IL        60506       Primary            Single Family Detached              360                357
521048767                                        GREENSBURG                                     IN        47240       Primary            Single Family Detached              360                360
521048792                                        NOBLESVILLE                                    IN        46060       Primary            Single Family Detached              360                359
521048806                                        DOLTON                                         IL        60419       Primary            Single Family Detached              360                357
521049046                                        OTTAWA                                         KS        66067       Primary            Single Family Detached              360                358
521049157                                        ROCKFORD                                       IL        61103       Non-owner          Single Family Detached              360                357
521049164                                        SHOREWOOD                                      IL        60404       Primary            Single Family Detached              360                357
521049177                                        WILLOWBROOK                                    IL        60527       Primary            Single Family Detached              360                357
521049261                                        COUNTRY CLUB HILLS                             IL        60478       Primary            Single Family Detached              360                358
521049318                                        FRANKLIN                                       IN        46131       Primary            PUD Attached                        360                358
521049378                                        BELLEVILLE                                     MI        48111       Primary            Single Family Detached              360                357
521049417                                        WESTLAND                                       MI        48186       Primary            Single Family Detached              360                359
521049461                                        CANTON                                         MI        48187       Primary            Single Family Detached              360                358
521049554                                        ONSTED                                         MI        49265       Primary            Single Family Detached              360                358
521050158                                        CHELSEA                                        MI        48118       Primary            Single Family Detached              360                359
521050243                                        SHAKER HEIGHTS                                 OH        44120       Primary            Single Family Detached              360                358
521050274                                        ARVADA                                         CO        80004       Primary            Single Family Detached              360                358
521050397                                        LIVONIA                                        MI        48150       Primary            Single Family Detached              360                359
521050458                                        CALUMET PARK                                   IL        60827       Primary            Single Family Detached              360                358
521050477                                        UNION PIER                                     MI        49129       Non-owner          Single Family Detached              360                358
521050485                                        UNION PIER                                     MI        49129       Primary            Single Family Detached              360                358
521050593                                        LOWELL                                         MI        49331       Primary            Single Family Detached              360                358
521050628                                        CHICAGO RIDGE                                  IL        60415       Primary            Single Family Detached              360                359
521050632                                        KANSAS CITY                                    MO        64151       Primary            Single Family Attached              360                359
521050669                                        CHESTERFIELD                                   MO        63005       Primary            Single Family Detached              360                358
521050675                                        BOLINGBROOK                                    IL        60440       Primary            Single Family Detached              360                359
521050732                                        CALEDONIA                                      MI        49316       Primary            Single Family Detached              360                359
521050751                                        WATERFORD                                      MI        48328       Primary            Single Family Detached              360                358
521050966                                        CHICAGO                                        IL        60639       Primary            Single Family Detached              360                359
521050982                                        KANSAS CITY                                    MO        64132       Primary            Single Family Detached              360                359
521050988                                        LAWTON                                         MI        49065       Primary            Single Family Detached              360                358
521051004                                        GRAND RAPIDS                                   MI        49548       Primary            Single Family Detached              360                359
521051078                                        LAKEMOOR                                       IL        60051       Non-owner          Single Family Detached              360                359
521051083                                        COLUMBIA                                       IL        62236       Primary            Single Family Detached              360                358
521051137                                        BELLEVUE                                       MI        49021       Primary            Single Family Detached              360                358
521051183                                        CARUTHERS                                      CA        93609       Primary            Single Family Detached              360                359
521051212                                        INDIANAPOLIS                                   IN        46278       Primary            Single Family Detached              360                358
521051230                                        OSWEGO                                         IL        60543       Primary            Single Family Detached              360                358
521051255                                        MARSHFIELD                                     MO        65706       Primary            Single Family Detached              360                359
521051260                                        WESTLAND                                       MI        48186       Primary            Single Family Detached              360                358
521051334                                        INDIANAPOLIS                                   IN        46250       Primary            Single Family Detached              360                359
521051436                                        CRAWFORDSVILLE                                 IN        47933       Non-owner          Single Family Detached              360                360
521051449                                        PORTAGE                                        MI        49002       Primary            Single Family Detached              360                360
521051452                                        LAKE IN THE HILLS                              IL        60156       Primary            Single Family Detached              360                358
521051458                                        EVERGREEN PARK                                 IL        60805       Primary            Single Family Detached              360                360
521051464                                        IRONTON                                        OH        45638       Primary            Single Family Detached              360                358
521051478                                        WHEATON                                        IL        60187       Primary            Condo Low-Rise Attached             360                359
521051503                                        ROCKFORD                                       IL        61108       Primary            Single Family Detached              360                359
521051534                                        DETROIT                                        MI        48213       Non-owner          Single Family Detached              360                359
521051570                                        GRAYSLAKE                                      IL        60030       Primary            Single Family Detached              360                358
521051583                                        AURORA                                         IL        60504       Primary            Condo Low-Rise Attached             360                358
521051587                                        MILAN                                          MI        48160       Primary            Single Family Detached              360                359
521051598                                        INDEPENDENCE                                   MO        64052       Primary            Single Family Detached              360                358
521051656                                        WHITING                                        IN        46394       Primary            Single Family Detached              360                359
521051666                                        SOUTH HOLLAND                                  IL        60473       Primary            Single Family Detached              360                358
521051677                                        GREGORY                                        MI        48137       Primary            Single Family Detached              360                358
521051678                                        MAYWOOD                                        IL        60153       Primary            Single Family Detached              360                358
521051755                                        MARKHAM                                        IL        60428       Primary            Single Family Detached              360                358
521051759                                        FAIRFIELD                                      CA        94533       Primary            Single Family Detached              360                358
521051761                                        PARK FOREST                                    IL        60466       Primary            Single Family Detached              360                358
521051768                                        JOLIET                                         IL        60435       Primary            Single Family Detached              360                359
521051786                                        ROCHESTER HILLS                                MI        48306       Primary            Single Family Detached              360                358
521051842                                        TINLEY PARK                                    IL        60487       Primary            PUD Attached                        360                358
521051848                                        NAPERVILLE                                     IL        60564       Primary            PUD Detached                        360                359
521051899                                        SOUTH BEND                                     IN        46615       Primary            Single Family Detached              360                358
521051924                                        PAOLA                                          KS        66071       Primary            Single Family Detached              360                358
521051933                                        TAMPA                                          FL        33604       Primary            Single Family Detached              360                359
521051937                                        JOLIET                                         IL        60435       Primary            Single Family Detached              360                358
521051951                                        BELLWOOD                                       IL        60104       Non-owner          2-4 Units Detached                  360                359
521051958                                        ST  LOUIS                                      MO        63136       Primary            PUD Detached                        360                359
521051971                                        HARTSBURG                                      MO        65039       Non-owner          Single Family Detached              360                359
521051978                                        DETROIT                                        MI        48224       Non-owner          Single Family Detached              360                359
521051996                                        BYRON TOWNSHIP                                 MI        49315       Primary            Single Family Detached              360                359
521051997                                        GARY                                           IN        46403       Primary            Single Family Detached              360                358
521052002                                        SOUTH HOLLAND                                  IL        60473       Primary            Single Family Detached              360                359
521052018                                        DETROIT                                        MI        48224       Non-owner          Single Family Detached              360                359
521052039                                        SAINT ANN                                      MO        63074       Primary            Single Family Detached              360                358
521052044                                        ROCK ISLAND                                    IL        61201       Primary            Single Family Detached              360                359
521052097                                        INDIANAPOLIS                                   IN        46227       Primary            Single Family Detached              360                359
521052104                                        SCHAUMBURG                                     IL        60193       Primary            Single Family Detached              360                359
521052115                                        GLEN ELLYN                                     IL        60137       Primary            Single Family Detached              360                358
521052122                                        PALATINE                                       IL        60067       Primary            Single Family Detached              360                358
521052129                                        TAYLORS                                        SC        29687       Primary            PUD Detached                        360                359
521052147                                        CHICAGO                                        IL        60624       Non-owner          2-4 Units Detached                  360                359
521052160                                        CHICAGO                                        IL        60630       Primary            Single Family Detached              360                358
521052192                                        INDIANAPOLIS                                   IN        46201       Non-owner          Single Family Detached              360                358
521052202                                        PINCKNEY                                       MI        48169       Non-owner          PUD Detached                        360                359
521052218                                        WARREN                                         MI        48092       Primary            Single Family Detached              360                359
521052243                                        COLUMBUS                                       IN        47201       Primary            Single Family Detached              360                358
521052275                                        BONNE TERRE                                    MO        63628       Primary            Single Family Detached              360                359
521052295                                        ST. CLAIR SHORES                               MI        48080       Primary            Single Family Detached              360                358
521052302                                        OLATHE                                         KS        66062       Primary            Single Family Detached              360                359
521052325                                        THREE RIVERS                                   MI        49093       Primary            Single Family Detached              360                358
521052365                                        GLADWIN                                        MI        48624       Second Home        Single Family Detached              360                358
521052378                                        FOWLERVILLE                                    MI        48836       Primary            Single Family Detached              360                359
521052386                                        ALSIP                                          IL        60803       Non-owner          Single Family Detached              360                360
521052393                                        ROCHESTER HILLS                                MI        48309       Primary            Condo Low-Rise Attached             360                359
521052394                                        PLAINFIELD                                     IL        60586       Primary            Single Family Detached              360                359
521052405                                        KANSAS CITY                                    MO        64119       Primary            Single Family Detached              360                358
521052411                                        ST CHARLES                                     IL        60174       Primary            Single Family Detached              360                359
521052432                                        WEST CHICAGO                                   IL        60185       Primary            Single Family Detached              360                359
521052472                                        MIDDLEVILLE                                    MI        49333       Primary            Single Family Detached              360                358
521052523                                        INDIANAPOLIS                                   IN        46222       Non-owner          Single Family Detached              360                359
521052545                                        VENICE TWP                                     MI        48449       Primary            Single Family Detached              360                359
521052565                                        INDIANAPOLIS                                   IN        46221       Primary            PUD Detached                        360                359
521052576                                        RICHTON PARK                                   IL        60471       Primary            PUD Detached                        360                359
521052600                                        CADILLAC                                       MI        49601       Primary            Single Family Detached              360                359
521052611                                        CHICAGO                                        IL        60651       Primary            2-4 Units Detached                  360                359
521052664                                        KANSAS CITY                                    MO        64153       Non-owner          Single Family Detached              360                358
521052706                                        NORTH LAS VEGAS                                NV        89081       Primary            PUD Detached                        360                359
521052708                                        CHANNOHAN                                      IL        60410       Primary            Single Family Detached              360                359
521052720                                        CHICAGO                                        IL        60619       Non-owner          2-4 Units Detached                  360                359
521052766                                        GRAND RAPIDS                                   MI        49507       Non-owner          2-4 Units Detached                  360                359
521052780                                        DORR                                           MI        49323       Primary            Single Family Detached              360                359
521052790                                        NORTH AURORA                                   IL        60542       Primary            Single Family Detached              360                358
521052794                                        INDIANAPOLIS                                   IN        46237       Primary            Single Family Detached              360                359
521052858                                        CHICAGO                                        IL        60621       Non-owner          Single Family Detached              360                360
521052862                                        CHICAGO                                        IL        60621       Non-owner          2-4 Units Detached                  360                360
521052872                                        WOODSTOCK                                      IL        60098       Primary            Single Family Detached              360                359
521052925                                        BROADVIEW                                      IL        60155       Primary            Single Family Detached              360                359
521052927                                        CHICAGO                                        IL        60628       Primary            Single Family Detached              360                360
521052964                                        SAINT LOUIS                                    MO        63121       Non-owner          Single Family Detached              360                360
521052987                                        PRAIRIE VILLAGE                                KS        66208       Primary            PUD Detached                        360                359
521052994                                        CHICAGO                                        IL        60628       Non-owner          Single Family Detached              360                359
521052996                                        WARREN                                         MI        48091       Non-owner          Single Family Detached              360                359
521053010                                        CHICAGO                                        IL        60638       Primary            PUD Detached                        360                359
521053016                                        FRANFORT                                       IL        60423       Primary            Single Family Detached              360                360
521053020                                        CHICAGO                                        IL        60649       Non-owner          2-4 Units Detached                  360                360
521053040                                        CHICAGO                                        IL        60624       Primary            2-4 Units Detached                  360                359
521053057                                        MISHAWAKA                                      IN        46544       Primary            Single Family Detached              360                359
521053064                                        DETROIT                                        MI        48234       Non-owner          Single Family Detached              360                359
521053067                                        LANSING                                        MI        48912       Non-owner          Single Family Detached              360                359
521053072                                        LANSING                                        MI        48912       Non-owner          Single Family Detached              360                359
521053074                                        WEST BLOOMFIELD                                MI        48324       Primary            Single Family Detached              360                359
521053079                                        CHICAGO                                        IL        60620       Primary            2-4 Units Detached                  360                359
521053085                                        FLOSSMOOR                                      IL        60422       Primary            PUD Attached                        360                359
521053090                                        CHICAGO                                        IL        60624       Non-owner          2-4 Units Detached                  360                360
521053091                                        CHICAGO                                        IL        60628       Primary            Single Family Detached              360                359
521053101                                        INDIANAPOLIS                                   IN        46237       Primary            PUD Detached                        360                360
521053153                                        YPSILANTI                                      MI        48198       Primary            Single Family Detached              360                359
521053156                                        CARTHAGE                                       MO        64836       Primary            Single Family Detached              360                359
521053208                                        VALPARAISO                                     IN        46383       Non-owner          Single Family Attached              360                359
521053212                                        CHICAGO                                        IL        60637       Primary            2-4 Units Detached                  360                359
521053221                                        MERRILLVILLE                                   IN        46410       Primary            Single Family Detached              360                359
521053233                                        TAYLOR                                         MI        48180       Primary            Single Family Detached              360                359
521053234                                        ST LOUIS                                       MO        63134       Primary            Single Family Detached              360                359
521053256                                        SAINT LOUIS                                    MO        63133       Non-owner          2-4 Units Detached                  360                359
521053265                                        GREENVILLE                                     MI        48838       Primary            Single Family Detached              360                359
521053272                                        INDEPENDENCE                                   MO        64058       Primary            Single Family Detached              360                359
521053274                                        LOUISVILLE                                     KY        40245       Primary            Single Family Detached              360                359
521053296                                        CROWN POINT                                    IN        46307       Primary            Single Family Detached              360                359
521053321                                        LAFAYETTE                                      IN        47904       Primary            Single Family Detached              360                359
521053326                                        REED CITY                                      MI        49677       Primary            Single Family Detached              360                359
521053348                                        LANSING                                        MI        48912       Non-owner          Single Family Detached              360                359
521053353                                        LAKE ANN                                       MI        49650       Primary            Single Family Detached              360                359
521053357                                        LANSING                                        MI        48912       Non-owner          Single Family Detached              360                359
521053390                                        PLAINFIELD                                     IL        60585       Primary            PUD Attached                        360                359
521053394                                        CHICAGO                                        IL        60628       Non-owner          Single Family Detached              360                359
521053398                                        FRANKTON                                       IN        46044       Primary            Single Family Detached              360                359
521053402                                        GARDNER                                        KS        66030       Primary            Single Family Detached              360                360
521053472                                        WILLIAMSPORT                                   IN        47993       Primary            Single Family Detached              360                359
521053502                                        JEROME                                         MI        49249       Primary            Single Family Detached              360                359
521053506                                        SALT LAKE CITY                                 UT        84119       Non-owner          Single Family Detached              360                359
521053509                                        GAYLORD                                        MI        49735       Second Home        Single Family Detached              360                359
521053522                                        DIXMOOR                                        IL        60426       Non-owner          Single Family Detached              360                359
521053530                                        HOWARD CITY                                    MI        49329       Primary            Single Family Detached              360                359
521053543                                        SUNFIELD                                       MI        48890       Primary            Single Family Detached              360                359
521053575                                        LAWRENCE                                       MI        49064       Primary            Single Family Detached              360                359
521053589                                        FORT WAYNE                                     IN        46806       Non-owner          Single Family Detached              360                360
521053599                                        JOLIET                                         IL        60432       Non-owner          Single Family Detached              360                360
521053629                                        BENTON HARBOR                                  MI        49022       Primary            Single Family Detached              360                359
521053630                                        GRANDY                                         NC        27939       Primary            Single Family Detached              360                359
521053640                                        MONTGOMERY                                     IL        60538       Primary            Single Family Detached              360                360
521053643                                        HAZEL CREST                                    IL        60429       Primary            Single Family Detached              360                359
521053666                                        SHIPPENSBURG                                   PA        17257       Primary            Single Family Detached              360                359
521053670                                        CHICAGO                                        IL        60657       Non-owner          2-4 Units Detached                  360                360
521053671                                        CALUMET CITY                                   IL        60409       Non-owner          2-4 Units Detached                  360                359
521053676                                        WARREN                                         MI        48091       Primary            Single Family Detached              360                359
521053688                                        CHICAGO                                        IL        60612       Primary            2-4 Units Detached                  360                360
521053712                                        INDIANAPOLIS                                   IN        46225       Non-owner          Single Family Detached              360                359
521053715                                        GRAND RAPIDS                                   MI        49506       Non-owner          2-4 Units Detached                  360                359
521053722                                        BRITTON                                        MI        49229       Primary            Single Family Detached              360                359
521053741                                        CHICAGO                                        IL        60607       Primary            2-4 Units Attached                  360                359
521053749                                        OSWEGO                                         IL        60543       Primary            PUD Detached                        360                359
521053759                                        HOBART                                         IN        46342       Primary            Single Family Detached              360                359
521053787                                        WYOMING                                        MI        49509       Primary            Single Family Detached              360                359
521053796                                        DECATUR                                        IL        62521       Primary            Single Family Detached              360                359
521053802                                        NILES                                          IL        60714       Primary            Single Family Detached              360                360
521053812                                        ZEELAND                                        MI        49464       Primary            Single Family Detached              360                360
521053828                                        WYOMING                                        MI        49509       Primary            Single Family Detached              360                359
521053835                                        SAINT PETERS                                   MO        63376       Primary            PUD Detached                        360                359
521053906                                        ACWORTH                                        GA        30101       Primary            Single Family Detached              360                359
521053916                                        SAINT LOUIS                                    MO        63136       Non-owner          Single Family Detached              360                360
521053930                                        CHICAGO                                        IL        60629       Non-owner          2-4 Units Detached                  360                360
521053957                                        MILWAUKEE                                      WI        53208       Non-owner          2-4 Units Detached                  360                359
521053983                                        PARK FOREST                                    IL        60466       Non-owner          Single Family Detached              360                359
521053996                                        ST LOUIS                                       MO        63116       Non-owner          Single Family Detached              360                359
521054004                                        GRAND HAVEN                                    MI        49417       Primary            Single Family Detached              360                359
521054019                                        BARTLETT                                       IL        60103       Primary            PUD Detached                        360                359
521054030                                        CHICAGO                                        IL        60628       Primary            Single Family Detached              360                359
521054037                                        WARREN                                         MI        48089       Non-owner          Single Family Detached              360                359
521054047                                        DUNDEE                                         MI        48131       Primary            Single Family Detached              360                359
521054051                                        HAMMOND                                        IN        46324       Non-owner          Single Family Detached              360                360
521054076                                        SPARTA                                         MI        49345       Primary            Single Family Detached              360                359
521054084                                        DAVENPORT                                      IA        52803       Primary            Single Family Detached              360                359
521054101                                        SPRING ARBOR                                   MI        49283       Primary            Single Family Detached              360                360
521054103                                        FLINT                                          MI        48532       Primary            Single Family Detached              360                359
521054117                                        CHICAGO                                        IL        60637       Non-owner          Single Family Detached              360                360
521054130                                        JACKSON                                        MI        49201       Primary            Single Family Detached              360                359
521054142                                        PENSACOLA                                      FL        32504       Primary            Single Family Detached              360                359
521054151                                        DETROIT                                        MI        48205       Primary            Single Family Detached              360                360
521054188                                        CHICAGO                                        IL        60609       Non-owner          2-4 Units Detached                  360                360
521054191                                        CHICAGO                                        IL        60639       Primary            Single Family Detached              360                360
521054196                                        BENTON HARBOR                                  MI        49022       Non-owner          Single Family Detached              360                359
521054205                                        DUNKIRK                                        IN        47336       Primary            Single Family Detached              360                359
521054216                                        GARY                                           IN        46404       Non-owner          Single Family Detached              360                359
521054265                                        ST LOUIS                                       MO        63130       Primary            Single Family Detached              360                359
521054275                                        SHELBYVILLE                                    IN        46176       Primary            Single Family Detached              360                360
521054298                                        SAINT CHARLES                                  MO        63303       Primary            Single Family Detached              360                359
521054299                                        LANSING                                        MI        48910       Primary            Single Family Detached              360                359
521054321                                        GRAND RAPIDS                                   MI        49506       Non-owner          2-4 Units Detached                  360                360
521054344                                        IONIA                                          MI        48846       Non-owner          Single Family Detached              360                359
521054354                                        BOLINGBROOK                                    IL        60490       Primary            Single Family Detached              360                359
521054357                                        BURR OAK                                       MI        49030       Primary            Single Family Detached              360                359
521054374                                        CHICAGO                                        IL        60612       Primary            2-4 Units Detached                  360                359
521054398                                        VALPARAISO                                     IN        46385       Primary            Single Family Detached              360                359
521054407                                        HICKORY CORNERS                                MI        49060       Primary            Single Family Detached              360                359
521054422                                        HAZEL CREST                                    IL        60429       Non-owner          Single Family Detached              360                360
521054423                                        THREE RIVERS                                   MI        49093       Primary            Single Family Detached              360                359
521054440                                        SMITHVILLE                                     MO        64089       Primary            PUD Detached                        360                359
521054464                                        HIGHLAND                                       IL        62249       Primary            Single Family Detached              360                360
521054473                                        SOUTH HAVEN                                    MI        49090       Non-owner          Single Family Detached              360                359
521054490                                        SAINT LOUIS                                    MO        63116       Primary            Single Family Detached              360                359
521054513                                        CHICAGO                                        IL        60609       Non-owner          2-4 Units Detached                  360                360
521054515                                        WINTHROP HARBOR                                IL        60096       Primary            Single Family Detached              360                360
521054519                                        WHEATON                                        IL        60187       Primary            Condo Low-Rise Attached             360                360
521054539                                        ADRIAN                                         MI        49221       Primary            Single Family Detached              360                360
521054550                                        DETROIT                                        MI        48215       Non-owner          Single Family Detached              360                360
521054576                                        PLAINFIELD                                     IL        60586       Primary            Single Family Detached              360                360
521054602                                        SAUK VILLAGE                                   IL        60411       Primary            Single Family Detached              360                359
521054619                                        DETROIT                                        MI        48224       Primary            Single Family Detached              360                360
521054680                                        SOUTH HOLLAND                                  IL        60473       Primary            Single Family Detached              360                359
521054712                                        FREMONT                                        MI        49412       Primary            Single Family Detached              360                360
521054721                                        FESTUS                                         MO        63028       Primary            Single Family Detached              360                360
521054736                                        DETROIT                                        MI        48219       Non-owner          Single Family Detached              360                360
521054743                                        RICHMOND                                       VA        23223       Non-owner          Single Family Attached              360                360
521054762                                        ROBERTSVILLE                                   MO        63072       Primary            Single Family Detached              360                359
521054773                                        SEVEN SPRINGS                                  NC        28578       Second Home        Single Family Detached              360                360
521054777                                        CHICAGO                                        IL        60636       Non-owner          2-4 Units Detached                  360                360
521054846                                        DETROIT                                        MI        48235       Non-owner          Single Family Detached              360                360
521054859                                        HIGHLAND                                       IN        46322       Primary            Single Family Detached              360                359
521054880                                        YPSILANTI                                      MI        48197       Primary            Single Family Detached              360                360
521054882                                        GRANGER                                        IN        46530       Primary            Single Family Detached              360                360
521054915                                        CLINTON                                        MD        20735       Primary            Single Family Detached              360                360
521054951                                        CHICAGO                                        IL        60660       Primary            2-4 Units Detached                  360                360
521054966                                        GARDNER                                        KS        66030       Primary            Single Family Detached              360                360
521055000                                        CHICAGO                                        IL        60643       Non-owner          Single Family Detached              360                360
521055006                                        MARINE                                         IL        62061       Primary            Single Family Detached              360                360
521055013                                        DAFTER                                         MI        49724       Primary            Single Family Detached              360                360
521055080                                        MARYLAND HEIGHTS                               MO        63043       Primary            Single Family Detached              360                360
521055083                                        ST CHARLES                                     MO        63303       Primary            Single Family Detached              360                360
521055133                                        KENTWOOD                                       MI        49508       Primary            Single Family Detached              360                360
521055135                                        LAFAYETTE                                      IN        47905       Primary            Single Family Detached              360                360
521055144                                        PONTIAC                                        IL        61764       Primary            Single Family Detached              360                359
521055193                                        DETROIT                                        MI        48217       Non-owner          Single Family Detached              360                360
521055204                                        ZEELAND                                        MI        49464       Primary            Single Family Detached              360                360
521055230                                        WELLINGTON                                     FL        33414       Primary            PUD Attached                        360                360
521055270                                        COUNTRY CLUB HILLS                             IL        60478       Primary            Single Family Detached              360                360
521055301                                        GLENWOOD                                       IL        60425       Primary            Single Family Detached              360                360
521055335                                        CHICAGO                                        IL        60653       Non-owner          Condo Low-Rise Attached             360                360
521055366                                        PONTIAC                                        MI        48341       Non-owner          Single Family Detached              360                360
521055373                                        LAFAYETTE                                      IN        47909       Primary            Single Family Detached              360                360
521055385                                        SAINT LOUIS                                    MO        63139       Non-owner          Single Family Detached              360                360
521055407                                        O FALLON                                       MO        63366       Primary            Single Family Detached              360                360
521055444                                        CHICAGO                                        IL        60628       Primary            2-4 Units Detached                  360                360
521055577                                        ST. LOUIS                                      MO        63136       Non-owner          Single Family Detached              360                360
521055633                                        CHICAGO                                        IL        60649       Primary            Condo Low-Rise Attached             360                360
521055648                                        LORAIN                                         OH        44052       Non-owner          Single Family Detached              360                360
521055677                                        MICHIGAN CITY                                  IN        46360       Non-owner          2-4 Units Detached                  360                360
521055684                                        YPSILANTI                                      MI        48197       Primary            Single Family Detached              360                360
521055704                                        AKRON                                          OH        44320       Non-owner          Single Family Detached              360                360
521055743                                        OLATHE                                         KS        66062       Primary            Single Family Detached              360                360
521056061                                        MERRILLVILLE                                   IN        46410       Primary            Single Family Detached              360                360
521056091                                        LANSING                                        IL        60438       Primary            Single Family Detached              360                360
521056144                                        CHARLOTTE                                      MI        48813       Primary            Single Family Detached              360                360
521056178                                        BENTON HARBOR                                  MI        49022       Non-owner          Single Family Detached              360                360
521056192                                        BROOKLYN                                       MI        49230       Primary            Single Family Detached              360                360
521056258                                        LAFAYETTE                                      IN        47909       Primary            Single Family Detached              360                360
521056287                                        LAKE STATION                                   IN        46405       Non-owner          Single Family Detached              360                360
521056299                                        DOLTON                                         IL        60419       Primary            Single Family Detached              360                360
521056321                                        CHICAGO                                        IL        60620       Non-owner          Single Family Detached              360                360
521056445                                        HARVEY                                         IL        60426       Non-owner          2-4 Units Detached                  360                360
521056610                                        CHICAGO                                        IL        60615       Non-owner          Condo Low-Rise Attached             360                360
521056785                                        SAINT LOUIS                                    MO        63137       Non-owner          Single Family Detached              360                360
521056838                                        LEAVENWORTH                                    KS        66048       Primary            Single Family Detached              360                360
521056864                                        CHICAGO                                        IL        60651       Non-owner          Single Family Detached              360                360
521056959                                        CHICAGO HEIGHTS                                IL        60411       Non-owner          2-4 Units Detached                  360                360
521056981                                        CHICAGO                                        IL        60617       Primary            Single Family Detached              360                360
521057075                                        YPSILANTI                                      MI        48197       Non-owner          2-4 Units Detached                  360                360
521057182                                        HANOVER PARK                                   IL        60133       Primary            Single Family Detached              360                360
521057366                                        CHICAGO                                        IL        60643       Primary            Single Family Detached              360                360
521057485                                        LAS VEGAS                                      NV        89115       Primary            Single Family Detached              360                360
551014002                                        ARLINGTON                                      TX        76018       Primary            Single Family Detached              360                350
551017637                                        FORT WORTH                                     TX        76123       Primary            PUD Detached                        360                353
551018083                                        LUFKIN                                         TX        75901       Primary            Single Family Detached              360                353
551018553                                        FOREST HILL                                    TX        76140       Primary            Single Family Detached              360                354
551021789                                        ARLINGTON                                      TX        76002       Primary            Single Family Detached              360                355
551022094                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                354
551022287                                        ARLINGTON                                      TX        76012       Primary            Single Family Detached              360                355
551022367                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                356
551022417                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                355
551022477                                        EULESS                                         TX        76039       Primary            Single Family Detached              360                356
551022653                                        ROUND ROCK                                     TX        78664       Primary            Single Family Detached              360                355
551022936                                        HUTTO                                          TX        78634       Primary            Single Family Detached              360                356
551023021                                        DUNCANVILLE                                    TX        75116       Primary            Single Family Detached              360                355
551023376                                        FORT WORTH                                     TX        76107       Primary            Single Family Detached              360                356
551023782                                        SAN ANTONIO                                    TX        78249       Primary            PUD Detached                        360                356
551023896                                        HEMPSTEAD                                      TX        77445       Primary            Single Family Detached              360                358
551023988                                        GREENVILLE                                     TX        75401       Primary            Single Family Detached              360                356
551024102                                        AUSTIN                                         TX        78617       Primary            PUD Detached                        360                356
551024577                                        DEVINE                                         TX        78016       Primary            Single Family Detached              360                356
551024591                                        SAN ANTONIO                                    TX        78247       Primary            Single Family Detached              360                357
551024679                                        AUSTIN                                         TX        78747       Primary            PUD Detached                        360                356
551024686                                        CLAREMORE                                      OK        74017       Primary            Single Family Detached              360                357
551024741                                        KANSAS CITY                                    MO        64127       Non-owner          Single Family Detached              360                359
551024769                                        SAN ANTONIO                                    TX        78210       Non-owner          Single Family Detached              360                356
551024951                                        GRANBURY                                       TX        76048       Primary            Single Family Detached              360                357
551025068                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                356
551025144                                        FORT WORTH                                     TX        76123       Primary            Single Family Detached              360                357
551025186                                        MISSION                                        TX        78572       Primary            Single Family Detached              360                358
551025485                                        SAN ANTONIO                                    TX        78251       Primary            PUD Detached                        360                357
551025517                                        HOUSTON                                        TX        77018       Primary            PUD Detached                        360                357
551025844                                        SAN ANTONIO                                    TX        78239       Primary            Single Family Detached              360                358
551025880                                        FORT WORTH                                     TX        76131       Primary            Single Family Detached              360                358
551025894                                        LITTLE ELM                                     TX        75068       Primary            PUD Detached                        360                357
551026400                                        CORPUS CHRISTI                                 TX        78415       Second Home        Single Family Detached              360                358
551026542                                        SUWANEE                                        GA        30024       Second Home        PUD Detached                        360                359
551026586                                        BRYAN                                          TX        77808       Primary            Single Family Detached              360                359
551026749                                        JONES                                          OK        73049       Primary            Single Family Detached              360                359
551026867                                        GARLAND                                        TX        75044       Primary            Single Family Detached              360                358
551026883                                        MARIETTA                                       OK        73448       Primary            Single Family Detached              360                360
551026888                                        TEXARKANA                                      TX        75501       Primary            Single Family Detached              360                359
551027003                                        FRESNO                                         CA        93722       Primary            Single Family Detached              360                359
551027015                                        SAN ANTONIO                                    TX        78210       Primary            2-4 Units Attached                  360                359
551027043                                        FORT WORTH                                     TX        76137       Primary            Single Family Detached              360                359
551027044                                        MIDLOTHIAN                                     TX        76065       Primary            Single Family Detached              360                359
551027056                                        CONROE                                         TX        77302       Primary            Single Family Detached              360                359
551027058                                        TULSA                                          OK        74129       Primary            Single Family Detached              360                359
551027060                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                359
551027062                                        SAINT LOUIS                                    MO        63136       Primary            Single Family Detached              360                359
551027112                                        LIPAN                                          TX        76462       Primary            Single Family Detached              360                358
551027163                                        FORT WORTH                                     TX        76210       Non-owner          Single Family Detached              360                358
551027173                                        GUTHRIE                                        OK        73044       Primary            Single Family Detached              360                360
551027179                                        WATAUGA                                        TX        76148       Non-owner          Single Family Detached              360                359
551027195                                        SAN ANTONIO                                    TX        78254       Primary            Single Family Detached              360                359
551027205                                        CANYON LAKE                                    TX        78133       Primary            Condo Low-Rise Attached             360                359
551027296                                        IRVING                                         TX        75062       Primary            Single Family Detached              360                358
551027301                                        HAWKINS                                        TX        75765       Primary            Single Family Detached              360                359
551027304                                        WATAUGA                                        TX        76148       Primary            Single Family Detached              360                358
551027346                                        DALLAS                                         TX        75248       Primary            Single Family Detached              360                359
551027365                                        DUNCAN                                         OK        73533       Primary            Single Family Detached              360                359
551027395                                        ARLINGTON                                      TX        76017       Primary            Single Family Detached              360                359
551027461                                        FORT WORTH                                     TX        76179       Primary            Single Family Detached              360                359
551027515                                        FAYETTEVILLE                                   AR        72704       Primary            Single Family Detached              360                359
551027535                                        TERRYVILLE                                     CT        06786       Primary            Single Family Detached              360                359
551027603                                        FAYETTEVILLE                                   AR        72701       Primary            Single Family Detached              360                359
551027672                                        SAN MARCOS                                     TX        78666       Primary            Single Family Detached              360                359
551027694                                        SAN ANTONIO                                    TX        78233       Primary            Single Family Detached              360                359
551027709                                        OKLAHOMA CITY                                  OK        73127       Non-owner          2-4 Units Attached                  360                360
551027752                                        KINGSTON                                       OK        73439       Primary            Single Family Detached              360                359
551027758                                        SAN ANTONIO                                    TX        78228       Primary            Single Family Detached              360                359
551027872                                        WEATHERFORD                                    TX        76087       Primary            Single Family Detached              360                359
551027907                                        OWASSO                                         OK        74055       Non-owner          PUD Detached                        360                359
551027908                                        SAN ANTONIO                                    TX        78247       Primary            PUD Detached                        360                359
551027934                                        TORRINGTON                                     CT        06790       Primary            2-4 Units Detached                  360                359
551027939                                        SAN ANTONIO                                    TX        78214       Non-owner          Single Family Detached              360                359
551027970                                        OWASSO                                         OK        74055       Primary            Single Family Detached              360                360
551027990                                        KILLEEN                                        TX        76543       Primary            Single Family Detached              360                359
551028172                                        LEWISVILLE                                     TX        75067       Primary            Single Family Detached              360                359
551028228                                        SAN ANTONIO                                    TX        78209       Primary            Single Family Detached              360                359
551028236                                        BROKEN ARROW                                   OK        74011       Primary            Single Family Detached              360                359
551028262                                        ROGERS                                         AR        72756       Non-owner          Single Family Detached              360                359
551028264                                        SAN ANTONIO                                    TX        78255       Non-owner          Single Family Detached              360                359
551028278                                        HOUSTON                                        TX        77088       Primary            PUD Detached                        360                359
551028304                                        KELLER                                         TX        76148       Non-owner          PUD Detached                        360                359
551028345                                        GRAPEVINE                                      TX        76051       Primary            Single Family Detached              360                359
551028374                                        SAN ANTONIO                                    TX        78201       Non-owner          Single Family Detached              360                360
551028430                                        NOLANVILLE                                     TX        76559       Non-owner          2-4 Units Detached                  360                360
551028432                                        PONDER                                         TX        76259       Primary            Single Family Detached              360                359
551028445                                        SPIRO                                          OK        74959       Primary            Single Family Detached              360                359
551028450                                        IRVING                                         TX        75061       Primary            Single Family Detached              360                359
551028484                                        EAST CHICAGO                                   IN        46312       Primary            Single Family Detached              360                359
551028487                                        DENTON                                         TX        76205       Primary            Single Family Detached              360                359
551028628                                        CAMILLA                                        GA        31730       Non-owner          Single Family Detached              360                359
551028668                                        LUFKIN                                         TX        75901       Primary            Single Family Detached              360                360
551028702                                        BROWNWOOD                                      TX        76801       Primary            Single Family Detached              360                360
551028756                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                360
551028800                                        CASPER                                         WY        82604       Primary            Single Family Detached              360                360
551028807                                        HOUSTON                                        TX        77088       Primary            Single Family Detached              360                360
551028823                                        MISSION                                        TX        78572       Non-owner          PUD Detached                        360                360
551028930                                        STEPHENVILLE                                   TX        76401       Primary            Single Family Detached              360                360
551028968                                        TULSA                                          OK        74134       Primary            Single Family Detached              360                360
551028988                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                360
551029087                                        PLANO                                          TX        75074       Primary            Single Family Detached              360                360
551029126                                        OKLAHOMA CITY                                  OK        73135       Primary            Single Family Detached              360                360
551029290                                        INDIANAPOLIS                                   IN        46205       Primary            PUD Detached                        360                360
551029308                                        BURNET                                         TX        78611       Primary            Single Family Detached              360                360
551029342                                        DALLAS                                         TX        75217       Non-owner          Single Family Detached              360                360
551029574                                        RHOME                                          TX        76078       Non-owner          PUD Detached                        360                360
551029747                                        CONVERSE                                       TX        78109       Primary            PUD Detached                        360                360
551029884                                        SAN ANTONIO                                    TX        78258       Non-owner          PUD Detached                        360                360
551030993                                        FORT WORTH                                     TX        76116       Primary            Single Family Detached              360                360
581012346                                        SONORA                                         CA        95370       Primary            Single Family Detached              360                354
581013246                                        VISTA                                          CA        92081       Primary            Single Family Detached              360                355
581013988                                        OAKLEY                                         CA        94561       Primary            Single Family Detached              360                356
581014339                                        MANTECA                                        CA        95336       Primary            Single Family Detached              360                357
581014508                                        SACRAMENTO                                     CA        95834       Primary            Single Family Detached              360                357
581014517                                        FAIR OAKS                                      CA        95628       Primary            Single Family Detached              360                358
581014697                                        NORTH HIGHLANDS                                CA        95660       Non-owner          Single Family Detached              360                357
581014715                                        PITTSBURG                                      CA        94565       Primary            Single Family Detached              360                357
581014940                                        AMERICAN CANYON                                CA        94503       Primary            Single Family Detached              360                357
581014943                                        SACRAMENTO                                     CA        95823       Primary            Single Family Detached              360                357
581015048                                        SQUAW VALLEY                                   CA        93675       Primary            Single Family Detached              360                357
581015068                                        ROSEVILLE                                      CA        95678       Primary            Single Family Detached              360                357
581015084                                        SOMERSET                                       CA        95684       Primary            Single Family Detached              360                358
581015112                                        NEWMAN                                         CA        95360       Primary            Single Family Detached              360                357
581015145                                        MODESTO                                        CA        95351       Primary            Single Family Detached              360                358
581015232                                        ROSEVILLE                                      CA        95678       Primary            Single Family Detached              360                357
581015276                                        EUREKA                                         CA        95501       Primary            Single Family Detached              360                357
581015307                                        UNION CITY                                     CA        94587       Primary            Single Family Detached              360                359
581015313                                        SACRAMENTO                                     CA        95823       Primary            Single Family Detached              360                357
581015334                                        WHITTIER                                       CA        90604       Primary            Single Family Detached              360                358
581015336                                        DESERT HOT SPRINGS                             CA        92240       Primary            Single Family Detached              360                357
581015423                                        MORENO VALLEY                                  CA        92555       Primary            Condo Low-Rise Attached             360                358
581015443                                        FORTUNA                                        CA        95540       Primary            Single Family Detached              360                358
581015446                                        SACRAMENTO                                     CA        95838       Primary            Single Family Detached              360                358
581015489                                        FRESNO                                         CA        93711       Primary            Single Family Detached              360                358
581015503                                        NOVATO                                         CA        94947       Primary            Single Family Detached              360                358
581015527                                        SACRAMENTO                                     CA        95828       Primary            Single Family Detached              360                358
581015538                                        SACRAMENTO                                     CA        95821       Primary            Single Family Detached              360                358
581015622                                        LAS VEGAS                                      NV        89123       Primary            PUD Detached                        360                358
581015633                                        SHASTA LAKE                                    CA        96019       Primary            Single Family Detached              360                358
581015650                                        ELK GROVE                                      CA        95757       Primary            Single Family Detached              360                358
581015653                                        LANCASTER                                      CA        93535       Primary            Single Family Detached              360                358
581015677                                        VALLECITO                                      CA        95251       Primary            Single Family Detached              360                358
581015698                                        DIXON                                          CA        95620       Primary            Single Family Detached              360                359
581015705                                        SACRAMENTO                                     CA        95826       Primary            Single Family Detached              360                358
581015767                                        YELM                                           WA        98597       Primary            Single Family Detached              360                358
581015769                                        SKULL VALLEY                                   UT        84029       Primary            Single Family Detached              360                358
581015787                                        ALOHA                                          OR        97007       Primary            Single Family Detached              360                358
581015802                                        MODESTO                                        CA        95358       Primary            Single Family Detached              360                358
581015807                                        CUMMING                                        GA        30041       Primary            PUD Detached                        360                359
581015816                                        GRASS VALLEY                                   CA        95945       Primary            Single Family Detached              360                358
581015829                                        WINDSOR                                        CA        95492       Primary            Single Family Detached              360                358
581015834                                        SONORA                                         CA        95370       Primary            Single Family Detached              360                358
581015867                                        BAKERSFIELD                                    CA        93308       Primary            Single Family Detached              360                358
581015892                                        FRESNO                                         CA        93726       Primary            Single Family Detached              360                358
581015894                                        CITRUS HEIGHTS                                 CA        95621       Primary            Single Family Attached              360                358
581015918                                        MODESTO                                        CA        95351       Primary            Single Family Detached              360                358
581015928                                        WOODLAND                                       CA        95776       Primary            Single Family Detached              360                358
581015933                                        HESPERIA                                       CA        92345       Primary            Single Family Detached              360                358
581015950                                        SUSANVILLE                                     CA        96130       Primary            Single Family Detached              360                358
581015957                                        WATERFORD                                      CA        95386       Non-owner          Single Family Detached              360                358
581015961                                        DES MOINES                                     WA        98198       Primary            Single Family Detached              360                358
581015964                                        HAYWARD                                        CA        94544       Primary            Single Family Detached              360                359
581015986                                        STOCKTON                                       CA        95206       Primary            Single Family Detached              360                359
581015999                                        RENO                                           NV        89512       Primary            PUD Attached                        360                358
581016039                                        HEMET                                          CA        92544       Primary            Single Family Detached              360                359
581016046                                        DALY CITY                                      CA        94015       Primary            Single Family Detached              360                358
581016054                                        GLENDALE                                       AZ        85308       Primary            Single Family Detached              360                359
581016077                                        MODESTO                                        CA        95355       Primary            Single Family Detached              360                358
581016091                                        LINCOLN                                        CA        95648       Primary            Single Family Detached              360                358
581016095                                        STOCKTON                                       CA        95205       Non-owner          Single Family Detached              360                359
581016097                                        SACRAMENTO                                     CA        95842       Primary            Single Family Detached              360                358
581016106                                        PUYALLUP                                       WA        98374       Primary            PUD Detached                        360                358
581016112                                        OLIVEHURST                                     CA        95961       Primary            Single Family Detached              360                358
581016175                                        BAY POINT                                      CA        94565       Primary            Single Family Detached              360                359
581016178                                        MANTECA                                        CA        95336       Primary            Single Family Detached              360                358
581016206                                        RENO                                           NV        89506       Primary            PUD Detached                        360                358
581016230                                        EVERGREEN                                      CO        80439       Primary            Single Family Detached              360                359
581016286                                        GREENFIELD                                     CA        93927       Primary            Single Family Detached              360                359
581016290                                        VALLEJO                                        CA        94591       Primary            Single Family Detached              360                359
581016316                                        DIXON                                          CA        95620       Non-owner          2-4 Units Detached                  360                359
581016337                                        RICHMOND                                       CA        94804       Primary            Single Family Detached              360                359
581016343                                        PLUMAS LAKE                                    CA        95961       Primary            PUD Detached                        360                359
581016353                                        FRESNO                                         CA        93727       Primary            Single Family Detached              360                359
581016378                                        VENETA                                         OR        97487       Non-owner          Single Family Detached              360                359
581016379                                        SALIDA                                         CA        95368       Primary            Single Family Detached              360                359
581016383                                        PLACERVILLE                                    CA        95667       Primary            Single Family Detached              360                359
581016391                                        DELANO                                         CA        93215       Primary            Single Family Detached              360                358
581016400                                        FAIR OAKS                                      CA        95628       Primary            Single Family Detached              360                359
581016405                                        STOCKTON                                       CA        95206       Primary            Single Family Detached              360                359
581016442                                        STOCKTON                                       CA        95209       Primary            Single Family Detached              360                359
581016450                                        IRVINGTON                                      AL        36544       Primary            PUD Detached                        360                359
581016468                                        CITRUS HEIGHTS                                 CA        95610       Primary            2-4 Units Attached                  360                359
581016479                                        CHICO                                          CA        95928       Non-owner          2-4 Units Detached                  360                359
581016494                                        MORENO VALLEY                                  CA        92557       Primary            Single Family Detached              360                359
581016501                                        HESPERIA                                       CA        92345       Non-owner          2-4 Units Detached                  360                359
581016509                                        RIO LINDA                                      CA        95673       Primary            Single Family Detached              360                359
581016511                                        TRACY                                          CA        95377       Primary            Single Family Detached              360                359
581016536                                        THORNTON                                       CO        80233       Primary            Single Family Detached              360                359
581017097                                        SACRAMENTO                                     CA        95826       Non-owner          Single Family Detached              360                359
581017102                                        AURORA                                         CO        80013       Primary            PUD Detached                        360                359
581017110                                        RENTON                                         WA        98058       Primary            Single Family Detached              360                359
581017117                                        ENGLEWOOD                                      CO        80110       Primary            Single Family Detached              360                359
581017125                                        OREGON CITY                                    OR        97045       Primary            Single Family Detached              360                359
581017150                                        COLORADO SPRINGS                               CO        80923       Primary            Single Family Detached              360                359
581017166                                        CHARLOTTE                                      NC        28213       Primary            Single Family Detached              360                359
581017169                                        SAN BERNARDINO                                 CA        92407       Primary            Single Family Detached              360                359
581017174                                        DENVER                                         CO        80219       Primary            Single Family Attached              360                359
581017185                                        FORT LUPTON                                    CO        80621       Primary            Single Family Detached              360                359
581017204                                        AURORA                                         CO        80013       Primary            Single Family Detached              360                359
581017210                                        DENVER                                         CO        80211       Non-owner          Single Family Detached              360                359
581017214                                        DENVER                                         CO        80239       Primary            Single Family Detached              360                359
581017218                                        DENVER                                         CO        80205       Non-owner          Single Family Attached              360                359
581017220                                        CASTLE ROCK                                    CO        80104       Primary            PUD Detached                        360                359
581017226                                        CASTLE ROCK                                    CO        80104       Primary            Single Family Detached              360                359
581017235                                        GREELEY                                        CO        80634       Primary            PUD Detached                        360                359
581017236                                        LOVELAND                                       CO        80537       Primary            Single Family Attached              360                359
581017243                                        ARVADA                                         CO        80004       Primary            Single Family Detached              360                359
581017308                                        COMMERCE CITY                                  CO        80022       Primary            Single Family Detached              360                359
581017311                                        DENVER                                         CO        80211       Primary            Single Family Detached              360                359
581017331                                        AURORA                                         CO        80015       Primary            Single Family Detached              360                359
581017334                                        HILLSBORO                                      OR        97124       Primary            Single Family Detached              360                359
581017354                                        OLYMPIA                                        WA        98506       Primary            Single Family Detached              360                359
581017362                                        LINCOLN                                        CA        95648       Primary            Single Family Detached              360                359
581017368                                        SACRAMENTO                                     CA        95823       Primary            Single Family Detached              360                359
581017381                                        SUSANVILLE                                     CA        96130       Non-owner          Single Family Detached              360                360
581017407                                        LAS VEGAS                                      NV        89110       Primary            Single Family Detached              360                359
581017418                                        AURORA                                         CO        80019       Primary            Single Family Detached              360                359
581017435                                        CHANDLER                                       AZ        85224       Primary            Single Family Detached              360                359
581017455                                        PORTLAND                                       OR        97236       Primary            Single Family Detached              360                359
581017496                                        LAS VEGAS                                      NV        89183       Primary            Single Family Detached              360                359
581017515                                        OLYMPIA                                        WA        98501       Primary            Single Family Detached              360                359
581017541                                        PARKER                                         CO        80138       Primary            Single Family Detached              360                359
581017626                                        MODESTO                                        CA        95350       Non-owner          Single Family Detached              360                360
581017652                                        OLIVEHURST                                     CA        95961       Primary            Single Family Detached              360                359
581017667                                        GALT                                           CA        95632       Primary            Single Family Detached              360                360
581017673                                        SACRAMENTO                                     CA        95823       Primary            Single Family Detached              360                359
581017676                                        GRESHAM                                        OR        97080       Primary            Single Family Detached              360                359
581017689                                        SIMI VALLEY                                    CA        93063       Primary            Single Family Detached              360                359
581017693                                        BAKERSFIELD                                    CA        93314       Primary            Single Family Detached              360                359
581017694                                        THORNTON                                       CO        80229       Primary            Single Family Detached              360                359
581017698                                        RICHMOND                                       VA        23234       Primary            Single Family Detached              360                359
581017711                                        DAYTON                                         OR        97114       Primary            Single Family Detached              360                359
581017714                                        GRAND LAKE                                     CO        80447       Primary            Single Family Detached              360                359
581017721                                        MAPLE VALLEY                                   WA        98038       Primary            Single Family Detached              360                359
581017746                                        THORNTON                                       CO        80229       Primary            Single Family Attached              360                359
581017757                                        BATTLE GROUND                                  WA        98604       Primary            Single Family Detached              360                359
581017773                                        RIO  LINDA                                     CA        95673       Non-owner          2-4 Units Detached                  360                360
581017876                                        BOTHELL                                        WA        98021       Primary            Single Family Detached              360                359
581017877                                        FAIRFIELD                                      CA        94533       Primary            Single Family Detached              360                359
581017883                                        SACRAMENTO                                     CA        95822       Primary            Single Family Detached              360                359
581017900                                        LOCHBUIE                                       CO        80603       Primary            Single Family Detached              360                359
581017906                                        AURORA                                         CO        80015       Primary            Single Family Detached              360                359
581017927                                        AURORA                                         CO        80014       Primary            PUD Attached                        360                360
581017952                                        GRAND JUNCTION                                 CO        81505       Non-owner          Single Family Attached              360                360
581017953                                        SACRAMENTO                                     CA        95831       Non-owner          PUD Attached                        360                360
581017955                                        FRUITA                                         CO        81521       Non-owner          PUD Detached                        360                359
581017963                                        GREEN RIVER                                    WY        82935       Primary            Single Family Detached              360                359
581018017                                        YUBA CITY                                      CA        95993       Primary            Single Family Detached              360                359
581018033                                        LAKEWOOD                                       CO        80226       Non-owner          Single Family Attached              360                359
581018041                                        KEAAU                                          HI        96749       Primary            Single Family Detached              360                360
581018048                                        ELK GROVE                                      CA        95624       Non-owner          2-4 Units Detached                  360                359
581018110                                        ODESSA                                         FL        33556       Primary            Single Family Detached              360                360
581018128                                        PICO RIVERA                                    CA        90660       Primary            Condo Low-Rise Attached             360                359
581018132                                        ANTELOPE                                       CA        95843       Non-owner          Single Family Detached              360                359
581018157                                        LAKEWOOD                                       CO        80226       Non-owner          Single Family Attached              360                359
581018159                                        LAKEWOOD                                       CO        80226       Non-owner          Single Family Attached              360                359
581018162                                        LAKEWOOD                                       CO        80226       Non-owner          Single Family Attached              360                359
581018163                                        LAKEWOOD                                       CO        80226       Non-owner          Single Family Attached              360                359
581018166                                        LAS VEGAS                                      NV        89121       Primary            Single Family Detached              360                360
581018173                                        MILILANI                                       HI        96789       Primary            Condo Low-Rise Attached             360                360
581018240                                        MANTECA                                        CA        95336       Primary            Single Family Detached              360                360
581018276                                        ANTELOPE                                       CA        95843       Primary            Single Family Detached              360                360
581018283                                        ROCKLIN                                        CA        95677       Non-owner          Single Family Detached              360                360
581018290                                        BAKERSFIELD                                    CA        93308       Primary            Single Family Detached              360                360
581018376                                        WHEAT RIDGE                                    CO        80033       Primary            Single Family Detached              360                360
581018415                                        WEED                                           CA        96094       Non-owner          Single Family Detached              360                360
581018425                                        PHOENIX                                        AZ        85018       Primary            Single Family Detached              360                360
581018430                                        SACRAMENTO                                     CA        95833       Non-owner          Single Family Detached              360                360
581018483                                        GLENDALE                                       AZ        85302       Primary            Single Family Detached              360                360
581018493                                        BAKERSFIELD                                    CA        93313       Primary            Single Family Detached              360                360
581018497                                        HENDERSON                                      NV        89015       Non-owner          2-4 Units Detached                  360                360
581018512                                        CITRUS HEIGHTS                                 CA        95621       Primary            Single Family Detached              360                360
581018578                                        ELK GROVE                                      CA        95624       Primary            Single Family Detached              360                360
581018591                                        PITTSBURG                                      CA        94565       Non-owner          2-4 Units Detached                  360                360
581018845                                        AURORA                                         CO        80015       Primary            PUD Detached                        360                360
581018939                                        HEMET                                          CA        92544       Non-owner          Single Family Detached              360                360
581018980                                        VICTORVILLE                                    CA        92392       Primary            Single Family Detached              360                360
581019078                                        LAKEWOOD                                       CO        80214       Non-owner          Single Family Detached              360                360
581019155                                        MILL CREEK                                     WA        98012       Primary            Single Family Detached              360                360
611025886                                        ELBRIDGE                                       NY        13060       Primary            Single Family Detached              360                355
611026282                                        BROOKLYN                                       NY        11225       Primary            2-4 Units Attached                  360                356
611026326                                        FRAMINGHAM                                     MA        01701       Primary            Single Family Detached              360                357
611026360                                        MEDFORD                                        NY        11763       Primary            Single Family Detached              360                356
611026492                                        BRONX                                          NY        10470       Primary            2-4 Units Attached                  360                357
611026550                                        HOWELL                                         NJ        07731       Primary            Single Family Detached              360                357
621017765                                        MIAMI                                          FL        33147       Primary            Single Family Detached              360                353
621019238                                        WEST PALM BEACH                                FL        33415       Primary            PUD Detached                        360                359
621019417                                        MIAMI                                          FL        33193       Primary            Condo Low-Rise Attached             360                356
621019750                                        MIAMI                                          FL        33142       Primary            2-4 Units Detached                  360                357
621019830                                        MIAMI                                          FL        33157       Primary            Single Family Detached              360                356
621019964                                        MIAMI                                          FL        33179       Primary            Condo Low-Rise Attached             360                356
621019984                                        PLANTATION                                     FL        33324       Primary            PUD Detached                        360                356
621020179                                        ROCKLEDGE                                      FL        32955       Primary            Single Family Detached              360                357
621020185                                        ROCKLEDGE                                      FL        32955       Primary            PUD Detached                        360                357
621020222                                        KEY LARGO                                      FL        33037       Primary            Single Family Detached              360                356
621020252                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                357
621020282                                        HIALEAH                                        FL        33013       Primary            Single Family Detached              360                357
621020315                                        HIALEAH                                        FL        33012       Non-owner          Single Family Detached              360                357
621020327                                        TAMARAC                                        FL        33309       Primary            Single Family Detached              360                357
621020395                                        WINTER PARK                                    FL        32789       Primary            Single Family Detached              360                357
621020420                                        DEERFIELD BEACH                                FL        33442       Primary            PUD Attached                        360                357
621020441                                        MIAMI                                          FL        33162       Primary            Single Family Detached              360                357
621020457                                        MIAMI                                          FL        33174       Primary            PUD Detached                        360                356
621020721                                        COCONUT CREEK                                  FL        33066       Primary            Single Family Attached              360                357
621020724                                        LAKELAND                                       FL        33813       Primary            PUD Detached                        360                358
621020738                                        MALABAR                                        FL        32950       Primary            Single Family Detached              360                357
621020757                                        LARGO                                          FL        33777       Primary            Single Family Detached              360                357
621020761                                        TALLAHASSEE                                    FL        32308       Primary            Single Family Detached              360                357
621020776                                        MIAMI                                          FL        33165       Primary            Single Family Detached              360                357
621020793                                        LOXAHATCHEE                                    FL        33470       Primary            Single Family Detached              360                358
621020861                                        PALM COAST                                     FL        32164       Primary            Single Family Detached              360                357
621020898                                        FORT LAUDERDALE                                FL        33334       Primary            Single Family Detached              360                357
621020937                                        TITUSVILLE                                     FL        32780       Primary            Single Family Attached              360                357
621020940                                        OAKLAND PARK                                   FL        33334       Non-owner          Condo Low-Rise Attached             360                359
621020956                                        CAPE CANAVERAL                                 FL        32920       Primary            Single Family Detached              360                358
621021011                                        CLEARWATER                                     FL        33759       Primary            PUD Attached                        360                357
621021052                                        PALM BAY                                       FL        32907       Primary            Single Family Detached              360                357
621021061                                        PALM BEACH GARDENS                             FL        33403       Primary            Single Family Detached              360                357
621021069                                        OPA LOCKA                                      FL        33056       Primary            Single Family Detached              360                358
621021125                                        MIAMI                                          FL        33155       Primary            Single Family Attached              360                359
621021184                                        MELBOURNE                                      FL        32940       Primary            Single Family Detached              360                358
621021251                                        MIRAMAR                                        FL        33025       Primary            Single Family Detached              360                358
621021297                                        MIAMI                                          FL        33161       Primary            Single Family Detached              360                359
621021324                                        LAUDERHILL                                     FL        33313       Primary            Condo Low-Rise Attached             360                358
621021331                                        MIAMI                                          FL        33169       Primary            Single Family Detached              360                359
621021375                                        MIAMI                                          FL        33183       Primary            PUD Attached                        360                358
621021403                                        SOUTH MIAMI                                    FL        33143       Primary            Single Family Detached              360                358
621021410                                        ORLANDO                                        FL        32803       Primary            Condo Low-Rise Attached             360                359
621021525                                        JACKSONVILLE                                   FL        32225       Primary            Single Family Detached              360                359
621021573                                        EL PORTAL                                      FL        33138       Primary            Single Family Detached              360                359
621021574                                        MIAMI                                          FL        33177       Primary            Single Family Detached              360                359
621021584                                        YULEE                                          FL        32097       Primary            Single Family Detached              360                360
621021596                                        WEST PALM BEACH                                FL        33417       Primary            Single Family Detached              360                358
621021626                                        PALM COAST                                     FL        32137       Primary            Single Family Detached              360                358
621021654                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                358
621021668                                        JACKSONVILLE                                   FL        32244       Primary            Single Family Detached              360                358
621021685                                        PEMBROKE PINES                                 FL        33023       Primary            Single Family Detached              360                359
621021689                                        MARIETTA                                       GA        30067       Primary            Condo Low-Rise Attached             360                358
621021690                                        SEBRING                                        FL        33875       Primary            Single Family Detached              360                358
621021707                                        CORAL SPRINGS                                  FL        33071       Primary            Single Family Detached              360                358
621021744                                        MIAMI                                          FL        33179       Primary            Condo Low-Rise Attached             360                359
621021753                                        TAMPA                                          FL        33603       Non-owner          Single Family Detached              360                358
621021814                                        MIAMI                                          FL        33157       Primary            Single Family Detached              360                359
621021819                                        MIAMI                                          FL        33189       Primary            Single Family Detached              360                358
621021835                                        MIAMI                                          FL        33127       Primary            Single Family Detached              360                358
621021845                                        DAYTONA BEACH                                  FL        32117       Primary            Single Family Detached              360                358
621021846                                        DAYTONA BEACH                                  FL        32117       Primary            Single Family Detached              360                358
621021923                                        MIAMI                                          FL        33170       Primary            Single Family Attached              360                359
621021934                                        MIAMI                                          FL        33176       Non-owner          Single Family Attached              360                358
621021936                                        HOLLYWOOD                                      FL        33024       Primary            Single Family Detached              360                359
621021972                                        MIAMI                                          FL        33181       Primary            Condo High-Rise Attached            360                359
621021980                                        POMPANO BEACH                                  FL        33073       Primary            PUD Detached                        360                358
621022008                                        MIRAMAR                                        FL        33025       Primary            Condo Low-Rise Attached             360                359
621022076                                        JACKSONVILLE                                   FL        32258       Primary            Single Family Detached              360                358
621022083                                        HOMESTEAD                                      FL        33033       Primary            Single Family Detached              360                359
621022101                                        BOCA RATON                                     FL        33431       Primary            Single Family Detached              360                359
621022103                                        HIALEAH                                        FL        33010       Primary            Single Family Detached              360                359
621022125                                        JACKSONVILLE                                   FL        32208       Primary            Single Family Detached              360                358
621022178                                        FORT LAUDERDALE                                FL        33311       Primary            Single Family Detached              360                359
621022180                                        DELRAY BEACH                                   FL        33484       Primary            Condo Low-Rise Attached             360                358
621022214                                        MIAMI                                          FL        33173       Primary            Single Family Detached              360                359
621022280                                        MIAMI                                          FL        33193       Non-owner          PUD Attached                        360                359
621022287                                        FORT LAUDERDALE                                FL        33309       Primary            Single Family Detached              360                358
621022329                                        LAUDERHILL                                     FL        33311       Non-owner          PUD Attached                        360                359
621022332                                        SUNRISE                                        FL        33322       Non-owner          Single Family Detached              360                359
621022337                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                359
621022382                                        HOMESTEAD                                      FL        33032       Primary            Single Family Detached              360                359
621022418                                        CALLAHAN                                       FL        32011       Primary            Single Family Detached              360                359
621022442                                        MIAMI                                          FL        33177       Primary            Single Family Detached              360                359
621022451                                        PLANTATION                                     FL        33317       Primary            Single Family Detached              360                359
621022453                                        HOMESTEAD                                      FL        33033       Primary            Single Family Detached              360                359
621022454                                        PALM COAST                                     FL        32164       Non-owner          Single Family Detached              360                359
621022466                                        MIDDLEBURG                                     FL        32068       Primary            Single Family Detached              360                359
621022499                                        MIAMI                                          FL        33135       Primary            Single Family Detached              360                359
621022508                                        ALTAMONTE SPRINGS                              FL        32701       Primary            Single Family Detached              360                359
621022511                                        MIAMI                                          FL        33177       Non-owner          Single Family Detached              360                359
621022533                                        PORT ST LUCIE                                  FL        34982       Primary            Single Family Detached              360                359
621022542                                        JACKSONVILLE                                   FL        32218       Primary            Single Family Detached              360                359
621022599                                        HOMESTEAD                                      FL        33032       Primary            Single Family Detached              360                359
621022630                                        ORLANDO                                        FL        32819       Non-owner          Single Family Detached              360                360
621022641                                        HIALEAH                                        FL        33015       Primary            Single Family Detached              360                359
621022650                                        CUTLER BAY                                     FL        33189       Primary            Single Family Detached              360                359
621022678                                        TITUSVILLE                                     FL        32796       Primary            Single Family Detached              360                359
621022707                                        SOUTH DAYTONA BEACH                            FL        32119       Primary            Condo Low-Rise Attached             360                359
621022712                                        JUPITER                                        FL        33458       Primary            Single Family Detached              360                360
621022777                                        MIAMI GARDENS                                  FL        33055       Primary            Single Family Detached              360                360
621022907                                        JACKSONVILLE                                   FL        32244       Primary            Single Family Detached              360                359
621022923                                        MIAMI GARDENS                                  FL        33056       Non-owner          Single Family Detached              360                360
621022938                                        NORTH MIAMI BEACH                              FL        33162       Non-owner          Single Family Detached              360                360
621023011                                        CORAL SPRINGS                                  FL        33065       Primary            Condo Low-Rise Attached             360                359
621023063                                        MIAMI                                          FL        33184       Primary            Single Family Detached              360                360
621023098                                        POMPANO BEACH                                  FL        33069       Non-owner          2-4 Units Detached                  360                360
621023110                                        NAPLES                                         FL        34119       Primary            PUD Detached                        360                360
621023191                                        MIRAMAR                                        FL        33025       Non-owner          Condo Low-Rise Attached             360                360
621023228                                        BOCA RATON                                     FL        33496       Primary            PUD Attached                        360                360
621023333                                        HOMESTEAD                                      FL        33032       Non-owner          Single Family Detached              360                360
621023346                                        MIAMI GARDENS                                  FL        33056       Primary            Single Family Detached              360                360
621023357                                        FORT PIERCE                                    FL        34945       Non-owner          Single Family Detached              360                360
621023444                                        POMPANO BEACH                                  FL        33069       Non-owner          2-4 Units Detached                  360                360
621023506                                        FORT MYERS                                     FL        33967       Non-owner          Single Family Detached              360                360
621023566                                        HOMESTEAD                                      FL        33032       Non-owner          Single Family Detached              360                360
621023808                                        FORT LAUDERDALE                                FL        33311       Primary            Single Family Detached              360                360
621023896                                        RIVIERA BEACH                                  FL        33404       Non-owner          Single Family Detached              360                360
621023950                                        HIALEAH                                        FL        33016       Primary            Condo Low-Rise Attached             360                360
621024069                                        DEERFIELD BEACH                                FL        33441       Non-owner          2-4 Units Detached                  360                360
631015909                                        SURPRISE                                       AZ        85374       Primary            PUD Detached                        360                356
631016048                                        RICHMOND                                       CA        94804       Primary            Single Family Detached              360                356
631016064                                        REDLANDS                                       CA        92374       Primary            Single Family Detached              360                357
651022040                                        RED LEVEL                                      AL        36474       Primary            Single Family Detached              360                355
651023393                                        SAINT PAUL PARK                                MN        55071       Primary            Single Family Detached              360                356
661018921                                        PALMDALE                                       CA        93550       Primary            Single Family Detached              360                354
661019317                                        QUEEN CREEK                                    AZ        85242       Primary            PUD Detached                        360                356
661019648                                        MORENO VALLEY                                  CA        92551       Primary            Single Family Detached              360                356
661019715                                        RIVERSIDE                                      CA        92503       Primary            Single Family Detached              360                356
661019761                                        OAKLAND                                        CA        94621       Primary            Single Family Detached              360                356
661019950                                        KENOSHA                                        WI        53142       Primary            Single Family Detached              360                358
661020087                                        PHELAN (AREA) / SAN BERNARDINO                 CA        92371       Primary            Single Family Detached              360                356
661020150                                        REDLANDS                                       CA        92374       Primary            Single Family Detached              360                356
661020195                                        MORENO VALLEY                                  CA        92553       Primary            Single Family Detached              360                356
661020249                                        SANGER                                         CA        93657       Primary            Single Family Detached              360                357
661020268                                        COACHELLA                                      CA        92236       Primary            Single Family Detached              360                357
661020285                                        REDLANDS                                       CA        92373       Non-owner          Single Family Detached              360                359
661020341                                        BLAINE                                         MN        55449       Primary            Single Family Detached              360                357
661020370                                        AUBURN                                         CA        95602       Primary            PUD Detached                        360                357
661020527                                        CHINO HILLS                                    CA        91709       Primary            Single Family Detached              360                357
661020605                                        FRESNO                                         CA        93722       Primary            PUD Detached                        360                358
661020630                                        INGLEWOOD                                      CA        90301       Primary            Condo Low-Rise Attached             360                358
661020801                                        NORTH LAS VEGAS                                NV        89032       Primary            Single Family Detached              360                357
661020846                                        FARMERSVILLE                                   CA        93223       Primary            Single Family Detached              360                357
661020918                                        LOMITA                                         CA        90717       Primary            Single Family Detached              360                357
661020919                                        ORANGE CITY                                    FL        32763       Primary            Single Family Detached              360                357
661020939                                        LONG BEACH                                     CA        90805       Primary            Single Family Detached              360                357
661020952                                        ROSAMOND                                       CA        93560       Primary            Single Family Detached              360                357
661020967                                        BAKERSFIELD                                    CA        93305       Second Home        Single Family Detached              360                359
661020981                                        OAKDALE                                        CA        95361       Primary            Single Family Detached              360                358
661021004                                        BRANDON                                        FL        33510       Primary            Single Family Detached              360                357
661021040                                        SANTA MARIA                                    CA        93458       Primary            Single Family Detached              360                358
661021072                                        BELL GARDENS                                   CA        90201       Primary            Single Family Detached              360                357
661021092                                        RIVERSIDE                                      CA        92508       Primary            Single Family Detached              360                357
661021154                                        PERRIS                                         CA        92570       Primary            Single Family Detached              360                357
661021241                                        RIO LINDA                                      CA        95673       Primary            Single Family Detached              360                358
661021246                                        ARMONA                                         CA        93202       Primary            Single Family Detached              360                358
661021296                                        WEST COVINA                                    CA        91791       Primary            Single Family Detached              360                358
661021304                                        PASO ROBLES                                    CA        93446       Primary            Single Family Detached              360                357
661021305                                        SOUTH EL MONTE                                 CA        91733       Primary            Single Family Detached              360                358
661021389                                        MODESTO                                        CA        95351       Primary            2-4 Units Detached                  360                358
661021392                                        OXNARD                                         CA        93036       Primary            Condo Low-Rise Attached             360                357
661021456                                        CATHEDRAL CITY                                 CA        92234       Second Home        Single Family Detached              360                358
661021458                                        VICTORVILLE                                    CA        92392       Primary            Single Family Detached              360                358
661021490                                        OCEANSIDE                                      CA        92054       Primary            Single Family Attached              360                358
661021526                                        COMPTON                                        CA        90222       Primary            Single Family Detached              360                359
661021545                                        MURRIETA                                       CA        92562       Primary            Single Family Detached              360                359
661021546                                        STOCKTON                                       CA        95215       Primary            Single Family Detached              360                358
661021561                                        MORENO VALLEY                                  CA        92551       Primary            Single Family Detached              360                358
661021563                                        LONG BEACH                                     CA        90810       Primary            Single Family Detached              360                358
661021565                                        SAN JACINTO                                    CA        92583       Primary            Single Family Detached              360                358
661021598                                        ENUMCLAW                                       WA        98022       Primary            Single Family Detached              360                358
661021755                                        LANCASTER                                      CA        93535       Primary            Single Family Detached              360                358
661021756                                        ONTARIO                                        CA        91764       Primary            Single Family Detached              360                359
661021768                                        PEORIA                                         AZ        85345       Primary            Single Family Detached              360                360
661021773                                        DULUTH                                         GA        30096       Primary            Single Family Detached              360                358
661021810                                        KEAAU                                          HI        96749       Primary            PUD Detached                        360                358
661021831                                        HESPERIA                                       CA        92344       Primary            Single Family Detached              360                358
661021839                                        GLENDALE                                       AZ        85302       Primary            Single Family Detached              360                359
661021848                                        LANCASTER                                      CA        93536       Primary            Single Family Detached              360                358
661021850                                        BLAINE                                         WA        98230       Primary            Single Family Detached              360                358
661021854                                        RANCHO CUCAMONGA                               CA        91737       Non-owner          Single Family Detached              360                358
661021872                                        RIVERSIDE                                      CA        92506       Primary            Single Family Detached              360                358
661021878                                        RIVERSIDE                                      CA        92507       Primary            Single Family Detached              360                358
661021880                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                358
661021884                                        PALMDALE                                       CA        93550       Primary            Single Family Detached              360                358
661021885                                        LAKE HAVASU CITY                               AZ        86404       Primary            Single Family Detached              360                358
661021929                                        GLENDALE                                       AZ        85303       Primary            Single Family Detached              360                359
661021946                                        BIG BEAR CITY                                  CA        92314       Non-owner          Single Family Detached              360                358
661021948                                        BIG BEAR CITY                                  CA        92314       Non-owner          Single Family Detached              360                358
661021983                                        DOS PALOS                                      CA        93620       Primary            Single Family Detached              360                358
661022042                                        APPLE VALLEY                                   CA        92308       Primary            Single Family Detached              360                358
661022052                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                359
661022059                                        COMPTON                                        CA        90222       Primary            Single Family Detached              360                359
661022097                                        RIVERSIDE                                      CA        92501       Primary            Single Family Detached              360                359
661022131                                        TANGENT                                        OR        97389       Primary            Single Family Detached              360                359
661022138                                        LOS ANGELES                                    CA        90047       Primary            2-4 Units Attached                  360                358
661022155                                        MOBILE                                         AL        36609       Primary            Single Family Detached              360                358
661022156                                        LANCASTER                                      CA        93534       Non-owner          2-4 Units Detached                  360                359
661022168                                        ANCHORAGE                                      AK        99518       Primary            Single Family Detached              360                358
661022186                                        LAKE ELIZABELT                                 CA        93532       Primary            Single Family Detached              360                358
661022188                                        GROVELAND                                      CA        95321       Primary            PUD Detached                        360                358
661022222                                        CHICAGO                                        IL        60614       Non-owner          Condo High-Rise Attached            360                359
661022232                                        OSSEO                                          MN        55369       Primary            Single Family Detached              360                359
661022236                                        SAN BERNARDINO                                 CA        92404       Primary            Single Family Detached              360                358
661022252                                        SAN BERNARDINO                                 CA        92408       Non-owner          Single Family Detached              360                360
661022265                                        KINGSBURG                                      CA        93631       Primary            Single Family Detached              360                358
661022277                                        MONTCLAIR                                      CA        91763       Primary            Single Family Detached              360                359
661022295                                        ANCHORAGE                                      AK        99515       Primary            Single Family Detached              360                358
661022310                                        PARKLAND                                       WA        98444       Primary            Single Family Detached              360                358
661022328                                        WHITTIER                                       CA        90605       Primary            Single Family Detached              360                359
661022332                                        SANTA CLARITA                                  CA        91390       Primary            Condo Low-Rise Attached             360                359
661022336                                        SCOTTSDALE                                     AZ        85251       Primary            Condo Low-Rise Attached             360                359
661022348                                        CRESTLINE                                      CA        92325       Primary            Single Family Detached              360                359
661022389                                        CHINO                                          CA        91710       Non-owner          PUD Attached                        360                359
661022395                                        PICO RIVERA                                    CA        90660       Primary            Single Family Detached              360                359
661022473                                        LAKE ARROWHEAD                                 CA        92352       Primary            Single Family Detached              360                359
661022500                                        MISSOULA                                       MT        59804       Primary            Single Family Detached              360                359
661022508                                        SAINT PETERSBURG                               FL        33713       Primary            2-4 Units Detached                  360                358
661022542                                        LOS ANGELES                                    CA        91331       Primary            Single Family Detached              360                359
661022571                                        CHINO                                          CA        91710       Primary            Single Family Detached              360                359
661022580                                        LOS ANGELES                                    CA        90037       Primary            Single Family Detached              360                359
661022600                                        GREELEY                                        CO        80634       Primary            Single Family Detached              360                359
661022614                                        SAN BERNARDINO                                 CA        92405       Primary            Single Family Detached              360                359
661022623                                        MESA                                           AZ        85204       Primary            Single Family Detached              360                359
661022628                                        MORENO VALLEY                                  CA        92551       Primary            Single Family Detached              360                360
661022660                                        CATHEDRAL CITY                                 CA        92234       Primary            Single Family Detached              360                359
661022713                                        RIVERSIDE                                      CA        92509       Primary            Single Family Detached              360                359
661022728                                        ARLINGTON                                      WA        98223       Primary            Single Family Detached              360                359
661022731                                        VICTORVILLE                                    CA        92394       Primary            Single Family Detached              360                359
661022743                                        HEMET                                          CA        92543       Non-owner          Single Family Detached              360                359
661022754                                        BLYTHE                                         CA        92225       Primary            Single Family Detached              360                359
661022768                                        PORTERVILLE                                    CA        93257       Primary            Single Family Detached              360                359
661022844                                        REDLANDS                                       CA        92374       Primary            Single Family Detached              360                359
661022864                                        CARMICHAEL                                     CA        95608       Primary            Single Family Detached              360                359
661022886                                        COACHELLA                                      CA        92236       Primary            Single Family Detached              360                360
661022898                                        PALM HARBOR                                    FL        34683       Primary            PUD Detached                        360                360
661022907                                        PHOENIX                                        AZ        85022       Primary            Single Family Detached              360                360
661022954                                        FONTANA AREA                                   CA        92335       Non-owner          Single Family Detached              360                359
661022970                                        LAHAINA                                        HI        96761       Primary            Single Family Detached              360                359
661022971                                        LANCASTER                                      CA        93535       Primary            Single Family Detached              360                359
661022984                                        RANCHO CUCAMONGA                               CA        91730       Non-owner          Single Family Detached              360                358
661023029                                        FORT DEPOSIT                                   AL        36032       Primary            Single Family Detached              360                360
661023056                                        POMONA                                         CA        91767       Primary            Single Family Detached              360                359
661023082                                        HIGH POINT                                     NC        27265       Non-owner          Single Family Detached              360                360
661023089                                        PORT CHARLOTTE                                 FL        33981       Primary            Single Family Detached              360                359
661023138                                        INDIANAPOLIS                                   IN        46203       Non-owner          Single Family Detached              360                359
661023154                                        EAGLE MOUNTAIN                                 UT        84005       Primary            Single Family Detached              360                359
661023155                                        SUN CITY                                       CA        92587       Primary            Single Family Detached              360                359
661023172                                        FRESNO                                         CA        93722       Primary            Single Family Detached              360                359
661023223                                        SAN BERNARDINO                                 CA        92407       Non-owner          Single Family Detached              360                360
661023224                                        HESPERIA                                       CA        92345       Primary            Single Family Detached              360                359
661023231                                        RIALTO                                         CA        92376       Primary            Single Family Detached              360                360
661023233                                        INDIANAPOLIS                                   IN        46218       Non-owner          Single Family Detached              360                360
661023235                                        INDIANAPOLIS                                   IN        46222       Non-owner          Single Family Detached              360                360
661023271                                        MOJAVE                                         CA        93501       Non-owner          Single Family Detached              360                359
661023333                                        LAS VEGAS                                      NV        89115       Non-owner          Single Family Detached              360                360
661023340                                        COACHELLA                                      CA        92236       Primary            Single Family Detached              360                360
661023346                                        PERRIS                                         CA        92571       Primary            Single Family Detached              360                359
661023361                                        COLTON                                         CA        92324       Primary            Single Family Detached              360                360
661023396                                        ARTESIA                                        CA        90701       Primary            Single Family Detached              360                359
661023400                                        VISTA                                          CA        92083       Primary            Single Family Detached              360                359
661023404                                        PUEBLO                                         CO        81001       Primary            Single Family Detached              360                360
661023450                                        FRESNO                                         CA        93727       Primary            Single Family Detached              360                359
661023451                                        SAN BERNARDINO                                 CA        92410       Non-owner          Single Family Detached              360                360
661023452                                        ANCHORAGE                                      AK        99502       Primary            Single Family Detached              360                359
661023466                                        EAGLE RIVER                                    AK        99577       Primary            Single Family Detached              360                359
661023521                                        HESPERIA                                       CA        92345       Primary            Single Family Detached              360                360
661023535                                        BELLFLOWER                                     CA        90706       Primary            Single Family Detached              360                359
661023561                                        SAN BERNARDINO                                 CA        92404       Primary            Single Family Detached              360                359
661023580                                        PHOENIX                                        AZ        85086       Primary            Single Family Detached              360                360
661023622                                        BUSHKILL                                       PA        18324       Primary            PUD Detached                        360                360
661023627                                        BLOOMINGTON                                    CA        92316       Primary            Single Family Detached              360                360
661023655                                        RUNNING SPRINGS                                CA        92382       Primary            Single Family Detached              360                360
661023681                                        FRESNO                                         CA        93702       Primary            Single Family Detached              360                360
661023771                                        DELANO                                         CA        93215       Primary            Single Family Detached              360                360
661023942                                        LAKEWOOD                                       CA        90715       Non-owner          Single Family Detached              360                360
661024073                                        POMONA                                         CA        91767       Non-owner          Single Family Detached              360                360
661024097                                        RIDGECREST                                     CA        93555       Non-owner          Single Family Detached              360                360
661024141                                        CHARLOTTE                                      NC        28215       Primary            PUD Detached                        360                360
661024332                                        RIVERSIDE                                      CA        92504       Non-owner          Single Family Detached              360                360
661024497                                        GULFPORT                                       MS        39507       Primary            Single Family Detached              360                359
661024502                                        EVANS                                          GA        30809       Primary            Single Family Detached              360                359
661024524                                        HIGHLAND                                       CA        92346       Primary            Single Family Detached              360                359
671016061                                        SALINAS                                        CA        93905       Primary            Single Family Detached              360                357
671016188                                        ELK GROVE                                      CA        95758       Primary            Single Family Detached              360                357
671016239                                        MESA                                           AZ        85206       Primary            Single Family Detached              360                356
671016269                                        NAPLES                                         FL        34117       Primary            Single Family Detached              360                356
671016313                                        GALT                                           CA        95632       Primary            Single Family Detached              360                356
671016407                                        GREENFIELD                                     CA        93927       Primary            Single Family Detached              360                356
671016449                                        NEWARK                                         CA        94560       Primary            Single Family Detached              360                357
671016503                                        MERCED                                         CA        95348       Primary            Single Family Detached              360                357
671016526                                        FRESNO                                         CA        93727       Primary            Single Family Detached              360                356
671016612                                        TWAIN HARTE                                    CA        95383       Primary            Single Family Detached              360                357
671016658                                        VALLEJO                                        CA        94590       Primary            2-4 Units Detached                  360                357
671016681                                        SAINT AUGUSTINE                                FL        32084       Primary            Single Family Detached              360                357
671016683                                        POMONA                                         CA        91767       Primary            Single Family Detached              360                357
671016719                                        MODESTO                                        CA        95354       Primary            Single Family Detached              360                358
671016739                                        HONOLULU                                       HI        96813       Primary            Single Family Detached              360                357
671016758                                        MODESTO                                        CA        95358       Primary            Single Family Detached              360                357
671016803                                        STOCKTON                                       CA        95212       Primary            Single Family Detached              360                358
671016836                                        WASHINGTON                                     DC        20019       Primary            Single Family Detached              360                357
671016839                                        FRESNO                                         CA        93720       Primary            PUD Detached                        360                357
671016894                                        CLOVIS                                         CA        93612       Primary            Single Family Detached              360                357
671016895                                        FRESNO                                         CA        93725       Primary            Single Family Detached              360                357
671016906                                        GALT                                           CA        95632       Primary            Single Family Detached              360                358
671016929                                        DESERT HOT SPRINGS                             CA        92240       Primary            Single Family Detached              360                357
671016990                                        MODESTO                                        CA        95358       Primary            Single Family Detached              360                358
671017023                                        CERES                                          CA        95307       Primary            Single Family Detached              360                357
671017045                                        GASTON                                         OR        97119       Primary            Single Family Detached              360                357
671017060                                        LA QUINTA                                      CA        92253       Primary            Single Family Detached              360                357
671017068                                        KIHEI                                          HI        96753       Primary            Single Family Detached              360                357
671017133                                        FRESNO                                         CA        93702       Primary            Single Family Detached              360                357
671017146                                        AUBERRY                                        CA        93602       Primary            Single Family Detached              360                358
671017194                                        SAN MATEO                                      CA        94401       Non-owner          Condo Low-Rise Attached             360                358
671017195                                        FRESNO                                         CA        93722       Primary            Single Family Detached              360                358
671017208                                        RED BLUFF                                      CA        96080       Primary            Single Family Detached              360                360
671017224                                        SELMA                                          CA        93662       Primary            Single Family Detached              360                358
671017235                                        TEHACHAPI                                      CA        93561       Primary            Single Family Detached              360                358
671017239                                        CUTLER                                         CA        93615       Non-owner          Single Family Detached              360                358
671017288                                        DELANO                                         CA        93215       Primary            Single Family Detached              360                358
671017326                                        TURLOCK                                        CA        95382       Primary            Single Family Detached              360                358
671017335                                        HONOLULU                                       HI        96818       Primary            Single Family Detached              360                358
671017369                                        SAN JOSE                                       CA        95148       Primary            Single Family Detached              360                358
671017380                                        ROHNERT PARK                                   CA        94928       Primary            Condo Low-Rise Attached             360                358
671017384                                        HATHAWAY PINES                                 CA        95233       Primary            Single Family Detached              360                358
671017442                                        FRESNO                                         CA        93726       Primary            Single Family Detached              360                359
671017471                                        FRESNO                                         CA        93725       Primary            Single Family Detached              360                358
671017533                                        HENDERSON                                      NV        89052       Second Home        Single Family Detached              360                358
671017553                                        NORTH BEND                                     WA        98045       Primary            Single Family Detached              360                358
671017573                                        SALIDA                                         CA        95368       Primary            Single Family Detached              360                358
671017579                                        SPRINGERVILLE                                  AZ        85938       Primary            Single Family Detached              360                358
671017653                                        SANTA CLARITA                                  CA        91321       Primary            Single Family Detached              360                359
671017658                                        FRESNO                                         CA        93722       Non-owner          Single Family Detached              360                358
671017671                                        CLOVIS                                         CA        93611       Primary            Single Family Detached              360                358
671017683                                        VANCOUVER                                      WA        98682       Primary            Single Family Detached              360                358
671017686                                        PEARL CITY                                     HI        96782       Primary            Condo Low-Rise Attached             360                358
671017701                                        PASO ROBLES                                    CA        93446       Primary            Single Family Detached              360                359
671017712                                        TORRINGTON                                     CT        06790       Primary            Single Family Detached              360                358
671017735                                        LOS GATOS                                      CA        95030       Primary            Condo Low-Rise Attached             360                359
671017739                                        SAN BERNARDINO                                 CA        92405       Primary            Single Family Detached              360                358
671017748                                        KAILUA KONA                                    HI        96740       Primary            PUD Detached                        360                359
671017797                                        STOCKTON                                       CA        95205       Primary            Single Family Detached              360                359
671017798                                        HOLLISTER                                      CA        95023       Primary            Single Family Detached              360                358
671017840                                        MODESTO                                        CA        95350       Non-owner          Single Family Detached              360                359
671017868                                        RIVERDALE                                      CA        93656       Primary            Single Family Detached              360                359
671017879                                        LONG BEACH                                     CA        90805       Primary            Single Family Detached              360                359
671017887                                        VALLEJO                                        CA        94589       Non-owner          Single Family Detached              360                359
671017900                                        HOLLISTER                                      CA        95023       Primary            Single Family Detached              360                359
671017911                                        CAMANO ISLAND                                  WA        98282       Primary            Single Family Detached              360                359
671017940                                        STOCKTON                                       CA        95207       Primary            Single Family Detached              360                359
671017943                                        GREEN ISLE                                     MN        55338       Second Home        Single Family Detached              360                359
671017963                                        SEATTLE                                        WA        98178       Primary            Single Family Detached              360                359
671017966                                        TUCSON                                         AZ        85742       Primary            Single Family Detached              360                359
671017982                                        CHANDLER                                       AZ        85225       Primary            Single Family Detached              360                359
671018039                                        GOLD CANYON                                    AZ        85218       Primary            Single Family Detached              360                359
671018040                                        SAN MARCOS                                     CA        92069       Primary            Single Family Detached              180                179
671018046                                        TEHACHAPI                                      CA        93561       Primary            Single Family Detached              360                359
671018048                                        SAN BERNARDINO                                 CA        92411       Primary            Single Family Detached              360                359
671018049                                        MODESTO                                        CA        95350       Non-owner          Single Family Detached              360                359
671018056                                        APPLING                                        GA        30802       Primary            Single Family Detached              360                359
671018066                                        HILO                                           HI        96720       Primary            Single Family Detached              360                360
671018085                                        MESA                                           AZ        85209       Primary            Condo Low-Rise Attached             360                359
671018375                                        SANDY                                          UT        84094       Primary            Single Family Detached              360                360
671018446                                        DELRAY BEACH                                   FL        33484       Primary            Single Family Detached              360                359
671018464                                        WEST VALLEY CITY                               UT        84128       Primary            Single Family Detached              360                359
671018480                                        TOOELE                                         UT        84074       Primary            Single Family Detached              360                360
671018487                                        KALISPELL                                      MT        59901       Non-owner          Single Family Detached              360                359
671018488                                        MURRAY                                         UT        84107       Primary            Single Family Detached              360                359
671018493                                        PROVO                                          UT        84604       Primary            2-4 Units Detached                  360                359
671018495                                        RIVERTON                                       UT        84065       Primary            Single Family Detached              360                359
671018540                                        TOOELE                                         UT        84074       Primary            Single Family Detached              360                359
671018541                                        HOOPER                                         UT        84315       Primary            Single Family Detached              360                359
671018550                                        HERRIMAN                                       UT        84096       Primary            Single Family Detached              360                359
671018552                                        PERRY                                          UT        84302       Primary            Single Family Detached              360                359
671018580                                        VAN NUYS                                       CA        91405       Primary            Condo Low-Rise Attached             360                359
671018621                                        SALT LAKE CITY                                 UT        84118       Primary            Single Family Detached              360                360
671018635                                        SANTA ROSA                                     CA        95407       Primary            Single Family Detached              360                359
671018638                                        CAMP VERDE                                     AZ        86322       Primary            Single Family Detached              360                359
671018644                                        ROY                                            UT        84067       Primary            Single Family Detached              360                359
671018669                                        BARSTOW                                        CA        92311       Non-owner          Single Family Detached              360                359
671018685                                        TREMONTON                                      UT        84337       Primary            Single Family Detached              360                360
671018704                                        SOLEDAD                                        CA        93960       Primary            Single Family Detached              360                359
671018721                                        BRIGHAM CITY                                   UT        84302       Primary            Single Family Detached              360                359
671018756                                        WEST VALLEY CITY                               UT        84120       Primary            Single Family Detached              360                359
671018826                                        SAN FERNANDO                                   CA        91340       Primary            Single Family Detached              360                359
671018865                                        SALT LAKE CITY                                 UT        84104       Primary            Single Family Detached              360                359
671018870                                        YELM                                           WA        98597       Primary            Single Family Detached              360                360
671018882                                        IVINS                                          UT        84738       Primary            Single Family Detached              360                359
671018898                                        BEAVERTON                                      OR        97006       Primary            Single Family Detached              360                359
671018960                                        BEAUMONT                                       CA        92223       Primary            Single Family Detached              360                359
671018987                                        GLENDALE                                       AZ        85308       Primary            PUD Detached                        360                360
671018993                                        ARLINGTON                                      WA        98223       Primary            Single Family Detached              360                359
671019011                                        OGDEN                                          UT        84403       Primary            Single Family Detached              360                359
671019055                                        SAN BRUNO                                      CA        94066       Primary            Condo Low-Rise Attached             360                360
671019058                                        OAKLAND                                        CA        94610       Non-owner          2-4 Units Attached                  360                360
671019091                                        BIRMINGHAM                                     AL        35215       Primary            Single Family Detached              360                360
671019115                                        SAN CARLOS                                     CA        94070       Non-owner          2-4 Units Detached                  360                359
671019128                                        BLYTHE                                         CA        92225       Non-owner          Single Family Detached              360                360
671019135                                        RICHMOND                                       CA        94804       Primary            Single Family Detached              360                359
671019184                                        LOMPOC                                         CA        93436       Non-owner          2-4 Units Detached                  360                359
671019197                                        BEAVERTON                                      OR        97008       Primary            Single Family Detached              360                360
671019227                                        WOODS CROSS                                    UT        84087       Primary            Single Family Detached              360                360
671019234                                        MANTECA                                        CA        95336       Primary            Single Family Detached              360                360
671019267                                        SACRAMENTO                                     CA        95828       Non-owner          Single Family Detached              360                360
671019269                                        RENTON                                         WA        98055       Primary            PUD Detached                        360                360
671019363                                        SYRACUSE                                       UT        84075       Primary            Single Family Detached              360                360
671019376                                        GLENDALE                                       AZ        85310       Primary            Single Family Detached              360                360
671019408                                        SANDY                                          UT        84092       Primary            Single Family Detached              360                360
671019449                                        LAS VEGAS                                      NV        89130       Non-owner          Condo Low-Rise Attached             360                360
671019476                                        SALT LAKE CITY                                 UT        84111       Primary            Condo High-Rise Attached            360                360
671019478                                        SALINAS                                        CA        93908       Primary            Single Family Detached              360                360
671019545                                        MORENO VALLEY                                  CA        92557       Primary            Single Family Detached              360                360
671019557                                        MODESTO                                        CA        95355       Non-owner          Single Family Detached              360                360
671019577                                        TOOELE                                         UT        84074       Primary            Single Family Detached              360                360
671019604                                        SANDY                                          UT        84092       Primary            Single Family Detached              360                360
671019992                                        LANDOVER                                       MD        20785       Primary            Single Family Detached              360                360
671020077                                        RENTON                                         WA        98059       Primary            Single Family Detached              360                360
681014503                                        GILFORD                                        NH        03249       Primary            Single Family Detached              360                356
681014550                                        BARRE                                          VT        05641       Non-owner          2-4 Units Detached                  360                355
681014749                                        LEBANON                                        NH        03766       Primary            Single Family Detached              360                356
681014756                                        GOULDSBORO                                     ME        04607       Primary            Single Family Detached              360                356
681014897                                        BARTLETT                                       NH        03845       Primary            Single Family Detached              360                356
681014940                                        HARTFORD                                       VT        05001       Primary            2-4 Units Detached                  360                357
701004428                                        WOODBINE                                       IA        51579       Primary            Single Family Detached              360                354
711010207                                        EDEN                                           VT        05656       Primary            Single Family Detached              360                350
711011266                                        OZARK                                          AL        36360       Primary            Single Family Detached              360                354
711011390                                        ABSECON                                        NJ        08201       Primary            Condo Low-Rise Attached             360                354
711011394                                        BAKERSFIELD                                    VT        05441       Primary            Single Family Detached              360                354
741017663                                        BUFFALO                                        NY        14210       Primary            Single Family Detached              360                354
761017340                                        CULLMAN                                        AL        35057       Primary            Single Family Detached              360                354
761017614                                        PHILADELPHIA                                   PA        19145       Non-owner          Single Family Attached              360                354
791007505                                        CLINTWOOD                                      VA        24228       Primary            Single Family Detached              360                354
831069427                                        STUART                                         FL        34994       Primary            Single Family Detached              360                355
831070055                                        BLOOMFIELD                                     CT        06002       Primary            Single Family Detached              360                354
831070060                                        BAY SHORE                                      NY        11706       Primary            Single Family Detached              360                354
831070925                                        FEDERAL WAY                                    WA        98023       Primary            Single Family Detached              360                355
831072662                                        MONMOUTH BEACH                                 NJ        07750       Primary            Single Family Detached              360                356
831072860                                        MIAMI                                          FL        33161       Primary            2-4 Units Detached                  360                357
831072930                                        BRONX                                          NY        10462       Primary            Single Family Detached              360                355
831072931                                        FARMINGDALE                                    NY        11735       Primary            Single Family Detached              360                355
831073209                                        LA HABRA                                       CA        90631       Primary            Single Family Detached              360                356
831073216                                        MESA                                           AZ        85204       Primary            Single Family Detached              360                356
831073378                                        LOWER HEIDELBRG TWP                            PA        19608       Primary            Single Family Detached              360                357
831073388                                        ROEBLING                                       NJ        08554       Primary            Single Family Attached              360                355
831073397                                        TWP OF MAPLE SHADE                             NJ        08052       Primary            Single Family Detached              360                356
831073496                                        CASTLE ROCK                                    CO        80104       Primary            PUD Detached                        360                356
831073691                                        REDDING                                        CA        96003       Primary            Single Family Detached              360                355
831073704                                        KENT                                           WA        98031       Primary            Single Family Detached              360                357
831073705                                        HENDERSON                                      NV        89015       Primary            Single Family Detached              360                357
831073728                                        SANFORD                                        FL        32771       Primary            Single Family Detached              360                357
831073729                                        PORT CHARLOTTE                                 FL        33948       Primary            Single Family Detached              360                357
831073730                                        PALM COAST                                     FL        32137       Primary            Single Family Detached              360                357
831073731                                        PORT SAINT LUCIE                               FL        34986       Primary            Single Family Detached              360                357
831073734                                        JACKSONVILLE                                   FL        32205       Primary            Single Family Detached              360                357
831073735                                        STUART                                         FL        34997       Primary            PUD Detached                        360                357
831073736                                        MARGATE                                        FL        33063       Primary            Single Family Detached              360                357
831073738                                        GREENACRES                                     FL        33463       Primary            PUD Attached                        360                357
831073742                                        WEST PALM BEACH                                FL        33407       Primary            Single Family Detached              360                357
831073743                                        LAKE PARK                                      FL        33403       Primary            Single Family Detached              360                357
831073744                                        FORT LAUDERDALE                                FL        33312       Primary            Single Family Detached              360                357
831073745                                        SEFFNER                                        FL        33584       Primary            Single Family Detached              360                357
831073746                                        POMPANO BEACH                                  FL        33064       Primary            Single Family Detached              360                357
831073747                                        PALM BAY                                       FL        32909       Primary            Single Family Detached              360                357
831073780                                        (FONTANA AREA)                                 CA        92335       Primary            Single Family Detached              360                357
831073781                                        HESPERIA                                       CA        92345       Primary            Single Family Detached              360                357
831073782                                        JACKSONVILLE                                   FL        32258       Primary            Single Family Detached              360                357
831073783                                        GOODYEAR                                       AZ        85338       Primary            PUD Detached                        360                357
831073785                                        GROVELAND                                      CA        95321       Primary            Single Family Detached              360                357
831073786                                        LAUDERDALE LAKES                               FL        33309       Primary            Single Family Detached              360                357
831073789                                        SILVER SPRING                                  MD        20902       Primary            PUD Attached                        360                357
831073793                                        (CORONA AREA)                                  CA        92882       Primary            Single Family Detached              360                357
831073794                                        PORT ORCHARD                                   WA        98367       Primary            Single Family Detached              360                357
831073796                                        FORT PIERCE                                    FL        34949       Primary            Single Family Attached              360                357
831074172                                        POMPANO BEACH                                  FL        33064       Primary            Single Family Detached              360                357
831074173                                        CASSELBERRY                                    FL        32707       Primary            Single Family Detached              360                357
831074174                                        WANAQUE                                        NJ        07465       Primary            Single Family Detached              360                357
831074176                                        WESTBURY                                       NY        11590       Primary            Single Family Detached              360                357
831074177                                        JERSEY CITY                                    NJ        07304       Primary            2-4 Units Attached                  360                358
831074208                                        LA PUENTE                                      CA        91744       Primary            Single Family Detached              360                354
831074233                                        KISSIMMEE                                      FL        34759       Non-owner          PUD Detached                        360                357
831074241                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              360                356
831074242                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              180                176
831074265                                        ELMHURST                                       IL        60126       Non-owner          Single Family Detached              360                357
831074275                                        HARRISON TOWNSHIP                              MI        48045       Primary            Single Family Detached              360                357
831074294                                        LINDEN                                         MI        48451       Primary            Single Family Detached              360                357
831074304                                        NORTH MIAMI                                    FL        33168       Primary            Single Family Detached              360                357
831074323                                        DELRAY BEACH                                   FL        33444       Primary            Single Family Detached              360                357
831074325                                        CHICAGO                                        IL        60644       Non-owner          Single Family Detached              360                357
831074329                                        OCALA                                          FL        34472       Non-owner          Single Family Detached              360                357
831074345                                        NEWBURGH                                       NY        12550       Primary            Single Family Detached              360                358
831074346                                        BRONX                                          NY        10466       Primary            2-4 Units Detached                  180                177
831074347                                        RICE LAKE                                      WI        54868       Primary            Single Family Detached              360                358
831074513                                        CHARLOTTESVILLE                                VA        22903       Primary            Single Family Attached              360                357
831074514                                        MILLERSVILLE                                   MD        21108       Primary            Single Family Detached              360                357
831074515                                        VA BEACH                                       VA        23462       Non-owner          PUD Attached                        360                357
831074516                                        LAUREL                                         MD        20724       Primary            PUD Detached                        360                357
831074518                                        DISPUTANTA                                     VA        23842       Primary            Single Family Detached              360                357
831074519                                        FRONT ROYAL                                    VA        22630       Primary            Single Family Detached              360                357
831074523                                        WEST PALM BEACH                                FL        33409       Primary            Single Family Detached              360                356
831074526                                        VICTORVILLE                                    CA        92394       Primary            Single Family Detached              360                357
831074650                                        MIAMI                                          FL        33187       Primary            Single Family Detached              360                357
831074651                                        INGLEWOOD                                      CA        90301       Primary            Condo Low-Rise Attached             360                358
831074652                                        INGLEWOOD                                      CA        90301       Non-owner          Condo Low-Rise Attached             360                358
831074655                                        PORTLAND                                       OR        97203       Primary            Single Family Detached              360                358
831074656                                        CLERMONT                                       FL        34711       Primary            PUD Detached                        360                357
831074657                                        LAS VEGAS                                      NV        89145       Primary            Single Family Detached              360                358
831074658                                        TEHACHAPI                                      CA        93561       Primary            PUD Detached                        360                358
831074659                                        FONTANA                                        CA        92335       Primary            Condo Low-Rise Attached             360                358
831074660                                        LACEY                                          WA        98516       Primary            PUD Detached                        360                358
831074661                                        BAKERSFIELD                                    CA        93309       Primary            Single Family Detached              360                358
831074663                                        BELLFLOWER                                     CA        90706       Primary            Condo Low-Rise Attached             360                358
831074665                                        FEDERAL WAY                                    WA        98023       Primary            Condo Low-Rise Attached             360                358
831074666                                        LOS ANGELES                                    CA        90019       Primary            2-4 Units Detached                  360                358
831074667                                        TUCSON                                         AZ        85711       Primary            Single Family Detached              360                358
831074668                                        FLAGSTAFF                                      AZ        86004       Non-owner          Single Family Detached              360                358
831074669                                        TUCSON                                         AZ        85713       Primary            Single Family Detached              360                358
831074670                                        RIVERSIDE                                      CA        92503       Primary            Single Family Detached              360                358
831074671                                        MIAMI                                          FL        33157       Primary            Single Family Detached              360                357
831074678                                        NORTH HALEDON                                  NJ        07508       Primary            Single Family Detached              360                357
831074679                                        LEHMAN TWP                                     PA        18324       Non-owner          Single Family Detached              360                356
831074680                                        MAMARONECK                                     NY        10543       Primary            Single Family Detached              360                357
831074681                                        BROOKSVILLE                                    FL        34601       Primary            Single Family Detached              360                357
831074682                                        BLOOMFIELD                                     NJ        07003       Primary            Single Family Detached              360                357
831074684                                        MELBOURNE                                      FL        32940       Primary            PUD Attached                        360                356
831074686                                        CITY OF NEWARK                                 NJ        07112       Primary            2-4 Units Detached                  360                356
831074690                                        SAINT MARYS                                    GA        31558       Primary            Single Family Detached              360                356
831074701                                        Orlando                                        FL        32829       Primary            Single Family Detached              360                357
831074703                                        Woodbridge                                     VA        22192       Primary            PUD Attached                        360                357
831074704                                        EVESHAM TOWNSHIP                               NJ        08053       Primary            Single Family Detached              360                357
831074705                                        TREDYFFRIN TWP                                 PA        19087       Primary            Single Family Detached              360                356
831074706                                        TOWNSHIP OF WEST MILFORD                       NJ        07421       Primary            Single Family Detached              360                357
831074707                                        HOPEWELL                                       VA        23860       Primary            Single Family Detached              360                357
831074713                                        MONGAUP VALLEY                                 NY        12762       Primary            Single Family Detached              360                358
831074717                                        SHIRLEY                                        NY        11967       Primary            Single Family Detached              360                358
831074719                                        MASPETH                                        NY        11378       Primary            2-4 Units Attached                  360                358
831074724                                        WEST HAMPSTEAD                                 NY        11552       Primary            Single Family Detached              360                358
831074726                                        Sunrise                                        FL        33313       Primary            Single Family Detached              360                358
831074728                                        KISSIMMEE                                      FL        34741       Primary            Single Family Detached              360                358
831074730                                        HAWTHORNE                                      FL        32640       Primary            Single Family Detached              360                358
831074737                                        FORT LAUDERDALE                                FL        33309       Primary            Single Family Detached              360                358
831074746                                        BLOOMINGTON                                    CA        92316       Primary            Single Family Detached              360                357
831074879                                        LAKE ELSINORE                                  CA        92530       Primary            Single Family Detached              360                357
831074880                                        RENO                                           NV        89506       Primary            Single Family Detached              360                357
831074883                                        ATWATER                                        CA        95301       Primary            Single Family Detached              360                358
831074884                                        ATLANTA                                        GA        30305       Primary            Single Family Detached              360                358
831074885                                        EAST WATERBORO                                 ME        04030       Primary            Single Family Detached              360                358
831074887                                        OAKLAND                                        CA        94605       Non-owner          Single Family Detached              360                358
831074889                                        HUDSON                                         FL        34667       Primary            PUD Detached                        360                358
831074890                                        MESA                                           AZ        85207       Primary            Single Family Detached              360                358
831074891                                        MOJAVE                                         CA        93501       Primary            Single Family Detached              360                358
831074894                                        MESA                                           AZ        85207       Primary            Single Family Detached              360                358
831074895                                        SPRING CREEK                                   NV        89815       Primary            PUD Detached                        360                358
831074916                                        KAUFMAN                                        TX        75142       Primary            Single Family Detached              360                357
831074917                                        COLUMBIA                                       SC        29223       Primary            Single Family Detached              360                357
831074998                                        SCHILLER PARK                                  IL        60176       Primary            Single Family Detached              360                357
831075010                                        LANHAM                                         MD        20706       Primary            Single Family Detached              360                357
831075016                                        DETROIT                                        MI        48228       Primary            Single Family Detached              360                356
831075017                                        MONROE CENTER                                  IL        61052       Primary            Single Family Detached              360                357
831075023                                        TAMPA                                          FL        33603       Non-owner          Single Family Detached              360                356
831075025                                        HARPER WOODS                                   MI        48225       Primary            Single Family Detached              360                356
831075031                                        BELOIT                                         WI        53511       Primary            2-4 Units Detached                  360                357
831075032                                        DETROIT                                        MI        48234       Non-owner          Single Family Detached              360                356
831075037                                        ROCKFORD                                       IL        61107       Non-owner          2-4 Units Detached                  360                356
831075038                                        SCHILLER PARK                                  IL        60176       Primary            Single Family Detached              360                357
831075043                                        SANFORD                                        MI        48657       Primary            Single Family Detached              360                357
831075046                                        PONTIAC                                        MI        48342       Primary            Single Family Detached              360                357
831075047                                        PHOENIX                                        AZ        85032       Primary            Single Family Detached              180                177
831075083                                        MIAMI                                          FL        33169       Non-owner          Single Family Detached              360                358
831075087                                        SAN BERNARDINO                                 CA        92404       Primary            Single Family Detached              360                357
831075088                                        BLOOMINGTON (AREA)                             CA        92316       Primary            Single Family Detached              360                356
831075095                                        COMPTON                                        CA        90221       Primary            2-4 Units Attached                  360                358
831075096                                        LOS ANGELES                                    CA        90011       Primary            Single Family Detached              360                357
831075098                                        MESA                                           AZ        85202       Primary            Single Family Detached              360                358
831075101                                        LOS ANGELES                                    CA        90011       Primary            2-4 Units Detached                  360                355
831075102                                        RIVERSIDE                                      CA        92504       Primary            Single Family Detached              360                358
831075106                                        SAN DIEGO                                      CA        92154       Primary            Single Family Detached              360                358
831075108                                        COVINGTON                                      GA        30016       Primary            PUD Detached                        360                358
831075109                                        SOMERTON                                       AZ        85350       Primary            Single Family Detached              360                357
831075110                                        SOMERTON                                       AZ        85350       Primary            Single Family Detached              360                357
831075129                                        BAKERSFIELD                                    CA        93311       Primary            Single Family Detached              360                358
831075130                                        LAS VEGAS                                      NV        89141       Primary            PUD Detached                        360                358
831075131                                        LOS ANGELES                                    CA        90043       Primary            Single Family Detached              360                358
831075132                                        DOUGLAS                                        AZ        85607       Primary            Single Family Detached              360                358
831075133                                        (CANYON COUNTRY AREA)                          CA        91387       Primary            Condo Low-Rise Attached             360                358
831075134                                        LAS VEGAS                                      NV        89131       Primary            PUD Detached                        360                358
831075137                                        TUCSON                                         AZ        85746       Primary            PUD Detached                        360                358
831075139                                        WHITTIER                                       CA        90603       Primary            Single Family Detached              360                357
831075141                                        PARAMOUNT                                      CA        90723       Primary            Condo Low-Rise Attached             360                358
831075142                                        LONG BEACH                                     CA        90815       Primary            Single Family Detached              360                358
831075143                                        CARNATION                                      WA        98014       Primary            PUD Detached                        360                358
831075145                                        MIAMI                                          FL        33137       Non-owner          2-4 Units Attached                  360                358
831075146                                        (LOS ANGELES AREA)                             CA        90022       Primary            2-4 Units Attached                  360                358
831075147                                        OXFORD                                         NJ        07863       Primary            Single Family Detached              360                358
831075148                                        BORDENTOWN                                     NJ        08505       Non-owner          Single Family Detached              360                358
831075149                                        PITTSFIELD                                     MA        01201       Non-owner          2-4 Units Detached                  360                358
831075150                                        ALLENTOWN                                      NJ        08501       Primary            Single Family Detached              360                358
831075153                                        MIZPAH                                         NJ        08342       Primary            Single Family Detached              360                358
831075154                                        N. Miami                                       FL        33161       Primary            Single Family Detached              360                358
831075155                                        SUNRISE                                        FL        33313       Non-owner          Condo Low-Rise Attached             360                358
831075156                                        SHREWSBURY TWP                                 NJ        07724       Primary            Condo Low-Rise Attached             360                358
831075158                                        DELRAY BEACH                                   FL        33484       Primary            Single Family Detached              360                358
831075160                                        Plantation                                     FL        33324       Primary            PUD Detached                        360                358
831075161                                        LADSON                                         SC        29456       Primary            Single Family Detached              360                358
831075162                                        PHILADELPHIA                                   PA        19120       Primary            Single Family Attached              360                358
831075164                                        HAMILTON TWP                                   NJ        08610       Primary            2-4 Units Detached                  360                357
831075165                                        BALTIMORE                                      MD        21206       Primary            Single Family Detached              240                237
831075167                                        FRANKLIN TWP                                   NJ        08322       Primary            Single Family Detached              360                358
831075171                                        ORLANDO                                        FL        32825       Primary            PUD Detached                        360                358
831075174                                        WEST PALM BEACH                                FL        33409       Non-owner          Single Family Detached              360                358
831075175                                        SARASOTA                                       FL        34243       Primary            Single Family Detached              360                358
831075179                                        LAKE WORTH                                     FL        33461       Primary            Single Family Detached              360                358
831075180                                        DELTONA                                        FL        32725       Primary            Single Family Detached              360                358
831075183                                        WEST PALM BEACH                                FL        33403       Non-owner          2-4 Units Detached                  360                358
831075192                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                358
831075193                                        JACKSONVILLE                                   FL        32210       Primary            Single Family Detached              360                358
831075195                                        VILLAGE OF PALMETTO BAY                        FL        33157       Primary            Single Family Detached              360                358
831075202                                        LAS VEGAS                                      NV        89122       Primary            Single Family Detached              360                357
831075204                                        Staten Island                                  NY        10304       Primary            Single Family Detached              360                356
831075205                                        JERSEY CITY                                    NJ        07304       Primary            2-4 Units Detached                  360                356
831075206                                        QUEENS VILLAGE                                 NY        11427       Primary            Single Family Detached              360                356
831075207                                        NEWARK                                         NJ        07104       Primary            2-4 Units Detached                  360                356
831075214                                        DENAIR                                         CA        95316       Primary            Single Family Detached              360                358
831075217                                        LOS ANGELES                                    CA        90003       Primary            Single Family Detached              360                358
831075218                                        BELL                                           CA        90201       Primary            Single Family Detached              360                358
831075219                                        JAMAICA                                        NY        11432       Primary            2-4 Units Detached                  360                358
831075220                                        TAUNTON                                        MA        02780       Primary            Single Family Detached              360                357
831075221                                        GEORGETOWN                                     SC        29440       Primary            Single Family Detached              360                357
831075225                                        DERBY                                          CT        06418       Primary            Single Family Detached              360                357
831075226                                        ELIZABETH                                      NJ        07201       Primary            2-4 Units Detached                  360                358
831075228                                        TOWNSHIP OF BRIDGEWATER                        NJ        08805       Primary            Single Family Detached              360                358
831075229                                        HENDERSONVILLE                                 NC        28739       Primary            Single Family Detached              360                357
831075230                                        ROCK HILL                                      SC        29730       Primary            Single Family Detached              360                357
831075234                                        PETOSKEY                                       MI        49770       Primary            Single Family Detached              360                357
831075235                                        SCHENECTADY                                    NY        12303       Primary            Single Family Detached              360                357
831075236                                        BOROUGH OF JAMESBURG                           NJ        08831       Primary            Condo Low-Rise Attached             360                357
831075237                                        SPRING VALLEY                                  NY        10977       Primary            Single Family Attached              360                357
831075238                                        EGG HARBOR TOWNSHIP                            NJ        08234       Primary            Single Family Detached              360                357
831075240                                        EAST WINDSOR                                   NJ        08520       Primary            PUD Attached                        360                357
831075242                                        LAKE TOXAWAY                                   NC        28747       Primary            Single Family Detached              360                358
831075243                                        WILMINGTON                                     DE        19809       Primary            Single Family Detached              360                357
831075245                                        TOWNSHIP OF BLOOMFIELD                         NJ        07003       Primary            Single Family Detached              360                357
831075246                                        PHILADELPHIA                                   PA        19114       Primary            Single Family Attached              360                357
831075247                                        DENVER                                         CO        80211       Primary            Single Family Detached              360                357
831075248                                        TOWNSHIP OF MANSFIELD                          NJ        07863       Primary            Single Family Detached              360                358
831075249                                        TOWNSHIP OF LOWER                              NJ        08204       Primary            Single Family Detached              360                357
831075251                                        WORCESTER                                      MA        01605       Primary            Single Family Detached              360                357
831075252                                        NEWARK                                         NJ        07112       Primary            Single Family Detached              360                357
831075253                                        BEL AIR                                        MD        21014       Primary            PUD Attached                        360                358
831075255                                        SAN DIEGO                                      CA        92154       Primary            Single Family Detached              360                358
831075256                                        LAKE ARROWHEAD                                 CA        92352       Primary            Single Family Detached              360                358
831075258                                        PHOENIX                                        AZ        85006       Primary            Single Family Detached              360                358
831075263                                        CAMPBELL                                       CA        95008       Primary            Single Family Detached              360                358
831075297                                        VICTORVILLE                                    CA        92395       Primary            2-4 Units Attached                  360                358
831075298                                        OXNARD                                         CA        93030       Primary            Single Family Detached              360                358
831075303                                        RIVERSIDE                                      CA        92507       Non-owner          Single Family Detached              360                356
831075304                                        PORTLAND                                       OR        97217       Primary            Single Family Detached              360                358
831075308                                        CANYON COUNTRY                                 CA        91351       Primary            Condo Low-Rise Attached             360                356
831075488                                        WARWICK                                        NY        10990       Primary            Single Family Attached              360                358
831075489                                        WALDEN                                         NY        12586       Primary            Single Family Detached              360                358
831075491                                        WADING RIVER                                   NY        11792       Primary            Single Family Detached              360                358
831075492                                        HICKSVILLE                                     NY        11801       Primary            Single Family Detached              360                358
831075494                                        FAR ROCKAWAY                                   NY        11693       Primary            2-4 Units Detached                  360                358
831075495                                        CARVER                                         MA        02330       Primary            Single Family Detached              360                358
831075496                                        HEMPSTEAD                                      NY        11550       Primary            Single Family Detached              360                359
831075498                                        BRONX                                          NY        10466       Primary            2-4 Units Attached                  360                358
831075501                                        CRANFORD                                       NJ        07016       Primary            Single Family Detached              360                358
831075503                                        SUFFERN                                        NY        10901       Primary            Single Family Detached              360                358
831075504                                        IRVINGTON                                      NJ        07111       Non-owner          2-4 Units Detached                  360                358
831075511                                        SAINT CLOUD                                    FL        34771       Primary            Single Family Detached              360                357
831075516                                        PORTERVILLE                                    CA        93257       Primary            Single Family Detached              360                358
831075524                                        FRESNO                                         CA        93705       Primary            Single Family Detached              360                358
831075525                                        ATWATER                                        CA        95301       Primary            Single Family Detached              360                359
831075527                                        BAKERSFIELD                                    CA        93307       Primary            Single Family Detached              360                358
831075531                                        WELLINGTON                                     OH        44090       Primary            Single Family Detached              360                356
831075533                                        OCEAN SHORES                                   WA        98569       Primary            Single Family Detached              360                356
831075559                                        ARCADIA                                        FL        34266       Primary            Single Family Detached              360                359
831075561                                        FORT MYERS                                     FL        33905       Primary            Single Family Detached              360                359
831075563                                        PORT SAINT LUCIE                               FL        34953       Primary            Single Family Detached              360                359
831075564                                        SOMERVILLE (BRANCHBURG TWP)                    NJ        08876       Primary            PUD Attached                        360                359
831075565                                        PITTSFIELD                                     MA        01201       Non-owner          2-4 Units Detached                  360                359
831075567                                        POMPANO BEACH                                  FL        33064       Primary            Single Family Detached              360                359
831075572                                        SEBRING                                        FL        33872       Primary            Single Family Detached              360                357
831075578                                        FRESNO                                         CA        93702       Primary            Single Family Detached              360                358
831075582                                        PHOENIX                                        AZ        85006       Primary            Single Family Detached              360                358
831075584                                        ARLINGTON                                      WA        98223       Primary            Single Family Detached              360                358
831075585                                        LOS ANGELES                                    CA        90036       Non-owner          2-4 Units Detached                  360                359
831075586                                        LAS VEGAS                                      NV        89104       Primary            Single Family Detached              360                359
831075589                                        KANSAS CITY                                    MO        64134       Non-owner          Single Family Detached              360                359
831075592                                        WRIGHTWOOD                                     CA        92397       Primary            Single Family Detached              360                359
831075593                                        CHANDLER                                       AZ        85224       Primary            Single Family Detached              360                359
831075594                                        MONTEBELLO                                     CA        90640       Non-owner          Single Family Detached              360                359
831075603                                        OPA LOCKA                                      FL        33055       Non-owner          Single Family Detached              360                359
831075606                                        STOCKTON                                       CA        95206       Primary            Single Family Detached              360                358
831075608                                        YORK                                           ME        03909       Primary            Single Family Detached              360                358
831075609                                        SPRING HILL                                    FL        34608       Primary            Single Family Detached              360                358
831075611                                        WINSLOW                                        ME        04901       Primary            Single Family Detached              360                358
831075612                                        MESA                                           AZ        85205       Primary            Condo Low-Rise Attached             360                358
831075615                                        FREEPORT                                       ME        04032       Primary            Single Family Detached              360                359
831075616                                        BERKELEY                                       CA        94710       Primary            Single Family Detached              360                359
831075617                                        GORHAM                                         ME        04038       Primary            Single Family Detached              360                358
831075618                                        AUBURN                                         ME        04210       Primary            Single Family Detached              360                359
831075619                                        REDWOOD CITY                                   CA        94062       Primary            Single Family Detached              360                358
831075621                                        JAY                                            ME        04239       Primary            Single Family Detached              360                358
831075623                                        GLENDALE                                       AZ        85301       Primary            Single Family Detached              360                358
831075625                                        TAMPA                                          FL        33617       Primary            Single Family Detached              360                358
831075627                                        PALERMO                                        ME        04354       Primary            Single Family Detached              360                359
831075630                                        BAKERSFIELD                                    CA        93311       Primary            Single Family Detached              360                358
831075633                                        SACRAMENTO                                     CA        95838       Non-owner          Single Family Detached              360                359
831075646                                        DURHAM                                         NC        27704       Primary            Single Family Detached              360                357
831075647                                        HUNTINGTON PARK                                CA        90255       Primary            2-4 Units Detached                  360                356
831075815                                        TAMPA                                          FL        33610       Non-owner          Single Family Detached              360                359
831075816                                        MARICOPA                                       AZ        85239       Primary            PUD Detached                        360                359
831075817                                        HILO                                           HI        96720       Primary            Single Family Detached              360                359
831075822                                        SUNLAND                                        CA        91040       Primary            Single Family Detached              360                359
831075831                                        CLINTON                                        MD        20735       Primary            PUD Attached                        360                359
831075836                                        WEST WINDSOR                                   NJ        08550       Primary            Single Family Detached              360                359
831075873                                        LAWNSIDE                                       NJ        08045       Non-owner          Single Family Detached              360                359
831075877                                        GLOUCESTER CITY                                NJ        08030       Primary            Single Family Detached              360                359
831075881                                        RICHLANDS                                      NC        28574       Primary            Single Family Detached              360                359
831075889                                        YORK                                           PA        17408       Primary            Single Family Detached              360                357
831075893                                        JERSEY CITY                                    NJ        07304       Primary            2-4 Units Detached                  360                358
831075895                                        LITTLE EGG HARBOR TWP                          NJ        08087       Primary            Single Family Detached              360                358
831075900                                        TOWNSHIP OF CINNAMINSON                        NJ        08077       Primary            Condo Low-Rise Attached             360                358
831075921                                        KISSIMMEE                                      FL        34741       Primary            Single Family Detached              360                358
831076026                                        SEATTLE                                        WA        98118       Primary            Single Family Detached              360                356
831076028                                        LAKE HUGHES                                    CA        93532       Primary            Single Family Detached              360                358
831076035                                        BATTLE GROUND                                  WA        98604       Primary            Single Family Detached              360                359
831076046                                        LOS ANGELES (AREA)                             CA        90059       Primary            Single Family Detached              360                359
831076052                                        ORLANDO                                        FL        32808       Primary            Single Family Detached              360                359
831076082                                        CRANFORD                                       NJ        07016       Primary            Single Family Detached              360                359
831076105                                        BROOKLYN                                       NY        11203       Primary            2-4 Units Attached                  360                358
831076141                                        MESA                                           AZ        85203       Primary            Single Family Detached              360                359
831076142                                        PHOENIX                                        AZ        85027       Primary            Single Family Detached              360                359
831076228                                        MONROE                                         NY        10950       Primary            Condo Low-Rise Attached             360                359
831076247                                        MEDFORD                                        NY        11763       Primary            Single Family Detached              360                359
831076250                                        WATERBURY                                      CT        06705       Primary            Single Family Detached              360                359
831076324                                        INDIANPOLIS                                    IN        46201       Primary            Single Family Detached              360                359
831076331                                        VANCOUVER                                      WA        98684       Primary            Single Family Detached              360                360
831076349                                        FORKED RIVER (LACEY TWP)                       NJ        08731       Primary            Single Family Detached              360                359
831076350                                        EAST ORANGE                                    NJ        07018       Non-owner          Single Family Detached              360                359
831076399                                        COACHELLA                                      CA        92236       Primary            Single Family Detached              360                359
831076400                                        PELHAM                                         GA        31779       Primary            Single Family Detached              360                359
831076405                                        Gorham                                         ME        04038       Primary            Single Family Detached              360                360
831076408                                        GLENDALE                                       AZ        85307       Primary            Single Family Detached              360                359
831076415                                        OXFORD                                         ME        04270       Primary            Single Family Detached              360                360
831076475                                        NORTH LAS VEGAS                                NV        89032       Primary            PUD Detached                        360                359
831076635                                        FORT MYERS                                     FL        33908       Non-owner          PUD Attached                        360                358
831076911                                        LONG BEACH                                     CA        90806       Primary            2-4 Units Detached                  360                360
831077063                                        KINGMAN                                        AZ        86401       Primary            Single Family Detached              360                358
831077066                                        COLORADO SPRINGS                               CO        80910       Primary            Single Family Detached              360                359
831077069                                        MINNEAPOLIS                                    MN        55411       Primary            Single Family Detached              360                359
831077074                                        SARATOGA SPRINGS                               UT        84045       Non-owner          Single Family Detached              360                359
841018957                                        LITCHFIELD                                     MI        49252       Primary            Single Family Detached              360                353
841019443                                        POTTERVILLE                                    MI        48876       Primary            Single Family Detached              360                354
841022000                                        FENNVILLE                                      MI        49453       Primary            Single Family Detached              360                356
841022564                                        CEDARCREEK                                     MO        65627       Non-owner          Single Family Detached              360                356
841023495                                        BELLEVILLE                                     MI        48111       Non-owner          Single Family Detached              360                357
841023807                                        WILLIAMSBURG                                   MI        49690       Primary            2-4 Units Detached                  360                357
841024026                                        WESTLAND                                       MI        48185       Primary            Single Family Detached              360                358
841024156                                        RICHMOND                                       MI        48062       Primary            Single Family Detached              360                358
841024235                                        ANN ARBOR                                      MI        48104       Primary            2-4 Units Detached                  360                357
841024345                                        GRASS LAKE                                     MI        49240       Primary            Single Family Detached              360                358
841024599                                        GRASS LAKE                                     MI        49240       Primary            Single Family Detached              360                358
841024732                                        STERLING HEIGHTS                               MI        48313       Primary            Single Family Detached              360                358
841024767                                        WARREN                                         MI        48091       Primary            Single Family Detached              360                358
841024795                                        FLINT                                          MI        48532       Primary            Single Family Detached              360                358
841024966                                        SAGINAW                                        MI        48603       Primary            Single Family Detached              360                359
871006364                                        MOUNT VERNON                                   NY        10550       Primary            2-4 Units Detached                  360                355
871006473                                        BERGENFIELD                                    NJ        07621       Primary            Single Family Detached              180                176
871006596                                        UPPER DARBY                                    PA        19082       Primary            Single Family Detached              360                357
871006700                                        NORTH BERGEN                                   NJ        07047       Primary            Single Family Detached              360                357
871006809                                        BROOKLYN                                       NY        11207       Primary            Single Family Attached              360                356
871006878                                        EAST WINDSOR                                   NJ        08520       Primary            Single Family Detached              360                356
871006907                                        EWING                                          NJ        08616       Primary            Single Family Detached              360                357
871006969                                        MACUNGIE                                       PA        18062       Primary            Single Family Detached              360                357
871006975                                        PHILADELPHIA                                   PA        19119       Primary            Single Family Attached              360                357
871006993                                        JAMAICA                                        NY        11434       Primary            2-4 Units Detached                  360                357
871007023                                        OCEANSIDE                                      NY        11572       Primary            Single Family Detached              360                357
871007088                                        PATERSON                                       NJ        07501       Primary            2-4 Units Detached                  360                358
871007122                                        KENILWORTH                                     NJ        07033       Primary            2-4 Units Detached                  360                358
871007182                                        NORTH BERGEN                                   NJ        07047       Primary            Single Family Detached              360                358
871007191                                        PLATTEKILL                                     NY        12515       Primary            Single Family Detached              360                358
871007226                                        MORRIS TOWNSHIP                                NJ        07960       Primary            Single Family Detached              360                358
871007238                                        LOWER TOWNSHIP                                 NJ        08251       Primary            Single Family Detached              360                356
871007254                                        ELIZABETH                                      NJ        07206       Primary            2-4 Units Detached                  360                359
871007290                                        NORTH BERGEN                                   NJ        07047       Primary            Single Family Detached              360                358
871007300                                        NEWARK                                         NJ        07112       Primary            Single Family Detached              360                358
871007323                                        NEWARK                                         NJ        07108       Non-owner          2-4 Units Detached                  360                359
871007345                                        STAFFORD TWP                                   NJ        08050       Primary            Single Family Detached              360                358
871007383                                        WEST ISLIP                                     NY        11795       Primary            Single Family Detached              360                358
951000619                                        GRETNA                                         LA        70056       Primary            Single Family Detached              360                358
951000640                                        NEW ORLEANS                                    LA        70126       Primary            Single Family Detached              360                358
951000647                                        COVINGTON                                      LA        70435       Primary            Single Family Detached              360                358
951000666                                        NEW ORLEANS                                    LA        70122       Non-owner          Single Family Detached              360                360
951000676                                        JAMAICA                                        NY        11434       Primary            Single Family Detached              360                358
951000679                                        TICKFAW                                        LA        70466       Primary            Single Family Detached              360                358
951001063                                        DELTONA                                        FL        32725       Primary            Single Family Detached              360                358
951001067                                        LOCKPORT                                       IL        60441       Primary            PUD Detached                        360                359
951001073                                        PRAIRIEVILLE                                   LA        70769       Primary            Single Family Detached              360                359
951001084                                        ECORSE                                         MI        48229       Primary            Single Family Detached              360                358
951001090                                        ROCKY  POINT                                   NY        11778       Primary            Single Family Detached              360                358
951001115                                        DENHAM SPRINGS                                 LA        70726       Primary            Single Family Detached              360                358
951001138                                        LEVITTOWN                                      NY        11756       Primary            Single Family Detached              360                359
951001150                                        SAINT CLAIR SHORES                             MI        48082       Primary            Single Family Detached              360                359
951001158                                        HOLTSVILLE                                     NY        11742       Primary            Single Family Detached              360                358
951001166                                        FRANKFORD TOWNSHIP                             NJ        07826       Primary            Single Family Detached              360                359
951001170                                        NEW ORLEANS                                    LA        70127       Primary            Single Family Detached              360                359
951001173                                        DALLAS                                         GA        30132       Primary            Single Family Detached              360                358
951001175                                        METAIRIE                                       LA        70001       Primary            Single Family Detached              360                359
951001185                                        BROOKLYN                                       NY        11226       Non-owner          2-4 Units Attached                  360                358
951001188                                        DETROIT                                        MI        48203       Non-owner          Single Family Detached              360                360
951001190                                        DETROIT                                        MI        48224       Non-owner          Single Family Detached              360                359
951001197                                        SUMMERDALE                                     AL        36580       Primary            Single Family Detached              360                358
951001210                                        ROYAL OAK                                      MI        48067       Non-owner          Single Family Detached              360                358
951001220                                        DETROIT                                        MI        48204       Non-owner          Single Family Detached              360                360
951001223                                        DETROIT                                        MI        48227       Non-owner          Single Family Detached              360                360
951001255                                        MORROW                                         GA        30260       Non-owner          PUD Detached                        360                359
951001611                                        CASTLEWOOD                                     VA        24224       Primary            Single Family Detached              360                358
951001633                                        ST CLAIR SHORES                                MI        48081       Non-owner          Single Family Detached              360                359
951001644                                        LIVONIA                                        MI        48154       Primary            Single Family Detached              360                359
951001652                                        NEW ORLEANS                                    LA        70125       Non-owner          2-4 Units Detached                  360                359
951001663                                        DETROIT                                        MI        48206       Non-owner          Single Family Detached              360                359
951001695                                        SWARTZ CREEK                                   MI        48479       Primary            Single Family Detached              360                358
951001699                                        SAINT CLAIR SHORES                             MI        48080       Primary            Single Family Detached              360                358
951001702                                        NEW ORLEANS                                    LA        70128       Primary            Single Family Detached              360                359
951001704                                        MACON                                          GA        31204       Non-owner          Single Family Detached              360                359
951001741                                        HUNTINGTON STATION                             NY        11746       Primary            Single Family Detached              360                358
951001748                                        BAYSIDE                                        NY        11360       Primary            Condo Low-Rise Attached             360                359
951001761                                        CARTERSVILLE                                   GA        30120       Primary            Single Family Detached              360                358
951001766                                        DETROIT                                        MI        48213       Non-owner          Single Family Detached              360                359
951001842                                        ANN ARBOR                                      MI        48104       Primary            Single Family Detached              360                359
951001852                                        KUNKLETOWN                                     PA        18058       Primary            Single Family Detached              360                358
951001854                                        ATLANTA                                        GA        30308       Primary            Condo Low-Rise Attached             360                359
951001862                                        RANDALLSTOWN                                   MD        21133       Primary            Single Family Detached              360                359
951001872                                        BURTCHVILLE                                    MI        48059       Primary            Single Family Detached              360                359
951001899                                        LAGRANGE                                       GA        30241       Primary            Single Family Detached              360                358
951001907                                        REX                                            GA        30273       Non-owner          Single Family Detached              360                359
951001928                                        MIDLAND                                        MI        48642       Primary            Single Family Detached              360                359
951001930                                        PATERSON                                       NJ        07514       Non-owner          2-4 Units Detached                  360                359
951001941                                        MABLETON                                       GA        30126       Non-owner          Single Family Detached              360                359
951002050                                        SLIDELL                                        LA        70460       Non-owner          2-4 Units Detached                  360                359
951002056                                        LAWRENCEVILLE                                  GA        30044       Primary            Single Family Detached              360                359
951002064                                        ATLANTA                                        GA        30316       Primary            Single Family Detached              360                359
951002071                                        JERSEY CITY                                    NJ        07305       Non-owner          2-4 Units Detached                  360                360
951002074                                        BAY SAINT LOUIS                                MS        39520       Primary            Single Family Detached              360                359
951002079                                        GROSSE POINTE PARK                             MI        48230       Non-owner          Single Family Detached              360                359
951002086                                        WALKER                                         LA        70785       Primary            Single Family Detached              360                359
951002121                                        WALDWICK                                       NJ        07463       Primary            Single Family Detached              360                359
951002125                                        SHAMONG                                        NJ        08088       Primary            Single Family Detached              360                359
951002138                                        LANHAM                                         MD        20706       Non-owner          Single Family Detached              360                359
951002156                                        NEW ORLEANS                                    LA        70119       Non-owner          2-4 Units Detached                  360                359
951002160                                        CEDARTOWN                                      GA        30125       Primary            Single Family Detached              360                359
951002197                                        CAPITOL HEIGHTS                                MD        20743       Non-owner          Single Family Detached              360                359
951002235                                        CHATTANOOGA                                    TN        37415       Primary            Single Family Detached              360                359
951002236                                        ATLANTA                                        GA        30310       Primary            Single Family Detached              360                359
951002238                                        STONE MOUNTAIN                                 GA        30088       Non-owner          Single Family Detached              360                359
951002247                                        FAIRFIELD                                      CT        06824       Primary            Single Family Detached              360                359
951002249                                        TRENTON                                        NJ        08618       Primary            Single Family Detached              360                359
951002283                                        NEW CITY                                       NY        10956       Primary            Single Family Detached              360                359
951002321                                        PORTSMOUTH                                     VA        23704       Non-owner          Single Family Detached              360                359
951002336                                        AUGUSTA                                        GA        30907       Primary            Single Family Detached              360                359
951002353                                        WEST BLOOMFIELD                                MI        48323       Primary            Single Family Detached              360                359
951002366                                        ACCOKEEK                                       MD        20607       Primary            Single Family Detached              360                359
951002375                                        ELIZABETH                                      NJ        07208       Primary            2-4 Units Detached                  360                359
951002380                                        SOUTH OZONE PARK                               NY        11420       Primary            Single Family Detached              360                359
951002430                                        MINERAL                                        VA        23117       Primary            Single Family Detached              360                359
951002437                                        NEW WINDSOR                                    NY        12553       Primary            Single Family Detached              360                359
951002453                                        STERLING HEIGHTS                               MI        48310       Primary            Single Family Detached              360                359
951002480                                        WARREN                                         MI        48091       Primary            Single Family Detached              360                359
951002488                                        FRANKLIN                                       IN        46131       Primary            PUD Detached                        360                359
951002518                                        HIGHLAND MILLS                                 NY        10930       Primary            Single Family Detached              360                359
951002548                                        DETROIT                                        MI        48213       Non-owner          Single Family Detached              360                359
951002569                                        HAVERHILL                                      MA        01830       Primary            Single Family Detached              360                359
951002604                                        MADISON HEIGHTS                                MI        48071       Primary            Single Family Detached              360                360
951002642                                        VILLA RICA                                     GA        30180       Primary            PUD Detached                        360                359
951002667                                        HIRAM                                          GA        30141       Primary            Single Family Detached              360                359
951002673                                        CREWE                                          VA        23930       Primary            Single Family Detached              360                359
951002684                                        BROOKLYN                                       NY        11207       Non-owner          2-4 Units Detached                  360                360
951002730                                        DETROIT                                        MI        48223       Non-owner          Single Family Detached              360                359
951002739                                        GALLOWAY                                       NJ        08205       Non-owner          Condo Low-Rise Attached             360                359
951002767                                        ALPHARETTA                                     GA        30022       Primary            Single Family Detached              360                360
951002771                                        MT MORRIS                                      MI        48458       Non-owner          2-4 Units Detached                  360                360
951002798                                        SUPERIOR TWP                                   MI        48198       Primary            Single Family Detached              360                359
951002879                                        TEANECK                                        NJ        07666       Primary            2-4 Units Detached                  360                359
951002923                                        SPRINGFIELD GARDENS                            NY        11413       Primary            2-4 Units Detached                  360                359
951002924                                        ATLANTA                                        GA        30318       Primary            Single Family Detached              360                359
951002935                                        FOLKSTON                                       GA        31537       Primary            Single Family Detached              360                359
951002936                                        SHELBY TWP                                     MI        48315       Primary            Single Family Detached              360                359
951002939                                        SNELLVILLE                                     GA        30039       Non-owner          Single Family Detached              360                359
951002950                                        COVINGTON                                      LA        70433       Non-owner          Single Family Detached              360                359
951002958                                        COVINGTON                                      LA        70433       Non-owner          Single Family Detached              360                359
951002964                                        BROOKFIELD                                     CT        06804       Primary            2-4 Units Detached                  360                359
951003012                                        VIRGINIA BEACH                                 VA        23462       Primary            Single Family Detached              360                359
951003017                                        BROOKLYN                                       NY        11203       Non-owner          Single Family Detached              360                359
951003023                                        AUSTELL                                        GA        30168       Primary            Single Family Detached              360                359
951003062                                        NEW BALTIMORE                                  MI        48047       Primary            Single Family Detached              360                360
951003114                                        MANAHAWKIN                                     NJ        08050       Non-owner          Single Family Detached              360                360
951003118                                        WATERBURY                                      CT        06704       Primary            Single Family Detached              360                359
951003147                                        STOCKBRIDGE                                    GA        30281       Primary            Single Family Detached              360                360
951003157                                        SLIDELL                                        LA        70460       Non-owner          2-4 Units Detached                  360                360
951003190                                        CLINTON TOWNSHIP                               MI        48035       Primary            Single Family Detached              360                360
951003202                                        DECATUR                                        GA        30034       Non-owner          Single Family Detached              360                360
951003216                                        DETROIT                                        MI        48235       Primary            Single Family Detached              360                360
951003263                                        JACKSON                                        MI        49201       Non-owner          2-4 Units Detached                  360                360
951003331                                        PATERSON                                       NJ        07514       Non-owner          Single Family Detached              360                360
951003397                                        ATLANTA                                        GA        30311       Primary            Single Family Detached              360                360
951003400                                        S PLAINFIELD                                   NJ        07080       Primary            Single Family Detached              360                360
951003437                                        HOLLAND                                        MI        49423       Primary            Single Family Detached              360                360
951003447                                        KENNER                                         LA        70065       Primary            Single Family Detached              360                359
951003484                                        MACON                                          GA        31211       Non-owner          Single Family Detached              360                360
951003493                                        NEWARK                                         NJ        07108       Non-owner          2-4 Units Detached                  360                360
951003499                                        WEST BLOOMFIELD                                MI        48324       Primary            Single Family Detached              360                360
951003522                                        ADAIRSVILLE                                    GA        30103       Primary            Single Family Detached              360                360
951003637                                        KENNER                                         LA        70065       Primary            Single Family Detached              360                360
951003719                                        NEW ORLEANS                                    LA        70118       Non-owner          2-4 Units Detached                  360                360
951003732                                        BLUFFTON                                       SC        29910       Non-owner          Single Family Detached              360                360
951003747                                        MOSELEY                                        VA        23120       Primary            Single Family Detached              360                360
951004565                                        STOUGHTON                                      MA        02072       Primary            Single Family Detached              360                360
961073278                                        NORTHBOROUGH                                   MA        01532       Primary            Single Family Detached              360                356
961073454                                        NEW BRITAIN                                    CT        06053       Primary            Single Family Detached              360                355
961074336                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                357
961075199                                        WEST SPRINGFIELD                               MA        01089       Primary            Single Family Detached              360                358
961075266                                        LAS VEGAS                                      NV        89113       Primary            Single Family Detached              360                357
961075296                                        AUBURN                                         WA        98002       Primary            Single Family Detached              360                358
961075331                                        BETHEL                                         NY        12720       Non-owner          Single Family Detached              360                357
961075332                                        TAMPA                                          FL        33617       Primary            Single Family Detached              360                358
961075484                                        BRONX                                          NY        10459       Primary            Single Family Attached              360                358
961075499                                        PIXLEY                                         CA        93256       Primary            Single Family Detached              360                358
961075509                                        LOS ANGELES                                    CA        90061       Primary            Single Family Detached              360                357
961075510                                        HOLTVILLE                                      CA        92250       Primary            Single Family Detached              360                358
961075512                                        WALLA WALLA                                    WA        99362       Primary            Single Family Detached              360                358
961075575                                        SAINT PETERSBURG                               FL        33704       Primary            Single Family Attached              360                359
961075576                                        TAMPA                                          FL        33610       Primary            Single Family Detached              360                359
961075635                                        COATESVILLE                                    PA        19320       Non-owner          Single Family Detached              360                358
961075643                                        GREENWOOD                                      IN        46142       Non-owner          PUD Detached                        360                358
961075872                                        LAKE ELSINORE                                  CA        92530       Primary            Single Family Attached              360                359
961075918                                        BRADENTON                                      FL        34208       Non-owner          2-4 Units Detached                  360                359
961076025                                        KINGSBURG                                      CA        93631       Primary            Single Family Detached              360                358
961076103                                        CHANDLER                                       OK        74834       Primary            Single Family Detached              360                358
961076139                                        COLTON                                         CA        92324       Primary            Single Family Detached              360                357
961076257                                        BLOUNTSTOWN                                    FL        32424       Primary            Single Family Detached              360                359
961076307                                        WINDSOR                                        CT        06095       Primary            Single Family Detached              360                359
961076334                                        ASHEBORO                                       NC        27203       Primary            Single Family Detached              360                358
961076345                                        TAMPA                                          FL        33604       Primary            Single Family Detached              360                359
961076347                                        BROOKLYN                                       NY        11213       Primary            2-4 Units Attached                  360                359
961076613                                        POMPANO BEACH                                  FL        33064       Non-owner          Single Family Detached              360                359
961076615                                        PACOIMA                                        CA        91331       Primary            Single Family Detached              360                359
961076633                                        BRIGHTON                                       MA        02135       Primary            2-4 Units Detached                  360                360
961076975                                        LAKE BUTLER                                    FL        32054       Primary            Single Family Detached              360                360
961076977                                        LANHAM                                         MD        20706       Primary            Single Family Detached              360                359
961076978                                        (WILDOMAR AREA)                                CA        92595       Primary            Single Family Detached              360                359
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       4,291      Group I                                                                                                                               358
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

031043050                                        SANTA CLARITA                                  CA        91387       Primary            Single Family Detached              360                350
031045923                                        HEMET                                          CA        92544       Primary            Single Family Detached              360                356
051067790                                        FERNANDINA BEACH                               FL        32034       Primary            Single Family Detached              360                353
051069231                                        DOLOMITE                                       AL        35061       Non-owner          Single Family Detached              360                353
051070422                                        SAVANNAH                                       GA        31405       Primary            Single Family Detached              360                354
051071039                                        ST. SIMONS ISLAND                              GA        31522       Primary            Single Family Detached              360                354
051071431                                        LAVERGNE                                       TN        37086       Primary            Single Family Detached              360                355
051071710                                        MADISON                                        MS        39110       Primary            Single Family Detached              360                355
051072011                                        DICKSON                                        TN        37055       Primary            Single Family Detached              360                355
051072508                                        ROCKVALE                                       TN        37153       Primary            Single Family Detached              360                355
051074045                                        KENNER                                         LA        70065       Primary            Single Family Detached              360                357
051074301                                        NEW ORLEANS                                    LA        70115       Primary            Single Family Detached              360                357
051074716                                        HARVEY                                         LA        70058       Primary            Single Family Detached              360                358
061071952                                        TOLEDO                                         OH        43613       Primary            Single Family Detached              360                354
061072607                                        YOUNGSTOWN                                     OH        44502       Non-owner          Single Family Detached              360                354
061073287                                        S EUCLID                                       OH        44121       Primary            Single Family Detached              360                356
061075020                                        MEMPHIS                                        TN        38111       Primary            Single Family Detached              360                357
061075400                                        LONDON                                         OH        43140       Primary            Single Family Detached              360                357
061075454                                        BLOOMDALE                                      OH        44817       Primary            Single Family Detached              360                358
061075812                                        LARGO                                          FL        33770       Primary            Single Family Detached              360                357
061075844                                        GAHANNA                                        OH        43230       Primary            Condo Low-Rise Attached             360                357
061076005                                        CHATTANOOGA                                    TN        37421       Primary            Single Family Attached              360                357
061076581                                        CHATTANOOGA                                    TN        37421       Primary            Single Family Detached              360                357
061076643                                        WESLEY CHAPEL                                  FL        33544       Primary            PUD Detached                        360                357
061076865                                        CORDOVA                                        TN        38018       Primary            Single Family Detached              360                358
061076871                                        KNOXVILLE                                      TN        37917       Primary            PUD Attached                        360                358
061076912                                        GERMANTOWN                                     TN        38139       Primary            Single Family Detached              360                359
061076973                                        WARRENSVILLE HTS                               OH        44122       Primary            Single Family Detached              360                358
061077204                                        CLEVELAND                                      TN        37323       Primary            Single Family Detached              360                359
061077263                                        CINCINNATI                                     OH        45226       Primary            Single Family Detached              360                358
061077350                                        GRANVILLE                                      OH        43023       Primary            Single Family Detached              360                358
061077365                                        EDWARDS                                        CO        81632       Second Home        PUD Attached                        360                360
061077479                                        POWELL                                         TN        37849       Primary            Single Family Detached              360                358
061077508                                        CANTON                                         MS        39046       Primary            Single Family Detached              360                358
061077518                                        FT OGLETHORPE                                  GA        30742       Primary            Single Family Detached              360                358
061077573                                        LOUISVILLE                                     KY        40216       Primary            Single Family Detached              360                359
061077578                                        ARLINGTON                                      TN        38002       Primary            Single Family Detached              360                358
061077647                                        CLARKSVILLE                                    TN        37043       Primary            Single Family Detached              360                358
061077719                                        CONYERS                                        GA        30094       Primary            Single Family Detached              360                359
061077740                                        OLIVE BRANCH                                   MS        38654       Primary            Single Family Detached              360                358
061077777                                        NASHVILLE                                      TN        37215       Primary            Single Family Detached              360                358
061077942                                        CAPE CORAL                                     FL        33993       Primary            Single Family Detached              360                359
061077962                                        DECATUR                                        TN        37322       Primary            Single Family Detached              360                359
061077994                                        OLIVE BRANCH                                   MS        38654       Primary            Single Family Detached              360                358
061078019                                        CLEVELAND                                      OH        44102       Non-owner          2-4 Units Detached                  360                360
061078160                                        LOUISVILLE                                     KY        40211       Non-owner          Single Family Detached              360                359
061078164                                        MEMPHIS                                        TN        38133       Primary            Single Family Detached              360                358
061078246                                        RINGGOLD                                       GA        30736       Primary            Single Family Detached              360                358
061078386                                        PORTLAND                                       TN        37148       Primary            Single Family Detached              360                358
061078493                                        CAPE CORAL                                     FL        33991       Primary            PUD Detached                        360                359
061078505                                        CORDOVA                                        TN        38016       Primary            Single Family Detached              360                359
061078545                                        ELLENWOOD                                      GA        30294       Primary            PUD Detached                        360                359
061078567                                        FAIRFIELD                                      OH        45014       Primary            Single Family Detached              360                359
061078630                                        HAMILTON                                       OH        45013       Primary            Single Family Detached              360                359
061078805                                        WARREN                                         OH        44483       Primary            Single Family Detached              360                359
061078863                                        MEMPHIS                                        TN        38116       Non-owner          Single Family Detached              360                359
061078930                                        FLORENCE                                       KY        41042       Primary            Condo Low-Rise Attached             360                359
061078957                                        PARIS                                          KY        40361       Non-owner          2-4 Units Detached                  360                360
061079053                                        COLUMBUS                                       OH        43213       Primary            2-4 Units Detached                  360                360
061079081                                        AKRON                                          OH        44320       Non-owner          Single Family Detached              360                359
061079169                                        CHAMBERSBURG                                   PA        17201       Primary            Single Family Detached              360                359
061079355                                        MEMPHIS                                        TN        38109       Non-owner          Single Family Detached              360                359
061079357                                        NAPLES                                         FL        34116       Primary            Single Family Detached              360                360
061079398                                        CLARKSVILLE                                    TN        37043       Primary            Single Family Detached              360                359
061079434                                        MUNFORD                                        TN        38058       Primary            Single Family Detached              360                359
061079437                                        KNOXVILLE                                      TN        37918       Primary            Single Family Detached              360                359
061079445                                        RINGGOLD                                       GA        30736       Primary            Single Family Detached              360                359
061079456                                        INDIANAPOLIS                                   IN        46218       Non-owner          Single Family Detached              360                360
061079573                                        DANDRIDGE                                      TN        37725       Primary            Single Family Detached              360                359
061079638                                        BRIDGEPORT                                     CT        06610       Primary            Single Family Attached              360                360
061079678                                        CLEVELAND                                      OH        44103       Non-owner          2-4 Units Detached                  360                360
061079716                                        ALLIANCE                                       OH        44601       Non-owner          Single Family Detached              360                360
061079719                                        ALLIANCE                                       OH        44601       Non-owner          2-4 Units Detached                  360                360
061079848                                        COLUMBUS                                       OH        43224       Primary            Single Family Detached              360                359
061079861                                        COATESVILLE                                    PA        19320       Primary            Single Family Detached              360                359
061079884                                        EUCLID                                         OH        44123       Non-owner          Single Family Detached              360                360
061079896                                        CAMPBELLSBURG                                  KY        40011       Primary            Single Family Detached              360                359
061079926                                        WALTON                                         KY        41094       Primary            Single Family Detached              360                360
061079986                                        WEST ALLIS                                     WI        53214       Primary            Single Family Detached              360                360
061079987                                        VINE GROVE                                     KY        40175       Primary            Single Family Detached              360                359
061079997                                        CLEVELAND                                      TN        37312       Primary            Single Family Detached              360                359
061080171                                        COLUMBIA STATION                               OH        44028       Primary            Single Family Detached              360                360
061080272                                        AKRON                                          OH        44310       Non-owner          Single Family Detached              360                360
061080276                                        CORDOVA                                        TN        38016       Primary            Single Family Detached              360                360
061080505                                        CLEVELAND                                      OH        44128       Non-owner          Single Family Detached              360                360
061081232                                        CINCINNATI                                     OH        45255       Primary            Single Family Detached              360                360
061081986                                        CLEVELAND                                      OH        44106       Non-owner          Single Family Detached              360                360
061082006                                        MARYVILLE                                      TN        37803       Primary            Single Family Detached              360                360
061082154                                        CLEVELAND                                      OH        44108       Non-owner          Single Family Detached              360                360
061082236                                        ANTIOCH                                        TN        37013       Primary            PUD Detached                        360                360
101059703                                        BURLESON                                       TX        76028       Primary            PUD Detached                        360                353
101060735                                        SAN JUAN                                       TX        78589       Primary            Single Family Detached              360                353
101061517                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                354
101061690                                        SEAGOVILLE                                     TX        75159       Primary            Single Family Detached              360                354
101061813                                        FORNEY                                         TX        75126       Primary            PUD Detached                        360                356
101061819                                        LEANDER                                        TX        78641       Primary            Single Family Detached              360                355
101061959                                        ARLINGTON                                      TX        76011       Primary            Single Family Detached              360                354
101062093                                        DEER PARK                                      TX        77536       Primary            Single Family Detached              360                354
101062190                                        BOYD                                           TX        76023       Primary            Single Family Detached              360                353
101062265                                        GRAND PRAIRIE                                  TX        75052       Primary            PUD Detached                        360                354
101062338                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                354
101062387                                        LUBBOCK                                        TX        79412       Primary            Single Family Detached              360                354
101062436                                        VENUS                                          TX        76084       Primary            Single Family Detached              360                354
101062571                                        MANSFEILD                                      TX        76063       Primary            Single Family Detached              360                354
101062854                                        FORT WORTH                                     TX        76135       Primary            Single Family Detached              360                354
101062862                                        PASADENA                                       TX        77505       Primary            PUD Detached                        360                354
101062877                                        LITTLE ELM                                     TX        75068       Primary            PUD Detached                        360                354
101062880                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                354
101062930                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                354
101063067                                        HOUSTON                                        TX        77070       Primary            PUD Detached                        360                354
101063189                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                354
101063236                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                354
101063242                                        HOUSTON                                        TX        77083       Primary            Single Family Detached              360                354
101063297                                        LEXINGTON                                      SC        29072       Primary            Single Family Detached              360                354
101063434                                        ALLEN                                          TX        75002       Primary            Single Family Detached              360                355
101063556                                        MIDLOTHIAN                                     TX        76065       Primary            PUD Detached                        360                354
101063574                                        PEARLAND                                       TX        77581       Primary            Single Family Detached              360                354
101063589                                        HOUSTON                                        TX        77091       Primary            Single Family Detached              360                355
101063629                                        GLENN HEIGHTS                                  TX        75154       Primary            PUD Detached                        360                354
101063688                                        FORT WORTH                                     TX        76123       Primary            PUD Detached                        360                354
101063689                                        NEW BRAUNFELS                                  TX        78130       Primary            Single Family Detached              360                354
101063872                                        SUGAR HILL                                     GA        30518       Primary            Single Family Detached              360                354
101063924                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                354
101064083                                        IRVING                                         TX        75062       Primary            Single Family Detached              360                355
101064121                                        DENTON                                         TX        76210       Primary            Single Family Detached              360                355
101064132                                        KATY                                           TX        77494       Primary            PUD Detached                        360                355
101064179                                        FORNEY                                         TX        75126       Primary            Single Family Detached              360                355
101064191                                        DENTON                                         TX        76226       Primary            Single Family Detached              360                356
101064240                                        HEWITT                                         TX        76643       Primary            Single Family Detached              360                355
101064305                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                355
101064377                                        ARLINGTON                                      TX        76017       Primary            Single Family Detached              360                355
101064418                                        ROYCE CITY                                     TX        75189       Primary            PUD Detached                        360                355
101064456                                        WYLIE                                          TX        75098       Primary            PUD Detached                        360                356
101064479                                        FORT WORTH                                     TX        76123       Primary            PUD Detached                        360                355
101064487                                        DALLAS                                         TX        75252       Primary            PUD Detached                        360                355
101064525                                        PLANO                                          TX        75074       Primary            Single Family Detached              360                355
101064681                                        ARGYLE                                         TX        76226       Primary            Single Family Detached              360                355
101064707                                        DESOTO                                         TX        75115       Primary            PUD Detached                        360                355
101064710                                        ARLINGTON                                      TX        76017       Primary            Single Family Detached              360                355
101064785                                        ARLINGTON                                      TX        76002       Primary            Single Family Detached              360                355
101064883                                        FORT WORTH                                     TX        76112       Primary            Single Family Detached              360                356
101064961                                        MANSFIELD                                      TX        76063       Non-owner          Single Family Detached              360                355
101064971                                        LANTANA                                        TX        76226       Primary            PUD Detached                        360                356
101065014                                        GARLAND                                        TX        75043       Primary            Single Family Detached              360                355
101065099                                        BAYTOWN                                        TX        77521       Primary            PUD Detached                        360                356
101065107                                        RED OAK                                        TX        75154       Primary            Single Family Detached              360                355
101065159                                        FORT WORTH                                     TX        76052       Primary            Single Family Detached              360                357
101065177                                        HOUSTON                                        TX        77034       Primary            Single Family Detached              360                355
101065273                                        EL PASO                                        TX        79912       Primary            Single Family Detached              360                356
101065300                                        BRENTWOOD                                      CA        94513       Primary            PUD Detached                        360                356
101065364                                        GUNTER                                         TX        75058       Primary            PUD Detached                        360                357
101065457                                        SPRING                                         TX        77388       Primary            PUD Detached                        360                355
101065492                                        HUMBLE                                         TX        77396       Primary            Single Family Detached              360                355
101065526                                        FORT WORTH                                     TX        76108       Primary            Single Family Detached              360                355
101065536                                        DUNCANVILLE                                    TX        75137       Primary            Single Family Detached              360                356
101065579                                        FORT WORTH                                     TX        76119       Primary            Single Family Detached              360                356
101065599                                        KYLE                                           TX        78640       Primary            Single Family Detached              360                356
101065620                                        PEARLAND                                       TX        77584       Primary            PUD Detached                        360                356
101065635                                        FRESNO                                         TX        77545       Primary            PUD Detached                        360                355
101065650                                        LOWRY CROSSING                                 TX        75069       Primary            Single Family Detached              360                356
101065741                                        FORT WORTH                                     TX        76123       Primary            PUD Detached                        360                356
101065861                                        GRAND PRAIRIE                                  TX        75052       Primary            Single Family Detached              180                176
101065863                                        MONTGOMERY                                     TX        77356       Primary            Single Family Detached              360                357
101065889                                        PFLUGERVILLE                                   TX        78660       Primary            PUD Detached                        360                356
101065896                                        HUMBLE                                         TX        77346       Primary            PUD Detached                        360                356
101065993                                        WYLIE                                          TX        75098       Primary            PUD Detached                        360                356
101066068                                        FORT WORTH                                     TX        76248       Primary            PUD Detached                        360                356
101066188                                        FORNEY                                         TX        75126       Primary            PUD Detached                        360                357
101066298                                        TRENTON                                        TX        75490       Primary            Single Family Detached              360                356
101066299                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                356
101066314                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                356
101066409                                        ANNA                                           TX        75409       Primary            PUD Detached                        360                357
101066498                                        DALLAS                                         TX        75229       Primary            Single Family Detached              360                356
101066507                                        DALLAS                                         TX        75219       Primary            PUD Detached                        360                356
101066525                                        ARLINGTON                                      TX        76016       Primary            Single Family Detached              360                356
101066725                                        EL DORADO HILLS                                CA        95762       Primary            Single Family Detached              360                357
101066755                                        CEDAR HILL                                     TX        75104       Primary            Single Family Detached              360                356
101066802                                        LEANDER                                        TX        78641       Primary            Single Family Detached              360                357
101066862                                        DICKINSON                                      TX        77539       Primary            PUD Detached                        360                356
101066997                                        POTTSBORO                                      TX        75076       Primary            Single Family Detached              360                357
101067090                                        ATOKA                                          TN        38004       Primary            Single Family Detached              360                357
101067129                                        TEXAS CITY                                     TX        77590       Primary            Single Family Detached              360                357
101067141                                        ARLINGTON                                      TX        76015       Primary            Single Family Detached              360                359
101067144                                        HAMPTON                                        VA        23669       Primary            Single Family Detached              360                358
101067176                                        SHERMAN                                        TX        75090       Primary            Single Family Detached              360                357
101067269                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                359
101067276                                        PLANO                                          TX        75023       Primary            PUD Detached                        360                357
101067350                                        MCCLENDON CHISHOLM                             TX        75032       Primary            Single Family Detached              360                358
101067352                                        KATY                                           TX        77494       Primary            Single Family Detached              360                357
101067366                                        DALLAS                                         TX        75233       Primary            Single Family Detached              360                358
101067401                                        DALLAS                                         TX        75243       Primary            Single Family Detached              360                357
101067419                                        SPRING                                         TX        77388       Primary            PUD Detached                        360                357
101067439                                        CROWLEY                                        TX        76036       Primary            PUD Detached                        360                357
101067486                                        FRISCO                                         TX        75034       Primary            PUD Detached                        360                357
101067513                                        GLENN HEIGHTS                                  TX        75154       Primary            PUD Detached                        360                357
101067516                                        NATALIA                                        TX        78059       Primary            Single Family Detached              360                358
101067556                                        GRAND PRAIRIE                                  TX        75052       Primary            Single Family Detached              360                357
101067598                                        GRAND PRAIRIE                                  TX        75051       Primary            Single Family Detached              360                357
101067602                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                358
101067614                                        LITTLE ELM                                     TX        75068       Primary            PUD Detached                        360                357
101067634                                        CIBOLO                                         TX        78108       Primary            Single Family Detached              360                357
101067654                                        DUNCANVILLE                                    TX        75137       Primary            Single Family Detached              360                357
101067662                                        NEVADA                                         TX        75173       Primary            Single Family Detached              360                358
101067668                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                357
101067686                                        HOUSTON                                        TX        77090       Primary            PUD Detached                        360                357
101067718                                        GRAND PRAIRIE                                  TX        75051       Primary            Single Family Detached              360                358
101067724                                        ARLINGTON                                      TX        76006       Primary            Single Family Detached              360                357
101067748                                        MESQUITE                                       TX        75181       Primary            Single Family Detached              360                357
101067757                                        MC KINNEY                                      TX        75071       Primary            PUD Detached                        360                357
101067805                                        FRISCO                                         TX        75034       Primary            PUD Detached                        360                358
101067836                                        CELINA                                         TX        75009       Primary            PUD Detached                        360                358
101067878                                        FORT WORTH                                     TX        76179       Primary            PUD Detached                        360                357
101067884                                        QUEEN CREEK                                    AZ        85243       Primary            PUD Detached                        360                358
101067947                                        WYLIE                                          TX        75098       Primary            PUD Detached                        360                359
101068018                                        HOUSTON                                        TX        77049       Primary            Single Family Attached              360                358
101068031                                        LORENA                                         TX        76655       Primary            Single Family Detached              360                359
101068038                                        WAXAHACHIE                                     TX        75167       Primary            Single Family Detached              360                358
101068052                                        DALLAS                                         TX        75287       Primary            Single Family Detached              360                358
101068109                                        FORT WORTH                                     TX        76248       Primary            PUD Detached                        360                358
101068114                                        PLANO                                          TX        75075       Primary            PUD Detached                        360                358
101068117                                        MESQUITE                                       TX        75149       Primary            Single Family Detached              360                358
101068140                                        WYLIE                                          TX        75098       Primary            Single Family Detached              360                358
101068143                                        DALLAS                                         TX        75228       Primary            PUD Detached                        360                358
101068206                                        HIGHLAND VILLAGE                               TX        75077       Primary            Single Family Detached              360                359
101068254                                        BURKBURNETT                                    TX        76354       Primary            Single Family Detached              360                358
101068258                                        SAN ANTONIO                                    TX        78258       Primary            PUD Detached                        360                358
101068263                                        DALLAS                                         TX        75232       Primary            Single Family Detached              360                359
101068266                                        SAN ANTONIO                                    TX        78233       Primary            Single Family Detached              360                358
101068342                                        ARCADIA                                        OK        73007       Primary            Single Family Detached              360                358
101068388                                        RED OAK                                        TX        75154       Primary            Single Family Detached              360                359
101068423                                        LAREDO                                         TX        78046       Primary            Single Family Detached              360                358
101068432                                        TERRELL                                        TX        75160       Primary            Single Family Detached              360                358
101068454                                        DESOTO                                         TX        75115       Primary            PUD Detached                        360                359
101068470                                        MCKINNEY                                       TX        75070       Primary            Single Family Detached              360                358
101068486                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                359
101068523                                        FRISCO                                         TX        75034       Primary            PUD Attached                        360                359
101068544                                        MONTGOMERY                                     TX        77316       Primary            PUD Detached                        360                358
101068546                                        LAREDO                                         TX        78046       Primary            PUD Detached                        360                359
101068576                                        FORT WORTH                                     TX        76262       Primary            Single Family Detached              360                359
101068605                                        LAREDO                                         TX        78045       Primary            Single Family Detached              360                359
101068622                                        ROWLETT                                        TX        75089       Primary            Single Family Detached              360                358
101068646                                        TOMBALL                                        TX        77375       Primary            PUD Detached                        360                358
101068743                                        SAN ANTONIO                                    TX        78256       Primary            PUD Detached                        360                358
101068790                                        TYLER                                          TX        75705       Primary            Single Family Detached              360                359
101068806                                        WYLIE                                          TX        75098       Primary            Single Family Detached              360                359
101068824                                        CEDAR HILL                                     TX        75104       Primary            Single Family Detached              360                358
101068828                                        BURLESON                                       TX        76028       Primary            PUD Detached                        360                358
101068868                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                358
101068872                                        CEDAR HILL                                     TX        75104       Primary            Single Family Detached              360                358
101068883                                        LONGVIEW                                       TX        75603       Primary            Single Family Detached              360                358
101068908                                        FORT MYERS                                     FL        33913       Primary            Condo Low-Rise Attached             360                358
101069008                                        DALLAS                                         TX        75219       Primary            Condo Low-Rise Attached             360                360
101069014                                        PONDER                                         TX        76259       Primary            Single Family Detached              360                359
101069017                                        FRISCO                                         TX        75034       Primary            Single Family Detached              360                359
101069036                                        JACKSONVILLE                                   FL        32218       Primary            PUD Detached                        360                358
101069050                                        AMARILLO                                       TX        79119       Primary            PUD Detached                        360                359
101069054                                        DENTON                                         TX        76207       Primary            Single Family Detached              360                359
101069089                                        CONROE                                         TX        77304       Primary            PUD Detached                        360                359
101069094                                        SAN ANTONIO                                    TX        78217       Primary            Single Family Detached              360                359
101069105                                        LEWISVILLE                                     TX        75067       Primary            Single Family Detached              360                359
101069107                                        HOUSTON                                        TX        77033       Primary            Single Family Detached              360                358
101069109                                        LEWISVILLE                                     TX        75067       Primary            Single Family Detached              360                359
101069145                                        MESQUITE                                       TX        75181       Primary            Single Family Detached              360                359
101069147                                        BENBROOK                                       TX        76126       Primary            PUD Detached                        360                359
101069151                                        KATY                                           TX        77450       Primary            Single Family Detached              360                359
101069227                                        HIGHLAND VILLAGE                               TX        75077       Primary            PUD Detached                        360                359
101069235                                        DENTON                                         TX        76201       Primary            2-4 Units Attached                  360                359
101069248                                        DALLAS                                         TX        75218       Primary            Single Family Detached              360                359
101069311                                        DALLAS                                         TX        75237       Primary            Single Family Detached              360                359
101069330                                        DESOTO                                         TX        75115       Primary            PUD Detached                        360                359
101069352                                        HOUSTON                                        TX        77088       Non-owner          Single Family Detached              360                360
101069357                                        VICTORIA                                       TX        77904       Primary            PUD Detached                        360                359
101069371                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                359
101069384                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                359
101069422                                        MESQUITE                                       TX        75150       Primary            Single Family Detached              360                359
101069437                                        MATTHEWS                                       NC        28105       Primary            Single Family Detached              360                359
101069440                                        GRAND PRAIRIE                                  TX        75052       Primary            PUD Detached                        360                359
101069517                                        THE COLONY                                     TX        75056       Primary            Single Family Detached              360                359
101069586                                        WACO                                           TX        76711       Primary            Single Family Detached              360                359
101069628                                        ROCKWALL                                       TX        75032       Primary            Single Family Detached              360                359
101069657                                        SURPRISE                                       AZ        85379       Primary            Single Family Detached              360                359
101069738                                        LANCASTER                                      TX        75146       Primary            PUD Detached                        360                359
101069766                                        MELISSA                                        TX        75454       Primary            PUD Detached                        360                359
101069777                                        COPPELL                                        TX        75019       Primary            Single Family Detached              360                359
101069839                                        HOUSTON                                        TX        77095       Primary            PUD Detached                        360                359
101069867                                        FORT WORTH                                     TX        76052       Primary            PUD Detached                        360                360
101069878                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                359
101069895                                        FLINT                                          TX        75762       Primary            Single Family Detached              360                359
101069900                                        GARLAND                                        TX        75043       Non-owner          Single Family Detached              360                360
101069930                                        DALLAS                                         TX        75216       Primary            Single Family Detached              360                360
101070002                                        DALLAS                                         TX        75233       Primary            Single Family Detached              360                360
101070003                                        DAYTONA BEACH SHORES                           FL        32118       Primary            Condo High-Rise Attached            360                359
101070016                                        DALLAS                                         TX        75238       Primary            Single Family Detached              360                359
101070036                                        DALLAS                                         TX        75238       Primary            Single Family Detached              360                359
101070089                                        RED OAK                                        TX        75154       Primary            Single Family Detached              360                359
101070092                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                359
101070126                                        NORTH RICHLAND HILLS                           TX        76180       Primary            Single Family Detached              360                359
101070156                                        WACO                                           TX        76712       Primary            Single Family Detached              360                359
101070179                                        MANSFIELD                                      TX        76063       Primary            PUD Detached                        360                359
101070181                                        MESQUITE                                       TX        75149       Primary            Single Family Detached              360                359
101070182                                        KANSAS CITY                                    MO        64117       Primary            Single Family Detached              360                359
101070184                                        IRVING                                         TX        75060       Primary            Single Family Detached              360                360
101070223                                        FRISCO                                         TX        75035       Primary            PUD Detached                        360                359
101070307                                        KINGWOOD                                       TX        77339       Primary            PUD Detached                        360                359
101070378                                        PLANO                                          TX        75025       Primary            Single Family Detached              360                360
101070439                                        DALLAS                                         TX        75227       Primary            Single Family Detached              360                360
101070458                                        TERRELL                                        TX        75161       Primary            Single Family Detached              360                360
101070466                                        SOUTHLAKE                                      TX        76092       Primary            Single Family Detached              360                360
101070608                                        FRISCO                                         TX        76036       Primary            PUD Detached                        360                360
101070674                                        DALLAS                                         TX        75215       Non-owner          Single Family Detached              360                360
101070697                                        PLANO                                          TX        75024       Primary            Single Family Detached              360                360
111002715                                        RANCHO SANTA MARGARITA                         CA        92688       Primary            Condo Low-Rise Attached             360                356
111002766                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                358
111002799                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111002800                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111002859                                        KAPOLEI                                        HI        96707       Primary            PUD Detached                        360                357
111002873                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                358
111002894                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                358
111002944                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111002953                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111002964                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111002995                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111002999                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111003004                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111003005                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111003006                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111003022                                        KANEOHE                                        HI        96744       Primary            Single Family Detached              360                359
111003034                                        KILAUEA                                        HI        96754       Primary            Single Family Detached              360                359
111003041                                        HONOLULU                                       HI        96815       Second Home        Condotel Attached                   360                359
111003105                                        KAPOLEI                                        HI        96707       Primary            Single Family Detached              360                359
111003226                                        EWA BEACH                                      HI        96706       Primary            Single Family Detached              360                360
121041369                                        BRANDON                                        WI        53919       Primary            Single Family Detached              360                339
121049820                                        APPLE VALLEY                                   MN        55124       Primary            Single Family Detached              360                355
121049995                                        ANOKA                                          MN        55303       Primary            Single Family Detached              360                355
121051169                                        WEST ALLIS                                     WI        53219       Primary            Single Family Detached              360                357
121051335                                        BLOOMINGTON                                    MN        55431       Primary            Single Family Detached              360                357
121051474                                        MONTICELLO                                     MN        55362       Primary            Condo Low-Rise Attached             360                357
121051616                                        MILWAUKEE                                      WI        53209       Primary            Single Family Detached              360                357
121051801                                        ROSSVILLE                                      KS        66533       Primary            Single Family Detached              360                359
121051829                                        WINONA                                         MN        55987       Primary            Single Family Detached              360                360
121051861                                        WEST BEND                                      WI        53095       Primary            Single Family Detached              360                358
121052029                                        BEAVER DAM                                     WI        53916       Primary            Single Family Detached              360                358
121052113                                        TAMPA                                          FL        33626       Primary            Single Family Detached              360                359
121052129                                        GALVA                                          IL        61434       Primary            Single Family Detached              360                359
121052307                                        RIVER FALLS                                    WI        54022       Primary            Single Family Detached              360                358
121052377                                        BLAINE                                         MN        55434       Primary            Single Family Detached              360                359
121052449                                        COTTAGE GROVE                                  WI        53527       Primary            2-4 Units Attached                  360                359
121052457                                        COTTAGE GROVE                                  WI        53527       Primary            2-4 Units Attached                  360                359
121052928                                        SOUTHFIELD                                     MI        48076       Primary            Condo Low-Rise Detached             360                359
121052938                                        DETROIT                                        MI        48205       Primary            Single Family Detached              360                359
121053076                                        BISMARK                                        ND        58501       Primary            Single Family Detached              360                360
121053107                                        FLUSHING                                       MI        48433       Primary            Condo Low-Rise Attached             360                359
121053137                                        FLUSHING                                       MI        48433       Primary            Condo Low-Rise Attached             360                359
121053149                                        FLINT                                          MI        48532       Primary            Single Family Detached              360                359
121053182                                        JANESVILLE                                     WI        53546       Primary            Single Family Detached              360                359
121053203                                        SAGINAW                                        MI        48602       Primary            Single Family Detached              360                359
121053310                                        MUSKEGON                                       MI        49442       Primary            Single Family Detached              360                359
121054024                                        MAHTOWA                                        MN        55707       Primary            Single Family Detached              360                360
141057257                                        N. BABYLON                                     NY        11703       Primary            Single Family Detached              360                356
141057653                                        STERLING                                       CT        06377       Primary            Single Family Detached              360                356
141057925                                        CENTRAL ISLIP                                  NY        11722       Primary            Single Family Detached              360                357
151036787                                        PHILADELPHIA                                   PA        19111       Primary            Single Family Attached              360                354
151037333                                        PARLIN                                         NJ        08859       Primary            Condo Low-Rise Attached             360                354
151037943                                        READING                                        PA        19601       Non-owner          Single Family Attached              360                354
151038328                                        MOUNT JULIET                                   TN        37122       Primary            Single Family Detached              360                356
151038445                                        MOUNTAIN TOP                                   PA        18707       Primary            Single Family Detached              360                356
151039183                                        CHESTER                                        PA        19013       Primary            Single Family Detached              360                357
151039353                                        TOMS RIVER                                     NJ        08755       Primary            Single Family Detached              360                358
151039457                                        NORTHEAST                                      MD        21921       Primary            Single Family Attached              360                356
151039459                                        ROSEDALE                                       NY        11413       Primary            2-4 Units Detached                  360                357
151039502                                        SPARTA                                         NJ        07871       Primary            Single Family Detached              360                357
151039866                                        MONTCLAIR                                      NJ        07042       Primary            Single Family Detached              360                356
151040080                                        PHILADELPHIA                                   PA        19146       Primary            Single Family Attached              360                358
151040235                                        FRANKLINTON                                    NC        27525       Primary            PUD Detached                        360                357
151040342                                        GIRARD                                         PA        16417       Non-owner          Single Family Detached              360                357
151040412                                        LITTLE EGG HARBOR                              NJ        08087       Primary            PUD Detached                        360                358
151040661                                        MIDDLETOWN                                     NJ        07748       Primary            Single Family Detached              360                358
151040722                                        SOUTH BELMAR                                   NJ        07719       Primary            Single Family Detached              360                358
151040766                                        LACEY TOWNSHIP                                 NJ        08731       Primary            Single Family Detached              360                358
151040834                                        CAMPBELLTOWN                                   PA        17078       Primary            2-4 Units Detached                  360                358
151040938                                        FOOTHIL RANCH                                  CA        92610       Primary            Single Family Detached              360                358
151040965                                        BELLE MEAD                                     NJ        08502       Primary            Single Family Detached              360                358
151040998                                        ALLENTOWN                                      PA        18103       Primary            Single Family Detached              360                358
151041077                                        BALDWIN                                        NY        11510       Primary            Single Family Detached              360                358
151041081                                        PHILADELPHIA                                   PA        19148       Primary            Single Family Attached              360                358
151041102                                        SHAMONG                                        NJ        08088       Primary            Single Family Detached              360                358
151041144                                        LINDEN                                         NJ        07036       Primary            Single Family Detached              360                358
151041181                                        ALIQUIPPA                                      PA        15001       Primary            Single Family Detached              360                358
151041244                                        JACKSON                                        NJ        08527       Primary            Single Family Detached              360                358
151041268                                        TINTON FALLS                                   NJ        07724       Primary            Single Family Detached              360                358
151041277                                        DENVILLE                                       NJ        07834       Primary            Condo Low-Rise Attached             360                359
151041321                                        YARDLEY                                        PA        19067       Primary            Single Family Detached              360                360
151041424                                        DINGMAN TWP                                    PA        18337       Primary            PUD Detached                        360                360
151041480                                        BROOKLYN                                       NY        11208       Primary            2-4 Units Attached                  360                359
151041516                                        VINELAND                                       NJ        08360       Primary            Single Family Detached              360                358
151041525                                        NEWARK                                         NJ        07112       Primary            2-4 Units Detached                  360                359
151041644                                        VILLAS                                         NJ        08251       Primary            Single Family Detached              360                360
151041670                                        MONROE TOWNSHIP                                NJ        08831       Primary            Single Family Detached              360                358
151041713                                        MOUNT OLIVE                                    NC        28365       Primary            Single Family Detached              360                359
151041716                                        AUDUBON                                        NJ        08106       Primary            Single Family Detached              360                359
151041749                                        FREDON                                         NJ        07860       Primary            Single Family Detached              360                359
151041750                                        PITTSTOWN                                      NJ        08867       Non-owner          Single Family Detached              360                360
151041800                                        TOWNSHIP OF WINSLOW                            NJ        08004       Primary            Single Family Detached              360                359
151041809                                        HATBORO                                        PA        19040       Primary            Single Family Detached              360                359
151041811                                        BURLINGTON TWP                                 NJ        08016       Primary            Single Family Detached              360                359
151041815                                        PINE BEACH                                     NJ        08741       Primary            Single Family Detached              360                359
151041973                                        PARSIPPANY                                     NJ        07054       Primary            Single Family Detached              360                359
151041992                                        ELIZABETH                                      NJ        07201       Primary            2-4 Units Detached                  360                359
151041994                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Attached                  360                359
151041999                                        NORTH BRUNSWICK                                NJ        08902       Primary            Single Family Detached              360                359
151042005                                        SECAUCUS                                       NJ        07094       Primary            2-4 Units Detached                  360                359
151042039                                        UPPER DARBY                                    PA        19082       Non-owner          Single Family Attached              360                359
151042084                                        LEBANON                                        PA        17042       Primary            Single Family Detached              360                359
151042102                                        WALL TOWNSHIP                                  NJ        07719       Primary            Single Family Detached              360                359
151042118                                        PHILADELPHIA                                   PA        19143       Primary            Single Family Detached              360                359
151042144                                        TOMS RIVER                                     NJ        08753       Primary            Single Family Detached              360                360
151042151                                        NEWARK                                         NJ        07106       Primary            2-4 Units Detached                  360                359
151042158                                        NEW PORT RICHEY                                FL        34652       Primary            Single Family Detached              360                359
151042159                                        GREER                                          SC        29651       Primary            Single Family Detached              360                359
151042181                                        BERGENFIELD                                    NJ        07621       Primary            Single Family Detached              360                360
151042196                                        HACKENSACK                                     NJ        07601       Primary            Single Family Detached              360                359
151042203                                        DULUTH                                         GA        30097       Primary            PUD Attached                        360                359
151042216                                        DULUTH                                         GA        30097       Primary            Single Family Attached              360                359
151042226                                        PHILADELPHIA                                   PA        19153       Primary            Single Family Attached              360                359
151042289                                        HAMBURG                                        NJ        07419       Primary            Single Family Detached              360                359
151042308                                        TOWNSHIP OF PEMBERTON                          NJ        08015       Primary            Single Family Detached              360                359
151042317                                        JENKINTOWN                                     PA        19046       Primary            Single Family Attached              360                359
151042364                                        ASHFIELD                                       PA        18212       Primary            Single Family Detached              360                359
151042395                                        BOLTON LANDING                                 NY        12814       Second Home        Condo Low-Rise Attached             360                359
151042416                                        ENGLISHTOWN                                    NJ        07726       Primary            2-4 Units Detached                  360                359
151042419                                        PHILADELPHIA                                   PA        19152       Primary            Single Family Attached              360                360
151042479                                        LANSDOWNE                                      PA        19050       Primary            Single Family Detached              360                359
151042481                                        LEBANON                                        PA        17046       Non-owner          2-4 Units Detached                  360                360
151042522                                        JACKSON                                        NJ        08527       Primary            Single Family Detached              360                360
151042551                                        UPPER SADDLE RIVER                             NJ        07458       Primary            Single Family Detached              360                359
151042563                                        LANOKA HARBOR                                  NJ        08734       Primary            Single Family Detached              360                360
151042576                                        JONESTOWN                                      PA        17038       Primary            Single Family Detached              360                359
151042637                                        JACKSON                                        NJ        08527       Primary            Single Family Detached              360                360
151042685                                        PHILLIPSBURG                                   NJ        08865       Primary            Single Family Attached              360                360
151042688                                        PHILLIPSBURG                                   NJ        08865       Primary            Single Family Detached              360                359
151042743                                        EAST STROUDSBURG                               PA        18302       Primary            Single Family Detached              360                359
151042952                                        GARFIELD                                       NJ        07026       Primary            2-4 Units Detached                  360                360
151042994                                        JERSEY CITY                                    NJ        07304       Primary            2-4 Units Attached                  360                360
151043000                                        NEWARK                                         NJ        07108       Primary            2-4 Units Detached                  360                360
151043026                                        PENNSAUKEN                                     NJ        08110       Primary            Single Family Detached              360                360
151043083                                        BRISTOL                                        PA        19021       Primary            Single Family Detached              360                360
151044193                                        IRVINGTON                                      NJ        07111       Primary            Single Family Detached              360                360
151044213                                        NORTH BERGEN                                   NJ        07047       Primary            2-4 Units Detached                  360                360
151044265                                        PENNSAUKEN                                     NJ        08109       Primary            Single Family Detached              360                360
161050883                                        WEBSTER                                        MA        01570       Primary            Condo Low-Rise Attached             360                355
161051775                                        PEABODY                                        MA        01960       Primary            Single Family Detached              360                357
161052077                                        BROOKFIELD                                     MA        01506       Primary            Single Family Detached              360                359
161052084                                        LAWRENCE                                       MA        01841       Primary            Condo Low-Rise Attached             360                357
161052187                                        LUDLOW                                         MA        01056       Primary            Single Family Detached              360                357
161052245                                        LOWELL                                         MA        01852       Primary            Single Family Detached              360                357
161052617                                        BERLIN                                         MA        01503       Primary            Condo Low-Rise Attached             360                358
161052621                                        LYNNFIELD                                      MA        01940       Primary            Single Family Detached              360                358
161052758                                        KING GEORGE                                    VA        22485       Primary            Single Family Detached              360                359
161052765                                        CHAPPAQUA                                      NY        10514       Primary            Single Family Detached              360                359
161052963                                        SEBAGO                                         ME        04029       Primary            Single Family Detached              360                358
161052995                                        WEST GRANBY                                    CT        06090       Primary            Single Family Detached              360                358
161053061                                        LOWELL                                         MA        01851       Primary            2-4 Units Detached                  360                359
161053095                                        EFFINGHAM                                      NH        03882       Primary            Single Family Detached              360                359
161053213                                        LEXINGTON                                      MA        02421       Primary            Single Family Detached              360                359
161053241                                        NORTH ATTLEBORO                                MA        02760       Primary            Single Family Detached              360                359
161053248                                        HANOVER                                        MA        02339       Primary            Single Family Detached              360                359
161053280                                        BURLINGTON                                     VT        05406       Primary            Single Family Detached              360                359
161053353                                        LONDONDERRY                                    NH        03053       Primary            Single Family Detached              360                359
161053371                                        WINDHAM                                        NH        03087       Primary            Single Family Detached              360                359
161053393                                        HYANNIS PORT                                   MA        02647       Primary            Single Family Detached              360                359
161053399                                        WAYLAND                                        MA        01778       Primary            Single Family Detached              360                360
161053420                                        DERRY                                          NH        03038       Primary            Condo Low-Rise Attached             360                359
161053464                                        HARWICH                                        MA        02661       Primary            Single Family Detached              360                359
161053496                                        FRANKLIN                                       MA        02038       Primary            Single Family Detached              360                359
161053522                                        BILLERICA                                      MA        01821       Primary            Condo Low-Rise Attached             360                359
161053561                                        BRAINTREE                                      MA        02184       Primary            Single Family Detached              360                359
161053610                                        QUINCY                                         MA        02169       Primary            Single Family Detached              360                360
161053658                                        CARVER                                         MA        02330       Primary            Single Family Detached              360                360
161053721                                        FRAMINGHAM                                     MA        01702       Primary            Single Family Detached              360                360
161053772                                        MEDFORD                                        MA        02155       Primary            Single Family Detached              360                360
161053812                                        PLYMPTON                                       MA        02367       Primary            Single Family Detached              360                360
171030850                                        PARKER                                         CO        80134       Primary            PUD Detached                        360                351
171034395                                        FRISCO                                         TX        75034       Primary            PUD Detached                        360                355
171034829                                        SAN ANTONIO                                    TX        78245       Primary            PUD Detached                        360                357
171034845                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                357
171034846                                        FORT WORTH                                     TX        76131       Primary            Single Family Detached              360                353
171034882                                        CROWLEY                                        TX        76036       Primary            PUD Detached                        360                354
171035014                                        TUCSON                                         AZ        85757       Primary            PUD Detached                        360                354
171035570                                        ANNA                                           TX        75409       Primary            PUD Detached                        360                354
171035708                                        TOLLESON                                       AZ        85353       Primary            PUD Detached                        360                358
171036181                                        MCKINNEY                                       TX        75070       Primary            Single Family Detached              360                356
171036387                                        TUCSON                                         AZ        85757       Primary            Single Family Detached              240                236
171036521                                        PHOENIX                                        AZ        85016       Primary            Single Family Detached              360                356
171036540                                        MESA                                           AZ        85207       Primary            Single Family Detached              360                356
171036550                                        CONVERSE                                       TX        78109       Primary            Single Family Detached              360                356
171036730                                        MESA                                           AZ        85215       Primary            PUD Attached                        360                356
171036801                                        PEORIA                                         AZ        85382       Primary            Single Family Detached              360                356
171037211                                        FT WORTH                                       TX        76120       Primary            PUD Detached                        360                356
171037493                                        BUCKEYE                                        AZ        85326       Primary            PUD Detached                        360                356
171037607                                        LAS VEGAS                                      NV        89178       Primary            PUD Detached                        360                358
171037916                                        LAS VEGAS                                      NV        89135       Primary            PUD Detached                        360                357
171038379                                        PHOENIX                                        AZ        85021       Primary            Single Family Detached              360                357
171038412                                        PHOENIX                                        AZ        85042       Primary            Single Family Detached              360                357
171038447                                        TUCSON                                         AZ        85743       Primary            PUD Detached                        360                357
171038519                                        TUCSON                                         AZ        85710       Primary            Single Family Detached              360                357
171038619                                        TUCSON                                         AZ        85746       Primary            PUD Detached                        360                357
171038705                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                357
171038791                                        MARANA                                         AZ        85653       Primary            Single Family Detached              360                357
171038858                                        TUCSON                                         AZ        85706       Primary            Single Family Detached              360                358
171038896                                        NORTH LAS VEGAS                                NV        89115       Primary            PUD Detached                        360                358
171038979                                        QUEEN CREEK                                    AZ        85242       Primary            PUD Detached                        360                357
171039015                                        LAS VEGAS                                      NV        89122       Primary            PUD Detached                        360                357
171039323                                        LAS VEGAS                                      NV        89122       Primary            PUD Detached                        360                357
171039494                                        GILBERT                                        AZ        85297       Primary            PUD Detached                        360                358
171039497                                        LAS VEGAS                                      NV        89117       Primary            PUD Detached                        360                359
171039587                                        MISSION                                        TX        78572       Primary            PUD Detached                        360                358
171039639                                        LAS VEGAS                                      NV        89130       Primary            PUD Detached                        360                359
171039754                                        LANCASTER                                      TX        75146       Primary            PUD Detached                        360                358
171039807                                        LAS VEGAS                                      NV        89147       Primary            PUD Attached                        360                358
171039870                                        MARANA                                         AZ        85653       Primary            PUD Detached                        360                358
171039903                                        LAS VEGAS                                      NV        89149       Primary            PUD Detached                        360                360
171039956                                        MARANA                                         AZ        85653       Primary            PUD Detached                        360                358
171039988                                        TUCSON                                         AZ        85747       Primary            Single Family Detached              360                358
171040116                                        LAS VEGAS                                      NV        89138       Primary            Single Family Detached              360                358
171040145                                        NORTH LAS VEGAS                                NV        89081       Primary            PUD Detached                        360                358
171040352                                        RED OAK                                        TX        75154       Primary            Single Family Detached              360                358
171040384                                        LAS VEGAS                                      NV        89107       Primary            PUD Detached                        360                358
171040397                                        BOULDER                                        CO        80305       Non-owner          Condo Conversion Attached           360                359
171040418                                        FLAGSTAFF                                      AZ        86004       Primary            Condo Low-Rise Attached             360                359
171040487                                        PHOENIX                                        AZ        85035       Primary            Single Family Detached              360                359
171040536                                        PHOENIX                                        AZ        85017       Primary            PUD Attached                        360                358
171040703                                        LAVEEN                                         AZ        85339       Primary            Single Family Detached              360                358
171040708                                        APACHE JUNCTION                                AZ        85219       Primary            PUD Detached                        360                358
171040778                                        CASA GRANDE                                    AZ        85222       Primary            Single Family Detached              360                359
171040789                                        LAS VEGAS                                      NV        89129       Primary            PUD Detached                        360                359
171040834                                        PHOENIX                                        AZ        85035       Primary            Single Family Detached              360                359
171040842                                        THORNTON                                       CO        80602       Primary            PUD Detached                        360                359
171040950                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                358
171040960                                        QUEEN CREEK                                    AZ        85242       Primary            PUD Detached                        360                360
171041046                                        NORTH LAS VEGAS                                NV        89031       Primary            Single Family Detached              360                360
171041268                                        CIBOLO                                         TX        78108       Primary            PUD Detached                        360                359
171041338                                        LAS VEGAS                                      NV        89148       Primary            PUD Detached                        360                359
171041349                                        PHOENIX                                        AZ        85035       Primary            Single Family Detached              360                360
171041378                                        QUEEN CREEK                                    AZ        85242       Primary            PUD Detached                        360                359
171041406                                        MESQUITE                                       TX        75181       Primary            PUD Detached                        360                359
171041441                                        SAHUARITA                                      AZ        85629       Primary            PUD Detached                        360                359
171041498                                        MESA                                           AZ        85212       Primary            PUD Detached                        360                359
171041540                                        AURORA                                         CO        80013       Primary            Condo Low-Rise Attached             360                359
171041541                                        AURORA                                         CO        80016       Primary            PUD Detached                        360                359
171041584                                        LAS VEGAS                                      NV        89121       Primary            Single Family Detached              360                359
171041641                                        TUCSON                                         AZ        85718       Primary            Single Family Detached              360                359
171041659                                        SACRAMENTO                                     CA        95834       Primary            Condo Low-Rise Attached             360                359
171041742                                        LAS VEGAS                                      NV        89128       Primary            PUD Detached                        360                359
171041753                                        LAVEEN                                         AZ        85339       Primary            PUD Detached                        360                359
171041812                                        TUCSON                                         AZ        85746       Primary            Single Family Detached              360                359
171041827                                        TUCSON                                         AZ        85757       Primary            PUD Detached                        360                359
171041828                                        PARKER                                         CO        80134       Primary            PUD Detached                        360                359
171041845                                        COLUMBIA                                       SC        29210       Primary            Single Family Detached              360                360
171041879                                        PHOENIX                                        AZ        85033       Primary            Single Family Detached              360                360
171041934                                        LAS VEGAS                                      NV        89169       Non-owner          Condo Low-Rise Attached             360                360
171042032                                        LAS VEGAS                                      NV        89108       Primary            Single Family Detached              360                359
171042048                                        TUCSON                                         AZ        85742       Primary            Single Family Detached              360                359
171042081                                        LAS VEGAS                                      NV        89183       Primary            PUD Detached                        360                359
171042096                                        LITTLE ELM                                     TX        75068       Primary            PUD Detached                        360                359
171042116                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        360                359
171042133                                        SPRING                                         TX        77379       Primary            PUD Detached                        360                359
171042322                                        LAS VEGAS                                      NV        89101       Primary            Single Family Detached              360                360
171042357                                        CASA GRANDE                                    AZ        85222       Primary            PUD Detached                        360                360
171042377                                        MCKINNEY                                       TX        75070       Primary            PUD Detached                        180                179
171042399                                        PHOENIX                                        AZ        85027       Primary            PUD Detached                        360                360
171042433                                        BOILING SPRINGS                                SC        29316       Primary            Single Family Detached              360                360
171042467                                        PHOENIX                                        AZ        85048       Primary            Condo Low-Rise Attached             360                360
171042504                                        PINGREE GROVE                                  IL        60140       Primary            PUD Attached                        360                360
171042514                                        PHOENIX                                        AZ        85012       Primary            Condo Conversion Attached           360                360
171042552                                        SCOTTSDALE                                     AZ        85255       Primary            Condo Low-Rise Attached             360                360
171042612                                        CHANDLER                                       AZ        85248       Primary            PUD Detached                        360                360
171042618                                        LAREDO                                         TX        78045       Primary            PUD Detached                        360                360
171042625                                        TUCSON                                         AZ        85716       Primary            Single Family Detached              360                360
171042638                                        QUEEN CREEK                                    AZ        85242       Primary            Single Family Detached              360                360
171043114                                        GOODYEAR                                       AZ        85338       Primary            PUD Detached                        360                360
171043282                                        SCOTTSDALE                                     AZ        85250       Primary            PUD Attached                        360                360
171043414                                        PHOENIX                                        AZ        85007       Primary            Single Family Detached              360                360
171043756                                        PHOENIX                                        AZ        85018       Primary            Single Family Detached              360                360
191034126                                        BOISE                                          ID        83706       Primary            Single Family Detached              360                356
191034186                                        EVERETT                                        WA        98201       Primary            2-4 Units Attached                  360                356
191034731                                        KENMORE                                        WA        98028       Primary            Single Family Detached              360                356
191034827                                        SEATTLE                                        WA        98115       Primary            Single Family Detached              360                357
191035217                                        REDMOND                                        OR        97756       Primary            Single Family Detached              360                356
191035248                                        SPOKANE                                        WA        99224       Primary            Single Family Detached              360                356
191035727                                        MOXEE                                          WA        98936       Primary            Single Family Detached              360                357
191035756                                        SAMMAMISH                                      WA        98074       Primary            Single Family Detached              360                357
191035768                                        MOUNT VERNON                                   WA        98273       Primary            Single Family Detached              360                358
191035792                                        ARVADA                                         CO        80004       Primary            Single Family Detached              360                358
191035850                                        SPOKANE                                        WA        99208       Primary            Single Family Detached              360                357
191035940                                        OLYMPIA                                        WA        98516       Primary            PUD Detached                        360                358
191036011                                        VANCOUVER                                      WA        98661       Primary            Single Family Detached              360                357
191036208                                        POULSBO                                        WA        98370       Primary            Single Family Detached              360                358
191036277                                        OXNARD                                         CA        93033       Primary            Single Family Detached              360                358
191036288                                        VIRGINIA BEACH                                 VA        23452       Primary            Single Family Detached              360                359
191036312                                        KENT                                           WA        98032       Primary            Single Family Detached              360                358
191036376                                        DOWNEY                                         CA        90241       Primary            2-4 Units Detached                  360                358
191036396                                        MERIDIAN                                       ID        83646       Primary            PUD Detached                        360                360
191036413                                        RIGBY                                          ID        83442       Primary            Single Family Detached              360                358
191036482                                        LANCASTER                                      CA        93535       Primary            Single Family Detached              360                358
191036586                                        BAKERSFIELD                                    CA        93311       Primary            PUD Detached                        360                358
191036595                                        BAKERSFIELD                                    CA        93309       Primary            Single Family Detached              360                358
191036684                                        BAKERSFIELD                                    CA        93308       Primary            Single Family Detached              360                358
191036775                                        BREMERTON                                      WA        98312       Primary            Single Family Detached              360                358
191036780                                        PORT ORCHARD                                   WA        98366       Primary            Single Family Detached              360                358
191036838                                        CORONA                                         CA        92882       Primary            Single Family Detached              360                358
191036893                                        FORT MYERS BEACH                               FL        33931       Primary            Single Family Detached              360                358
191036898                                        LONG BEACH TOWNSHIP                            NJ        08008       Primary            Single Family Detached              360                360
191036910                                        ROY                                            WA        98580       Primary            Single Family Detached              360                358
191036937                                        RICHMOND                                       VA        23223       Primary            Single Family Detached              360                359
191036938                                        OXNARD                                         CA        93030       Primary            Single Family Detached              360                358
191036944                                        SALEM                                          OR        97302       Primary            Single Family Detached              360                358
191037018                                        BRIER                                          WA        98036       Primary            Single Family Detached              360                359
191037050                                        WILSONVILLE                                    OR        97070       Primary            Single Family Detached              360                359
191037060                                        COLUMBUS                                       MI        48063       Primary            Single Family Detached              360                359
191037066                                        OXNARD                                         CA        93035       Primary            PUD Detached                        360                359
191037101                                        MISSOULA                                       MT        59803       Primary            Single Family Detached              360                359
191037123                                        SHERWOOD                                       OR        97140       Primary            Single Family Detached              360                359
191037178                                        SANTA CLARITA                                  CA        91321       Primary            Single Family Detached              360                359
191037208                                        FORKS                                          WA        98331       Primary            Single Family Detached              360                359
191037260                                        VANCOUVER                                      WA        98682       Primary            Single Family Detached              360                359
191037267                                        ABERDEEN                                       WA        98520       Primary            Single Family Detached              360                359
191037281                                        STAR                                           ID        83669       Primary            PUD Detached                        360                359
191037290                                        SHORELINE                                      WA        98155       Primary            Single Family Detached              360                359
191037366                                        CAMAS                                          WA        98607       Primary            PUD Detached                        360                359
191037464                                        TILLAMOOK                                      OR        97141       Primary            Single Family Detached              360                359
191037549                                        OXNARD                                         CA        93036       Primary            PUD Detached                        360                360
191037556                                        PORTLAND                                       OR        97230       Primary            Single Family Detached              360                359
191037593                                        RAINIER                                        OR        97048       Primary            Single Family Detached              360                359
191037691                                        TIGARD                                         OR        97223       Primary            PUD Detached                        360                360
191037724                                        DAYTON                                         OR        97114       Primary            Single Family Detached              360                359
191037773                                        REDMOND                                        WA        98052       Non-owner          Single Family Detached              360                360
191037950                                        BEAVERTON                                      OR        97007       Non-owner          PUD Detached                        360                359
191037985                                        SEATTLE                                        WA        98118       Primary            Single Family Detached              360                360
191037989                                        TEMECULA                                       CA        92591       Primary            Single Family Detached              360                360
191038048                                        ELLENSBURG                                     WA        98926       Primary            Single Family Detached              360                360
191038289                                        SHREVEPORT                                     LA        71108       Primary            Single Family Detached              360                360
191038859                                        EUGENE                                         OR        97401       Primary            Single Family Detached              360                360
211049092                                        MENDENHALL                                     MS        39114       Primary            Single Family Detached              360                356
211049307                                        STANLEY                                        NC        28164       Primary            PUD Detached                        360                355
211049846                                        WASHINGTON                                     DC        20005       Primary            Condo Low-Rise Attached             360                356
211050069                                        RICHMOND                                       VA        23236       Primary            Single Family Detached              360                356
211050745                                        WATKINSVILLE                                   GA        30677       Primary            Single Family Detached              360                357
211050965                                        TALL TIMBERS                                   MD        20690       Primary            Single Family Detached              360                357
211050971                                        GREENBELT                                      MD        20770       Primary            Single Family Detached              360                357
211051014                                        NASHVILLE                                      TN        37211       Primary            PUD Detached                        360                358
211051104                                        DOWELL                                         MD        20629       Primary            Single Family Detached              360                356
211051137                                        HOOVER                                         AL        35226       Primary            Single Family Detached              360                357
211051224                                        WALDORF                                        MD        20601       Primary            Single Family Detached              360                357
211051300                                        BRANDYWINE                                     MD        20613       Primary            Single Family Detached              360                357
211051307                                        ABINGDON                                       MD        21009       Primary            PUD Detached                        360                356
211051329                                        GLEN BURNIE                                    MD        21061       Primary            Single Family Detached              360                357
211051538                                        WASHINGTON                                     DC        20002       Primary            Condo Conversion Attached           360                357
211052193                                        WASHINGTON                                     DC        20011       Primary            Single Family Detached              360                357
211052194                                        GOLDVEIN                                       VA        22720       Primary            Single Family Detached              360                358
211052236                                        MANASSAS                                       VA        20112       Primary            PUD Detached                        360                358
211052296                                        CHARLOTTE                                      NC        28216       Primary            PUD Detached                        360                357
211052300                                        CHARLOTTE                                      NC        28216       Primary            PUD Detached                        360                357
211052322                                        CHARLOTTE                                      NC        28262       Primary            Single Family Detached              360                357
211052343                                        CHARLOTTE                                      NC        28269       Primary            Single Family Detached              360                357
211052352                                        UPPER MARLBORO                                 MD        20774       Primary            Single Family Detached              360                358
211052487                                        ANTIOCH                                        TN        37013       Primary            Single Family Detached              360                359
211052598                                        UPPER MARLBORO                                 MD        20774       Primary            Single Family Detached              360                358
211052677                                        LIGNUM                                         VA        22726       Primary            Single Family Detached              360                358
211052736                                        WOODBRIDGE                                     VA        22193       Primary            Single Family Detached              360                358
211052763                                        BRISTOW                                        VA        20136       Primary            Single Family Detached              360                359
211052778                                        SIMPSONVILLE                                   SC        29681       Primary            Single Family Detached              360                359
211052789                                        NELSONIA                                       VA        23414       Primary            Single Family Detached              360                358
211052798                                        LIMA                                           OH        45806       Primary            Single Family Detached              360                358
211052873                                        NEWARK                                         DE        19702       Primary            Single Family Attached              360                358
211052952                                        OCEAN VIEW                                     DE        19970       Primary            Single Family Detached              360                358
211052958                                        KNOXVILLE                                      TN        37924       Primary            Single Family Detached              360                358
211052971                                        YORKTOWN                                       VA        23692       Primary            Single Family Detached              360                358
211053015                                        NORTH POTOMAC                                  MD        20878       Primary            PUD Detached                        360                358
211053066                                        WOODSTOCK                                      GA        30188       Primary            Single Family Detached              360                358
211053093                                        ROANOKE                                        VA        24012       Primary            Single Family Detached              360                359
211053129                                        CRAWFORD                                       TN        38554       Second Home        Single Family Detached              360                358
211053135                                        GRETNA                                         LA        70056       Primary            Single Family Detached              360                359
211053152                                        RICHMOND                                       VA        23235       Primary            Single Family Detached              360                358
211053166                                        LINCOLN                                        ME        04457       Primary            Single Family Detached              360                358
211053202                                        FREDERICKSBURG                                 VA        22405       Primary            Single Family Detached              360                359
211053269                                        BENTONVILLE                                    VA        22610       Primary            Single Family Detached              360                358
211053278                                        FRONT ROYAL                                    VA        22630       Primary            Single Family Detached              360                358
211053305                                        WASHINGTON                                     DC        20012       Primary            Single Family Detached              360                359
211053331                                        LAKE WALES                                     FL        33898       Primary            Single Family Detached              360                359
211053382                                        SAN DIEGO                                      CA        92139       Primary            Single Family Detached              360                359
211053411                                        WILLIAMSBURG                                   VA        23185       Primary            PUD Detached                        360                359
211053518                                        WINTER HAVEN                                   FL        33880       Primary            Single Family Detached              360                359
211053528                                        WINTER HAVEN                                   FL        33880       Primary            Single Family Detached              360                359
211053544                                        COLUMBIA                                       MD        21045       Primary            Single Family Detached              360                359
211053572                                        RICHMOND                                       VA        23234       Primary            Single Family Detached              360                358
211053597                                        GLOUCESTER                                     VA        23061       Primary            Single Family Attached              360                358
211053629                                        DANVILLE                                       VA        24540       Primary            Single Family Detached              360                359
211053637                                        DURHAM                                         NC        27703       Primary            PUD Detached                        360                359
211053642                                        DURHAM                                         NC        27703       Primary            PUD Detached                        360                359
211053666                                        OWINGS                                         MD        20736       Primary            Single Family Detached              360                359
211053730                                        CLINTON                                        MD        20735       Primary            Single Family Detached              360                358
211053753                                        MARRIOTTSVILLE                                 MD        21104       Primary            Single Family Detached              360                359
211053798                                        BROAD RUN                                      VA        20137       Primary            Single Family Detached              360                359
211053807                                        FAIRFAX                                        VA        22032       Primary            PUD Detached                        360                359
211053855                                        GRANITE FALLS                                  NC        28630       Primary            Single Family Detached              360                358
211053874                                        INDIAN HEAD                                    MD        20640       Primary            Single Family Detached              360                359
211053896                                        WASHINGTON                                     DC        20011       Primary            Single Family Attached              360                358
211053999                                        CHEVY CHASE                                    MD        20815       Primary            Condo High-Rise Attached            360                359
211054008                                        ALEXANDRIA                                     VA        22304       Primary            PUD Attached                        360                359
211054041                                        ROANOKE                                        VA        24019       Primary            Single Family Detached              360                359
211054103                                        DANVILLE                                       VA        24541       Primary            Single Family Detached              360                359
211054112                                        ROSEDALE                                       NY        11422       Non-owner          2-4 Units Detached                  360                359
211054123                                        CLINTON                                        MD        20735       Primary            Single Family Detached              360                359
211054170                                        DURHAM                                         NC        27713       Primary            Single Family Detached              360                359
211054195                                        WASHINGTON                                     DC        20016       Primary            Single Family Detached              360                359
211054211                                        ARLINGTON                                      VA        22206       Primary            Condo Conversion Attached           360                359
211054214                                        CAPE CORAL                                     FL        33990       Primary            Single Family Detached              360                359
211054250                                        SYKESVILLE                                     MD        21784       Primary            Single Family Detached              360                359
211054255                                        BLUE RIDGE                                     VA        24064       Primary            Single Family Detached              360                359
211054267                                        SPRINGFIELD                                    VA        22153       Primary            Single Family Attached              360                359
211054296                                        PORTLAND                                       TN        37148       Primary            Single Family Detached              360                359
211054324                                        PANAMA CITY                                    FL        32404       Second Home        Single Family Detached              360                359
211054394                                        CROWNSVILLE                                    MD        21032       Primary            Single Family Detached              360                359
211054450                                        WHITEHOUSE                                     TN        37188       Primary            PUD Detached                        360                360
211054472                                        LOTHIAN                                        MD        20711       Primary            Single Family Detached              360                359
211054503                                        HAMPTON                                        VA        23663       Primary            Single Family Detached              180                179
211054559                                        SUFFOLK                                        VA        23434       Primary            Single Family Detached              360                360
211054571                                        CHARLOTTE                                      NC        28215       Primary            Single Family Detached              360                359
211054611                                        EVINGTON                                       VA        24550       Primary            Single Family Detached              360                359
211054615                                        CLINTON TOWNSHIP                               MI        48038       Primary            Single Family Detached              360                359
211054627                                        HEATHSVILLE                                    VA        22473       Primary            PUD Detached                        360                359
211054632                                        ORLANDO                                        FL        32828       Primary            PUD Detached                        360                360
211054649                                        GLEN ALLEN                                     VA        23060       Primary            Single Family Detached              360                359
211054691                                        NEWPORT NEWS                                   VA        23607       Primary            Single Family Detached              360                360
211054709                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              360                359
211054797                                        SEVERNA PARK                                   MD        21146       Primary            Single Family Detached              360                360
211054815                                        SAVANNAH                                       GA        31419       Primary            PUD Detached                        360                359
211054817                                        CHARLOTTESVILLE                                VA        22903       Primary            Single Family Detached              360                359
211054827                                        MIDDLETOWN                                     DE        19709       Primary            Single Family Detached              360                359
211054847                                        HUNT VALLEY                                    MD        21030       Primary            Condo Low-Rise Attached             360                360
211054876                                        FORT WASHINGTON                                MD        20744       Primary            Single Family Detached              360                359
211054948                                        STEPHENS CITY                                  VA        22655       Primary            Single Family Detached              360                359
211054952                                        CLAYTON                                        NC        27520       Primary            Single Family Detached              360                360
211054953                                        ELKTON                                         VA        22827       Non-owner          Single Family Detached              360                360
211054975                                        CHURCHVILLE                                    VA        24421       Primary            Single Family Detached              360                359
211054985                                        COLUMBUS                                       GA        31907       Primary            Single Family Detached              360                360
211055225                                        OCALA                                          FL        34479       Primary            Single Family Detached              360                360
211055448                                        MANASSAS                                       VA        20112       Primary            Single Family Detached              360                360
211055464                                        DISTRICT HEIGHTS                               MD        20747       Primary            PUD Detached                        360                360
211055485                                        KNOXVILLE                                      TN        37938       Primary            Single Family Detached              360                360
211055536                                        CHARLOTTE                                      NC        28210       Primary            Condo Low-Rise Attached             360                360
211055601                                        PHENIX CITY                                    AL        36869       Primary            Single Family Detached              360                360
211055750                                        BALTIMORE                                      MD        21215       Non-owner          Single Family Attached              360                360
211056334                                        RICHMOND                                       VA        23233       Non-owner          Single Family Detached              360                360
211056337                                        RICHMOND                                       VA        23192       Non-owner          Single Family Detached              360                360
211056339                                        MONTPELIER                                     VA        23192       Non-owner          PUD Detached                        360                360
211056384                                        DAYTONA BEACH                                  FL        32117       Primary            Single Family Detached              360                360
211056501                                        CAPITOL HEIGHTS                                MD        20743       Primary            Single Family Detached              360                360
231084423                                        HUNTINGTON                                     NY        11743       Primary            Single Family Detached              360                353
231085638                                        HAVERHILL                                      MA        01830       Primary            2-4 Units Detached                  360                354
231085937                                        HAMDEN                                         CT        06518       Primary            Single Family Detached              360                355
231087342                                        WEST ISLIP                                     NY        11795       Primary            Single Family Detached              360                359
231087727                                        LAWRENCE                                       MA        01841       Primary            2-4 Units Detached                  360                357
231087786                                        LAWRENCE                                       MA        01841       Primary            2-4 Units Detached                  360                357
231087827                                        EGG HARBOR TOWNSHIP                            NJ        08234       Primary            Single Family Detached              360                359
231088644                                        EAST PROVIDENCE                                RI        02915       Primary            Condo Low-Rise Attached             360                357
231088714                                        HARTFORD                                       CT        06106       Primary            2-4 Units Attached                  360                357
231088827                                        MOUNT VERNON                                   NY        10550       Primary            2-4 Units Detached                  360                358
231088829                                        WELLESLEY                                      MA        02181       Second Home        Single Family Detached              360                357
231088863                                        HARRINGTON                                     ME        04643       Primary            Single Family Detached              360                357
231089228                                        BOWIE                                          MD        20721       Primary            PUD Detached                        360                358
231089281                                        TOWN OF EAST HAVEN                             CT        06512       Primary            Single Family Detached              360                358
231089370                                        CHILI                                          NY        14514       Primary            Single Family Detached              360                358
231089466                                        CITY OF MILFORD                                CT        06460       Primary            Single Family Detached              360                358
231089517                                        DELTONA                                        FL        32725       Primary            Single Family Detached              360                358
231089521                                        WALTHAM                                        MA        02452       Non-owner          Condo Conversion Attached           360                360
231089539                                        CLINTON                                        MA        01510       Primary            Single Family Detached              360                357
231089553                                        MASHPEE                                        MA        02649       Primary            Single Family Detached              360                358
231089625                                        BROOKLINE                                      NH        03033       Primary            Single Family Detached              360                358
231089650                                        BROOKLINE                                      NH        03033       Primary            Single Family Detached              360                358
231089660                                        TOWNSHIP OF NORTH CORNWALL                     PA        17042       Primary            Single Family Detached              360                358
231089688                                        ENGLEWOOD                                      NJ        07631       Primary            2-4 Units Detached                  360                358
231089732                                        TOWN OF BARRINGTON                             RI        02806       Primary            Single Family Detached              360                358
231089797                                        LISBON                                         ME        04252       Primary            Single Family Detached              360                358
231089851                                        ROXBURY                                        MA        02119       Primary            2-4 Units Detached                  360                358
231089900                                        TOWN OF BROOKHAVEN                             NY        11764       Primary            Single Family Detached              360                358
231090006                                        STATEN ISLAND                                  NY        10308       Primary            Single Family Attached              360                359
231090052                                        BATH                                           ME        04530       Primary            2-4 Units Detached                  360                358
231090057                                        BOROUGH OF QUEENS,CITY OF NY                   NY        11435       Non-owner          2-4 Units Detached                  360                358
231090104                                        PLYMOUTH                                       MA        02360       Primary            Single Family Detached              360                358
231090126                                        MASHPEE                                        MA        02649       Primary            Single Family Detached              360                359
231090171                                        T/O NORTH HEMPSTEAD                            NY        11023       Primary            Single Family Detached              360                358
231090260                                        BOCA RATON                                     FL        33428       Primary            Condo Low-Rise Attached             360                358
231090276                                        WEST SPRINGFIELD                               MA        01089       Primary            Single Family Detached              360                359
231090303                                        PLYMOUTH                                       MA        02360       Primary            Single Family Detached              360                358
231090334                                        SPRINGFIELD                                    MA        01108       Primary            2-4 Units Detached                  360                358
231090338                                        BUXTON                                         ME        04093       Primary            Single Family Detached              360                359
231090348                                        WEST PALM BEACH                                FL        33404       Primary            PUD Attached                        360                358
231090405                                        LAMBERT LAKE                                   ME        04454       Primary            Single Family Detached              360                359
231090433                                        GLENVILLE                                      NY        12302       Primary            Single Family Detached              360                359
231090441                                        WEST ROXBURY                                   MA        02132       Primary            Single Family Detached              360                359
231090538                                        HUBBARDSTON                                    MA        01452       Primary            Single Family Detached              360                359
231090577                                        SANDOWN                                        NH        03873       Primary            Condo Low-Rise Attached             360                359
231090596                                        CHARLOTTE                                      NC        28217       Primary            Single Family Detached              360                358
231090664                                        T/O RAMAPO                                     NY        10977       Primary            Single Family Detached              360                358
231090688                                        FREEHOLD TOWNSHIP                              NJ        07728       Primary            Single Family Detached              360                359
231090700                                        PORTSMOUTH                                     NH        03801       Primary            Condo Low-Rise Attached             360                359
231090835                                        BOSTON                                         MA        02136       Primary            2-4 Units Detached                  360                360
231090903                                        NEW YORK                                       NY        11385       Primary            2-4 Units Attached                  360                360
231090992                                        ATHOL                                          MA        01331       Primary            2-4 Units Detached                  360                359
231091112                                        BOROUGH OF MANHATTAN                           NY        10016       Primary            Condo Low-Rise Attached             360                360
231091121                                        NEW HAVEN                                      CT        06519       Primary            2-4 Units Detached                  360                360
231091128                                        TOWN OF EDGARTOWN                              MA        02539       Primary            Single Family Detached              360                359
231091226                                        BEACON                                         NY        12508       Primary            Single Family Detached              360                359
231091249                                        BRIDGTON                                       ME        04009       Primary            Single Family Detached              360                359
231091269                                        MILFORD                                        CT        06460       Primary            Single Family Detached              360                360
231091374                                        BARRE                                          VT        05641       Primary            Single Family Detached              360                359
231091475                                        BRISTOL                                        CT        06010       Primary            Single Family Detached              360                359
231091535                                        ASHLAND                                        MA        01721       Primary            Single Family Detached              360                359
231091582                                        ARLINGTON                                      MA        02474       Primary            2-4 Units Detached                  360                360
231091648                                        SPRINGFIELD                                    MA        01109       Primary            2-4 Units Detached                  360                360
231091766                                        BREWSTER                                       MA        02631       Primary            Single Family Detached              360                359
231091875                                        BOROUGH OF BROOKLYN                            NY        11217       Non-owner          2-4 Units Attached                  360                360
231091899                                        MIDDLETOWN                                     NY        10940       Primary            Single Family Detached              360                360
231091918                                        SCITUATE                                       MA        02066       Primary            Single Family Detached              360                359
231091988                                        TOWNSHIP OF WHITE                              NJ        07823       Primary            Condo Low-Rise Attached             360                360
231092017                                        EXETER                                         ME        04435       Primary            Single Family Detached              360                360
231092186                                        TOWN OF DERBY                                  CT        06418       Primary            Single Family Detached              360                359
231092356                                        WEYMOUTH                                       MA        02188       Primary            2-4 Units Detached                  360                360
231092357                                        TROY                                           NY        12180       Primary            Single Family Detached              360                360
231092395                                        DORCHESTER                                     MA        02121       Primary            2-4 Units Detached                  360                360
231092427                                        TOWN OF MONTGOMERY                             NY        12586       Primary            Single Family Detached              360                360
231092618                                        WINDHAM                                        ME        04062       Primary            Single Family Detached              360                360
231092630                                        VILLAGE OF WEST WARREN                         MA        01082       Primary            2-4 Units Detached                  360                360
231092801                                        COLUMBIA                                       NH        03576       Primary            Single Family Detached              360                360
231093371                                        MONROE                                         ME        04951       Primary            Single Family Detached              360                360
231093397                                        MEDFORD                                        MA        02155       Primary            Condo Low-Rise Attached             360                360
231093714                                        DELAND                                         FL        32724       Primary            Condo Low-Rise Attached             360                360
231093965                                        SCRANTON                                       PA        18504       Primary            2-4 Units Detached                  360                360
261057814                                        LAKE CHARLES                                   LA        70607       Primary            Single Family Detached              360                353
261058065                                        NEWTON                                         KS        67114       Primary            Single Family Detached              360                354
261058250                                        SMITHS                                         AL        36877       Primary            Single Family Detached              360                354
291007842                                        MCDOWELL                                       KY        41647       Primary            Single Family Detached              360                354
321036760                                        SAN BERNADINO                                  CA        92407       Primary            Single Family Detached              360                354
321037940                                        MENIFEE                                        CA        92584       Primary            Single Family Detached              360                357
321037968                                        MENIFEE                                        CA        92584       Primary            Single Family Detached              360                357
321038990                                        LONGMONT                                       CO        80504       Primary            PUD Detached                        360                356
321039289                                        HOOPER                                         UT        84315       Primary            Single Family Detached              360                357
321039537                                        MURRAY                                         UT        84123       Primary            Single Family Detached              360                358
321039634                                        CASPER                                         WY        82604       Primary            Single Family Detached              360                357
321039842                                        WHITTIER                                       CA        90605       Primary            Single Family Detached              360                358
321040012                                        BOUNTIFUL                                      UT        84010       Primary            Single Family Detached              360                358
321040195                                        WASHINGTON TERRACE                             UT        84405       Primary            Single Family Detached              360                358
321040321                                        FRUIT HEIGHTS                                  UT        84037       Primary            Single Family Detached              360                358
321040336                                        AURORA                                         CO        80013       Primary            PUD Detached                        360                358
321040428                                        AURORA                                         CO        80015       Primary            PUD Detached                        360                360
321040572                                        BLUFFDALE                                      UT        84065       Primary            Single Family Detached              360                358
321040582                                        AURORA                                         CO        80013       Primary            PUD Detached                        360                358
321040656                                        JACKSONVILLE                                   FL        32244       Primary            PUD Detached                        360                358
331050362                                        BROOKLYN                                       NY        11233       Primary            2-4 Units Attached                  360                356
331050363                                        CORAM                                          NY        11727       Non-owner          Single Family Detached              360                356
331050422                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Attached                  360                357
331050457                                        BROOKLYN                                       NY        11235       Non-owner          2-4 Units Detached                  360                357
331050567                                        SPRING VALLEY                                  NY        10977       Primary            Single Family Detached              360                356
331050579                                        POUGHKEEPSIE                                   NY        12601       Primary            2-4 Units Detached                  360                357
331050602                                        CARMEL                                         NY        10512       Primary            Single Family Detached              360                356
331050693                                        SAINT ALBANS                                   NY        11412       Primary            Single Family Detached              360                356
331050755                                        EAST ELMHURST                                  NY        11369       Primary            Single Family Attached              360                359
331050835                                        CANTON                                         GA        30115       Primary            Single Family Detached              360                357
331050958                                        BABYLON                                        NY        11704       Primary            Single Family Detached              360                356
331051045                                        GARDEN CITY PARK                               NY        11040       Primary            Single Family Detached              360                357
331051115                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Detached                  360                357
331051184                                        CUDDEBACKVILLE                                 NY        12729       Primary            Single Family Detached              360                357
331051327                                        FRANKLIN SQUARE                                NY        11010       Primary            Single Family Detached              360                357
331051332                                        BRIGANTINE                                     NJ        08203       Non-owner          Single Family Detached              360                358
331051394                                        SOUTH RICHMOND HILL                            NY        11419       Primary            2-4 Units Detached                  360                357
331051471                                        BROOKLYN                                       NY        11208       Primary            2-4 Units Attached                  360                357
331051495                                        HOLBROOK                                       NY        11741       Primary            Single Family Detached              360                358
331051534                                        FLANDERS (SOUTHAMPTON)                         NY        11901       Primary            Single Family Detached              360                357
331051698                                        WANTAGH                                        NY        11793       Primary            Single Family Detached              360                358
331051713                                        HOLLIS                                         NY        11423       Non-owner          Single Family Detached              360                358
331051728                                        BROOKLYN                                       NY        11210       Primary            2-4 Units Attached                  360                357
331051758                                        LAURELTON                                      NY        11413       Primary            Single Family Detached              360                358
331052035                                        COMMACK                                        NY        11725       Primary            Single Family Detached              360                357
331052131                                        JAMAICA                                        NY        11433       Primary            Single Family Detached              360                357
331052145                                        BROOKLYN                                       NY        11203       Primary            2-4 Units Attached                  360                358
331052167                                        WEBSTER                                        NY        14580       Primary            Single Family Detached              360                357
331052171                                        FRANKLIN SQUARE                                NY        11010       Primary            Single Family Detached              360                358
331052230                                        BROOKLYN                                       NY        11218       Primary            Single Family Attached              360                357
331052258                                        NEW ROCHELLE                                   NY        10801       Primary            Single Family Detached              360                359
331052501                                        WILLISTON PARK                                 NY        11596       Primary            Single Family Detached              360                358
331052519                                        BRONX                                          NY        10466       Primary            2-4 Units Detached                  360                358
331052538                                        BROOKLYN                                       NY        11236       Primary            2-4 Units Detached                  360                358
331052659                                        LODI                                           NJ        07644       Primary            2-4 Units Detached                  360                358
331052663                                        BROOKLYN                                       NY        11207       Primary            2-4 Units Attached                  360                358
331052665                                        PEEKSKILL                                      NY        10566       Primary            Single Family Detached              360                358
331052697                                        COMMACK                                        NY        11725       Primary            Single Family Detached              360                358
331052721                                        STATEN ISLAND                                  NY        10304       Primary            2-4 Units Detached                  360                358
331052743                                        BETHPAGE                                       NY        11714       Primary            Single Family Detached              360                359
331052768                                        BRONX                                          NY        10465       Primary            2-4 Units Detached                  360                360
331052793                                        MANCHESTER                                     CT        06040       Primary            Single Family Detached              360                358
331052916                                        BROOKLYN                                       NY        11203       Primary            2-4 Units Detached                  360                358
331052927                                        EAST ELMHURST                                  NY        11369       Primary            2-4 Units Detached                  360                358
331052962                                        TOTOWA                                         NJ        07512       Primary            Condo Low-Rise Attached             360                358
331052999                                        LOCUST VALLEY                                  NY        11560       Primary            Single Family Detached              360                358
331053005                                        NEW CITY                                       NY        10956       Primary            Single Family Detached              360                358
331053021                                        BROOKLYN                                       NY        11208       Primary            Single Family Detached              360                358
331053029                                        BROOKLYN                                       NY        11208       Primary            Single Family Detached              360                358
331053033                                        NORTH BALDWIN                                  NY        11510       Primary            2-4 Units Detached                  360                358
331053037                                        STATEN ISLAND                                  NY        10302       Primary            2-4 Units Attached                  360                358
331053079                                        SOUND BEACH                                    NY        11789       Primary            Single Family Detached              360                359
331053089                                        MOUNT SINAI                                    NY        11766       Primary            Single Family Detached              360                358
331053126                                        QUEENS VILLAGE                                 NY        11429       Primary            Single Family Detached              360                358
331053162                                        VALLEY STREAM                                  NY        11580       Primary            Single Family Detached              360                358
331053168                                        ROOSEVELT                                      NY        11575       Primary            Single Family Detached              360                358
331053175                                        JAMAICA                                        NY        11433       Primary            Single Family Detached              360                359
331053197                                        BROOKYLN                                       NY        11205       Primary            2-4 Units Attached                  360                358
331053199                                        QUEENS VILLAGE                                 NY        11429       Primary            2-4 Units Detached                  360                358
331053230                                        RYE BROOK                                      NY        10573       Primary            Single Family Detached              360                359
331053239                                        BROOKLYN                                       NY        11210       Primary            Single Family Detached              360                358
331053270                                        BROOKLYN                                       NY        11233       Primary            2-4 Units Detached                  360                357
331053277                                        MARLBORO                                       NJ        07746       Primary            Single Family Detached              360                357
331053296                                        BLOOMFIELD                                     NJ        07003       Primary            Single Family Detached              360                357
331053309                                        MARLBORO                                       NJ        00746       Primary            Single Family Detached              360                357
331053386                                        WEST PALM BEACH                                FL        33407       Second Home        Condo High-Rise Attached            360                358
331053410                                        BRONX                                          NY        10466       Primary            2-4 Units Detached                  360                359
331053433                                        STATEN ISLAND                                  NY        10314       Primary            Single Family Detached              360                358
331053443                                        NEWBURGH                                       NY        12550       Primary            Single Family Detached              360                359
331053449                                        JAMAICA                                        NY        11434       Primary            2-4 Units Attached                  360                358
331053458                                        WEST CHESTER(EAST GOSHEN TOWNSHIP_)            PA        19380       Primary            Single Family Detached              360                358
331053462                                        STATEN ISLAND                                  NY        10301       Primary            Single Family Detached              360                359
331053487                                        MIDDLETOWN                                     NY        10941       Primary            Single Family Detached              360                359
331053513                                        LINDENHURST                                    NY        11757       Primary            Single Family Detached              360                358
331053556                                        TROY                                           NY        12180       Primary            Single Family Detached              360                359
331053587                                        BRONX                                          NY        10460       Primary            2-4 Units Attached                  360                358
331053596                                        NEW YORK                                       NY        10013       Primary            Condo Low-Rise Attached             360                358
331053627                                        SELDEN                                         NY        11784       Primary            Single Family Detached              360                358
331053651                                        MILLBROOK                                      NY        12545       Primary            Single Family Detached              360                359
331053666                                        BRONX                                          NY        10461       Primary            2-4 Units Detached                  360                359
331053709                                        FORT LEE                                       NJ        07024       Primary            Single Family Detached              360                359
331053749                                        MASSAPEQUA                                     NY        11758       Primary            Single Family Detached              360                358
331053775                                        BROOKLYN                                       NY        11217       Non-owner          2-4 Units Attached                  360                359
331053795                                        VALLEY STREAM                                  NY        11580       Primary            Single Family Detached              360                359
331053822                                        CHESTNUT RIDGE                                 NY        10977       Primary            Single Family Detached              360                359
331053842                                        SOUTHAMPTON                                    NY        11968       Primary            Single Family Detached              360                358
331053844                                        BROOKLYN                                       NY        11212       Primary            Single Family Attached              360                358
331053897                                        CHESTER                                        NY        10918       Primary            Condo Low-Rise Attached             360                359
331053902                                        SOUTH RICHMOND HILL                            NY        11419       Primary            2-4 Units Attached                  360                359
331053925                                        MELVILLE                                       NY        11747       Primary            Single Family Attached              360                359
331054012                                        HAMPTON BAYS                                   NY        11946       Primary            Single Family Detached              360                359
331054021                                        STAMFORD                                       CT        06902       Non-owner          2-4 Units Detached                  360                359
331054023                                        WAYNE                                          NJ        07470       Primary            Single Family Detached              360                359
331054039                                        WHITE PLAINS                                   NY        10605       Non-owner          Single Family Detached              360                359
331054072                                        PATCHOGUE                                      NY        01177       Primary            Single Family Detached              360                359
331054100                                        BROOKLYN                                       NY        11221       Non-owner          2-4 Units Attached                  360                359
331054106                                        STATEN ISLAND                                  NY        10306       Primary            Single Family Detached              360                359
331054129                                        SOUTH OZONE PARK                               NY        11420       Primary            2-4 Units Attached                  360                359
331054172                                        BROOKLYN                                       NY        11207       Primary            2-4 Units Attached                  360                359
331054182                                        PATCHOGUE                                      NY        11772       Primary            Single Family Detached              360                360
331054189                                        JAMAICA                                        NY        11432       Primary            Single Family Detached              360                359
331054214                                        QUEENS VILLAGE                                 NY        11429       Primary            2-4 Units Detached                  360                359
331054247                                        ORANGE PARK                                    FL        32073       Primary            Single Family Detached              360                359
331054265                                        CONGERS T/O CLARKSTOWN                         NY        10920       Primary            Single Family Detached              360                359
331054309                                        BREWSTER                                       NY        10509       Primary            Single Family Detached              360                360
331054380                                        BRONX                                          NY        10461       Primary            Single Family Detached              360                360
331054502                                        TROY                                           NY        12180       Non-owner          2-4 Units Attached                  360                360
331054558                                        CANANDAIGUA                                    NY        14424       Primary            Single Family Detached              360                359
331054581                                        BRENTWOOD                                      NY        11717       Primary            Single Family Detached              360                359
331054624                                        BRONX                                          NY        10462       Primary            2-4 Units Attached                  360                359
331054648                                        MONSEY                                         NY        10952       Non-owner          Single Family Detached              360                360
331054653                                        BRONX                                          NY        10469       Primary            2-4 Units Attached                  360                360
331054654                                        PIERMONT                                       NY        10968       Non-owner          Single Family Detached              360                360
331054662                                        HACKENSACK                                     NJ        07601       Primary            Condo High-Rise Attached            360                360
331054709                                        AVENEL                                         NJ        07001       Primary            Condo Low-Rise Attached             360                359
331054711                                        JAMAICA                                        NY        11434       Primary            Single Family Attached              360                360
331054760                                        CHERRY HILL                                    NJ        08003       Primary            Condo Low-Rise Attached             360                359
331054770                                        LEVITTOWN                                      NY        11756       Primary            Single Family Detached              360                359
331054792                                        BROOKLYN                                       NY        11203       Primary            Single Family Detached              360                360
331054804                                        JAMAICA                                        NY        11435       Primary            Single Family Attached              360                359
331054818                                        OZONE PARK                                     NY        11417       Primary            2-4 Units Detached                  360                360
331054828                                        CORONA                                         NY        11368       Primary            2-4 Units Attached                  360                359
331054845                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Attached                  360                359
331054855                                        BRONX                                          NY        10460       Primary            2-4 Units Detached                  360                360
331054860                                        WESTBURY                                       NY        11590       Primary            Single Family Detached              360                359
331054866                                        NEW CITY                                       NY        10956       Primary            Single Family Detached              360                359
331054929                                        JAMAICA                                        NY        11434       Primary            2-4 Units Detached                  360                360
331054935                                        JAMAICA                                        NY        11434       Primary            2-4 Units Detached                  360                360
331054992                                        BROOKLYN                                       NY        11233       Primary            2-4 Units Detached                  360                359
331055027                                        BRONX                                          NY        10472       Primary            2-4 Units Detached                  360                359
331055033                                        EAST ISLIP                                     NY        11730       Non-owner          Single Family Detached              360                360
331055038                                        FAR ROCKAWAY                                   NY        11691       Primary            2-4 Units Detached                  360                360
331055043                                        LODI                                           NJ        07644       Non-owner          2-4 Units Detached                  360                360
331055067                                        UNIONDALE                                      NY        11553       Primary            Single Family Detached              360                360
331055105                                        COPIAGUE                                       NY        11726       Primary            Single Family Detached              360                359
331055113                                        SOUTH OZONE PARK                               NY        11420       Primary            Single Family Detached              360                360
331055157                                        ROSLYN                                         NY        11576       Primary            Single Family Detached              360                360
331055160                                        GLEN GARDENER                                  NJ        08826       Primary            Single Family Detached              360                360
331055166                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Attached                  360                359
331055287                                        BROOKLYN                                       NY        11207       Primary            2-4 Units Attached                  360                359
331055376                                        CAMBRIA HEIGHTS                                NY        11411       Primary            Single Family Detached              360                360
331055419                                        MAHOPAC                                        NY        10541       Primary            Single Family Detached              360                360
331055530                                        FORT LAUDERDALE                                FL        33313       Primary            Single Family Detached              360                360
331055546                                        YONKERS                                        NY        10703       Primary            Single Family Attached              360                360
331055617                                        WANTAGH                                        NY        11793       Primary            Single Family Detached              360                360
331055619                                        HOWELL                                         NJ        07731       Primary            Single Family Detached              360                360
331055640                                        SELDEN                                         NY        11784       Primary            Single Family Detached              360                360
331055750                                        FAR ROCKAWAY                                   NY        11691       Primary            2-4 Units Detached                  360                360
331056034                                        BAY SHORE                                      NY        11706       Primary            Single Family Detached              360                360
331056075                                        HOLLIS                                         NY        11423       Primary            Single Family Detached              360                360
331056276                                        PENNSVILLE                                     NJ        08070       Primary            Single Family Detached              360                360
331056304                                        GREAT NECK                                     NY        11023       Primary            Single Family Detached              360                360
331056329                                        JAMAICA                                        NY        11434       Primary            2-4 Units Detached                  360                360
331056370                                        SAINT ALBANS                                   NY        11412       Primary            2-4 Units Detached                  360                360
331056654                                        MANALAPAN                                      NJ        07726       Primary            Single Family Detached              360                360
331057194                                        BROOKLYN                                       NY        11208       Primary            2-4 Units Detached                  360                360
341035363                                        PINEVILLE                                      NC        28134       Primary            PUD Detached                        360                353
341036537                                        FORT MILL                                      SC        29715       Primary            PUD Attached                        360                354
341036604                                        CHARLOTTE                                      NC        28213       Primary            PUD Detached                        360                355
341036804                                        SALISBURY                                      NC        28146       Primary            Single Family Detached              360                356
341036997                                        FLORENCE                                       SC        29505       Primary            Single Family Detached              360                356
341038041                                        FORT MILL                                      SC        29708       Primary            PUD Detached                        360                356
341038093                                        MANNING                                        SC        29102       Primary            Single Family Detached              360                359
341038177                                        ROCK HILL                                      SC        29732       Primary            Single Family Detached              360                357
341038473                                        ACWORTH                                        GA        30102       Primary            PUD Detached                        360                357
341038527                                        ROCK HILL                                      SC        29732       Primary            PUD Detached                        360                358
341038676                                        CHARLOTTE                                      NC        28278       Primary            PUD Detached                        360                357
341038713                                        LAKE WORTH                                     FL        33460       Primary            Single Family Detached              360                357
341038781                                        TUSCALOOSA                                     AL        35404       Primary            Single Family Detached              360                358
341038960                                        ZEBULON                                        NC        27597       Primary            Single Family Detached              360                357
341039204                                        WOODSTOCK                                      GA        30188       Primary            Single Family Detached              360                357
341039226                                        MYRTLE BEACH                                   SC        29588       Primary            Single Family Detached              360                358
341039374                                        FOLEY                                          AL        36535       Primary            PUD Detached                        360                357
341039453                                        BELLE GLADE                                    FL        33430       Primary            Single Family Detached              360                358
341039565                                        CALERA                                         AL        35040       Primary            PUD Detached                        360                357
341040056                                        GREER                                          SC        29651       Primary            Single Family Detached              360                358
341040246                                        TIMONIUM                                       MD        21093       Primary            Single Family Detached              360                360
341040248                                        MONTGOMERY                                     AL        36116       Primary            Single Family Detached              360                358
341040252                                        WEAVERVILLE                                    NC        28787       Primary            Single Family Detached              360                359
341040290                                        DOUGLASVILLE                                   GA        30134       Primary            PUD Detached                        360                359
341040296                                        ATLANTIC BEACH                                 NC        28512       Primary            Single Family Detached              360                358
341040353                                        MOUNT PLEASANT                                 SC        29466       Primary            PUD Detached                        360                358
341040381                                        CHARLOTTE                                      NC        28214       Primary            PUD Detached                        360                359
341040421                                        PHENIX CITY                                    AL        36869       Primary            Single Family Detached              360                358
341040432                                        PIEDMONT                                       SC        29673       Primary            Single Family Detached              360                358
341040534                                        SAVANNAH                                       GA        31405       Primary            Single Family Detached              360                358
341040562                                        RIVERDALE                                      GA        30296       Primary            PUD Detached                        360                358
341040580                                        ASHEVILLE                                      NC        28804       Primary            Single Family Detached              360                358
341040643                                        CHAPIN                                         SC        29036       Primary            Single Family Detached              360                359
341040644                                        ROCKY MOUNT                                    NC        27803       Primary            Single Family Detached              360                358
341040658                                        SOPHIA                                         NC        27350       Primary            Single Family Detached              360                359
341040717                                        BELLEVILLE                                     IL        62223       Primary            Single Family Detached              360                359
341040727                                        FORSYTH                                        GA        31029       Primary            Single Family Detached              360                358
341040735                                        CHARLESTON                                     SC        29414       Primary            Single Family Detached              360                358
341040813                                        NEWNAN                                         GA        30265       Primary            Single Family Detached              360                358
341040915                                        MOUNT HOLLY                                    NC        28120       Primary            Single Family Detached              360                358
341040952                                        ZEBULON                                        NC        27597       Primary            PUD Detached                        360                358
341041043                                        HOBE SOUND                                     FL        33455       Non-owner          Single Family Detached              360                358
341041078                                        MONTGOMERY                                     AL        36116       Primary            Single Family Detached              360                359
341041122                                        ALPHARETTA                                     GA        30004       Primary            PUD Detached                        360                358
341041189                                        MYRTLE BEACH                                   SC        29577       Primary            Single Family Detached              360                359
341041484                                        RAINSVILLE                                     AL        35986       Primary            Single Family Detached              360                360
341041493                                        COLLEGE PARK                                   GA        30337       Primary            Single Family Detached              360                359
341041525                                        PIEDMONT                                       AL        36272       Primary            Single Family Detached              360                359
341041559                                        MYRTLE BEACH                                   SC        29575       Primary            Single Family Detached              360                359
341041565                                        ELLIJAY                                        GA        30536       Primary            Single Family Detached              360                359
341041574                                        NEWNAN                                         GA        30265       Primary            Single Family Detached              360                359
341041593                                        CHARLOTTE                                      NC        28262       Primary            Condo Low-Rise Attached             360                359
341041634                                        BATON ROUGE                                    LA        70814       Primary            Single Family Detached              360                359
341041635                                        SCHRIEVER                                      LA        70395       Primary            Single Family Detached              360                359
341041654                                        GOLDSBORO                                      NC        27534       Primary            Single Family Detached              360                359
341041671                                        CHARLOTTE                                      NC        28269       Primary            PUD Detached                        360                359
341041681                                        CHARLOTTE                                      NC        28269       Primary            PUD Detached                        360                359
341041682                                        LELAND                                         NC        27451       Primary            Single Family Attached              360                359
341041767                                        WHISTLER                                       AL        36612       Primary            Single Family Detached              360                359
341041803                                        BATON ROUGE                                    LA        70816       Primary            Single Family Detached              360                359
341041829                                        HANAHAN                                        SC        29406       Primary            Single Family Detached              360                359
341041879                                        ELIZABETH CITY                                 NC        27909       Primary            Condo Low-Rise Attached             360                359
341041897                                        WAKE FOREST                                    NC        27587       Primary            PUD Detached                        360                359
341041948                                        CAPE CORAL                                     FL        33909       Primary            Single Family Detached              360                359
341041976                                        LILLINGTON                                     NC        27546       Primary            Single Family Detached              360                360
341042028                                        YOUNGSVILLE                                    NC        27596       Primary            Single Family Detached              360                359
341042228                                        ATLANTA                                        GA        30354       Primary            Single Family Detached              360                360
341042340                                        ELLENWOOD                                      GA        30294       Primary            PUD Detached                        360                360
341042364                                        PORT WENTWORTH                                 GA        31407       Primary            PUD Attached                        360                359
341042439                                        POWDER SPRINGS                                 GA        30127       Primary            Single Family Detached              360                360
341042469                                        RICHMOND HILL                                  GA        31324       Primary            PUD Detached                        360                359
341042628                                        MIDWAY                                         GA        31320       Primary            Single Family Detached              360                359
341042761                                        POLKTON                                        NC        28135       Primary            Single Family Detached              360                359
341043430                                        LITTLE RIVER                                   SC        29566       Primary            PUD Detached                        360                360
341043468                                        MOBILE                                         AL        36606       Non-owner          Single Family Detached              360                360
341043686                                        MOBILE                                         AL        36603       Non-owner          Single Family Detached              360                360
341043844                                        EIGHT MILE                                     AL        36613       Primary            Single Family Detached              360                360
341044023                                        DALLAS                                         GA        30157       Primary            Single Family Detached              360                360
341044331                                        WINSTON SALEM                                  NC        27103       Primary            PUD Detached                        360                360
351037846                                        KATY                                           TX        77449       Primary            PUD Detached                        360                353
351038209                                        MONTGOMERY                                     TX        77316       Primary            Single Family Detached              360                354
351038226                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                353
351038370                                        MISSION                                        TX        78572       Primary            Single Family Detached              360                353
351038460                                        BUDA                                           TX        78610       Primary            Single Family Detached              360                353
351038774                                        SPRING                                         TX        77379       Primary            Single Family Detached              360                353
351038947                                        PORT SAINT LUCIE                               FL        34953       Primary            Single Family Detached              360                354
351038975                                        KATY                                           TX        77493       Primary            PUD Detached                        360                353
351039027                                        CORPUS CHRISTI                                 TX        78413       Primary            Single Family Detached              360                353
351039157                                        HOUSTON                                        TX        77066       Primary            Single Family Detached              360                353
351039311                                        RICHMOND                                       TX        77469       Primary            PUD Detached                        360                354
351039312                                        HUMBLE                                         TX        77338       Primary            PUD Detached                        360                354
351039348                                        HOUSTON                                        TX        77014       Primary            Single Family Detached              360                354
351039403                                        DALLAS                                         TX        75249       Primary            PUD Detached                        360                354
351039419                                        SPRING                                         TX        77388       Primary            Single Family Detached              360                354
351039438                                        FRESNO                                         TX        77545       Primary            Single Family Detached              360                354
351039462                                        RICHMOND                                       TX        77469       Primary            PUD Detached                        360                354
351039486                                        ROSENBERG                                      TX        77471       Primary            PUD Detached                        360                354
351039518                                        FRESNO                                         TX        77545       Primary            PUD Detached                        360                354
351039544                                        BAYTOWN                                        TX        77520       Primary            PUD Detached                        360                354
351039555                                        MONTGOMERY                                     TX        77316       Primary            Single Family Detached              360                354
351039669                                        FRESNO                                         TX        77545       Primary            PUD Detached                        360                354
351039688                                        TEXAS CITY                                     TX        77591       Primary            PUD Detached                        360                354
351039813                                        TEXAS CITY                                     TX        77590       Primary            Single Family Detached              360                355
351039883                                        DAYTON                                         TX        77535       Primary            Single Family Detached              360                354
351039915                                        HALLSVILLE                                     TX        75650       Primary            PUD Detached                        360                354
351039948                                        CORPUS CHRISTI                                 TX        78413       Primary            Single Family Detached              360                354
351040132                                        HOUSTON                                        TX        77095       Primary            PUD Detached                        360                354
351040277                                        HOUSTON                                        TX        77049       Primary            PUD Detached                        360                354
351040331                                        CLEVELAND                                      TX        77327       Primary            Single Family Detached              360                355
351040460                                        HOUSTON                                        TX        77066       Primary            PUD Detached                        360                355
351040511                                        FRESNO                                         TX        77545       Primary            PUD Detached                        360                354
351040544                                        RICHMOND                                       TX        77469       Primary            Single Family Detached              360                354
351040562                                        SPRING                                         TX        77386       Primary            Single Family Detached              360                355
351040574                                        CYPRESS                                        TX        77429       Primary            PUD Detached                        360                355
351040597                                        HOUSTON                                        TX        77049       Primary            PUD Detached                        360                355
351040610                                        PORTLAND                                       TX        78374       Primary            PUD Detached                        360                356
351040621                                        HOUSTON                                        TX        77073       Primary            PUD Detached                        360                355
351040668                                        FRIENDSWOOD                                    TX        77546       Primary            Single Family Detached              360                356
351040716                                        DAYTON                                         TX        77535       Primary            Single Family Detached              360                355
351040719                                        FORT LAUDERDALE                                FL        33319       Primary            Single Family Detached              360                355
351040865                                        TOMBALL                                        TX        77375       Primary            PUD Detached                        360                355
351040920                                        SPRING                                         TX        77386       Primary            PUD Detached                        360                355
351040948                                        ALVIN                                          TX        77511       Primary            Single Family Detached              360                356
351040986                                        SOUTH PADRE ISLAND                             TX        78597       Primary            Single Family Attached              360                355
351041029                                        HOUSTON                                        TX        77062       Primary            PUD Detached                        360                355
351041057                                        LA MARQUE                                      TX        77568       Primary            Single Family Detached              360                356
351041082                                        FRESNO                                         TX        77545       Primary            PUD Detached                        360                355
351041095                                        WESLACO                                        TX        78596       Primary            Single Family Detached              360                356
351041097                                        HOUSTON                                        TX        77075       Primary            Single Family Detached              360                355
351041272                                        LA PORTE                                       TX        77571       Primary            PUD Detached                        360                355
351041392                                        PEARLAND                                       TX        77584       Primary            PUD Detached                        360                356
351041394                                        KATY                                           TX        77494       Primary            PUD Detached                        360                357
351041537                                        CORPUS CHRISTI                                 TX        78414       Primary            Single Family Detached              360                355
351041831                                        HOUSTON                                        TX        77084       Primary            PUD Attached                        360                356
351041926                                        CYPRESS                                        TX        77433       Primary            PUD Detached                        360                356
351042030                                        PORTLAND                                       TX        78374       Primary            Single Family Detached              360                356
351042044                                        CONROE                                         TX        77303       Primary            Single Family Detached              360                356
351042102                                        RICHMOND                                       TX        77469       Primary            PUD Detached                        360                356
351042123                                        DICKINSON                                      TX        77539       Primary            PUD Detached                        360                356
351042133                                        SPRING                                         TX        77373       Primary            PUD Detached                        360                357
351042150                                        BAYTOWN                                        TX        77520       Primary            Single Family Detached              360                356
351042260                                        CONROE                                         TX        77303       Primary            PUD Detached                        360                356
351042508                                        BROWNSVILLE                                    TX        78526       Primary            PUD Detached                        360                358
351042542                                        SPRING                                         TX        77379       Primary            PUD Detached                        360                358
351042617                                        KATY                                           TX        77449       Primary            PUD Detached                        360                357
351042641                                        SPICEWOOD                                      TX        78669       Primary            Single Family Detached              360                358
351042659                                        ROUND ROCK                                     TX        78681       Primary            PUD Detached                        360                357
351042718                                        CORPUS CHRISTI                                 TX        78418       Primary            Single Family Detached              360                357
351042737                                        HOUSTON                                        TX        77002       Primary            Condo Low-Rise Attached             360                357
351042749                                        HOUSTON                                        TX        77095       Primary            Single Family Detached              360                357
351042783                                        SPRING                                         TX        77379       Primary            PUD Detached                        360                358
351042804                                        KATY                                           TX        77449       Primary            PUD Detached                        360                358
351042907                                        KATY                                           TX        77449       Primary            PUD Detached                        360                358
351042945                                        WESLACO                                        TX        78596       Primary            Single Family Detached              360                358
351042999                                        HOUSTON                                        TX        77073       Primary            Single Family Detached              360                359
351043023                                        FRESNO                                         TX        77545       Primary            PUD Detached                        360                358
351043079                                        CORPUS CHRISTI                                 TX        78414       Primary            Single Family Detached              360                358
351043080                                        CROSBY                                         TX        77532       Primary            PUD Detached                        360                358
351043128                                        SPRING                                         TX        77373       Primary            Single Family Detached              360                358
351043136                                        EL PASO                                        TX        79936       Primary            Single Family Detached              360                359
351043286                                        HUMBLE                                         TX        77396       Primary            Single Family Detached              360                358
351043315                                        BAYTOWN                                        TX        77521       Primary            Single Family Detached              360                359
351043429                                        HOUSTON                                        TX        77088       Primary            PUD Detached                        360                358
351043478                                        LEAGUE CITY                                    TX        77573       Primary            PUD Detached                        360                358
351043501                                        DAYTON                                         TX        77535       Primary            PUD Detached                        360                359
351043505                                        AUSTIN                                         TX        78744       Primary            PUD Detached                        360                359
351043572                                        KATY                                           TX        77493       Primary            PUD Detached                        360                358
351043580                                        ROBSTOWN                                       TX        78380       Primary            Single Family Detached              360                359
351043605                                        TEXAS CITY                                     TX        77591       Primary            Single Family Detached              360                359
351043643                                        MAGNOLIA                                       TX        77354       Primary            PUD Detached                        360                358
351043653                                        AUSTIN                                         TX        78745       Primary            Single Family Detached              360                359
351043698                                        CORPUS CHRISTI                                 TX        78413       Primary            PUD Detached                        360                359
351043722                                        CORPUS CHRISTI                                 TX        78414       Primary            Single Family Detached              360                359
351043760                                        CYPRESS                                        TX        77433       Primary            PUD Detached                        360                358
351043762                                        HOUSTON                                        TX        77056       Primary            Condo High-Rise Attached            360                359
351043818                                        KATY                                           TX        77494       Primary            PUD Detached                        360                359
351043918                                        KATY                                           TX        77493       Primary            PUD Detached                        360                359
351043924                                        CORPUS CHRISTI                                 TX        78415       Primary            Single Family Detached              360                359
351043926                                        CORPUS CHRISTI                                 TX        78415       Primary            Single Family Detached              360                359
351043945                                        CYPRESS                                        TX        77429       Primary            PUD Detached                        360                359
351043955                                        TOMBALL                                        TX        77375       Primary            PUD Detached                        360                359
351043978                                        HIGHLANDS                                      TX        77582       Primary            PUD Detached                        360                359
351043990                                        HARLINGEN                                      TX        78550       Primary            Single Family Detached              360                359
351044014                                        HOUSTON                                        TX        77088       Primary            PUD Attached                        360                359
351044030                                        AUSTIN                                         TX        78748       Primary            Single Family Detached              360                359
351044051                                        HOUSTON                                        TX        77026       Non-owner          Single Family Detached              360                359
351044075                                        MCALLEN                                        TX        78504       Primary            Single Family Detached              360                359
351044088                                        SINTON                                         TX        78387       Primary            Single Family Detached              360                359
351044097                                        HOUSTON                                        TX        77047       Primary            PUD Detached                        360                359
351044113                                        CORPUS CHRISTI                                 TX        78411       Non-owner          Single Family Detached              360                359
351044255                                        AUSTIN                                         TX        78704       Primary            Condo Low-Rise Attached             360                360
351044269                                        PINEHURST                                      TX        77362       Primary            PUD Detached                        360                359
351044304                                        CROSBY                                         TX        77532       Primary            PUD Detached                        360                359
351044337                                        HOUSTON                                        TX        77065       Primary            PUD Detached                        360                360
351044373                                        HUMBLE                                         TX        77346       Primary            PUD Detached                        360                359
351044385                                        LAGO VISTA                                     TX        78645       Primary            PUD Detached                        360                360
351044451                                        HOUSTON                                        TX        77379       Primary            Single Family Detached              360                359
351044459                                        SPRING                                         TX        77379       Primary            PUD Detached                        360                359
351044481                                        ROUND ROCK                                     TX        78664       Primary            PUD Detached                        360                359
351044515                                        HOUSTON                                        TX        77073       Primary            PUD Detached                        360                359
351044571                                        PEARLAND                                       TX        77584       Primary            PUD Detached                        360                360
351044602                                        CORPUS CHRISTI                                 TX        78415       Primary            Single Family Detached              360                360
351044610                                        KATY                                           TX        77494       Primary            PUD Detached                        360                360
351044657                                        KATY                                           TX        77449       Primary            PUD Detached                        360                359
351044664                                        HOUSTON                                        TX        77044       Primary            PUD Detached                        360                359
351044666                                        SPRING                                         TX        77379       Primary            PUD Detached                        360                359
351044704                                        TOMBALL                                        TX        77375       Primary            PUD Detached                        360                359
351044706                                        ROUND ROCK                                     TX        78681       Primary            PUD Detached                        360                360
351044811                                        HOUSTON                                        TX        77075       Primary            PUD Detached                        360                360
351044827                                        HARLINGEN                                      TX        78550       Primary            Single Family Detached              360                360
351044926                                        CORPUS CHRISTI                                 TX        78412       Primary            Single Family Detached              360                360
351045610                                        KINGSFORD                                      MI        49802       Primary            Single Family Detached              360                360
361028790                                        GROSSE POINTE WOODS                            MI        48236       Primary            Single Family Detached              360                344
371038477                                        ORLANDO                                        FL        32825       Primary            Single Family Detached              360                354
371038605                                        JACKSONVILLE                                   FL        32258       Primary            Single Family Detached              360                354
371039527                                        PENSACOLA                                      FL        32534       Primary            Single Family Detached              360                355
371040885                                        SPRING HILL                                    FL        34608       Primary            Single Family Detached              360                356
371041285                                        TAMPA                                          FL        33609       Primary            Condo Conversion Attached           360                356
371041403                                        GROVELAND                                      FL        34736       Primary            Single Family Detached              360                356
371041812                                        ORLANDO                                        FL        32829       Primary            Single Family Detached              360                356
371041858                                        SPRING HILL                                    FL        34608       Primary            Single Family Detached              360                356
371041899                                        DESTIN                                         FL        32541       Primary            Condo Low-Rise Attached             360                357
371041984                                        PONTE VEDRA BEACH                              FL        32082       Primary            PUD Detached                        360                356
371042229                                        MARYVILLE                                      TN        37803       Primary            Single Family Detached              360                356
371042542                                        CAPE CORAL                                     FL        33904       Primary            Single Family Detached              360                358
371042571                                        CLERMONT                                       FL        34711       Primary            Single Family Detached              360                356
371042627                                        PARKLAND                                       FL        33076       Primary            PUD Detached                        360                357
371042711                                        BRADENTON                                      FL        34207       Primary            Single Family Detached              360                357
371042736                                        CLEARWATER                                     FL        33765       Primary            Single Family Detached              360                357
371042749                                        PALM HARBOR                                    FL        34683       Primary            PUD Detached                        360                357
371042762                                        PALM HARBOR                                    FL        34683       Primary            Single Family Detached              360                357
371042792                                        JACKSONVILLE                                   FL        32258       Primary            Single Family Detached              360                357
371042886                                        NAPLES                                         FL        34120       Primary            Single Family Detached              360                357
371043129                                        ROYAL PALM BEACH                               FL        33414       Primary            Condo Low-Rise Attached             360                358
371043370                                        MARIETTA                                       GA        30062       Primary            PUD Detached                        360                357
371043394                                        MARIETTA                                       GA        30062       Primary            PUD Detached                        360                357
371043489                                        SARASOTA                                       FL        34238       Primary            PUD Detached                        360                358
371043533                                        STUART                                         FL        34997       Primary            Single Family Detached              360                357
371043542                                        CLERMONT                                       FL        34711       Primary            PUD Detached                        360                358
371043555                                        BRADENTON                                      FL        34207       Primary            2-4 Units Attached                  360                357
371043599                                        WINDERMERE                                     FL        34786       Primary            Single Family Detached              360                358
371043701                                        CUDJOE KEY                                     FL        33042       Primary            Single Family Detached              360                357
371043813                                        PINELLAS PARK                                  FL        33781       Primary            Single Family Detached              360                358
371043983                                        ORLANDO                                        FL        32818       Primary            Single Family Detached              360                358
371043986                                        MURFREESBORO                                   TN        37129       Primary            Single Family Detached              360                358
371044109                                        SPRING HILL                                    FL        34606       Primary            Single Family Detached              360                358
371044114                                        LEHIGH ACRES                                   FL        33972       Primary            Single Family Detached              360                358
371044183                                        ORANGE BEACH                                   AL        36561       Primary            PUD Detached                        360                359
371044200                                        MAUMEE                                         OH        43537       Primary            Single Family Detached              360                359
371044212                                        PENSACOLA                                      FL        32534       Primary            Single Family Detached              360                358
371044393                                        ORLANDO                                        FL        32822       Primary            Condo Low-Rise Attached             360                359
371044429                                        LAWRENCEVILLE                                  GA        30045       Primary            Single Family Detached              360                358
371044466                                        ORLANDO                                        FL        32824       Primary            PUD Detached                        360                358
371044633                                        TUNICA                                         MS        38676       Primary            Single Family Detached              360                359
371044660                                        COCOA                                          FL        32927       Primary            Single Family Detached              360                358
371044675                                        JACKSONVILLE                                   FL        32210       Primary            Single Family Detached              360                358
371044727                                        WINTER SPRINGS                                 FL        32708       Primary            PUD Detached                        360                358
371044802                                        SAINT PETERSBURG                               FL        33714       Primary            Single Family Detached              360                358
371044843                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
371044859                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
371044880                                        OCALA                                          FL        34470       Primary            Single Family Detached              360                358
371044909                                        CAPECORAL                                      FL        33909       Primary            Single Family Detached              360                358
371044914                                        APOPKA                                         FL        32703       Primary            PUD Detached                        360                358
371044967                                        CLEARWATER                                     FL        33767       Non-owner          Condo High-Rise Attached            360                358
371044968                                        TAMPA                                          FL        33619       Primary            Single Family Detached              360                358
371044990                                        CAPE CORAL                                     FL        33991       Primary            Single Family Detached              360                359
371045013                                        WHITE MARSH                                    MD        21162       Primary            Single Family Detached              360                359
371045023                                        FROSTPROOF                                     FL        33843       Primary            Single Family Detached              360                358
371045031                                        JACKSONVILLE                                   FL        32210       Primary            PUD Attached                        360                358
371045129                                        BROOKSVILLE                                    FL        34602       Primary            Single Family Detached              360                359
371045196                                        PORT RICHEY                                    FL        34668       Primary            Single Family Detached              360                359
371045228                                        POMPANO BEACH                                  FL        33064       Primary            Single Family Detached              360                359
371045235                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
371045298                                        BRADENTON                                      FL        34207       Primary            Single Family Detached              360                358
371045308                                        WESLEY CHAPEL                                  FL        33543       Non-owner          PUD Detached                        360                358
371045309                                        OLDSMAR                                        FL        34677       Primary            Single Family Detached              360                359
371045320                                        LONGWOOD                                       FL        32750       Primary            Single Family Detached              360                360
371045325                                        WINTER SPRINGS                                 FL        32708       Primary            Single Family Detached              360                359
371045358                                        LORTON                                         VA        22079       Primary            Single Family Detached              360                359
371045376                                        TAMPA                                          FL        33618       Primary            Single Family Detached              360                359
371045385                                        SAINT CLOUD                                    FL        34772       Primary            Single Family Detached              360                359
371045404                                        TAMPA                                          FL        33625       Primary            Single Family Detached              360                359
371045512                                        JACKSONVILLE                                   FL        32209       Non-owner          Single Family Detached              360                359
371045551                                        ST CLOUD                                       FL        34771       Primary            Single Family Detached              360                359
371045563                                        CASSELBERRY                                    FL        32707       Primary            Single Family Detached              360                359
371045566                                        WINSTON SALEM                                  NC        27127       Primary            Single Family Detached              360                359
371045576                                        HOLIDAY                                        FL        34690       Primary            Single Family Detached              360                359
371045594                                        TAMPA                                          FL        33619       Primary            Single Family Detached              360                359
371045606                                        WINTER GARDEN                                  FL        34787       Primary            Single Family Detached              360                359
371045640                                        DELTONA                                        FL        32738       Primary            Single Family Detached              360                359
371045671                                        BRANDON                                        FL        33511       Primary            PUD Detached                        360                358
371045679                                        PINELLAS PARK                                  FL        33781       Primary            Single Family Detached              360                359
371045744                                        MASCOTTE                                       FL        34753       Primary            Single Family Detached              360                359
371045784                                        TAMPA                                          FL        33604       Primary            Single Family Detached              360                359
371045827                                        OCALA                                          FL        34472       Primary            Single Family Detached              360                359
371045959                                        DUNNELLON                                      FL        34432       Non-owner          Single Family Detached              360                359
371045994                                        ST PETERSBURG                                  FL        33711       Primary            Single Family Attached              360                359
371046047                                        MIAMI                                          FL        33196       Primary            Single Family Attached              360                359
371046094                                        TAMPA                                          FL        33619       Primary            Single Family Detached              360                359
371046099                                        CLEARWATER                                     FL        33756       Primary            Single Family Detached              360                359
371046110                                        SANFORD                                        FL        32773       Primary            PUD Detached                        360                359
371046117                                        DADE CITY                                      FL        33525       Primary            Single Family Detached              360                359
371046128                                        CANTONMENT                                     FL        32533       Primary            Single Family Detached              360                359
371046235                                        TAMPA                                          FL        33626       Primary            PUD Attached                        360                359
371046261                                        JACKSONVILLE                                   FL        32224       Primary            PUD Detached                        360                359
371046336                                        BROOKSVILLE                                    FL        34601       Primary            Single Family Detached              360                359
371046374                                        DELAND                                         FL        32720       Primary            Single Family Detached              360                359
371046418                                        OPA LOCKA                                      FL        33054       Non-owner          Single Family Detached              360                359
371046434                                        ORLANDO                                        FL        32806       Primary            Single Family Detached              360                359
371046446                                        SEFFNER                                        FL        33584       Primary            PUD Detached                        360                360
371046584                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
371046681                                        LAKELAND                                       FL        33813       Primary            Single Family Detached              360                359
371046727                                        PENSACOLA                                      FL        32503       Primary            Single Family Detached              360                360
371046767                                        LUTZ                                           FL        33549       Primary            Single Family Detached              360                359
371046787                                        LAKE WORTH                                     FL        33467       Primary            Single Family Attached              360                359
371046792                                        JACKSONVILLE                                   FL        32206       Non-owner          Single Family Detached              360                359
371046936                                        ST CLOUD                                       FL        34769       Primary            Single Family Detached              360                360
371047023                                        SAINT PETERSBURG                               FL        33713       Non-owner          Single Family Detached              360                360
371047044                                        NAPLES                                         FL        34103       Primary            2-4 Units Attached                  360                360
371047130                                        WINDERMERE                                     FL        34786       Primary            Single Family Detached              360                360
371047139                                        SARASOTA                                       FL        34233       Non-owner          Single Family Detached              360                360
371047186                                        ORLANDO                                        FL        32824       Primary            PUD Detached                        360                359
371047430                                        ORLANDO                                        FL        32828       Primary            Single Family Detached              360                360
371047502                                        DUNDEE                                         FL        33838       Primary            Single Family Detached              360                360
371047609                                        PINELLAS PARK                                  FL        33781       Primary            Single Family Detached              360                360
371048043                                        OCALA                                          FL        34471       Primary            Single Family Detached              360                360
371048335                                        CRESCENT CITY                                  FL        32112       Non-owner          Single Family Detached              360                360
381030460                                        HUNTINGTON                                     NY        11731       Primary            Single Family Detached              360                356
381030461                                        PAWTUCKET                                      RI        02860       Primary            Single Family Detached              360                356
411000958                                        LANETT                                         AL        36863       Primary            Single Family Detached              360                357
411001186                                        LAS VEGAS                                      NV        89106       Primary            Single Family Detached              360                356
411001455                                        HAZELTON                                       PA        18201       Primary            Single Family Attached              360                358
411001563                                        PHILADELPHIA                                   PA        19137       Primary            Single Family Attached              360                359
411001877                                        HOCKESSIN                                      DE        19707       Primary            Single Family Detached              360                358
411001995                                        AUGUSTA                                        GA        30904       Non-owner          Single Family Detached              360                357
411002048                                        CARSON                                         CA        90746       Primary            Single Family Detached              360                358
411002110                                        BROOKLYN                                       NY        11226       Primary            2-4 Units Detached                  360                358
411002164                                        BURTON                                         MI        48509       Primary            Single Family Detached              360                358
411002302                                        SANTA MONICA                                   CA        90403       Primary            Single Family Detached              360                358
411002315                                        SALT LAKE CITY                                 UT        84118       Primary            Single Family Detached              360                358
411002316                                        READING                                        PA        19611       Primary            Single Family Detached              360                358
411002330                                        SAN BERNARDINO                                 CA        92411       Non-owner          Single Family Detached              360                359
411002354                                        MORGAN HILL                                    CA        95037       Primary            Single Family Detached              360                358
411002415                                        MOUNT HOLLY                                    VT        05758       Primary            Single Family Detached              360                359
411002432                                        RICHMOND                                       VA        23227       Primary            Single Family Detached              360                358
411002460                                        ST. FRANCISVILLE                               LA        70775       Primary            Single Family Detached              360                358
411002500                                        BRENHAM                                        TX        77833       Primary            Single Family Detached              360                359
411002540                                        PHILADELPHIA                                   PA        19142       Primary            Single Family Attached              360                359
411002552                                        NAPLES                                         FL        34119       Primary            PUD Detached                        360                358
411002553                                        CARSON                                         CA        90745       Primary            Single Family Detached              360                358
411002609                                        LAKE ELMO                                      MN        55042       Primary            Single Family Detached              360                358
411002619                                        WELLINGTON                                     FL        33467       Primary            PUD Detached                        360                358
411002635                                        WINTER HAVEN                                   FL        33881       Primary            Single Family Detached              360                359
411002660                                        CHALMETTE                                      LA        70043       Primary            Single Family Detached              360                359
411002690                                        CAPE CORAL                                     FL        33909       Primary            Single Family Detached              360                359
411002694                                        TRUCKEE                                        CA        96161       Primary            PUD Detached                        360                359
411002708                                        WOODBRIDGE                                     VA        22192       Primary            PUD Attached                        360                359
411002731                                        BELL CANYON                                    CA        91307       Primary            PUD Detached                        360                359
411002742                                        PANORAMA CITY                                  CA        91402       Primary            Single Family Detached              360                358
411002765                                        VOORHEES                                       NJ        08043       Primary            Single Family Detached              360                358
411002774                                        SEABROOK ISLAND                                SC        29455       Primary            PUD Attached                        360                360
411002780                                        CHICO                                          CA        95928       Primary            Single Family Detached              360                358
411002784                                        ANTRIM                                         NH        03440       Primary            Single Family Detached              360                359
411002828                                        DELRAY BEACH                                   FL        33445       Primary            Condo Low-Rise Attached             360                359
411002884                                        SPRING HILL                                    FL        34609       Second Home        PUD Detached                        360                359
411002921                                        LINCOLN                                        CA        95648       Primary            Single Family Detached              360                359
411002944                                        OPA LOCKA                                      FL        33055       Primary            PUD Detached                        360                359
411002972                                        DUNCANVILLE                                    TX        75116       Primary            Single Family Detached              360                359
411003107                                        ORLANDO                                        FL        32810       Primary            Single Family Detached              360                359
411003144                                        MASPETH                                        NY        11378       Primary            Single Family Attached              360                359
411003148                                        BERWICK                                        PA        18603       Non-owner          Single Family Detached              360                359
411003246                                        ROANOKE                                        VA        24013       Non-owner          Single Family Detached              360                359
411003249                                        ROANOKE                                        VA        24019       Primary            Single Family Detached              360                359
411003259                                        MIDDLEBURG                                     FL        32068       Primary            PUD Detached                        360                359
411003266                                        POINT PLEASANT BEACH                           NJ        08742       Primary            Single Family Detached              360                359
411003347                                        PENSACOLA                                      FL        32506       Primary            Single Family Detached              360                359
411003374                                        ALEXANDRIA                                     VA        22303       Primary            Single Family Attached              360                359
411003395                                        FOREST CITY                                    PA        18421       Non-owner          2-4 Units Detached                  360                360
411003455                                        PALMYRA                                        VA        22963       Primary            PUD Detached                        360                360
411003605                                        SUNNYVALE                                      CA        94086       Primary            Single Family Detached              360                359
411003769                                        BRIDGEWATER                                    ME        04735       Primary            Single Family Detached              360                360
411004099                                        LIVERMORE                                      CA        94550       Primary            Single Family Detached              360                360
421000448                                        PHILADELPHIA                                   PA        19146       Non-owner          Single Family Attached              360                358
421000883                                        CAMBRIDGE SPRINGS                              PA        16403       Primary            Single Family Detached              360                355
421001015                                        HUEYTOWN                                       AL        35023       Primary            Single Family Detached              360                356
421001589                                        PALMETTO                                       FL        34221       Primary            Single Family Detached              360                357
421001733                                        HONOMU                                         HI        96728       Primary            Single Family Detached              360                359
421001827                                        MABANK                                         TX        75147       Primary            Single Family Detached              360                358
421001853                                        PORTSMOUTH                                     VA        23703       Primary            Single Family Detached              360                357
421002000                                        ORLANDO                                        FL        32835       Primary            Single Family Detached              360                357
421002037                                        SEBRING                                        FL        33875       Primary            Single Family Detached              360                357
421002076                                        LOGANSPORT                                     LA        71049       Primary            Single Family Detached              360                359
421002101                                        PENSACOLA                                      FL        32504       Primary            Single Family Detached              360                358
421002211                                        LAKEVIEW                                       MI        48850       Primary            Single Family Detached              360                359
421002271                                        THIELLS                                        NY        10984       Primary            Single Family Detached              360                357
421002534                                        COOS BAY                                       OR        97420       Primary            Single Family Detached              360                359
421002635                                        DENVER                                         PA        17517       Primary            Single Family Detached              360                358
421002733                                        PRATT                                          KS        67124       Primary            Single Family Detached              360                359
421002751                                        PHILADELPHIA                                   PA        19149       Primary            Single Family Attached              360                359
421002858                                        HAMILTON                                       AL        35570       Primary            Single Family Detached              360                358
421002863                                        MADERA                                         CA        93638       Primary            Single Family Detached              360                358
421002927                                        THE DALLES                                     OR        97058       Primary            Single Family Detached              360                358
421002944                                        DETROIT                                        MI        48228       Primary            Single Family Detached              360                358
421003054                                        WEST PITTSTON                                  PA        18643       Primary            Single Family Detached              360                359
421003063                                        INDIANOLA                                      MS        38751       Primary            Single Family Detached              360                359
421003081                                        HOLLIS                                         NH        03049       Primary            Single Family Detached              360                359
421003127                                        WATERLOO                                       IA        50703       Primary            Single Family Detached              360                359
421003137                                        MAYVILLE                                       ND        58257       Primary            Single Family Detached              360                359
421003160                                        POMONA                                         CA        91766       Primary            Single Family Detached              360                359
421003165                                        TERRY                                          MS        39170       Primary            Single Family Detached              360                359
421003262                                        HORN LAKE                                      MS        38637       Primary            Single Family Detached              360                359
421003337                                        OLIVE BRANCH                                   MS        38654       Primary            Single Family Detached              360                359
421003408                                        PORTLAND                                       OR        97217       Primary            Single Family Detached              360                359
421003453                                        TALLAHASSEE                                    FL        32308       Non-owner          Single Family Detached              360                360
421003525                                        PHILADELPHIA                                   PA        19144       Primary            Single Family Attached              360                360
421003602                                        LITTLETON                                      CO        80123       Primary            Single Family Detached              360                360
511047713                                        GREENVILLE                                     MS        38701       Primary            Single Family Detached              360                352
511052597                                        CYPRESS                                        CA        90630       Primary            PUD Detached                        360                356
511053082                                        LAKE FOREST                                    CA        92630       Primary            PUD Detached                        360                357
511053546                                        SURPRISE                                       AZ        85388       Primary            PUD Detached                        360                358
511053594                                        OCEANSIDE                                      CA        92056       Primary            PUD Detached                        360                357
511053611                                        WINTER HAVEN                                   FL        33884       Primary            Single Family Detached              360                357
511053726                                        SAN DIEGO                                      CA        92115       Primary            Single Family Detached              360                357
511053736                                        MOUNTAIN CENTER                                CA        92561       Primary            Single Family Detached              360                358
511053747                                        CORONA                                         CA        92881       Primary            Condo Low-Rise Attached             360                357
511053774                                        RIALTO                                         CA        92377       Primary            Single Family Detached              360                359
511053804                                        ORANGE COVE                                    CA        93646       Primary            Single Family Detached              360                357
511054280                                        UPLAND                                         CA        91784       Primary            Single Family Detached              360                358
511054304                                        SAN RAMON                                      CA        94583       Primary            Single Family Detached              360                357
511054404                                        MENIFEE AREA                                   CA        92854       Primary            PUD Detached                        360                357
511054474                                        WHITTIER                                       CA        90603       Primary            Single Family Detached              360                357
511054535                                        VISTA                                          CA        92084       Primary            Single Family Detached              360                359
511054610                                        ACTON                                          CA        93510       Primary            Single Family Detached              360                358
511054612                                        SAN DIEGO                                      CA        92114       Primary            Single Family Detached              360                357
511054624                                        MURRIETA                                       CA        92562       Primary            Single Family Detached              360                358
511054636                                        JACKSONVILLE                                   FL        32277       Primary            PUD Detached                        360                358
511054723                                        FONTANA                                        CA        92336       Primary            Single Family Detached              360                357
511054847                                        LONG BEACH                                     CA        90805       Primary            Single Family Detached              360                357
511054946                                        PEMBROKE PINES                                 FL        33028       Primary            Single Family Detached              360                358
511054952                                        LA PUENTE                                      CA        91744       Primary            Single Family Detached              360                358
511054996                                        ORANGE PARK                                    FL        32003       Primary            PUD Detached                        360                358
511055096                                        BOYNTON BEACH                                  FL        33426       Primary            PUD Detached                        360                358
511055113                                        RIVERSIDE                                      CA        92504       Primary            Single Family Detached              360                358
511055123                                        MISSION VIEJO                                  CA        92692       Primary            Condo Low-Rise Attached             360                358
511055159                                        ESCONDIDO                                      CA        92026       Primary            PUD Attached                        360                358
511055199                                        CANYON COUNTRY                                 CA        91351       Primary            Single Family Detached              360                358
511055203                                        ESCONDIDO                                      CA        92027       Primary            Single Family Detached              360                358
511055263                                        PALMDALE                                       CA        93551       Primary            Single Family Detached              360                358
511055300                                        JACKSON                                        MO        63755       Primary            Single Family Detached              360                358
511055314                                        WHITTIER                                       CA        90603       Primary            Single Family Detached              360                358
511055371                                        LONG BEACH                                     CA        90805       Primary            Single Family Detached              360                359
511055397                                        DETROIT                                        MI        48217       Primary            Single Family Detached              360                358
511055415                                        HESPERIA                                       CA        92345       Primary            Single Family Detached              360                358
511055422                                        PORTERVILLE                                    CA        93257       Non-owner          Single Family Detached              360                358
511055442                                        OAKLAND                                        CA        94605       Primary            Single Family Detached              360                358
511055454                                        FULLERTON                                      CA        92835       Primary            Single Family Detached              360                358
511055548                                        ESCONDIDO                                      CA        92027       Primary            Single Family Detached              360                358
511055560                                        OROVILLE                                       CA        95966       Primary            Single Family Detached              360                358
511055594                                        WINTER PARK                                    FL        32792       Primary            Single Family Detached              360                359
511055620                                        ORANGE                                         CA        92867       Primary            Single Family Detached              360                358
511055640                                        FONTANA                                        CA        92336       Primary            Single Family Detached              360                359
511055714                                        YUCCA VALLEY                                   CA        92284       Primary            Single Family Detached              360                358
511055721                                        FULLERTON                                      CA        92835       Primary            Single Family Detached              360                358
511055734                                        BELFAIR                                        WA        98528       Primary            Single Family Detached              360                359
511055802                                        ANAHEIM                                        CA        92806       Primary            Single Family Detached              360                358
511055830                                        VICTORVILLE                                    CA        92392       Primary            Single Family Detached              360                358
511055832                                        SAN CLEMENTE                                   CA        92672       Primary            Single Family Detached              360                359
511055886                                        NAMPA                                          ID        83651       Primary            Single Family Detached              360                358
511055901                                        LAKE ELSINORE                                  CA        92532       Primary            Single Family Detached              360                359
511055938                                        MONROVIA                                       CA        91016       Primary            Single Family Detached              360                358
511056015                                        CORONA                                         CA        92882       Primary            Single Family Detached              360                358
511056081                                        RIVERSIDE                                      CA        92509       Primary            Single Family Attached              360                359
511056112                                        MONEE                                          IL        60449       Primary            Single Family Detached              360                358
511056124                                        LOS ANGELES                                    CA        91343       Primary            Single Family Detached              360                358
511056127                                        VICTORVILLE                                    CA        92395       Primary            Single Family Detached              360                358
511056162                                        AREA OF PALMDALE                               CA        93550       Primary            Single Family Detached              360                359
511056236                                        NEWARK                                         CA        94560       Primary            Single Family Detached              360                358
511056241                                        BUENA PARK                                     CA        90620       Primary            Single Family Detached              360                359
511056254                                        COSTA MESA                                     CA        92626       Primary            Single Family Detached              360                359
511056285                                        SANTA MARIA                                    CA        93454       Primary            Single Family Detached              360                358
511056324                                        VICTORVILLE                                    CA        92392       Primary            Single Family Detached              360                358
511056402                                        QUAIL VALLEY                                   CA        92587       Primary            PUD Detached                        360                358
511056413                                        FULLERTON                                      CA        92831       Primary            Single Family Detached              360                358
511056434                                        HESPERIA                                       CA        92344       Primary            Single Family Detached              360                358
511056477                                        BUENA PARK                                     CA        90620       Non-owner          Single Family Detached              360                359
511056516                                        HAWTHORNE                                      CA        90250       Primary            2-4 Units Attached                  360                359
511056536                                        OCEANSIDE                                      CA        92057       Primary            Single Family Detached              360                359
511056624                                        LONG BEACH                                     CA        90806       Primary            Single Family Detached              360                359
511056632                                        ELK GROVE                                      CA        95757       Primary            Single Family Detached              360                360
511056652                                        SAINT PETERSBURG                               FL        33710       Primary            Single Family Detached              360                359
511056660                                        HESPERIA                                       CA        92344       Primary            Single Family Detached              360                359
511056683                                        HAPPY VALLEY                                   OR        97086       Primary            Single Family Detached              360                359
511056735                                        TUSTIN                                         CA        92780       Primary            Single Family Detached              360                359
511056746                                        SAINT PETERSBURG                               FL        33702       Primary            Condo Low-Rise Attached             360                359
511056784                                        LITHIA                                         FL        33547       Primary            Single Family Detached              360                360
511056788                                        UPLAND                                         CA        91784       Primary            Single Family Detached              360                359
511056799                                        ESCONDIDO                                      CA        92027       Primary            Single Family Detached              360                359
511056831                                        ORANGE                                         CA        92869       Primary            Condo Low-Rise Attached             360                359
511056847                                        RANCHO PALOS VERDES                            CA        90275       Primary            Single Family Detached              360                360
511056896                                        CHINO HILLS                                    CA        91709       Primary            PUD Detached                        360                359
511056928                                        BUCKEYE                                        AZ        85326       Primary            Single Family Detached              360                360
511056974                                        PORT LABELLE                                   FL        33935       Primary            Single Family Detached              360                359
511057064                                        MIAMI                                          FL        33147       Primary            Single Family Detached              360                359
511057074                                        LONG BEACH                                     CA        90804       Non-owner          Single Family Detached              360                359
511057076                                        SCOTTSDALE                                     AZ        85258       Primary            Condo Low-Rise Attached             360                359
511057129                                        COACHELLA                                      CA        92236       Primary            Single Family Detached              360                359
511057174                                        FELTON                                         CA        95018       Primary            Single Family Detached              360                359
511057199                                        BUENA PARK                                     CA        90620       Primary            PUD Detached                        360                359
511057254                                        INGLEWOOD                                      CA        90304       Primary            Single Family Detached              360                359
511057281                                        PHOENIX                                        AZ        85018       Second Home        Single Family Detached              360                360
511057348                                        BAKERSFIELD                                    CA        93308       Primary            Single Family Detached              360                359
511057370                                        ALTADENA                                       CA        91001       Non-owner          Single Family Detached              360                359
511057385                                        SAN JOSE                                       CA        95131       Primary            Single Family Detached              360                359
511057396                                        KLAMATH FALLS                                  OR        97601       Primary            Single Family Detached              360                359
511057431                                        ELK GROVE                                      CA        95757       Primary            Single Family Detached              360                359
511057444                                        LOS ANGELES                                    CA        90043       Non-owner          2-4 Units Attached                  360                359
511057481                                        SEATTLE                                        WA        98118       Primary            Single Family Detached              360                359
511057540                                        LA HABRA                                       CA        90631       Primary            Single Family Detached              360                360
511057541                                        LYNWOOD                                        CA        90262       Primary            Single Family Detached              360                359
511057552                                        DENVER                                         CO        80249       Primary            PUD Detached                        360                360
511057609                                        PHOENIX                                        AZ        85043       Primary            PUD Detached                        360                360
511057632                                        SACRAMENTO                                     CA        95820       Primary            Single Family Detached              360                359
511057830                                        SAN JUAN CAPISTRANO                            CA        92675       Primary            Condo Low-Rise Attached             360                360
511057873                                        MONROVIA                                       CA        91016       Primary            Single Family Detached              360                359
511057888                                        RANCHO PALOS VERDES                            CA        90275       Primary            Single Family Detached              360                359
511057964                                        CANYON LAKE                                    CA        92587       Primary            PUD Detached                        360                360
511057977                                        MURRIETA                                       CA        92563       Primary            Single Family Detached              360                359
511057987                                        CORONA AREA                                    CA        92883       Primary            PUD Detached                        360                360
511058017                                        SAN DIEGO                                      CA        92129       Primary            Single Family Detached              360                359
511058031                                        LOS ANGELES                                    CA        90064       Primary            Single Family Detached              360                360
511058153                                        PERRIS                                         CA        92571       Primary            Single Family Detached              360                359
511058248                                        VICTORVILLE                                    CA        92392       Primary            Single Family Detached              360                359
511058447                                        MOORPARK                                       CA        93021       Primary            PUD Detached                        360                360
511058716                                        MISSION VIEJO                                  CA        92692       Primary            Single Family Detached              360                360
511059461                                        COACHELLA                                      CA        92236       Primary            Single Family Detached              360                360
511059577                                        TACOMA                                         WA        98422       Primary            PUD Detached                        360                360
511059748                                        SAN LEANDRO                                    CA        94579       Non-owner          Single Family Detached              360                360
521044745                                        COLUMBIA                                       SC        29212       Primary            PUD Detached                        360                354
521045302                                        LOMBARD                                        IL        60148       Primary            Single Family Detached              360                354
521045380                                        ROCKTON                                        IL        61072       Primary            Single Family Detached              360                355
521045583                                        COLUMBIA                                       SC        29229       Primary            PUD Detached                        360                354
521045867                                        CAMBY                                          IN        46113       Primary            PUD Detached                        360                354
521045930                                        CORTLAND                                       IL        60112       Primary            Single Family Detached              360                356
521046221                                        EVERGREEN PARK                                 IL        60805       Primary            Single Family Detached              360                355
521047516                                        ORLAND PARK                                    IL        60462       Primary            Single Family Detached              360                357
521047957                                        PLAINFIELD                                     IN        46168       Primary            PUD Detached                        360                356
521049037                                        NEW SMYRNA BEACH                               FL        32169       Primary            Condo Low-Rise Attached             360                357
521049053                                        O'FALLON                                       MO        63366       Primary            PUD Detached                        360                358
521049066                                        KANSAS CITY                                    MO        64128       Non-owner          Single Family Detached              360                357
521049528                                        GROSSE POINTE FARMS                            MI        48236       Primary            Single Family Detached              360                358
521050469                                        LINCOLNSHIRE                                   IL        60069       Primary            Single Family Detached              360                358
521050745                                        DETROIT                                        MI        48219       Primary            Single Family Detached              360                358
521051123                                        MUSKEGON                                       MI        49442       Primary            Single Family Detached              360                359
521051256                                        CHICAGO                                        IL        60644       Primary            2-4 Units Detached                  360                358
521051295                                        CHELSEA                                        MI        48118       Primary            Single Family Detached              360                358
521051308                                        SCHAUMBURG                                     IL        60193       Primary            Single Family Detached              360                358
521051392                                        VAN BUREN                                      MI        48111       Primary            Condo Low-Rise Attached             360                358
521051418                                        PLAINWELL                                      MI        49080       Primary            Single Family Detached              360                358
521051505                                        KANSAS CITY                                    KS        66104       Primary            Single Family Detached              360                359
521051539                                        SAINT LOUIS                                    MO        63116       Primary            Single Family Detached              360                358
521051720                                        WHEAT RIDGE                                    CO        80033       Primary            Single Family Detached              360                360
521051756                                        HOLLY                                          MI        48442       Primary            Single Family Detached              360                359
521051764                                        STUDIO CITY                                    CA        91604       Primary            Single Family Detached              360                360
521051905                                        ST. LOUIS                                      MO        63135       Primary            Single Family Detached              360                359
521051948                                        OXFORD                                         MI        48371       Primary            Single Family Detached              360                358
521052087                                        CHICAGO                                        IL        60647       Primary            Condo Conversion Attached           120                119
521052109                                        CHICAGO                                        IL        60656       Primary            Single Family Detached              360                358
521052181                                        MATTESON                                       IL        60443       Primary            Single Family Detached              360                358
521052232                                        PLAINFIELD                                     IL        60586       Primary            Single Family Detached              360                359
521052263                                        HARVEY                                         IL        60426       Primary            Single Family Detached              360                358
521052289                                        NOBLESVILLE                                    IN        46062       Primary            Single Family Detached              360                359
521052300                                        SOUTH BELOIT                                   IL        61080       Primary            Single Family Detached              360                358
521052304                                        ELMHURST                                       IL        60126       Primary            Single Family Detached              360                360
521052313                                        DETROIT                                        MI        48219       Primary            Single Family Detached              360                359
521052357                                        MATTESON                                       IL        60443       Primary            Single Family Detached              360                358
521052410                                        NEW HAVEN                                      MI        48048       Primary            Single Family Attached              360                359
521052416                                        BLOOMFIELD HILLS                               MI        48301       Primary            Single Family Detached              360                359
521052445                                        OREGON                                         IL        61061       Primary            PUD Detached                        360                359
521052473                                        PARKER                                         CO        80134       Primary            PUD Detached                        360                359
521052487                                        LANTANA                                        TX        76226       Primary            PUD Detached                        360                358
521052625                                        LOWELL                                         IN        46356       Primary            Single Family Detached              360                359
521052697                                        HOUSTON                                        TX        77089       Primary            PUD Detached                        360                359
521052717                                        COPLEY                                         OH        44321       Primary            Single Family Detached              360                359
521052789                                        BALLWIN                                        MO        63011       Primary            Single Family Detached              360                359
521052792                                        MOUNT VERNON                                   IL        62864       Primary            Single Family Detached              360                359
521052800                                        DETROIT                                        MI        48219       Non-owner          Single Family Detached              360                359
521052805                                        CHICAGO                                        IL        60628       Primary            Single Family Detached              360                359
521052843                                        MUSKEGON                                       MI        49442       Primary            Single Family Detached              360                358
521052899                                        GREENFIELD                                     IN        46140       Non-owner          Single Family Detached              360                360
521052904                                        CHICAGO                                        IL        60619       Primary            Single Family Detached              360                359
521052952                                        INDIANAPOLIS                                   IN        46205       Primary            Single Family Detached              360                358
521052970                                        JACKSON                                        MI        49202       Primary            Single Family Detached              360                359
521052975                                        TROY                                           MI        48083       Primary            Single Family Detached              360                359
521053021                                        CALUMET CITY                                   IL        60409       Primary            Condo Conversion Attached           360                359
521053160                                        HANOVER PARK                                   IL        60133       Primary            Single Family Detached              360                359
521053259                                        BARTONVILLE                                    IL        61607       Primary            Single Family Detached              360                359
521053324                                        NORFOLK                                        VA        23517       Primary            Single Family Detached              360                359
521053362                                        JACKSON                                        MI        49203       Primary            Single Family Detached              360                359
521053404                                        CHICAGO                                        IL        60637       Primary            2-4 Units Detached                  360                359
521053505                                        WEST BLOOMFIELD                                MI        48322       Primary            Single Family Detached              360                359
521053524                                        DECATUR                                        IL        62521       Primary            Single Family Detached              360                359
521053572                                        GRAND RAPIDS                                   MI        49504       Primary            Single Family Detached              360                359
521053623                                        ELGIN                                          IL        60123       Primary            Single Family Detached              360                359
521053662                                        CHICAGO                                        IL        60652       Primary            Single Family Detached              360                359
521053705                                        PHOENIX                                        AZ        85032       Primary            Single Family Detached              360                360
521053754                                        EVANSVILLE                                     IN        47710       Primary            Single Family Detached              360                359
521053825                                        WEST MEMPHIS                                   AR        72301       Primary            Single Family Detached              360                359
521053841                                        BETTENDORF                                     IA        52722       Primary            Single Family Detached              360                359
521053898                                        ST LOUIS                                       MO        63119       Primary            Single Family Detached              360                359
521053914                                        SAINT LOUIS                                    MO        63120       Primary            Single Family Detached              360                359
521054043                                        TEMPLE                                         GA        30179       Primary            Single Family Detached              360                360
521054095                                        KANSAS CITY                                    MO        64153       Primary            Single Family Detached              360                359
521054182                                        WHEATFIELD                                     IN        46392       Primary            Single Family Detached              360                359
521054296                                        SOUTHFIELD                                     MI        48034       Primary            Single Family Detached              360                359
521054657                                        YORKVILLE                                      IL        60560       Primary            PUD Detached                        360                359
521054694                                        POTTSBORO                                      TX        75076       Primary            Single Family Detached              360                360
521054746                                        HOUSTON                                        TX        77075       Primary            PUD Detached                        360                359
521054774                                        CHICAGO                                        IL        60615       Primary            Condo Low-Rise Attached             360                359
521054798                                        WHITE CLOUD                                    MI        49349       Primary            Single Family Detached              360                359
521054809                                        MONTAGUE                                       MI        49437       Primary            Single Family Detached              360                360
521054851                                        SPRINGPORT                                     MI        49284       Primary            Single Family Detached              360                359
521054912                                        GRAND RAPIDS                                   MI        49508       Primary            Condo Low-Rise Attached             360                359
521055019                                        GREEN BAY                                      WI        54302       Primary            Single Family Detached              360                360
521055022                                        DES PLAINES                                    IL        60018       Primary            Single Family Detached              360                360
521055065                                        INGLESIDE                                      IL        60041       Primary            Single Family Detached              360                360
521055121                                        BLUE SPRINGS                                   MO        64015       Primary            Single Family Detached              360                359
521055312                                        FLORISSANT                                     MO        63031       Primary            Single Family Detached              360                360
521055409                                        CHICAGO                                        IL        60623       Primary            2-4 Units Detached                  360                360
521055463                                        CHESTERFIELD                                   MI        48051       Primary            Condo Low-Rise Attached             360                360
521055536                                        LANSING                                        IL        60438       Primary            Single Family Detached              360                360
521055558                                        CHICAGO                                        IL        60619       Primary            Single Family Detached              360                360
521055628                                        UNIVERSITY PARK                                IL        60466       Primary            PUD Detached                        360                360
521055784                                        NOBLESVILLE                                    IN        46060       Primary            PUD Detached                        360                360
521055933                                        ROCKFORD                                       IL        61107       Primary            Condo Low-Rise Attached             360                360
521055956                                        GREENFIELD                                     IN        46140       Primary            Single Family Detached              360                360
521056556                                        CHICAGO                                        IL        60651       Primary            Single Family Detached              360                360
521057435                                        THREE RIVERS                                   MI        49093       Primary            Single Family Detached              360                360
521057525                                        AURORA                                         IL        60502       Primary            Single Family Detached              360                360
521057810                                        HOLLAND                                        MI        49424       Primary            Single Family Detached              360                360
551017109                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                356
551018267                                        CYPRESS                                        TX        77429       Primary            PUD Detached                        360                353
551018434                                        WYLIE                                          TX        75098       Primary            Single Family Detached              360                353
551019800                                        GRAND PRAIRIE                                  TX        75052       Primary            Single Family Detached              360                354
551019973                                        TEMPLE                                         TX        76502       Primary            Single Family Detached              360                353
551020042                                        SAGINAW                                        TX        76179       Primary            PUD Detached                        360                354
551020249                                        HELOTES                                        TX        78023       Primary            PUD Detached                        360                353
551020446                                        DESOTO                                         TX        75115       Primary            Single Family Detached              360                353
551020544                                        WYLIE                                          TX        75098       Primary            PUD Detached                        360                354
551020756                                        HOUSTON                                        TX        77083       Primary            PUD Detached                        360                354
551020777                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                354
551020850                                        ORANGE                                         TX        77630       Primary            Single Family Detached              360                354
551020899                                        BEDFORD                                        TX        76021       Primary            PUD Detached                        360                355
551021026                                        SAN MARCOS                                     TX        78666       Primary            PUD Detached                        360                355
551021165                                        CONVERSE                                       TX        78109       Primary            PUD Detached                        360                354
551021222                                        SEGUIN                                         TX        78155       Primary            Single Family Detached              360                354
551021283                                        HUMBLE                                         TX        77346       Primary            Single Family Detached              360                354
551021309                                        AUSTIN                                         TX        78748       Primary            PUD Detached                        360                354
551021334                                        HARKER HEIGHTS                                 TX        76548       Primary            Single Family Detached              360                354
551021418                                        ROUND ROCK                                     TX        78664       Primary            PUD Detached                        360                354
551021478                                        JOSHUA                                         TX        76058       Primary            Single Family Detached              360                355
551021538                                        LAREDO                                         TX        78046       Primary            Single Family Detached              360                354
551021597                                        RICHARDSON                                     TX        75081       Primary            Single Family Detached              360                354
551021636                                        SAN ANTONIO                                    TX        78240       Primary            PUD Detached                        360                355
551021690                                        SAN ANTONIO                                    TX        78247       Primary            PUD Detached                        360                354
551021697                                        FRISCO                                         TX        75034       Primary            PUD Detached                        360                355
551021743                                        MIDLAND                                        TX        79705       Primary            Single Family Detached              360                354
551021837                                        CIBOLO                                         TX        78108       Primary            PUD Detached                        360                355
551021940                                        RICHMOND                                       TX        77469       Primary            PUD Detached                        360                354
551022041                                        COLLEGE STATION                                TX        77845       Primary            PUD Detached                        360                355
551022102                                        LANCASTER                                      TX        75146       Primary            Single Family Detached              360                355
551022135                                        TYLER                                          TX        75704       Primary            Single Family Attached              360                355
551022136                                        DALLAS                                         TX        75040       Primary            PUD Detached                        360                354
551022258                                        MCALLEN                                        TX        78501       Primary            Single Family Detached              360                355
551022458                                        KRUM                                           TX        76249       Primary            PUD Detached                        360                355
551022532                                        TEMPLE                                         TX        76502       Primary            PUD Detached                        360                355
551022750                                        SAN ANTONIO                                    TX        78251       Primary            PUD Detached                        360                355
551022758                                        MCKINNEY                                       TX        75071       Primary            Single Family Detached              360                355
551022805                                        KRUM                                           TX        76249       Primary            PUD Detached                        360                356
551022876                                        WEATHERFORD                                    TX        76088       Primary            Single Family Detached              360                356
551023104                                        HUMBLE                                         TX        77346       Primary            Single Family Detached              360                355
551023153                                        LANCASTER                                      TX        75134       Primary            PUD Detached                        360                355
551023196                                        PEARLAND                                       TX        77584       Primary            PUD Detached                        360                355
551023765                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                356
551023944                                        AZLE                                           TX        76020       Primary            Single Family Detached              360                356
551023946                                        WACO                                           TX        76710       Primary            Single Family Detached              360                357
551023996                                        COLLEYVILLE                                    TX        76034       Primary            Single Family Detached              360                356
551024060                                        FRISCO                                         TX        75034       Primary            PUD Detached                        360                356
551024112                                        DALLAS                                         TX        75241       Primary            Single Family Detached              360                356
551024147                                        CEDAR PARK                                     TX        78613       Primary            PUD Detached                        360                356
551024148                                        AUSTIN                                         TX        78744       Primary            Single Family Detached              360                356
551024232                                        GRANBURY                                       TX        76049       Primary            PUD Detached                        360                356
551024255                                        SAN ANTONIO                                    TX        78261       Primary            PUD Detached                        360                356
551024318                                        TEMPLE                                         TX        76502       Primary            PUD Detached                        360                356
551024336                                        CROWLEY                                        TX        76036       Primary            Single Family Detached              360                356
551024414                                        FORT WORTH                                     TX        76134       Primary            PUD Detached                        360                356
551024439                                        TEMPLE                                         TX        76502       Primary            Single Family Detached              360                358
551024547                                        FLINT                                          TX        75762       Primary            Single Family Detached              360                356
551024572                                        THE COLONY                                     TX        75056       Primary            PUD Detached                        360                356
551024602                                        SAN ANTONIO                                    TX        78223       Primary            PUD Detached                        360                356
551024647                                        DALLAS                                         TX        75216       Primary            Single Family Detached              360                358
551024706                                        EL PASO                                        TX        79934       Primary            Single Family Detached              360                357
551024723                                        WEATHERFORD                                    TX        76088       Primary            Single Family Detached              360                357
551024797                                        FORNEY                                         TX        75126       Primary            PUD Detached                        360                356
551024800                                        COPPELL                                        TX        75019       Primary            Single Family Detached              360                356
551024879                                        MISSION                                        TX        78754       Primary            Single Family Detached              360                356
551024894                                        ARLINGTON                                      TX        76001       Primary            Single Family Detached              360                356
551024924                                        DENTON                                         TX        76207       Primary            Single Family Detached              360                357
551025054                                        TULSA                                          OK        74108       Primary            Single Family Detached              360                358
551025106                                        LYTLE                                          TX        78052       Primary            Single Family Detached              360                357
551025112                                        MONTGOMERY                                     TX        77356       Primary            Single Family Detached              360                357
551025170                                        SAN ANTONIO                                    TX        78245       Primary            Single Family Detached              360                357
551025262                                        SAN ANTONIO                                    TX        78245       Primary            PUD Detached                        360                357
551025273                                        LOCHBUIE                                       CO        80603       Primary            Single Family Detached              360                358
551025301                                        HARLINGEN                                      TX        78552       Primary            Single Family Detached              360                357
551025397                                        ARLINGTON                                      TX        76016       Primary            Single Family Detached              360                357
551025432                                        CYPRESS                                        TX        77429       Primary            PUD Detached                        360                357
551025440                                        FORT WORTH                                     TX        76036       Primary            PUD Detached                        360                357
551025509                                        GRAND PRARIE                                   TX        75052       Primary            Single Family Detached              360                357
551025555                                        EDINBURG                                       TX        78539       Primary            PUD Detached                        360                357
551025612                                        CLEBURNE                                       TX        76031       Primary            Single Family Detached              360                357
551025616                                        SAN ANTONIO                                    TX        78261       Primary            PUD Detached                        360                357
551025636                                        FORT WORTH                                     TX        76131       Primary            PUD Detached                        360                357
551025655                                        CEDAR CREEK                                    TX        78612       Primary            PUD Detached                        360                357
551025731                                        ODESSA                                         TX        79762       Primary            Single Family Detached              180                177
551025743                                        SEGUIN                                         TX        78155       Non-owner          Single Family Detached              360                357
551025756                                        BROKEN ARROW                                   OK        74014       Primary            PUD Detached                        360                358
551025759                                        SAGINAW                                        TX        76131       Primary            Single Family Detached              360                359
551025807                                        SAN ANTONIO                                    TX        78216       Primary            Single Family Detached              360                357
551025875                                        CHICO                                          TX        76431       Primary            Single Family Detached              360                357
551025973                                        OKLAHOMA CITY                                  OK        73127       Primary            Single Family Detached              360                357
551025984                                        CONROE                                         TX        77304       Primary            PUD Detached                        360                357
551026001                                        ELGIN                                          TX        78621       Primary            PUD Detached                        360                357
551026011                                        KATY                                           TX        77493       Primary            PUD Detached                        360                357
551026087                                        MIDLAND                                        TX        79707       Primary            Single Family Detached              360                357
551026122                                        JACKSONVILLE                                   AR        72076       Primary            Single Family Detached              360                357
551026155                                        FORT WORTH                                     TX        76131       Primary            PUD Detached                        360                357
551026179                                        UNIVERSITY PARK                                TX        75205       Primary            Single Family Detached              360                358
551026272                                        FORT WORTH                                     TX        76036       Primary            Single Family Detached              360                358
551026281                                        CACHE                                          OK        73527       Primary            Single Family Detached              360                358
551026300                                        GARLAND                                        TX        75043       Primary            Single Family Detached              360                358
551026306                                        FORT WORTH                                     TX        76110       Primary            Single Family Detached              360                358
551026308                                        SPRING                                         TX        77373       Primary            PUD Detached                        360                358
551026367                                        BRYAN                                          TX        77807       Primary            Single Family Detached              360                358
551026428                                        KENNEDALE                                      TX        76060       Primary            PUD Detached                        360                358
551026466                                        DENTON                                         TX        76209       Primary            Single Family Detached              360                358
551026489                                        JACKSONVILLE                                   FL        32206       Primary            Single Family Detached              360                358
551026497                                        SAN ANTONIO                                    TX        78245       Primary            PUD Detached                        360                358
551026525                                        MANOR                                          TX        78653       Primary            PUD Detached                        360                358
551026606                                        SAN ANTONIO                                    TX        78259       Primary            PUD Detached                        360                358
551026627                                        OKLAHOMA CITY                                  OK        73162       Primary            Single Family Detached              360                358
551026644                                        SAN ANTONIO                                    TX        78233       Primary            Single Family Detached              360                358
551026685                                        RICHLAND HILLS                                 TX        76118       Primary            Single Family Detached              360                358
551026697                                        LANCASTER                                      TX        75134       Primary            Single Family Detached              360                358
551026701                                        HEARTLAND                                      TX        75126       Primary            PUD Detached                        360                358
551026707                                        CROWLEY                                        TX        76036       Primary            Single Family Detached              360                358
551026716                                        CEDAR PARK                                     TX        78613       Primary            Single Family Detached              360                358
551026742                                        LITTLE ROCK                                    AR        72210       Primary            Single Family Detached              360                358
551026782                                        FRISCO                                         TX        75034       Primary            Single Family Detached              360                358
551026794                                        GRAND PRAIRIE                                  TX        75051       Primary            PUD Detached                        360                358
551026806                                        CONROE                                         TX        77303       Primary            PUD Detached                        360                358
551026831                                        ARLINGTON                                      TX        75052       Primary            Single Family Detached              360                358
551026875                                        FORT WORTH                                     TX        76118       Primary            Single Family Detached              360                358
551026879                                        AUSTIN                                         TX        78747       Primary            PUD Detached                        360                358
551026886                                        AUSTIN                                         TX        78747       Primary            Single Family Detached              360                358
551026904                                        DENTON                                         TX        76210       Primary            PUD Detached                        360                359
551026918                                        NORMAN                                         OK        73072       Primary            Single Family Detached              360                359
551026939                                        OWASSO                                         OK        74055       Primary            PUD Detached                        360                358
551026948                                        CORPUS CHRISTI                                 TX        78415       Primary            Single Family Detached              360                359
551026949                                        LAREDO                                         TX        78045       Primary            Single Family Detached              360                358
551026964                                        BELTON                                         TX        76513       Primary            Single Family Detached              360                359
551027066                                        BELTON                                         TX        76513       Primary            PUD Detached                        360                358
551027084                                        DEL RIO                                        TX        78840       Primary            Single Family Detached              360                359
551027087                                        EDMOND                                         OK        73003       Primary            Single Family Detached              360                359
551027103                                        COLLEGE STATION                                TX        77845       Primary            PUD Detached                        360                358
551027136                                        DEL VALLE                                      TX        78617       Primary            PUD Detached                        360                359
551027140                                        NORTH RICHLAND HILLS                           TX        76180       Primary            PUD Detached                        360                358
551027165                                        WILMER                                         TX        75172       Primary            Single Family Detached              360                359
551027186                                        LEANDER                                        TX        78641       Primary            Single Family Detached              360                359
551027187                                        DENISON                                        TX        75020       Primary            Single Family Detached              360                358
551027200                                        VICTORIA                                       TX        77904       Primary            Single Family Detached              360                359
551027202                                        ORANGE                                         TX        77630       Primary            Single Family Detached              360                359
551027216                                        SAN ANTONIO                                    TX        78250       Primary            Single Family Detached              360                358
551027234                                        LACOSTE                                        TX        78039       Primary            Single Family Detached              360                359
551027316                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                359
551027352                                        COPPERAS COVE                                  TX        76522       Primary            Single Family Detached              360                359
551027405                                        ODESSA                                         TX        79766       Primary            Single Family Detached              360                359
551027416                                        SAN ANTONIO                                    TX        78245       Primary            PUD Detached                        360                359
551027427                                        EDMOND                                         OK        73003       Primary            PUD Detached                        360                359
551027439                                        THE COLONY                                     TX        75056       Primary            Single Family Detached              360                359
551027458                                        BURLESON                                       TX        76028       Primary            Single Family Detached              360                358
551027490                                        FORT WORTH                                     TX        76248       Primary            PUD Detached                        360                359
551027543                                        SAGINAW                                        TX        76131       Primary            Single Family Detached              360                359
551027674                                        BULLARD                                        TX        75757       Primary            Single Family Detached              360                359
551027702                                        WACO                                           TX        76708       Primary            Single Family Detached              360                359
551027763                                        MUSTANG                                        OK        73064       Primary            PUD Detached                        360                359
551027780                                        PARADISE                                       TX        76073       Primary            Single Family Detached              360                359
551027781                                        SAN ANTONIO                                    TX        78239       Primary            PUD Detached                        360                359
551027835                                        AUSTIN                                         TX        78725       Primary            PUD Detached                        360                359
551027857                                        GRAND PRAIRIE                                  TX        75054       Primary            PUD Detached                        360                359
551027878                                        MISSION                                        TX        78752       Primary            Single Family Detached              360                359
551027909                                        DENTON                                         TX        76207       Primary            Single Family Detached              360                359
551027917                                        HENDERSON                                      NV        89002       Primary            PUD Detached                        360                359
551027924                                        FORT WORTH                                     TX        76052       Primary            PUD Detached                        360                359
551027984                                        GEORGETOWN                                     TX        78626       Primary            PUD Detached                        360                359
551028006                                        FORT WORTH                                     TX        76135       Primary            Single Family Detached              360                359
551028009                                        PHARR                                          TX        78577       Primary            Single Family Detached              360                360
551028017                                        ROCKWALL                                       TX        75032       Primary            PUD Detached                        360                359
551028020                                        LAREDO                                         TX        78041       Primary            Single Family Detached              360                359
551028030                                        FORT WORTH                                     TX        76179       Primary            PUD Detached                        360                359
551028050                                        HORSESHOE BAY                                  TX        78657       Primary            PUD Detached                        360                360
551028085                                        CHESAPEAKE                                     VA        23322       Primary            Single Family Detached              360                360
551028136                                        AMARILLO                                       TX        79118       Primary            Single Family Detached              360                359
551028153                                        MANSFIELD                                      TX        76063       Primary            Single Family Detached              360                359
551028250                                        SAN ANTONIO                                    TX        78253       Primary            PUD Detached                        360                359
551028309                                        FORT WORTH                                     TX        76028       Primary            PUD Detached                        360                360
551028324                                        HORIZON CITY                                   TX        79928       Primary            Single Family Detached              360                359
551028339                                        ODESSA                                         TX        79764       Primary            Single Family Detached              360                359
551028378                                        SAN ANTONIO                                    TX        78242       Primary            Single Family Detached              360                360
551028385                                        PONDER                                         TX        76259       Primary            Single Family Detached              360                359
551028416                                        SAN ANTONIO                                    TX        78220       Non-owner          Single Family Detached              360                360
551028433                                        FORT WORTH                                     TX        76137       Primary            Single Family Detached              360                360
551028477                                        FLOWER MOUND                                   TX        75028       Primary            Single Family Detached              360                359
551028599                                        KELLER                                         TX        76248       Primary            PUD Detached                        360                360
551028643                                        SAN ANTONIO                                    TX        78209       Non-owner          Condo Low-Rise Attached             360                360
551028671                                        WACO                                           TX        76708       Primary            Single Family Detached              360                360
551028677                                        CIBOLO                                         TX        78108       Primary            PUD Detached                        360                360
551028720                                        WHITE SETTLEMENT                               TX        76108       Primary            Single Family Detached              360                359
551028779                                        GARLAND                                        TX        75044       Primary            PUD Detached                        360                360
551028792                                        SPRINGTOWN                                     TX        76082       Primary            Single Family Detached              360                360
551028859                                        GOLDSBY                                        OK        73093       Primary            Single Family Detached              360                360
551029026                                        SPERRY                                         OK        74073       Primary            Single Family Detached              360                360
551029056                                        AMARILLO                                       TX        79118       Primary            Single Family Detached              360                360
551029115                                        BROKEN ARROW                                   OK        74014       Primary            Single Family Detached              360                360
551029135                                        CLAREMORE                                      OK        74019       Primary            Single Family Detached              360                360
551029149                                        NEW ORLEANS                                    LA        70117       Primary            2-4 Units Attached                  360                360
551029198                                        HIDEAWAY                                       TX        75771       Primary            PUD Detached                        360                360
551029359                                        SPRING                                         TX        77379       Primary            Single Family Detached              360                360
551029546                                        CANTON                                         TX        75103       Primary            Single Family Detached              360                360
551030586                                        GORDONVILLE                                    TX        76245       Primary            Single Family Detached              360                360
571022069                                        NAPLES                                         FL        34112       Primary            Single Family Detached              360                360
581013182                                        CHICO                                          CA        95928       Primary            Single Family Detached              360                355
581014116                                        BASS LAKE                                      CA        93604       Primary            Single Family Detached              360                356
581014627                                        GARDNERVILLE                                   NV        89460       Primary            Single Family Detached              360                356
581014728                                        LIVERMORE                                      CA        94551       Primary            Single Family Detached              360                357
581014751                                        CORONA                                         CA        92881       Primary            Single Family Detached              360                357
581014806                                        REDWOOD CITY                                   CA        94063       Primary            Single Family Detached              360                357
581014851                                        BRENTWOOD                                      CA        94513       Primary            Single Family Detached              360                358
581014881                                        TURLOCK                                        CA        95382       Primary            Single Family Detached              360                357
581014958                                        SAN FRANCISCO                                  CA        94112       Primary            Condo Low-Rise Attached             360                357
581014973                                        SAN JOSE                                       CA        95122       Primary            Single Family Detached              360                357
581015028                                        MOUNTAIN HOUSE                                 CA        95391       Primary            Single Family Detached              360                357
581015070                                        LINCOLN                                        CA        95648       Primary            Single Family Detached              360                357
581015105                                        PARADISE VALLEY                                AZ        85253       Primary            Single Family Detached              360                357
581015119                                        CAMERON PARK                                   CA        95682       Primary            Single Family Detached              360                357
581015121                                        SACRAMENTO                                     CA        95829       Primary            Single Family Detached              360                357
581015133                                        VACAVILLE                                      CA        95687       Primary            Single Family Detached              360                357
581015282                                        ELK GROVE                                      CA        95757       Primary            Single Family Detached              360                357
581015287                                        EAGLE                                          CO        81631       Primary            PUD Detached                        360                358
581015373                                        GILBERT                                        AZ        85296       Primary            PUD Detached                        360                357
581015425                                        SANTA ROSA                                     CA        95401       Primary            Single Family Detached              360                358
581015445                                        ANTIOCH                                        CA        94509       Primary            Single Family Detached              360                358
581015494                                        MONTEBELLO                                     CA        90640       Primary            Single Family Detached              360                358
581015589                                        STOCKTON                                       CA        95206       Primary            Single Family Detached              360                358
581015602                                        ANTELOPE                                       CA        95843       Primary            Single Family Detached              360                358
581015679                                        REDDING                                        CA        96002       Primary            Single Family Detached              360                358
581015688                                        SAN JOSE                                       CA        95116       Primary            Single Family Detached              360                358
581015780                                        SHINGLE SPRINGS                                CA        95682       Primary            Single Family Detached              360                359
581015781                                        OAKLAND                                        CA        94603       Primary            Single Family Detached              360                358
581015783                                        DUBLIN                                         CA        94568       Primary            Condo Low-Rise Attached             360                358
581015797                                        PITTSBURG                                      CA        94565       Primary            Single Family Detached              360                358
581015854                                        OJAI                                           CA        93023       Primary            Single Family Detached              360                358
581015951                                        WILLIAMS                                       CA        95987       Primary            Single Family Detached              360                358
581015973                                        SAN RAMON                                      CA        94583       Primary            Single Family Detached              360                358
581015979                                        HAYWARD                                        CA        94541       Primary            Single Family Detached              360                358
581016134                                        LOS ANGELES                                    CA        90018       Primary            Single Family Detached              360                358
581016168                                        RIVERSIDE                                      CA        92508       Primary            Single Family Detached              360                359
581016173                                        NEWCASTLE                                      CA        95658       Primary            Single Family Detached              360                358
581016193                                        ALBANY                                         OR        97321       Primary            Single Family Detached              360                359
581016210                                        SAN JOSE                                       CA        95133       Primary            Single Family Detached              360                358
581016222                                        SANTA ROSA                                     CA        95407       Primary            Single Family Detached              360                359
581016236                                        SAN JOSE                                       CA        95148       Primary            Single Family Detached              360                359
581016244                                        DANVILLE                                       CA        94526       Primary            PUD Detached                        360                358
581016269                                        DALY CITY                                      CA        94014       Primary            Single Family Detached              360                358
581016294                                        LOS ANGELES                                    CA        90063       Primary            2-4 Units Detached                  360                358
581016312                                        FREMONT                                        CA        94538       Primary            Single Family Detached              360                359
581016326                                        HAYWARD                                        CA        94541       Primary            Single Family Detached              360                359
581016387                                        ANTIOCH                                        CA        94509       Primary            Single Family Detached              360                359
581016411                                        OREGON CITY                                    OR        97045       Primary            Single Family Detached              360                359
581016433                                        BUCKEYE                                        AZ        85396       Primary            PUD Detached                        360                359
581016440                                        SAN MATEO                                      CA        94402       Primary            Single Family Detached              360                359
581016443                                        DENAIR                                         CA        95316       Primary            Single Family Detached              360                359
581016451                                        EAGLE CREEK                                    OR        97022       Primary            Single Family Detached              360                359
581016460                                        ANTIOCH                                        CA        94531       Primary            Single Family Detached              360                359
581016496                                        PLACERVILLE                                    CA        95667       Primary            PUD Detached                        360                359
581016505                                        TAHOE VISTA                                    CA        96148       Primary            Single Family Detached              360                359
581016540                                        SALINAS                                        CA        93907       Primary            Single Family Detached              360                359
581016541                                        ANTIOCH                                        CA        94509       Primary            Single Family Detached              360                359
581017099                                        COOL                                           CA        95614       Primary            PUD Detached                        360                359
581017122                                        CASTLE ROCK                                    CO        80104       Primary            Single Family Detached              360                359
581017155                                        COLORADO SPRINGS                               CO        80906       Primary            Single Family Detached              360                359
581017170                                        COMMERCE CITY                                  CO        80022       Primary            Condo Low-Rise Attached             360                359
581017197                                        MACON                                          GA        31217       Primary            Single Family Detached              360                359
581017247                                        ELBERT                                         CO        80106       Primary            Single Family Detached              360                359
581017254                                        CASPER                                         WY        82609       Primary            Single Family Detached              360                359
581017258                                        GRAND JUNCTION                                 CO        81503       Primary            Single Family Detached              360                359
581017280                                        GRAND JUNCTION                                 CO        81504       Primary            Single Family Detached              360                359
581017352                                        BAKERSFIELD                                    CA        93312       Non-owner          Single Family Detached              360                359
581017397                                        MILPITAS                                       CA        95035       Primary            Single Family Detached              360                359
581017415                                        CENTENNIAL                                     CO        80112       Primary            Single Family Detached              360                360
581017449                                        RAMONA                                         CA        92065       Primary            Single Family Detached              360                359
581017464                                        SAN DIEGO                                      CA        92115       Primary            Condo Low-Rise Attached             360                359
581017468                                        ESCALON                                        CA        95320       Primary            Single Family Detached              360                359
581017477                                        SPARKS                                         NV        89434       Primary            Single Family Detached              360                359
581017528                                        WOODLAND                                       CA        95776       Primary            Single Family Detached              360                359
581017566                                        ESCALON                                        CA        95320       Primary            Single Family Detached              360                359
581017587                                        LAKEWOOD                                       CO        80215       Primary            2-4 Units Attached                  360                359
581017630                                        ARVADA                                         CO        80002       Primary            Single Family Detached              360                359
581017645                                        LYONS                                          CO        80540       Primary            PUD Detached                        360                359
581017690                                        INGLEWOOD                                      CA        90305       Primary            Single Family Detached              360                359
581017742                                        SYLMAR                                         CA        91342       Primary            Single Family Detached              360                360
581017822                                        BOULDER CREEK                                  CA        95006       Primary            Single Family Detached              360                359
581017863                                        GALT                                           CA        95632       Primary            Single Family Detached              360                359
581017868                                        HERCULES                                       CA        94547       Primary            Single Family Detached              360                359
581017873                                        FOLSOM                                         CA        95630       Primary            Single Family Detached              360                359
581017890                                        VALLEJO                                        CA        94589       Primary            Single Family Detached              360                360
581017915                                        PARKER                                         CO        80138       Primary            Single Family Detached              360                360
581017930                                        THORNTON                                       CO        80241       Primary            PUD Detached                        360                360
581018035                                        SACRAMENTO                                     CA        95838       Primary            Single Family Detached              360                359
581018167                                        SAINT HELENA                                   CA        94574       Primary            Single Family Detached              360                360
581018171                                        PARKER                                         CO        80134       Primary            Single Family Detached              360                359
581018186                                        OAKLAND                                        CA        94619       Primary            Single Family Detached              360                360
581018311                                        WALNUT CREEK                                   CA        94597       Primary            Single Family Detached              360                360
581018321                                        CORTEZ                                         CO        81321       Primary            Single Family Detached              360                360
581018594                                        DENVER                                         CO        80231       Primary            Single Family Detached              360                360
581018614                                        SHORELINE                                      WA        98133       Primary            Single Family Detached              360                360
581019451                                        STEVENS POINT                                  WI        54481       Primary            Single Family Detached              360                360
611026228                                        LAKE RONKONKOMA                                NY        11779       Primary            Single Family Detached              360                356
621018184                                        POMPANO BEACH                                  FL        33069       Non-owner          Single Family Detached              360                353
621019523                                        SUNRISE                                        FL        33351       Primary            Single Family Detached              360                357
621019801                                        POMPANO BEACH                                  FL        33060       Primary            Single Family Detached              360                356
621019827                                        HOMESTEAD                                      FL        33031       Primary            Single Family Detached              360                356
621020134                                        HOLLYWOOD                                      FL        33024       Primary            Single Family Detached              360                357
621020263                                        MIAMI                                          FL        33013       Primary            Single Family Detached              360                356
621020272                                        DORAL                                          FL        33166       Primary            Condo Low-Rise Attached             360                356
621020363                                        HOMESTEAD                                      FL        33033       Primary            Single Family Detached              360                356
621020444                                        LAND O LAKES                                   FL        34639       Primary            Single Family Detached              360                357
621020504                                        PORT ORANGE                                    FL        32129       Primary            Single Family Detached              360                357
621020539                                        MIAMI                                          FL        33176       Primary            Single Family Detached              360                357
621020573                                        HIALEAH                                        FL        33015       Primary            Single Family Detached              360                357
621020625                                        SEBRING                                        FL        33876       Primary            PUD Detached                        360                357
621020641                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                358
621020696                                        PORT ORANGE                                    FL        32127       Primary            Single Family Detached              360                357
621020786                                        OAKLAND PARK                                   FL        33309       Primary            PUD Detached                        360                357
621020858                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                357
621020954                                        ORLANDO                                        FL        32809       Primary            Condo Conversion Attached           360                357
621021170                                        WEST PALM BEACH                                FL        33409       Primary            Single Family Detached              360                358
621021245                                        PALM BEACH GARDENS                             FL        33410       Primary            Condo Low-Rise Attached             360                358
621021382                                        MELBOURNE                                      FL        32934       Primary            Single Family Attached              360                359
621021392                                        NAPLES                                         FL        34110       Primary            Condo Low-Rise Attached             360                358
621021436                                        MIAMI                                          FL        33169       Primary            Single Family Detached              360                358
621021441                                        MIAMI                                          FL        33142       Primary            Single Family Detached              360                359
621021444                                        MIAMI                                          FL        33142       Primary            Single Family Detached              360                359
621021456                                        MIAMI                                          FL        33196       Primary            Condo Conversion Attached           360                358
621021491                                        JACKSONVILLE                                   FL        32210       Primary            Single Family Detached              360                358
621021593                                        MIAMI                                          FL        33181       Primary            Condo High-Rise Attached            360                359
621021603                                        FT LAUDERDALE                                  FL        33317       Primary            Single Family Detached              360                358
621021649                                        PEMBROKE PINES                                 FL        33029       Primary            PUD Detached                        360                359
621021677                                        BELLEVIEW                                      FL        34420       Primary            Single Family Detached              360                358
621021729                                        DAVIE                                          FL        33328       Primary            Condo Conversion Attached           360                359
621021787                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                358
621021843                                        FORT LAUDERDALE                                FL        33312       Primary            Single Family Detached              360                358
621021868                                        CAPE CORAL                                     FL        33909       Primary            Single Family Detached              360                359
621021869                                        NORTH MIAMI                                    FL        33168       Primary            Single Family Detached              360                359
621021891                                        MIAMI                                          FL        33138       Non-owner          Single Family Detached              360                358
621021893                                        FORT PIERCE                                    FL        34947       Primary            Single Family Detached              360                358
621021964                                        PEMBROKE PINES                                 FL        33025       Non-owner          Condo Conversion Attached           360                360
621021976                                        GREENACRES                                     FL        33463       Primary            PUD Detached                        360                358
621021988                                        MIAMI                                          FL        33185       Primary            Single Family Detached              360                358
621022025                                        MIAMI                                          FL        33055       Primary            Single Family Attached              360                359
621022032                                        MIAMI                                          FL        33182       Primary            Single Family Detached              360                358
621022129                                        WESTON                                         FL        33326       Primary            PUD Detached                        360                358
621022133                                        WEST PALM BEACH                                FL        33401       Primary            Single Family Detached              360                359
621022193                                        JACKSONVILLE                                   FL        32246       Primary            Single Family Detached              360                359
621022221                                        LEHIGH ACRES                                   FL        33971       Primary            Single Family Detached              360                359
621022238                                        CAPE CORAL                                     FL        33993       Primary            Single Family Detached              360                359
621022259                                        MADISON                                        NJ        07940       Primary            Single Family Detached              360                359
621022260                                        MIAMI                                          FL        33147       Primary            Single Family Detached              360                359
621022262                                        FLORIDA CITY                                   FL        33034       Primary            Single Family Detached              360                359
621022265                                        BONITA SPRINGS                                 FL        34135       Primary            Single Family Detached              360                359
621022292                                        PORT ST LUCIE                                  FL        34953       Primary            Single Family Detached              360                358
621022363                                        MIAMI                                          FL        33157       Non-owner          Single Family Detached              360                359
621022388                                        JACKSONVILLE                                   FL        32208       Primary            Single Family Detached              360                360
621022394                                        FORT PIERCE                                    FL        34982       Primary            Single Family Detached              360                359
621022404                                        MIAMI LAKES                                    FL        33014       Primary            Single Family Detached              360                359
621022440                                        MIAMI                                          FL        33162       Primary            Single Family Detached              360                359
621022448                                        HIALEAH                                        FL        33012       Primary            Single Family Detached              360                359
621022464                                        JACKSONVILLE                                   FL        32210       Non-owner          Single Family Detached              360                359
621022476                                        MIAMI                                          FL        33184       Primary            Condo Low-Rise Attached             360                359
621022494                                        PORT SAINT LUCIE                               FL        34953       Primary            Single Family Detached              360                359
621022507                                        MIAMI                                          FL        33147       Primary            Single Family Detached              360                359
621022540                                        MIAMI BEACH                                    FL        33139       Primary            Condo Low-Rise Attached             360                359
621022589                                        WEST PALM BEACH                                FL        33412       Primary            Single Family Detached              360                360
621022602                                        GREEN COVE SPRINGS                             FL        32043       Primary            Single Family Detached              360                360
621022604                                        LEHIGH ACRES                                   FL        33971       Primary            2-4 Units Attached                  360                359
621022633                                        LAKE WORTH                                     FL        33460       Primary            Single Family Detached              360                360
621022703                                        JACKSONVILLE                                   FL        32208       Primary            Single Family Detached              360                360
621022723                                        PORT SAINT LUCIE                               FL        34983       Primary            Single Family Detached              360                360
621022761                                        MIAMI                                          FL        33157       Primary            Single Family Detached              360                359
621022775                                        MIAMI                                          FL        33157       Primary            Single Family Detached              360                359
621022800                                        LEHIGH ACRES                                   FL        33936       Primary            Single Family Detached              360                359
621022872                                        FORT LAUDERDALE                                FL        33304       Primary            Condo Low-Rise Attached             360                360
621022897                                        NORTH PLAINFIELD                               NJ        07060       Primary            Single Family Detached              360                359
621022935                                        SPRING HILL                                    FL        34606       Primary            Single Family Detached              360                359
621022974                                        PEMBROKE PINES                                 FL        33023       Primary            Single Family Detached              360                359
621022989                                        DELTONA                                        FL        32738       Primary            Single Family Detached              360                360
621023060                                        MIAMI                                          FL        33145       Primary            Single Family Detached              360                360
621023066                                        BRANDON                                        FL        33511       Primary            Single Family Detached              360                359
621023076                                        MIAMI                                          FL        33183       Primary            Single Family Detached              360                359
621023145                                        PEMBROKE PINES                                 FL        33029       Primary            PUD Detached                        360                360
621023214                                        JACKSONVILLE                                   FL        32225       Primary            Single Family Detached              360                360
621023223                                        DAYTONA BEACH                                  FL        32117       Primary            Single Family Detached              360                360
621023283                                        TALLAHASSEE                                    FL        32303       Primary            Single Family Detached              360                360
621023303                                        LAUDERDALE LAKES                               FL        33313       Primary            Single Family Detached              360                360
621023311                                        CORAL SPRINGS                                  FL        33065       Primary            2-4 Units Detached                  360                360
621023385                                        WILTON MANORS                                  FL        33311       Primary            Single Family Detached              360                360
621023468                                        CARMEL                                         IN        46032       Primary            Single Family Detached              360                360
621023585                                        MIAMI                                          FL        33155       Primary            Single Family Detached              360                360
621023702                                        HIALEAH                                        FL        33015       Primary            Single Family Detached              360                360
621023705                                        MIRANAR                                        FL        33029       Primary            Single Family Detached              360                360
621024185                                        JACKSONVILE                                    FL        32219       Primary            Single Family Detached              360                360
631015565                                        VACAVILLE AREA                                 CA        95688       Primary            Single Family Detached              360                357
631015679                                        BYRON                                          CA        94514       Primary            Single Family Detached              360                356
631015936                                        UNINCORPORATED AREA OF MURRIETA                CA        92562       Primary            Single Family Detached              360                357
631016095                                        VENTURA                                        CA        93003       Primary            Single Family Detached              360                357
651023074                                        LANHAM                                         MD        20706       Primary            PUD Detached                        360                356
651023540                                        WESTFIELD                                      IN        46074       Primary            Single Family Detached              360                356
661019651                                        PALMDALE                                       CA        93551       Primary            Single Family Detached              360                357
661019700                                        APPLE VALLEY                                   CA        92307       Primary            Single Family Detached              360                357
661020082                                        CARSON                                         CA        90745       Primary            Single Family Detached              360                358
661020166                                        LAS VEGAS                                      NV        89121       Primary            PUD Detached                        360                356
661020227                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                357
661020239                                        LAWNDALE                                       CA        90260       Primary            Condo Low-Rise Attached             360                357
661020355                                        REDMOND                                        WA        98052       Primary            PUD Detached                        360                357
661020557                                        EARLIMART                                      CA        93219       Primary            Single Family Detached              360                357
661020613                                        GOLDEN                                         CO        80403       Primary            Single Family Detached              360                357
661020817                                        LA QUINTA                                      CA        92253       Primary            Single Family Detached              360                357
661020833                                        CUTLER                                         CA        93615       Primary            Single Family Detached              360                357
661020874                                        PALMDALE                                       CA        93551       Primary            Single Family Detached              360                357
661020906                                        IRVINE                                         CA        92604       Primary            Single Family Detached              360                357
661020935                                        RIVERSIDE                                      CA        92509       Primary            Single Family Detached              360                357
661020997                                        PALMDALE                                       CA        93552       Primary            Single Family Detached              360                357
661021055                                        VISALIA                                        CA        93291       Primary            Single Family Detached              360                358
661021064                                        PITTSBURG                                      CA        94565       Primary            Single Family Detached              360                358
661021095                                        SAN FERNANDO                                   CA        91340       Primary            Single Family Detached              360                357
661021116                                        LOS ANGELES                                    CA        91316       Non-owner          Condo Low-Rise Attached             360                358
661021155                                        LOS ANGELES                                    CA        91335       Primary            Single Family Detached              360                358
661021173                                        MORENO VALLEY                                  CA        92555       Primary            Single Family Detached              360                357
661021195                                        HAYWARD                                        CA        94541       Primary            Single Family Detached              360                357
661021239                                        PLEASANTON                                     CA        94566       Primary            Single Family Detached              360                358
661021314                                        CERRITOS                                       CA        90703       Primary            Single Family Detached              360                358
661021343                                        BALDWIN PARK                                   CA        91706       Primary            Single Family Detached              360                358
661021377                                        SAN FRANCISCO                                  CA        94112       Primary            Single Family Attached              360                357
661021435                                        SIMI VALLEY                                    CA        93063       Primary            Single Family Detached              360                357
661021472                                        LONG BEACH                                     CA        90805       Primary            Single Family Detached              360                358
661021515                                        MORENO VALLEY                                  CA        92557       Primary            Single Family Detached              360                359
661021566                                        FRESNO                                         CA        93722       Primary            Single Family Detached              360                358
661021625                                        LOS ANGELES                                    CA        90022       Primary            Single Family Detached              360                358
661021713                                        LOS ANGELES                                    CA        90003       Primary            Single Family Detached              360                359
661021762                                        LOS ANGELES                                    CA        90062       Primary            Single Family Detached              360                358
661021835                                        LOS ANGELES                                    CA        90068       Primary            Single Family Detached              360                358
661021837                                        ARCADIA                                        CA        91006       Primary            Single Family Detached              360                359
661021906                                        INGLEWOOD                                      CA        90302       Primary            Condo Low-Rise Attached             360                358
661021937                                        NUEVO                                          CA        92567       Primary            Single Family Detached              360                359
661021940                                        NUEVO                                          CA        92567       Primary            Single Family Detached              360                359
661021998                                        PITTSBURG                                      CA        94565       Primary            Single Family Detached              360                359
661022027                                        LA HABRA                                       CA        90631       Primary            Single Family Detached              360                358
661022044                                        LOS ANGELES                                    CA        91335       Primary            Single Family Detached              360                358
661022074                                        BERKELEY                                       CA        94703       Non-owner          2-4 Units Detached                  360                358
661022085                                        MARINA DEL REY                                 CA        90292       Primary            Condo Low-Rise Attached             360                358
661022095                                        CHINO                                          CA        91709       Non-owner          Single Family Detached              360                359
661022132                                        CORONA                                         CA        92880       Primary            Single Family Detached              360                359
661022162                                        RIALTO                                         CA        92377       Primary            Single Family Detached              360                358
661022205                                        BAKERSFIELD                                    CA        93304       Primary            Single Family Detached              360                358
661022216                                        PALMDALE                                       CA        93553       Primary            Single Family Detached              360                359
661022275                                        LOS ANGELES                                    CA        91042       Primary            Single Family Detached              360                359
661022298                                        PHOENIX                                        AZ        85035       Primary            Single Family Detached              360                359
661022311                                        LOS ANGELES                                    CA        90026       Primary            2-4 Units Attached                  360                359
661022372                                        WESTLAKE VILLAGE                               CA        91362       Primary            Condo Low-Rise Attached             360                358
661022403                                        CHULA VISTA                                    CA        91911       Primary            Single Family Detached              360                359
661022429                                        WEST COVINA                                    CA        91792       Primary            Single Family Detached              360                359
661022451                                        COVINGTON                                      GA        30016       Primary            PUD Detached                        360                359
661022469                                        CASTAIC                                        CA        91384       Primary            Single Family Detached              360                358
661022475                                        OXNARD                                         CA        93033       Non-owner          Single Family Detached              360                359
661022482                                        APPLE VALLEY                                   CA        92308       Primary            Single Family Detached              360                359
661022486                                        SAN FERNANDO                                   CA        91340       Primary            Single Family Detached              360                359
661022490                                        ADELANTO                                       CA        92301       Non-owner          Single Family Detached              360                359
661022491                                        BAKERSFIELD                                    CA        93309       Primary            Single Family Detached              360                358
661022505                                        LOS ANGELES                                    CA        91342       Primary            Single Family Detached              360                359
661022554                                        VICTORVILLE                                    CA        92394       Primary            Single Family Detached              360                359
661022607                                        BALDWIN PARK                                   CA        91706       Primary            Single Family Detached              360                359
661022636                                        BAKERSFIELD                                    CA        93306       Primary            Single Family Detached              360                359
661022649                                        VICTORVILLE                                    CA        92394       Primary            Single Family Detached              360                359
661022654                                        ATLANTA                                        GA        30342       Primary            Single Family Detached              360                359
661022672                                        CABAZON                                        CA        92230       Primary            Single Family Detached              360                360
661022746                                        HESPERIA                                       CA        92345       Primary            Single Family Detached              360                359
661022819                                        OCEANSIDE                                      CA        92054       Primary            Single Family Detached              360                359
661022895                                        HUNTINGTON BEACH                               CA        92646       Non-owner          Single Family Detached              360                359
661022912                                        TEMECULA                                       CA        92592       Primary            Single Family Detached              360                359
661022973                                        LOS ANGELES                                    CA        90020       Primary            Condo Low-Rise Attached             360                359
661022992                                        VENTURA                                        CA        93004       Primary            PUD Detached                        360                359
661023019                                        CUDAHY                                         CA        90201       Primary            Single Family Detached              360                359
661023026                                        NORCO                                          CA        92860       Primary            Single Family Detached              360                359
661023035                                        MIRA LOMA                                      CA        91752       Primary            Single Family Detached              360                360
661023046                                        LOS ANGELES                                    CA        90033       Primary            Single Family Detached              360                359
661023078                                        FRESNO                                         CA        93704       Primary            Single Family Detached              360                359
661023087                                        MORENO VALLEY                                  CA        92551       Primary            Single Family Detached              360                359
661023126                                        REDLANDS                                       CA        92374       Primary            Single Family Detached              360                360
661023178                                        SAN BERNARDINO                                 CA        92411       Primary            Single Family Detached              360                359
661023241                                        HESPERIA                                       CA        92345       Non-owner          Single Family Detached              360                359
661023344                                        FONTANA                                        CA        92335       Primary            Single Family Detached              360                360
661023370                                        BAKERSFIELD                                    CA        93308       Primary            Single Family Detached              360                359
661023386                                        ATWATER                                        CA        95301       Primary            Single Family Detached              360                359
661023395                                        WEST COVINA                                    CA        91791       Primary            Single Family Detached              360                360
661023417                                        COMPTON                                        CA        90222       Primary            Single Family Detached              360                360
661023432                                        NORCO                                          CA        92860       Primary            Single Family Detached              360                360
661023478                                        NORTH HILLS                                    CA        91343       Primary            Condo Low-Rise Attached             360                360
661023496                                        SYLMAR                                         CA        91342       Primary            Single Family Detached              360                360
661023497                                        NORTH HILLS                                    CA        91343       Primary            Single Family Detached              360                360
661023517                                        RANCHO CUCAMONGA                               CA        91739       Primary            PUD Detached                        360                360
661023697                                        YUCAIPA                                        CA        92399       Primary            Single Family Detached              360                360
661023753                                        CATHEDRAL CITY                                 CA        92234       Primary            Single Family Detached              360                360
661023780                                        LOS ANGELES                                    CA        90002       Non-owner          Single Family Detached              360                360
661023816                                        CERRITOS                                       CA        90703       Primary            Single Family Detached              360                360
661024115                                        LOS ANGELES                                    CA        90016       Primary            Condo Low-Rise Attached             360                360
671014482                                        SAN MATEO                                      CA        94401       Primary            2-4 Units Detached                  360                353
671015048                                        DALY CITY                                      CA        94015       Primary            Single Family Detached              360                354
671015231                                        SAN JOSE                                       CA        95111       Primary            Single Family Detached              360                354
671016068                                        OAKLAND                                        CA        94603       Primary            2-4 Units Detached                  360                356
671016167                                        OAKLAND                                        CA        94621       Primary            2-4 Units Detached                  360                356
671016260                                        SAN JOSE                                       CA        95123       Primary            Single Family Detached              360                356
671016335                                        SANTA CRUZ                                     CA        95060       Primary            Single Family Detached              360                356
671016471                                        DELHI                                          CA        95315       Primary            Single Family Detached              360                357
671016502                                        FAIRFIELD                                      CA        94533       Primary            PUD Detached                        360                357
671016519                                        DINUBA                                         CA        93618       Primary            Single Family Detached              360                356
671016550                                        STOCKTON                                       CA        95206       Primary            Single Family Detached              360                357
671016600                                        SALINAS                                        CA        93906       Primary            Single Family Detached              360                358
671016637                                        LOS ANGELES                                    CA        90019       Primary            Single Family Detached              360                357
671016654                                        ANTIOCH                                        CA        94531       Primary            Single Family Detached              360                357
671016665                                        SANTA CLARA                                    CA        95051       Primary            Single Family Detached              360                357
671016710                                        DUBLIN                                         CA        94568       Primary            PUD Detached                        360                357
671016725                                        SAN JOSE                                       CA        95148       Primary            Single Family Detached              360                357
671016738                                        EAST PALO ALTO                                 CA        94303       Primary            Single Family Detached              360                357
671016789                                        SAN FRANCISCO                                  CA        94134       Primary            Single Family Attached              360                357
671016793                                        COSTA MESA                                     CA        92626       Primary            Single Family Detached              360                358
671016819                                        MONTEREY                                       CA        93940       Primary            PUD Attached                        360                357
671016828                                        HAYWARD                                        CA        94544       Primary            Single Family Detached              360                357
671016847                                        SAN JOSE                                       CA        95127       Primary            Single Family Detached              360                357
671016889                                        PITTSBURG                                      CA        94565       Primary            Single Family Detached              360                358
671016919                                        WEST COVINA                                    CA        91792       Primary            Single Family Detached              360                357
671016967                                        MONTEREY PARK                                  CA        91754       Primary            Single Family Detached              360                357
671017004                                        SALINAS                                        CA        93906       Primary            Single Family Detached              360                357
671017039                                        RICHMOND                                       CA        94805       Primary            2-4 Units Detached                  360                358
671017095                                        SOUTH SAN FRANCISCO                            CA        94080       Non-owner          Single Family Detached              360                357
671017099                                        LOS ANGELES                                    CA        91324       Primary            Single Family Detached              360                357
671017132                                        SEASIDE                                        CA        93955       Primary            Single Family Detached              360                357
671017139                                        LATHROP                                        CA        95330       Primary            Single Family Detached              360                358
671017225                                        TURLOCK                                        CA        95382       Primary            Single Family Detached              360                359
671017243                                        VALLEJO                                        CA        94591       Primary            Single Family Detached              360                358
671017260                                        PETALUMA                                       CA        94954       Primary            Single Family Detached              360                358
671017360                                        RIVERSIDE                                      CA        92508       Primary            PUD Detached                        360                358
671017386                                        FREMONT                                        CA        94555       Primary            Single Family Detached              360                359
671017431                                        UNION CITY                                     CA        94587       Primary            Single Family Detached              360                358
671017439                                        REDWOOD CITY                                   CA        94061       Primary            Single Family Detached              360                358
671017489                                        LA HONDA                                       CA        94020       Primary            Single Family Detached              360                358
671017496                                        DALY CITY                                      CA        94014       Primary            Single Family Attached              360                359
671017504                                        MODESTO                                        CA        95358       Primary            Single Family Detached              360                358
671017509                                        SOUTH SAN FRANCISCO                            CA        94080       Primary            Single Family Detached              360                358
671017559                                        SAN JOSE                                       CA        95131       Non-owner          Single Family Detached              360                358
671017582                                        PLEASANTON                                     CA        94588       Primary            PUD Detached                        360                358
671017590                                        SAN FRANCISCO                                  CA        94124       Primary            Single Family Attached              360                359
671017602                                        UNION CITY                                     CA        94587       Primary            Single Family Detached              360                358
671017608                                        SAN DIEGO                                      CA        92115       Primary            Condo Conversion Attached           360                359
671017618                                        TRACY                                          CA        95376       Primary            Single Family Detached              360                358
671017689                                        SAN JOSE                                       CA        95116       Primary            Single Family Detached              360                359
671017716                                        SALINAS                                        CA        93906       Primary            Single Family Detached              360                358
671017725                                        SAN FRANCISCO                                  CA        94124       Non-owner          Condo Low-Rise Attached             360                359
671017736                                        NEWARK                                         CA        94560       Primary            Single Family Detached              360                358
671017773                                        DALY CITY                                      CA        94014       Primary            Single Family Attached              360                359
671017774                                        SAN JOSE                                       CA        95148       Primary            Single Family Detached              360                359
671017794                                        ANAHEIM                                        CA        92806       Primary            Single Family Detached              360                358
671017805                                        HAYWARD                                        CA        94544       Primary            Single Family Detached              360                359
671017855                                        SOUTH SAN FRANCISCO                            CA        94080       Primary            Single Family Detached              360                359
671017904                                        MODESTO                                        CA        95351       Primary            Single Family Detached              360                359
671017927                                        THOUSAND OAKS                                  CA        91360       Primary            Single Family Detached              360                358
671017939                                        OAKLAND                                        CA        94605       Primary            Single Family Detached              360                359
671017960                                        RICHMOND                                       CA        94804       Primary            Single Family Detached              360                359
671017964                                        SAN FRANCISCO                                  CA        94112       Primary            Single Family Detached              360                359
671017999                                        SAN FRANCISCO                                  CA        94124       Primary            Single Family Attached              360                359
671018025                                        LOS ANGELES                                    CA        90049       Non-owner          Condo Low-Rise Attached             360                359
671018042                                        RICHMOND                                       CA        94804       Primary            Single Family Attached              360                358
671018062                                        MONTEREY                                       CA        93940       Primary            Single Family Detached              360                359
671018093                                        DALY CITY                                      CA        94014       Primary            Single Family Detached              360                359
671018094                                        VACAVILLE                                      CA        95687       Primary            Single Family Detached              360                359
671018384                                        PINE HAVEN                                     WY        82721       Primary            Single Family Detached              360                359
671018440                                        EASTON                                         CT        06612       Primary            Single Family Detached              360                359
671018503                                        ROY                                            UT        84067       Primary            Single Family Detached              360                359
671018508                                        LOGAN                                          UT        84341       Primary            PUD Attached                        360                359
671018516                                        EAGLE MOUNTAIN                                 UT        84005       Primary            Single Family Detached              360                359
671018517                                        WEST HAVEN                                     UT        84401       Primary            Single Family Detached              360                359
671018530                                        HOOPER                                         UT        84315       Primary            Single Family Detached              360                360
671018585                                        FOSTER CITY                                    CA        94404       Primary            Single Family Detached              360                359
671018594                                        SAN RAFAEL                                     CA        94901       Primary            Single Family Detached              360                359
671018603                                        CAVE CREEK                                     AZ        85331       Primary            Single Family Detached              360                360
671018647                                        RIVERTON                                       UT        84065       Primary            Single Family Detached              360                359
671018697                                        MILPITAS                                       CA        95035       Primary            2-4 Units Detached                  360                359
671018706                                        RIVERTON                                       UT        84065       Primary            Single Family Detached              360                359
671018723                                        PLEASANT VIEW                                  UT        84414       Primary            Single Family Detached              360                359
671018764                                        GILROY                                         CA        95020       Primary            Single Family Detached              360                359
671018784                                        MAGNA                                          UT        84044       Primary            Single Family Detached              360                359
671018801                                        MANTECA                                        CA        95336       Primary            Single Family Detached              360                359
671018804                                        GILROY                                         CA        95020       Non-owner          PUD Detached                        360                359
671018810                                        SAN JOSE                                       CA        95118       Primary            2-4 Units Attached                  360                359
671018812                                        TUCSON                                         AZ        85706       Non-owner          Single Family Detached              360                359
671018818                                        KENT                                           WA        98031       Primary            PUD Detached                        360                359
671018890                                        BOUNTIFUL                                      UT        84010       Primary            Single Family Detached              360                359
671018903                                        LOS ANGELES                                    CA        90019       Primary            2-4 Units Detached                  360                359
671018906                                        NEWARK                                         CA        94560       Primary            Single Family Detached              360                359
671018920                                        WEST JORDAN                                    UT        84088       Primary            Single Family Detached              360                359
671018969                                        ANTIOCH                                        CA        94509       Primary            Single Family Detached              360                359
671018985                                        SAN JOSE                                       CA        95132       Primary            Single Family Detached              360                360
671019023                                        SARATOGA SPRINGS                               UT        84045       Primary            PUD Detached                        360                359
671019025                                        SAN JOSE                                       CA        95116       Primary            Single Family Detached              360                359
671019068                                        SAN JOSE                                       CA        95123       Primary            Single Family Detached              360                359
671019114                                        PARLIER                                        CA        93648       Primary            Single Family Detached              360                360
671019161                                        SALT LAKE CITY                                 UT        84118       Primary            Single Family Detached              360                359
671019189                                        OXNARD                                         CA        93030       Primary            Single Family Detached              360                360
671019207                                        AZUSA                                          CA        91702       Primary            Condo Low-Rise Attached             360                360
671019223                                        SAN LEANDRO                                    CA        94579       Primary            Single Family Detached              360                359
671019260                                        WEST JORDAN                                    UT        84084       Primary            Single Family Detached              360                359
671019266                                        SAN JOSE                                       CA        95132       Primary            Single Family Detached              360                360
671019278                                        WEST JORDAN                                    UT        84084       Primary            Single Family Detached              360                359
671019350                                        LAS VEGAS                                      NV        89129       Primary            Single Family Detached              360                360
671019369                                        SAN JOSE                                       CA        95122       Primary            Single Family Detached              360                360
671019374                                        PLEASANT GROVE                                 UT        84062       Primary            Single Family Detached              360                360
671019503                                        AMERICAN CANYON                                CA        94503       Primary            Single Family Detached              360                360
671019515                                        LAYTON                                         UT        84040       Primary            Single Family Detached              360                360
671019875                                        SEDONA                                         AZ        86351       Non-owner          Single Family Detached              360                360
671019876                                        ALISO VIEJO                                    CA        92656       Primary            Single Family Detached              360                360
681014014                                        OTIS                                           ME        04605       Primary            Single Family Detached              360                354
691010396                                        BOWIE                                          MD        20716       Primary            Single Family Detached              360                354
691010561                                        BALTIMORE                                      MD        21239       Primary            PUD Attached                        360                355
691010726                                        UPPER MARLBORO                                 MD        20774       Primary            Condo Low-Rise Attached             360                356
691010899                                        LOCUST GROVE                                   VA        22508       Primary            PUD Detached                        360                356
701004555                                        TUSCUMBIA                                      AL        35674       Primary            Single Family Detached              360                355
741016851                                        PITTSVIEW                                      AL        36871       Primary            Single Family Detached              360                352
741017514                                        TOLEDO                                         OH        43612       Primary            Single Family Detached              360                354
761017006                                        OCONTO                                         WI        54153       Primary            Single Family Detached              360                353
761017385                                        HOLLAND                                        OH        43528       Primary            Single Family Detached              360                353
761017390                                        WINSLOW                                        IN        47598       Second Home        Single Family Detached              360                353
761017462                                        MILWAUKEE                                      WI        53215       Primary            2-4 Units Detached                  360                354
791007457                                        BETTENDORF                                     IA        52722       Primary            Single Family Detached              360                354
831048835                                        CORONA AREA                                    CA        92880       Primary            Single Family Detached              360                341
831060482                                        NORTH PALM BEACH                               FL        33408       Primary            PUD Detached                        360                346
831070810                                        WHITTIER                                       CA        90601       Primary            Single Family Detached              360                355
831072660                                        FORKS TWP.                                     PA        18040       Primary            Single Family Detached              360                356
831072755                                        LOWER TOWNSHIP                                 NJ        08204       Primary            Single Family Detached              360                356
831072863                                        LIVINGSTON                                     NJ        07039       Primary            Single Family Detached              360                357
831073224                                        CORONA                                         CA        92882       Primary            Single Family Detached              360                356
831073229                                        FULLERTON                                      CA        92833       Primary            Single Family Detached              360                357
831073489                                        RIALTO                                         CA        92376       Primary            Single Family Detached              360                357
831073610                                        PICO RIVERA                                    CA        90660       Primary            Single Family Detached              360                357
831073645                                        Westport                                       CT        06880       Primary            Single Family Detached              360                357
831073706                                        TUSTIN                                         CA        92780       Primary            Single Family Detached              360                357
831073732                                        NORTH PORT                                     FL        34287       Primary            Single Family Detached              360                357
831073733                                        NORTH PORT                                     FL        34287       Primary            Single Family Detached              360                357
831073739                                        FORT PIERCE                                    FL        34982       Primary            Single Family Detached              360                357
831073740                                        FORT PIERCE                                    FL        34982       Primary            Single Family Detached              360                357
831073790                                        OAKLAND                                        CA        94608       Non-owner          2-4 Units Detached                  360                357
831073792                                        DALY CITY                                      CA        94015       Primary            Single Family Detached              360                357
831073795                                        LOS ANGELES                                    CA        91042       Primary            Single Family Detached              360                357
831074142                                        NEWARK                                         NJ        07108       Primary            2-4 Units Detached                  360                357
831074175                                        MATAWAN                                        NJ        07747       Primary            Single Family Detached              360                357
831074246                                        SAN JOSE                                       CA        95127       Non-owner          Single Family Detached              360                357
831074247                                        SAN JOSE                                       CA        95111       Primary            Single Family Attached              360                357
831074260                                        BOCA RATON                                     FL        33496       Primary            Condo Low-Rise Attached             360                357
831074305                                        ORLANDO                                        FL        32825       Primary            Single Family Detached              360                357
831074499                                        SANFORD                                        FL        32771       Primary            PUD Detached                        360                355
831074527                                        ST CLOUD                                       FL        34769       Primary            Single Family Detached              360                357
831074531                                        ST CLOUD                                       FL        34769       Primary            Single Family Detached              360                357
831074664                                        MIAMI                                          FL        33169       Primary            Single Family Detached              360                358
831074672                                        ELMONT                                         NY        11003       Primary            Single Family Detached              360                357
831074685                                        HACKENSACK                                     NJ        07601       Primary            Single Family Detached              360                356
831074687                                        BEACH HAVEN                                    NJ        08008       Primary            Single Family Detached              360                356
831074702                                        Clinton                                        MD        20735       Primary            PUD Detached                        360                357
831074729                                        RIVERVIEW                                      FL        33569       Primary            Single Family Detached              360                358
831074731                                        HOMESTEAD                                      FL        33031       Primary            Single Family Detached              360                358
831074749                                        HOLLISTER                                      CA        95023       Primary            Single Family Detached              360                357
831074878                                        WOODSIDE                                       CA        94062       Primary            Single Family Detached              360                358
831074987                                        LOS ANGELES                                    CA        90065       Primary            Single Family Detached              360                358
831074996                                        BOCA RATON                                     FL        33496       Primary            Condo Low-Rise Attached             360                357
831074997                                        CHICAGO                                        IL        60659       Primary            2-4 Units Detached                  360                357
831074999                                        MIRAMAR                                        FL        33025       Primary            PUD Detached                        360                356
831075090                                        DOWNEY                                         CA        90241       Primary            2-4 Units Attached                  360                357
831075093                                        LOS ANGELES                                    CA        90068       Primary            Single Family Detached              360                357
831075094                                        YORBA LINDA                                    CA        92886       Primary            Single Family Detached              360                358
831075097                                        FOUNTAIN VALLEY                                CA        92708       Primary            Single Family Detached              360                358
831075103                                        RIVERSIDE                                      CA        92509       Primary            Single Family Detached              360                358
831075113                                        LOS ANGELES                                    CA        90048       Primary            Condo Low-Rise Attached             360                357
831075120                                        BROOKLYN                                       NY        11216       Non-owner          2-4 Units Attached                  360                358
831075135                                        FREDERICK                                      MD        21701       Primary            Single Family Attached              360                358
831075138                                        NOVATO                                         CA        94947       Primary            Single Family Detached              360                358
831075152                                        COLD SPRING HARBOR                             NY        11724       Primary            Single Family Detached              360                358
831075157                                        RUTHERFORD                                     NJ        07070       Non-owner          2-4 Units Detached                  360                358
831075159                                        BOCA RATON                                     FL        33431       Primary            PUD Detached                        360                358
831075177                                        MIRAMAR                                        FL        33029       Primary            PUD Detached                        360                358
831075215                                        LONG BEACH                                     CA        90815       Primary            Condo Low-Rise Attached             360                356
831075216                                        LONG BEACH                                     CA        90815       Primary            Condo Low-Rise Attached             360                356
831075223                                        TEANECK                                        NJ        07666       Primary            Single Family Detached              360                358
831075224                                        MOUNT PLEASANT                                 SC        29466       Primary            PUD Detached                        360                358
831075232                                        VERNON TWP.                                    NJ        07422       Primary            PUD Detached                        360                358
831075233                                        SPOTSYLVANIA                                   VA        22553       Primary            PUD Detached                        360                357
831075239                                        NEWTON TWP.                                    PA        19073       Primary            Single Family Detached              360                357
831075261                                        BROOMFIELD                                     CO        80020       Primary            Single Family Detached              360                357
831075265                                        BROOMFIELD                                     CO        80020       Primary            Single Family Detached              360                357
831075302                                        ELK GROVE                                      CA        95758       Primary            Single Family Detached              360                358
831075306                                        SANTA ROSA                                     CA        95401       Primary            PUD Attached                        360                357
831075314                                        SAN DIEGO                                      CA        92115       Non-owner          Single Family Detached              360                358
831075321                                        AURORA                                         CO        80013       Primary            PUD Detached                        360                356
831075322                                        AURORA                                         CO        80013       Primary            PUD Detached                        360                356
831075326                                        SAN JOSE                                       CA        95128       Primary            Single Family Detached              360                357
831075507                                        POINT PLEASANT BEACH                           NJ        08742       Second Home        Single Family Detached              360                358
831075513                                        LOS ANGELES                                    CA        90046       Primary            Single Family Detached              360                357
831075515                                        ONTARIO                                        CA        91764       Primary            Single Family Detached              360                358
831075517                                        BREA                                           CA        92821       Non-owner          Single Family Detached              360                358
831075520                                        SANTA ANA                                      CA        92704       Primary            Single Family Detached              360                359
831075522                                        WEST PALM BEACH                                FL        33401       Primary            Single Family Detached              360                358
831075573                                        GARDEN CITY                                    MI        48135       Primary            Single Family Detached              360                356
831075574                                        GARDEN CITY                                    MI        48135       Primary            Single Family Detached              360                356
831075577                                        LOS ANGELES                                    CA        91316       Primary            Single Family Detached              360                358
831075581                                        OLYMPIC VALLEY                                 CA        96146       Non-owner          PUD Detached                        360                358
831075583                                        LOS ANGELES                                    CA        91303       Primary            Single Family Detached              360                358
831075595                                        PEMBROKE PINES                                 FL        33024       Primary            PUD Attached                        360                359
831075604                                        SAN FRANCISCO                                  CA        94109       Primary            Condo Low-Rise Attached             360                359
831075628                                        UNION CITY                                     CA        94587       Primary            Single Family Detached              360                359
831075644                                        CORONA                                         CA        92881       Primary            Condo Low-Rise Attached             360                359
831075645                                        CORONA                                         CA        92881       Primary            Condo Low-Rise Attached             360                359
831075821                                        FONTANA                                        CA        92337       Primary            Single Family Detached              360                358
831075824                                        ST. LOUIS                                      MO        63123       Primary            Single Family Detached              360                359
831075845                                        LOS ANGELES                                    CA        90022       Primary            Single Family Detached              360                358
831075846                                        NORTH HOLLYWOOD AREA                           CA        91602       Primary            Single Family Detached              360                358
831075848                                        NORTH HOLLYWOOD AREA                           CA        91602       Primary            Single Family Detached              360                358
831075874                                        SOMERDALE                                      NJ        08083       Primary            Single Family Detached              360                358
831075875                                        BALTIMORE CITY                                 MD        21234       Primary            Single Family Detached              360                358
831075876                                        BRONX                                          NY        10462       Primary            2-4 Units Detached                  360                357
831075878                                        TOWNSHIP OF LIVINGSTON                         NJ        07039       Primary            Single Family Detached              360                359
831075887                                        TOWNSHIP OF GREEN                              NJ        07821       Primary            Single Family Detached              360                358
831075894                                        RIDGELY                                        MD        21660       Primary            Single Family Detached              360                359
831075922                                        WHITTIER (AREA)                                CA        90606       Primary            Single Family Detached              360                359
831075923                                        WHITTIER (AREA)                                CA        90606       Primary            Single Family Detached              360                359
831076033                                        WINSTON-SALEM                                  NC        27106       Primary            PUD Detached                        360                359
831076038                                        CHANDLER                                       AZ        85249       Primary            PUD Detached                        360                359
831076048                                        HOMESTEAD                                      FL        33032       Primary            Single Family Detached              360                359
831076072                                        MIRAMAR                                        FL        33023       Primary            Single Family Detached              360                359
831076078                                        TOMS RIVER (DOVER TWP)                         NJ        08755       Primary            Single Family Detached              360                359
831076087                                        LAUDERHILL                                     FL        33313       Primary            Condo Low-Rise Attached             360                359
831076091                                        NORTH PORT                                     FL        34286       Primary            Single Family Detached              360                359
831076093                                        PLANT CITY                                     FL        33566       Primary            Single Family Detached              360                359
831076095                                        WEST PALM BEACH                                FL        33411       Primary            PUD Detached                        360                359
831076100                                        PORT LUCIE                                     FL        34984       Primary            Single Family Detached              360                359
831076102                                        NORTH PORT                                     FL        34286       Primary            Single Family Detached              360                359
831076104                                        BRONX                                          NY        10460       Primary            2-4 Units Attached                  360                357
831076233                                        BRANFORD                                       CT        06405       Primary            2-4 Units Detached                  360                359
831076249                                        SAVANNAH                                       GA        31410       Primary            PUD Detached                        360                359
831076255                                        BROOKLYN                                       NY        11226       Primary            Single Family Attached              360                359
831076258                                        HEMET (AREA)                                   CA        92544       Primary            Single Family Detached              360                359
831076261                                        LA PUENTE                                      CA        91744       Primary            Single Family Detached              360                359
831076274                                        TWENTYNINE PALMS                               CA        92277       Primary            Single Family Detached              360                359
831076275                                        TWENTYNINE PALMS                               CA        92277       Primary            Single Family Detached              360                359
831076280                                        RIVERSIDE                                      CA        92505       Primary            PUD Detached                        360                359
831076286                                        RIVERSIDE                                      CA        92504       Primary            Single Family Detached              360                359
831076287                                        PERRIS                                         CA        92571       Primary            Single Family Detached              360                359
831076305                                        LINDENWOLD                                     NJ        08021       Primary            Single Family Detached              360                359
831076326                                        FRANKLIN                                       TN        37064       Primary            Single Family Detached              360                359
831076401                                        Cairo                                          GA        39828       Primary            Single Family Detached              360                359
831076502                                        SEFFNER                                        FL        33584       Primary            Single Family Detached              360                357
831076566                                        BOYNTON BEACH                                  FL        33426       Primary            PUD Detached                        360                359
831076568                                        OCALA                                          FL        34472       Primary            Single Family Detached              360                359
831076642                                        SICKLERVILLE                                   NJ        08081       Primary            PUD Detached                        360                359
831076902                                        TUCSON                                         AZ        85730       Primary            Single Family Detached              360                360
831076996                                        LA MIRADA (AREA)                               CA        90638       Primary            Single Family Detached              360                359
831076997                                        SAN DIMAS                                      CA        91773       Primary            PUD Attached                        360                359
831077000                                        NICHOLASVILLE                                  KY        40356       Primary            Single Family Detached              360                359
831077064                                        TUCSON                                         AZ        85716       Primary            Single Family Detached              360                359
831077067                                        SEDRO WOOLLEY                                  WA        98284       Primary            Single Family Detached              360                358
831077080                                        SEDRO WOOLLEY                                  WA        98284       Primary            Single Family Detached              360                358
831077082                                        LAS VEGAS                                      NV        89135       Primary            PUD Detached                        360                360
841022959                                        WHITE LAKE                                     MI        48386       Primary            Single Family Detached              360                356
841022964                                        ROMULUS                                        MI        48174       Primary            Single Family Detached              360                356
841024099                                        NEWPORT                                        MI        48166       Primary            Single Family Detached              360                357
841024177                                        DEXTER                                         MI        48130       Primary            Single Family Detached              360                358
841024366                                        WEST BLOOMFIELD                                MI        48324       Primary            Single Family Detached              360                358
841024486                                        INDIAN RIVER                                   MI        49749       Primary            Single Family Detached              360                358
841024650                                        DETROIT                                        MI        48219       Primary            Single Family Detached              360                359
841025026                                        GOODRICH                                       MI        48438       Primary            Single Family Detached              360                358
871007061                                        WESTWOOD                                       NJ        07675       Primary            Single Family Detached              360                357
871007190                                        IRVINGTON                                      NJ        07111       Primary            Single Family Detached              360                358
871007298                                        SOUTH OZONE PARK                               NY        11420       Primary            2-4 Units Detached                  360                358
871007305                                        NEW ROCHELLE                                   NY        10801       Primary            Single Family Detached              360                358
871007334                                        CHATHAM                                        NJ        07928       Primary            Single Family Detached              360                358
871007351                                        WINSTON SALEM                                  NC        27105       Primary            Single Family Detached              360                358
871007362                                        RIDGEFIELD PARK                                NJ        07660       Primary            Single Family Detached              360                359
951000556                                        SAINT AMANT                                    LA        70774       Primary            Single Family Detached              360                358
951000665                                        PLAINVIEW                                      NY        11803       Primary            Single Family Detached              360                358
951001053                                        PALMETTO                                       GA        30268       Primary            Single Family Detached              360                358
951001111                                        QUEENS VILLAGE                                 NY        11428       Primary            Single Family Detached              360                358
951001129                                        MARRERO                                        LA        70072       Primary            Single Family Detached              360                358
951001169                                        NAPA                                           CA        94558       Primary            Single Family Detached              360                358
951001191                                        GRIFFIN                                        GA        30224       Primary            Single Family Detached              360                358
951001207                                        NEW ORLEANS                                    LA        70122       Primary            Single Family Detached              360                358
951001239                                        LAPLACE                                        LA        70068       Primary            Single Family Detached              360                358
951001257                                        MARRERO                                        LA        70072       Primary            Single Family Detached              360                359
951001634                                        MICCO                                          FL        32976       Primary            Single Family Detached              360                358
951001659                                        BAY SHORE                                      NY        11706       Primary            Single Family Detached              360                359
951001664                                        DETROIT                                        MI        48205       Non-owner          Single Family Detached              360                359
951001690                                        DESTREHAN                                      LA        70047       Primary            Single Family Detached              360                359
951001694                                        POWDER SPRINGS                                 GA        30127       Primary            PUD Detached                        360                358
951001701                                        WINTER HAVEN                                   FL        33880       Primary            Single Family Detached              360                358
951001715                                        MARRERO                                        LA        70072       Primary            Single Family Detached              360                358
951001734                                        DETROIT                                        MI        48215       Non-owner          Single Family Detached              360                359
951001938                                        BETHEL PARK                                    PA        15102       Primary            Single Family Detached              360                359
951001970                                        LA PLACE                                       LA        70068       Primary            Single Family Detached              360                358
951001990                                        COVINGTON                                      GA        30016       Primary            PUD Detached                        360                358
951001999                                        BRUNSWICK                                      GA        31525       Primary            Single Family Detached              360                358
951002065                                        NEW ORLEANS                                    LA        70128       Primary            Single Family Detached              360                358
951002072                                        POWDER SPRINGS                                 GA        30127       Primary            PUD Detached                        360                358
951002088                                        BAY CITY                                       MI        48706       Primary            Single Family Detached              360                359
951002097                                        CLINTON TOWNSHIP                               MI        48036       Primary            Condo Low-Rise Attached             360                359
951002104                                        HAMILTON                                       MT        59840       Primary            Single Family Detached              360                359
951002287                                        PONCHATOULA                                    LA        70454       Primary            Single Family Detached              360                359
951002326                                        NEW ORLEANS                                    LA        70119       Primary            2-4 Units Detached                  360                359
951002365                                        MACOMB                                         MI        48044       Primary            Condo Low-Rise Attached             360                358
951002377                                        NEW YORK                                       NY        10029       Primary            Condo High-Rise Attached            360                359
951002384                                        NEW ORLEANS                                    LA        70131       Primary            Single Family Detached              360                360
951002425                                        BRENTWOOD                                      NY        11717       Primary            Single Family Detached              360                359
951002432                                        NEW ORLEANS                                    LA        70125       Primary            Single Family Detached              360                359
951002438                                        COVINGTON                                      LA        70433       Primary            Single Family Detached              360                359
951002493                                        FARMINGTON HILLS                               MI        48331       Primary            Single Family Detached              360                359
951002544                                        LA PLACE                                       LA        70068       Primary            Single Family Detached              360                360
951002545                                        SARATOGA SPRINGS                               NY        12866       Primary            Single Family Detached              360                360
951002561                                        PETOSKEY                                       MI        49770       Primary            Single Family Detached              360                359
951002603                                        GREENWELL SPRINGS                              LA        70739       Primary            Single Family Detached              360                359
951002605                                        STONY BROOK                                    NY        11790       Primary            Single Family Detached              360                359
951002611                                        YOUNGSVILLE                                    LA        70592       Primary            Single Family Detached              360                359
951002618                                        BERNARDSVILLE                                  NJ        07924       Primary            2-4 Units Detached                  360                360
951002692                                        METAIRIE                                       LA        70003       Primary            Single Family Detached              360                359
951002757                                        LAKE ORION                                     MI        48360       Primary            Single Family Detached              360                359
951002777                                        BLOOMFIELD                                     NJ        07003       Primary            Single Family Detached              360                359
951002851                                        BROOKLYN                                       NY        11203       Primary            2-4 Units Detached                  360                359
951002888                                        BROOKLYN                                       NY        11221       Primary            2-4 Units Detached                  360                359
951002893                                        RESERVE                                        LA        70084       Primary            Single Family Detached              360                359
951003036                                        ATLANTA                                        GA        30349       Primary            PUD Detached                        360                359
951003235                                        NORTH MIAMI                                    FL        33161       Primary            Single Family Detached              360                360
951003244                                        PORTAGE                                        MI        49002       Primary            Single Family Detached              360                360
951003253                                        CENTRAL ISLIP                                  NY        11722       Primary            Single Family Detached              360                360
951003841                                        MARIETTA                                       GA        30068       Primary            PUD Detached                        360                360
951003938                                        VAN NUYS                                       CA        91401       Primary            Single Family Detached              360                360
951004259                                        LILBURN                                        GA        30047       Primary            Single Family Detached              360                360
961073213                                        SANTEE                                         CA        92071       Primary            Single Family Detached              360                356
961075903                                        LOS ANGELES                                    CA        90016       Primary            Single Family Detached              360                357
961076137                                        FAYETTEVILLE                                   NC        28311       Primary            Single Family Detached              360                359
961076138                                        FAYETTEVILLE                                   NC        28311       Primary            Single Family Detached              360                359
961076289                                        SCOTTSDALE                                     AZ        85255       Primary            Single Family Detached              360                359
961076586                                        LOS ANGELES (VALLEY GLEN AREA)                 CA        91401       Primary            Single Family Detached              360                358
961076984                                        INDIO                                          CA        92201       Primary            PUD Detached                        360                358
961076985                                        INDIO                                          CA        92201       Primary            PUD Detached                        360                358
961076986                                        GIG HARBOR                                     WA        98335       Primary            Single Family Detached              360                359
961076988                                        MENDOTA                                        CA        93640       Primary            Single Family Detached              360                360
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       2,492      Group II                                                                                                                               358
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       6,783      TOTAL                                                                                                                               358
=======================================================================================================================================================================================================

--------------------------------------------------------------------------------------------------------------------------------------------------------------------------
   Loan Number      LTV at Orginination   Mortgage Rate    1st Payment Date    Maturity Date    Orginal Payment      Current Payment    Paid to Date    Original Balance
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045956                     84.51              6.5            1/1/2007        12/1/2036             2028.61              2028.61       4/1/2007               346500
051069009                       100             14.3           10/1/2006         9/1/2036              459.29               459.29       3/1/2007                38000
051069980                       100              9.1           11/1/2006        10/1/2036              235.43               235.43       3/1/2007                29000
051071504                       100            14.05           12/1/2006        11/1/2036              347.14               347.14       3/1/2007                29200
051071605                       100            14.46           12/1/2006        11/1/2036              378.63               378.63       3/1/2007                31000
051071664                       100             8.89           12/1/2006        11/1/2036              261.32               261.32       3/1/2007                32800
051072920                       100             13.3            1/1/2007        12/1/2036              440.58               440.58       3/1/2007                39000
051073502                     84.21            8.325            2/1/2007         1/1/2037              1151.7               1151.7       3/1/2007               160000
051073704                        80             9.25            2/1/2007         1/1/2037             1158.33              1158.33       3/1/2007               140800
051074012                        85             8.37            2/1/2007         1/1/2037              955.73               955.73       3/1/2007               125800
051074018                        80           10.975            2/1/2007         1/1/2037              1307.8               1307.8       2/1/2007               137600
051074087                        80              7.5            2/1/2007         1/1/2037             1062.81              1062.81       3/1/2007               152000
051074128                       100             13.5            2/1/2007         1/1/2037              687.25               687.25       3/1/2007                60000
051074163                     83.57            8.875            2/1/2007         1/1/2037              865.31               865.31       3/1/2007               117000
051074178                       100           12.375            2/1/2007         1/1/2037              306.69               306.69       4/1/2007                29000
051074250                        80             9.55            2/1/2007         1/1/2037             2229.49              2229.49       3/1/2007               264000
051074280                        80            10.95            2/1/2007         1/1/2037             1707.38              1707.38       3/1/2007               180000
051074425                        80             8.85            2/1/2007         1/1/2037             2492.25              2492.25       3/1/2007               328000
051074444                     36.76             9.75            3/1/2007         2/1/2037              859.15               859.15       3/1/2007               100000
051074492                     66.18              7.1            2/1/2007         1/1/2037             1414.59              1414.59       4/1/2007               225000
051074640                       100            9.225            3/1/2007         2/1/2037             1182.04              1182.04       3/1/2007               144000
051074688                       100            10.95            3/1/2007         2/1/2037              776.42               776.42       3/1/2007                84000
051074692                       100            8.805            3/1/2007         2/1/2037             1138.51              1138.51       3/1/2007               144000
061072797                       100             14.7           12/1/2006        11/1/2036              488.75               488.75       4/1/2007                39400
061074681                       100              8.7            1/1/2007        12/1/2036              203.61               203.61       3/1/2007                26000
061074694                       100             8.81            1/1/2007        12/1/2036               203.6                203.6       3/1/2007                25740
061074703                       100            8.874            2/1/2007         1/1/2037              348.46               348.46       3/1/2007                43800
061074852                        90             11.2            2/1/2007         1/1/2037               609.5                609.5       3/1/2007                63000
061074855                        80           10.425            2/1/2007         1/1/2037             1520.08              1520.08       4/1/2007               167200
061075468                        80           10.225            2/1/2007         1/1/2037             1373.56              1373.56       3/1/2007               153600
061075640                     83.98                8            2/1/2007         1/1/2037             2113.75              2113.75       3/1/2007               304000
061075654                        95             9.45            4/1/2007         3/1/2037             1002.14              1002.14       3/1/2007               119700
061075711                       100            12.75            2/1/2007         1/1/2037              326.01               326.01       3/1/2007                30000
061075811                       100            9.235            3/1/2007         2/1/2037              923.71               923.71       3/1/2007               117000
061075875                      84.9              9.3            2/1/2007         1/1/2037             1718.71              1718.71       3/1/2007               208000
061075959                        80             10.9            2/1/2007         1/1/2037              876.75               876.75       2/1/2007                92800
061075960                       100             8.74            2/1/2007         1/1/2037              256.23               256.23       4/1/2007                32600
061076098                        38              9.6            3/1/2007         2/1/2022              997.75               997.75       3/1/2007                95000
061076141                     82.25            10.65            2/1/2007         1/1/2037              609.29               609.29       3/1/2007                65800
061076191                        95           10.925            3/1/2007         2/1/2037             1420.94              1420.94       3/1/2007               150100
061076235                       100             8.88            3/1/2007         2/1/2037             1432.81              1432.81       3/1/2007               180000
061076357                        95             10.5            3/1/2007         2/1/2037             1121.01              1121.01       3/1/2007               122550
061076789                     87.86             8.35            4/1/2007         3/1/2037             1865.44              1865.44       3/1/2007               246000
061076812                        95             12.1            5/1/2007         4/1/2037              890.97               890.97       4/1/2007                85975
061076839                     79.13            8.725            3/1/2007         2/1/2037             1211.15              1211.15       3/1/2007             154303.5
061076916                       100              9.6            3/1/2007         2/1/2037              1060.2               1060.2       3/1/2007               125000
061076948                     84.22             6.99            3/1/2007         2/1/2037             1046.79              1046.79       4/1/2007               157500
061077018                        95            8.675            4/1/2007         3/1/2037             1150.54              1150.54       3/1/2007               147250
061077062                        95            12.35            4/1/2007         3/1/2037             1253.56              1253.56       4/1/2007               118750
061077101                     54.18           11.825            4/1/2007         3/1/2037             1650.15              1650.15       4/1/2007               162550
061077174                        90            7.625            4/1/2007         3/1/2037              955.52               955.52       4/1/2007               135000
061077235                       100            11.98            4/1/2007         3/1/2037               600.1                600.1       4/1/2007                59600
061077243                        80              8.3            3/1/2007         2/1/2037             2067.61              2067.61       3/1/2007               288000
061077319                        80            11.65            5/1/2007         4/1/2037             1001.75              1001.75       4/1/2007               100000
061077346                       100            11.65            3/1/2007         2/1/2037               340.6                340.6       3/1/2007                34000
061077360                     89.17            8.675            3/1/2007         2/1/2037             1045.01              1045.01       3/1/2007               140000
061077429                       100            12.23            3/1/2007         2/1/2037              862.74               862.74       4/1/2007                84000
061077473                        95           11.775            3/1/2007         2/1/2037             1425.77              1425.77       3/1/2007               140980
061077477                        74             8.82            4/1/2007         3/1/2037             1541.58              1541.58       4/1/2007               203500
061077495                        85           10.075            3/1/2007         2/1/2037             1110.96              1110.96       3/1/2007               125800
061077519                        90             6.95            3/1/2007         2/1/2037             2317.48              2317.48       4/1/2007               350100
061077565                        89             11.1            4/1/2007         3/1/2037               854.3                854.3       3/1/2007                89000
061077568                       100             9.55            3/1/2007         2/1/2037             1351.21              1351.21       3/1/2007               160000
061077612                        95           11.825            3/1/2007         2/1/2037             1426.47              1426.47       4/1/2007               143450
061077619                     96.57              8.3            3/1/2007         2/1/2037             1213.28              1213.28       4/1/2007               169000
061077628                        90            7.685            4/1/2007         3/1/2037              890.62               890.62       3/1/2007               125100
061077631                        90            7.685            4/1/2007         3/1/2037              890.62               890.62       3/1/2007               125100
061077638                        85             9.55            4/1/2007         3/1/2037              1686.9               1686.9       3/1/2007               199750
061077639                        90            12.15            4/1/2007         3/1/2037              655.31               655.31       3/1/2007                63000
061077677                        80              7.7            4/1/2007         3/1/2037             1558.17              1558.17       4/1/2007               237600
061077746                       100            9.225            3/1/2007         2/1/2037             2306.63              2306.63       3/1/2007               281000
061077756                       100           10.775            3/1/2007         2/1/2037              892.33               892.33       3/1/2007                95400
061077769                        80              8.1            4/1/2007         3/1/2037              659.56               659.56       3/1/2007                89040
061077773                     64.03            8.595            4/1/2007         3/1/2037             1663.78              1663.78       3/1/2007               214500
061077787                        95            11.15            5/1/2007         4/1/2037              2151.4               2151.4       4/1/2007               223250
061077818                       100             9.17            4/1/2007         3/1/2037             1033.28              1033.28       3/1/2007               126490
061077843                     74.46             8.35            4/1/2007         3/1/2037             1631.88              1631.88       3/1/2007               215200
061077871                        85              8.5            3/1/2007         2/1/2037             1529.37              1529.37       3/1/2007               198900
061077872                       100           11.825            4/1/2007         3/1/2037               639.4                639.4       3/1/2007                64300
061077873                     61.35             8.45            4/1/2007         3/1/2037              765.39               765.39       3/1/2007               100002
061077878                        90            9.075            4/1/2007         3/1/2037             1202.89              1202.89       4/1/2007               148500
061077895                        80            10.95            4/1/2007         3/1/2037             1069.96              1069.96       4/1/2007               112800
061077909                        89             11.4            4/1/2007         3/1/2037              682.17               682.17       3/1/2007                69420
061077911                        95             12.3            4/1/2007         3/1/2037              607.45               607.45       3/1/2007             57755.25
061077917                        90           11.425            4/1/2007         3/1/2037             1417.79              1417.79       4/1/2007               144000
061077925                     84.67              8.5            4/1/2007         3/1/2037              891.94               891.94       4/1/2007               116000
061077939                        95            11.45            4/1/2007         3/1/2037              637.26               637.26       3/1/2007                64600
061078027                       100             9.94            4/1/2007         3/1/2037             1135.08              1135.08       4/1/2007               130000
061078041                        80             9.45            4/1/2007         3/1/2037              937.67               937.67       3/1/2007               112000
061078042                     76.92              7.5            4/1/2007         3/1/2037              699.21               699.21       4/1/2007               100000
061078095                        95            9.975            4/1/2007         3/1/2037             1139.76              1139.76       3/1/2007               130150
061078097                        95             8.19            4/1/2007         3/1/2037             1394.56              1394.56       3/1/2007               186675
061078100                     66.88             7.62            3/1/2007         2/1/2037              756.97               756.97       3/1/2007               107000
061078119                        90            11.35            4/1/2007         3/1/2037              925.03               925.03       3/1/2007                94500
061078129                     78.95            11.25            4/1/2007         3/1/2037              582.76               582.76       4/1/2007                60000
061078198                        80           11.625            4/1/2007         3/1/2037              503.92               503.92       4/1/2007                50400
061078199                        95             12.2            4/1/2007         3/1/2037              525.67               525.67       3/1/2007                50350
061078203                        80           11.625            4/1/2007         3/1/2037               623.9                623.9       4/1/2007                62400
061078205                     89.86            11.75            4/1/2007         3/1/2037              671.26               671.26       4/1/2007                66500
061078228                        65             12.5            4/1/2007         3/1/2037              1921.6               1921.6       4/1/2007               180050
061078233                        80             7.05            4/1/2007         3/1/2037             1792.02              1792.02       3/1/2007               268000
061078262                        95             11.9            4/1/2007         3/1/2037              727.41               727.41       3/1/2007                71250
061078276                       100             11.7            4/1/2007         3/1/2037               774.3                774.3       3/1/2007                77000
061078302                        95           12.275            4/1/2007         3/1/2037             1185.83              1185.83       4/1/2007               112955
061078305                     82.92            8.075            4/1/2007         3/1/2037             1133.63              1133.63       3/1/2007               153400
061078309                        95            9.575            4/1/2007         3/1/2037             1125.62              1125.62       3/1/2007               133000
061078336                        95             10.8            4/1/2007         3/1/2037              507.52               507.52       3/1/2007                54150
061078353                        89            11.85            4/1/2007         3/1/2037              669.85               669.85       3/1/2007                65860
061078369                       100           11.225            4/1/2007         3/1/2037              857.89               857.89       3/1/2007                88500
061078381                     92.43              7.2            4/1/2007         3/1/2037                2052                 2052       3/1/2007               342000
061078418                        85            9.285            4/1/2007         3/1/2037             1052.15              1052.15       4/1/2007               127500
061078423                        95            9.865            4/1/2007         3/1/2037              796.63               796.63       4/1/2007                95000
061078454                        90            8.025            4/1/2007         3/1/2037             1257.72              1257.72       3/1/2007               171000
061078485                       100           10.125            5/1/2007         4/1/2037              783.17               783.17       4/1/2007                92220
061078535                      89.3            10.05            4/1/2007         3/1/2037              990.35               990.35       3/1/2007               116092
061078554                        85            11.95            4/1/2007         3/1/2037              566.18               566.18       3/1/2007                55250
061078598                        80             7.95            4/1/2007         3/1/2037              2676.5               2676.5       3/1/2007               404000
061078610                        80            7.525            4/1/2007         3/1/2037              744.92               744.92       3/1/2007               116000
061078792                        70             11.1            5/1/2007         4/1/2037             1169.14              1169.14       4/1/2007               121800
061078816                       100             9.37            4/1/2007         3/1/2037              939.47               939.47       4/1/2007               113000
061078828                        95           10.675            4/1/2007         3/1/2037             1353.03              1353.03       4/1/2007               145825
061078830                        90             12.2            5/1/2007         4/1/2037              714.12               714.12       4/1/2007                68400
061078866                     87.84            8.925            4/1/2007         3/1/2037             1039.03              1039.03       3/1/2007             130003.2
061078938                     89.99            10.15            5/1/2007         4/1/2037             1103.61              1103.61       4/1/2007               124186
061078986                        65             9.65            4/1/2007         3/1/2037             1633.36              1633.36       3/1/2007               191750
061078996                        65             8.75            4/1/2007         3/1/2037              408.08               408.08       3/1/2007                55250
061079011                        80              9.8            4/1/2007         3/1/2037              911.15               911.15       3/1/2007               105600
061079022                        95           10.425            4/1/2007         3/1/2037             1373.25              1373.25       3/1/2007               151050
061079044                        75             8.05            5/1/2007         4/1/2037             1388.63              1388.63       4/1/2007               207000
061079047                     56.39              8.8            5/1/2007         4/1/2037              592.71               592.71       4/1/2007                75000
061079050                        90            10.75            4/1/2007         3/1/2037              739.32               739.32       4/1/2007                79200
061079074                        95            9.155            4/1/2007         3/1/2037             1240.02              1240.02       3/1/2007               152000
061079077                      76.9            8.675            4/1/2007         3/1/2037              1009.5               1009.5       3/1/2007               129200
061079134                     94.29            9.675            5/1/2007         4/1/2037             1126.82              1126.82       4/1/2007               132000
061079181                        80            10.95            4/1/2007         3/1/2037              561.54               561.54       4/1/2007                59200
061079197                        80             9.05            4/1/2007         3/1/2037             3048.62              3048.62       3/1/2007               377200
061079222                        95           10.825            5/1/2007         4/1/2037             1784.33              1784.33       4/1/2007               190000
061079224                        95           11.903            4/1/2007         3/1/2037              562.65               562.65       3/1/2007                55100
061079250                     89.99            10.55            4/1/2007         3/1/2037              900.93               900.93       3/1/2007                98089
061079309                        95            12.45            4/1/2007         3/1/2037              710.72               710.72       3/1/2007                68020
061079312                        95              9.4            4/1/2007         3/1/2037             1544.18              1544.18       3/1/2007               185250
061079372                     94.36            11.55            4/1/2007         3/1/2037              731.66               731.66       3/1/2007                73600
061079390                        90            11.45            4/1/2007         3/1/2037             1154.18              1154.18       3/1/2007               117000
061079422                       100            10.38            4/1/2007         3/1/2037             1775.33              1775.33       3/1/2007               196000
061079433                        50               12            5/1/2007         4/1/2037             1054.33              1054.33       4/1/2007               102500
061079475                       100             7.74            4/1/2007         3/1/2037             1968.23              1968.23       4/1/2007               275000
061079486                        95             9.75            4/1/2007         3/1/2037             1044.73              1044.73       4/1/2007               121600
061079586                     65.79            11.54            4/1/2007         3/1/2037              993.34               993.34       4/1/2007               100000
061079622                     89.99           10.337            4/1/2007         3/1/2037              946.25               946.25       3/1/2007            104838.35
061079648                        80            9.175            4/1/2007         3/1/2037             1045.42              1045.42       4/1/2007               127920
061079656                        65            11.95            5/1/2007         4/1/2037                1012                 1012       4/1/2007               100750
061079657                        95             9.25            4/1/2007         3/1/2037             1953.85              1953.85       3/1/2007               237500
061079705                        95             9.55            5/1/2007         4/1/2037              970.76               970.76       4/1/2007               114950
061079804                        95           10.275            4/1/2007         3/1/2037             1091.97              1091.97       4/1/2007               125400
061079867                        65            10.75            5/1/2007         4/1/2037             2184.35              2184.35       4/1/2007               234000
061079913                        80            10.85            4/1/2007         3/1/2037              714.41               714.41       3/1/2007                75920
061080016                        80            9.175            5/1/2007         4/1/2037              882.63               882.63       4/1/2007               108000
061080065                        75              9.5            5/1/2007         4/1/2037             3279.33              3279.33       4/1/2007               390000
061080067                        90            12.25            5/1/2007         4/1/2037              565.86               565.86       4/1/2007                54000
061080118                        90             10.8            4/1/2007         3/1/2037              885.69               885.69       3/1/2007                94500
061080128                        95             9.45            5/1/2007         4/1/2037              1332.6               1332.6       4/1/2007               165300
061080130                        80              8.3            4/1/2007         3/1/2037              679.31               679.31       4/1/2007                90000
061080163                        95            10.05            5/1/2007         4/1/2037             1063.25              1063.25       4/1/2007               120650
061080184                        95             9.55            5/1/2007         4/1/2037              962.74               962.74       4/1/2007               114000
061080196                        95             9.45            5/1/2007         4/1/2037             1631.26              1631.26       4/1/2007               194845
061080274                        80             9.95            5/1/2007         4/1/2037              573.26               573.26       4/1/2007                65600
061080278                        80            11.25            5/1/2007         4/1/2037              792.55               792.55       4/1/2007                81600
061080517                        75           10.225            5/1/2007         4/1/2037             1260.88              1260.88       4/1/2007               141000
061080524                     72.06            9.275            5/1/2007         4/1/2037                1212                 1212       4/1/2007               147000
061080538                        95            12.15            5/1/2007         4/1/2037              565.26               565.26       4/1/2007                55385
061080699                        80            11.95            5/1/2007         4/1/2037             1188.73              1188.73       4/1/2007               116000
061080746                     89.99            9.475            5/1/2007         4/1/2037             1257.16              1257.16       4/1/2007            149834.25
061080929                        89            8.525            5/1/2007         4/1/2037             1177.46              1177.46       4/1/2007               160200
061081006                        90            11.55            5/1/2007         4/1/2037              984.17               984.17       4/1/2007                99000
061081039                        90              8.3            5/1/2007         4/1/2037             2139.81              2139.81       4/1/2007               283500
061081610                     89.99             12.2            5/1/2007         4/1/2037              751.62               751.62       4/1/2007                71992
061081835                        90            10.05            6/1/2007         5/1/2037              697.96               697.96       5/1/2007                79200
101061168                       100             9.99           11/1/2006        10/1/2036              368.27               368.27       4/1/2007                42000
101061249                       100             9.99           11/1/2006        10/1/2036              252.35               252.35       3/1/2007                28780
101061729                       100             9.99           11/1/2006        10/1/2036              279.88               279.88       2/1/2007                31920
101062227                       100             9.99           11/1/2006        10/1/2036              298.12               298.12       3/1/2007                34000
101062304                       100             9.99           11/1/2006        10/1/2036              297.95               297.95       4/1/2007                33980
101062348                       100             9.99           11/1/2006        10/1/2036              254.28               254.28       3/1/2007                29000
101062511                       100             9.99           10/1/2006         9/1/2036              240.08               240.08       3/1/2007                27380
101062714                       100             9.99           11/1/2006        10/1/2036              249.02               249.02       3/1/2007                28400
101062734                       100             9.99           11/1/2006        10/1/2036              277.52               277.52       3/1/2007                31650
101062910                       100             9.99           12/1/2006        11/1/2036              222.72               222.72       3/1/2007                25400
101063120                       100             9.99           11/1/2006        10/1/2036              223.41               223.41       3/1/2007                25479
101063148                       100             9.99           11/1/2006        10/1/2036              262.87               262.87       3/1/2007                29980
101063657                     75.45             8.25           12/1/2006        11/1/2036              1247.1               1247.1       3/1/2007               166000
101063909                       100             9.99            1/1/2007        12/1/2036              224.29               224.29       3/1/2007                25580
101064679                       100             9.99            1/1/2007        12/1/2036              219.21               219.21       3/1/2007                25000
101064700                       100             9.99            1/1/2007        12/1/2036              273.26               273.26       3/1/2007                31165
101064818                        80             11.3            2/1/2007         1/1/2037              975.06               975.06       2/1/2007               100000
101064925                     94.19             8.58           12/1/2006        11/1/2036             2298.21              2298.21       3/1/2007               296700
101065353                       100             9.99            1/1/2007        12/1/2036              305.14               305.14       3/1/2007                34800
101065382                       100             9.99           12/1/2006        11/1/2036              294.09               294.09       3/1/2007                33540
101065421                       100             9.94           12/1/2006        11/1/2036              220.03               220.03       3/1/2007                25200
101065751                     67.08              8.5            2/1/2007         1/1/2037             3094.88              3094.88       4/1/2007               402500
101065907                       100             9.99            1/1/2007        12/1/2036              338.11               338.11       3/1/2007                38560
101065909                       100             9.99            1/1/2007        12/1/2036              229.73               229.73       3/1/2007                26200
101066081                        80            7.975            1/1/2007        12/1/2036              936.99               936.99       2/1/2007               128000
101066221                     93.66            9.475            2/1/2007         1/1/2037             1115.91              1115.91       4/1/2007               133000
101066361                        80            10.65            1/1/2007        12/1/2036              925.97               925.97       4/1/2007               100000
101066474                       100             9.99            1/1/2007        12/1/2036              236.74               236.74       4/1/2007                27000
101066479                        95            11.85            3/1/2007         2/1/2027             1346.95              1346.95       3/1/2007               123500
101066529                       100             9.99            2/1/2007         1/1/2037              482.26               482.26       3/1/2007                55000
101066732                       100             9.99            1/1/2007        12/1/2036              223.59               223.59       3/1/2007                25500
101066956                       100             9.99            2/1/2007         1/1/2037              274.45               274.45       3/1/2007                31300
101066994                        80             8.95            2/1/2007         1/1/2037             2255.69              2255.69       3/1/2007               281600
101067061                      94.4             9.05            2/1/2007         1/1/2037               953.7                953.7       4/1/2007               118000
101067115                        95           10.475            3/1/2007         2/1/2037             1196.77              1196.77       3/1/2007               131100
101067118                        80             11.6            2/1/2007         1/1/2037             1181.55              1181.55       3/1/2007               118400
101067271                       100             9.99            2/1/2007         1/1/2037              350.73               350.73       3/1/2007                40000
101067414                        95            9.875            4/1/2007         3/1/2037              973.42               973.42       3/1/2007               112100
101067416                       100             9.99            2/1/2007         1/1/2037              229.73               229.73       3/1/2007                26200
101067443                     99.98             9.99            2/1/2007         1/1/2037              243.32               243.32       3/1/2007                27750
101067454                        90            7.825            2/1/2007         1/1/2037              974.16               974.16       3/1/2007               135000
101067504                        95           10.825            3/1/2007         2/1/2037             1561.29              1561.29       3/1/2007               166250
101067553                     66.34              6.4            2/1/2007         1/1/2022             1177.25              1177.24       3/1/2007               136000
101067579                       100             9.99            2/1/2007         1/1/2037              240.96               240.96       4/1/2007                27481
101067592                       100             9.99            2/1/2007         1/1/2037              263.05               263.05       3/1/2007                30000
101067643                       100             9.99            3/1/2007         2/1/2037              324.43               324.43       3/1/2007                37000
101067657                     99.58            9.585            3/1/2007         2/1/2037               959.6                959.6       4/1/2007               117500
101067659                        80              8.4            3/1/2007         2/1/2037             1462.73              1462.73       3/1/2007               192000
101067689                        90            10.95            5/1/2007         4/1/2037              614.66               614.66       4/1/2007                64800
101067698                        90            10.25            5/1/2007         4/1/2037              693.58               693.58       4/1/2007                77400
101067699                        90            10.25            5/1/2007         4/1/2037              693.58               693.58       4/1/2007                77400
101067734                        95             8.28            3/1/2007         2/1/2037             2290.27              2290.27       3/1/2007               304000
101067789                       100             9.99            3/1/2007         2/1/2037              257.79               257.79       3/1/2007                29400
101067957                     65.22            10.15            4/1/2007         3/1/2037              666.54               666.53       3/1/2007                75003
101067999                     97.83             9.58            3/1/2007         2/1/2037             1656.56              1656.56       3/1/2007               195650
101068113                        80             8.85            3/1/2007         2/1/2037              920.87               920.87       4/1/2007               116000
101068120                        95             11.1            4/1/2007         3/1/2037             2991.01              2991.01       3/1/2007               311600
101068132                       100             9.99            3/1/2007         2/1/2037              247.23               247.23       4/1/2007                28196
101068152                        95             8.99            4/1/2007         3/1/2037             1527.42              1527.42       3/1/2007               190000
101068198                        95              9.9            3/1/2007         2/1/2037             1488.03              1488.03       3/1/2007               171000
101068211                       100             8.68            3/1/2007         2/1/2037             2345.12              2345.12       3/1/2007               300000
101068227                       100            10.75            3/1/2007         2/1/2037             1194.86              1194.86       3/1/2007               128000
101068238                       100            10.75            3/1/2007         2/1/2037             1325.54              1325.54       3/1/2007               142000
101068353                        80           10.575            3/1/2007         2/1/2037             1214.86              1214.86       3/1/2007               132000
101068373                        80            11.15            3/1/2007         2/1/2037              562.79               562.79       4/1/2007                58400
101068392                       100            9.625            3/1/2007         2/1/2037             1869.98              1869.98       3/1/2007               220000
101068395                       100             9.99            3/1/2007         2/1/2037              234.82               234.82       4/1/2007                26780
101068398                        70             8.77            4/1/2007         3/1/2022              910.57               910.57       4/1/2007                91000
101068401                        70              9.5            4/1/2007         3/1/2022              738.27               738.27       4/1/2007                70700
101068403                        70              9.5            4/1/2007         3/1/2022              709.03               709.03       4/1/2007                67900
101068406                     79.55            8.975            4/1/2007         3/1/2037             1123.95              1123.95       3/1/2007               140000
101068415                     92.62              9.5            4/1/2007         3/1/2037             2336.31              2336.31       3/1/2007               277850
101068442                       100            10.25            3/1/2007         2/1/2037              940.01               940.01       3/1/2007               104900
101068451                       100           10.325            3/1/2007         2/1/2037             1252.44              1252.44       3/1/2007               138900
101068469                     87.76              8.3            4/1/2007         3/1/2037             1407.67              1407.67       3/1/2007               186500
101068506                       100              9.5            3/1/2007         2/1/2037             1908.74              1908.74       4/1/2007               227000
101068530                     99.06             11.5            3/1/2007         2/1/2037             1039.81              1039.81       3/1/2007               105000
101068573                        80            10.25            4/1/2007         3/1/2037              716.89               716.88       3/1/2007                80000
101068631                        80           10.375            4/1/2007         3/1/2037              832.97               832.97       4/1/2007                92000
101068647                       100             8.23            3/1/2007         2/1/2037             1647.33              1647.33       3/1/2007               219685
101068659                        70             10.5            4/1/2007         3/1/2037              499.45               499.45       3/1/2007                54600
101068668                        75            11.99            4/1/2007         3/1/2037             1927.21              1927.21       4/1/2007               187500
101068684                        95             11.9            4/1/2007         3/1/2037             1125.06              1125.06       3/1/2007               110200
101068691                     84.07             9.95            5/1/2007         4/1/2037              830.19               830.19       4/1/2007                95000
101068694                     79.37              7.8            4/1/2007         3/1/2037              719.87               719.87       3/1/2007               100000
101068695                     79.62            10.85            4/1/2007         3/1/2037              981.47               981.47       3/1/2007               104300
101068721                       100            11.33            4/1/2007         3/1/2037              897.38               897.38       3/1/2007                94000
101068779                        80              8.9            3/1/2007         2/1/2037              893.13               893.13       3/1/2007               112000
101068789                        80              8.3            4/1/2007         3/1/2037              809.13               809.13       3/1/2007               107200
101068825                     83.48             8.15            4/1/2007         3/1/2037             2143.43              2143.43       3/1/2007               288000
101068848                       100             9.99            3/1/2007         2/1/2037              313.03               313.03       4/1/2007                35700
101068867                        80            9.875            4/1/2007         3/1/2037                1306                 1306       4/1/2007               150400
101068869                        80             9.55            4/1/2007         3/1/2037              770.19               770.19       3/1/2007                91200
101068885                        85           10.175            4/1/2007         3/1/2037              1241.4               1241.4       3/1/2007               139400
101068942                        95            10.95            4/1/2007         3/1/2037              956.69               956.69       3/1/2007               100858
101068952                     79.96              7.9            4/1/2007         3/1/2037              646.86               646.86       4/1/2007                89000
101068964                        80             9.05            4/1/2007         3/1/2037             1163.84              1163.84       4/1/2007               144000
101068975                        80            9.825            4/1/2007         3/1/2037              864.67               864.67       3/1/2007               100000
101069032                        80              9.3            4/1/2007         3/1/2037              907.43               907.43       3/1/2007               109818
101069034                        80             8.85            4/1/2007         3/1/2037             2292.65              2292.65       3/1/2007               288800
101069059                        95             11.9            4/1/2007         3/1/2037              1590.6               1590.6       4/1/2007               155800
101069095                       100             9.25            4/1/2007         3/1/2037             3002.77              3002.77       3/1/2007               365000
101069125                        95             9.45            4/1/2007         3/1/2037             1232.79              1232.79       4/1/2007               147250
101069176                        80             9.75            5/1/2007         4/1/2037              756.06               756.06       4/1/2007                88000
101069178                       100           10.425            4/1/2007         3/1/2037             1579.83              1579.83       3/1/2007               178990
101069190                        95           10.825            4/1/2007         3/1/2037             1159.82              1159.82       4/1/2007               123500
101069192                        80            10.75            4/1/2007         3/1/2037              842.16               842.16       3/1/2007                90217
101069212                        75             7.67            4/1/2007         3/1/2037             1679.48              1679.48       3/1/2007               236250
101069213                        80            8.775            4/1/2007         3/1/2037              990.34               990.34       3/1/2007               125600
101069246                        80              9.8            4/1/2007         3/1/2037              897.35               897.34       3/1/2007               104000
101069259                        80              8.8            5/1/2007         4/1/2037              847.17               847.17       4/1/2007               107200
101069306                     79.38            12.05            4/1/2007         3/1/2037             1311.23              1311.23       4/1/2007               127000
101069360                        80             8.65            4/1/2007         3/1/2037             1839.78              1839.78       3/1/2007               236000
101069376                       100            10.38            4/1/2007         3/1/2037             1086.94              1086.94       4/1/2007               120000
101069378                        95             10.3            4/1/2007         3/1/2037              948.87               948.86       4/1/2007               105450
101069393                        90             11.6            4/1/2007         3/1/2037              664.62               664.62       3/1/2007                66600
101069468                        85              6.9            4/1/2007         3/1/2037             2344.02              2344.02       3/1/2007               381650
101069474                     36.54             10.5            4/1/2007         3/1/2037                 869                  869       3/1/2007                95000
101069497                      81.6             12.1            4/1/2007         3/1/2037              845.63               845.63       3/1/2007                81600
101069522                     52.24             10.5            4/1/2007         3/1/2037             1065.63              1065.63       4/1/2007               116495
101069543                     94.59            9.225            5/1/2007         4/1/2037             1104.22              1104.22       4/1/2007               140000
101069564                        80             8.55            5/1/2007         4/1/2037              988.75               988.75       4/1/2007               128000
101069565                        75            11.25            4/1/2007         3/1/2037             1340.34              1340.34       4/1/2007               138000
101069578                     91.84                8            4/1/2007         3/1/2037              869.36               869.36       3/1/2007               118480
101069598                        80              8.3            4/1/2007         3/1/2037             1117.08              1117.08       3/1/2007               148000
101069603                        95             10.7            4/1/2007         3/1/2037             1051.05              1051.05       3/1/2007               113050
101069615                        90             11.9            4/1/2007         3/1/2037             1249.61              1249.61       3/1/2007               122400
101069622                     94.71            11.25            4/1/2007         3/1/2037               781.9                781.9       3/1/2007                80504
101069641                       100             10.9            4/1/2007         3/1/2037             1089.09              1089.09       3/1/2007               119900
101069645                     81.96             10.8            4/1/2007         3/1/2037             1997.26              1997.26       3/1/2007               213100
101069661                        85              9.6            4/1/2007         3/1/2037              648.84               648.84       4/1/2007                76500
101069666                        95            9.775            4/1/2007         3/1/2037             1406.86              1406.86       3/1/2007               163400
101069681                        80             9.35            4/1/2007         3/1/2037             1301.33              1301.33       3/1/2007               156800
101069706                        85               11            4/1/2007         3/1/2037              1084.7               1084.7       3/1/2007               113900
101069717                     93.64            7.575            4/1/2007         3/1/2037              923.41               923.41       3/1/2007               131100
101069744                        85             11.8            4/1/2007         3/1/2037              1162.7               1162.7       3/1/2007               114750
101069815                        80              8.5            4/1/2007         3/1/2037              775.07               775.06       3/1/2007               100800
101069818                        80             9.65            5/1/2007         4/1/2037              851.82               851.82       4/1/2007               100000
101069832                     94.16             8.43            5/1/2007         4/1/2037             1366.72              1366.72       4/1/2007               178900
101069845                        95             9.93            5/1/2007         4/1/2037             1757.02              1757.02       4/1/2007               201400
101069852                      90.9             9.99            4/1/2007         3/1/2037             1673.87              1673.87       3/1/2007               190900
101069870                        65             11.5            5/1/2007         4/1/2037             1229.45              1229.45       4/1/2007               124150
101069899                        80             9.35            5/1/2007         4/1/2037              796.73               796.73       4/1/2007                96000
101069901                        80             10.8            5/1/2007         4/1/2037              562.35               562.35       4/1/2007                60000
101069944                        95              9.5            4/1/2007         3/1/2037             1182.24              1182.24       3/1/2007               140600
101069948                     88.32            8.975            5/1/2007         4/1/2037             1142.82              1142.82       4/1/2007               152800
101070024                     81.86             6.75            5/1/2007         4/1/2037              955.71               955.71       4/1/2007               147350
101070030                        95              7.8            5/1/2007         4/1/2037             1538.73              1538.72       4/1/2007               213750
101070038                        80            9.225            4/1/2007         3/1/2037             1313.38              1313.38       3/1/2007               160000
101070041                        80             9.05            5/1/2007         4/1/2037             1271.35              1271.35       4/1/2007               164000
101070077                        80             6.88            4/1/2007         3/1/2037             1198.85              1198.85       3/1/2007               182400
101070083                        80            7.675            5/1/2007         4/1/2037              978.66               978.66       4/1/2007               137600
101070116                        80            10.35            4/1/2007         3/1/2037              722.83               722.83       4/1/2007                80000
101070123                        80            10.35            4/1/2007         3/1/2037               867.4                867.4       3/1/2007                96000
101070136                        93             8.99            4/1/2007         3/1/2037             1095.28              1095.28       4/1/2007               136245
101070148                        95              8.9            5/1/2007         4/1/2037             1007.56              1007.56       4/1/2007               126350
101070157                        90             9.85            5/1/2007         4/1/2037              775.96               775.96       4/1/2007                89550
101070178                        80             11.8            5/1/2007         4/1/2037              664.69               664.69       4/1/2007                65600
101070197                        95             9.05            5/1/2007         4/1/2037              867.63               867.63       4/1/2007               107350
101070203                        95             9.05            5/1/2007         4/1/2037              952.09               952.09       4/1/2007               117800
101070213                        95            9.625            4/1/2007         3/1/2037              1153.1               1153.1       4/1/2007               135660
101070238                       100            10.59            5/1/2007         4/1/2037               939.9                939.9       4/1/2007               102000
101070245                     88.11            12.05            5/1/2007         4/1/2037              1109.9               1109.9       4/1/2007               107500
101070295                        90            9.275            5/1/2007         4/1/2037             1372.77              1372.77       4/1/2007               166500
101070350                        80            10.15            5/1/2007         4/1/2037              561.64               561.64       4/1/2007                63200
101070421                     75.44            10.05            5/1/2007         4/1/2037              737.85               737.85       4/1/2007                87510
101070432                        95             7.45            5/1/2007         4/1/2037              760.15               760.15       4/1/2007               109250
101070655                        90             12.1            6/1/2007         5/1/2037              699.51               699.51       5/1/2007                67500
101070776                        90            7.875            5/1/2007         4/1/2037              913.59               913.59       4/1/2007               126000
101070985                        90           10.625            5/1/2007         4/1/2037              968.17               968.17       4/1/2007               104769
101071109                     67.69              7.7            4/1/2007         3/1/2037               627.4                627.4       3/1/2007                88000
101071147                        90             8.85            5/1/2007         4/1/2037              893.08               893.08       4/1/2007               112500
111002711                        80              8.3            2/1/2007         1/1/2037             4317.37              4317.37       3/1/2007               572000
111002751                     83.53              7.2            2/1/2007         1/1/2037             2257.93              2257.93       3/1/2007               355015
111002791                        85             7.15            2/1/2007         1/1/2037             1881.26              1881.26       3/1/2007               297500
111002809                        80             9.55            3/1/2007         2/1/2037             1824.13              1824.13       4/1/2007               216000
111002822                      66.3              6.4            3/1/2007         2/1/2037             3753.04              3753.04       3/1/2007               600000
111002825                       100              9.8            3/1/2007         2/1/2037             2515.33              2515.33       3/1/2007               308000
111002850                        80                7            2/1/2007         1/1/2037             3014.19              3014.19       3/1/2007               485040
111002855                        90            8.225            2/1/2007         1/1/2037             2563.32              2563.32       3/1/2007               342000
111002882                        90             6.95            3/1/2007         2/1/2037             2279.69              2279.69       4/1/2007               369000
111002904                        90            6.825            5/1/2007         4/1/2037             2964.69              2964.69       4/1/2007               453600
111002912                     57.47             8.55            3/1/2007         2/1/2037             3684.42              3684.42       3/1/2007               499989
111002947                        80              6.9            4/1/2007         3/1/2037             3609.13              3609.13       4/1/2007               548000
111002952                        80            6.075            3/1/2007         2/1/2037             1444.17              1444.17       3/1/2007               260000
111002975                     57.84              6.5            4/1/2007         3/1/2037             2268.65              2268.65       4/1/2007               387500
111002986                     87.39             5.95            3/1/2007         2/1/2037             2404.86              2404.86       4/1/2007               485014
111003011                        75            5.625            3/1/2007         2/1/2037             2109.38              2108.91       4/1/2007               450000
111003044                     45.45            11.35            4/1/2007         3/1/2037             2447.16              2447.16       4/1/2007               250000
111003047                        80              7.7            4/1/2007         3/1/2037             1049.27              1049.27       3/1/2007               160000
111003052                        90             6.45            5/1/2007         4/1/2037             1402.88              1402.88       4/1/2007               261000
111003056                     41.67              8.6            4/1/2007         3/1/2037             2777.66              2777.66       3/1/2007               375000
111003066                     87.06              7.4            4/1/2007         3/1/2037             2340.22              2340.22       4/1/2007               370005
111003071                     47.06             8.65            5/1/2007         4/1/2037             1441.67              1441.67       4/1/2007               200000
111003074                        95              7.8            4/1/2007         3/1/2037             3554.81              3554.81       4/1/2007               522500
111003102                     69.29              6.4            4/1/2007         3/1/2037             2314.37              2314.37       4/1/2007               370000
111003212                        90              6.2            5/1/2007         4/1/2037              1627.5               1627.5       4/1/2007               315000
111003251                        90             7.55            5/1/2007         4/1/2037             2289.21              2289.21       4/1/2007               325800
111003273                     58.72             7.25            5/1/2007         4/1/2037             1987.01              1987.01       4/1/2007               320024
111003304                        90              6.4            5/1/2007         4/1/2037             2302.66              2302.66       4/1/2007               414000
121048492                        90             11.2            9/1/2006         8/1/2036              975.21               975.21       3/1/2007               100800
121048709                        80             12.4           10/1/2006         9/1/2036              610.27               610.27       3/1/2007                57600
121049293                       100             12.8           11/1/2006        10/1/2036              410.06               410.06       3/1/2007                37600
121049992                       100             10.2           12/1/2006        11/1/2036              333.75               333.75       3/1/2007                37400
121050125                       100              9.9           12/1/2006        11/1/2036              294.12               294.12       3/1/2007                33800
121050414                       100             10.1           12/1/2006        11/1/2036              389.39               389.39       3/1/2007                44000
121050447                       100             10.2           12/1/2006        11/1/2036              321.26               321.26       3/1/2007                36000
121050450                       100               10            1/1/2007        12/1/2036              423.87               423.87       2/1/2007                48300
121050794                       100            10.23            1/1/2007        12/1/2036              418.68               418.68       3/1/2007                46800
121050923                       100            10.05            1/1/2007        12/1/2036              246.76               246.76       4/1/2007                28000
121051024                       100               10            1/1/2007        12/1/2036              235.47               235.47       3/1/2007                26832
121051044                       100              9.9            3/1/2007         2/1/2037              313.27               313.27       3/1/2007                36000
121051102                     82.91            9.175            2/1/2007         1/1/2037             1117.99              1117.99       4/1/2007               136800
121051385                        95               10            2/1/2007         1/1/2037                 233                  233       4/1/2007                26550
121051435                        80            8.325            2/1/2007         1/1/2037             1289.15              1289.15       3/1/2007               170400
121051713                        80              8.3            2/1/2007         1/1/2037              905.74               905.74       3/1/2007               120000
121051752                        80              7.2            4/1/2007         3/1/2037             1780.83              1780.83       3/1/2007               280000
121051790                       100               10            2/1/2007         1/1/2037              227.99               227.99       4/1/2007                25980
121051799                        95           10.325            3/1/2007         2/1/2037             1263.48              1263.48       3/1/2007               140125
121051863                     74.14            8.699            3/1/2007         2/1/2037             2918.25              2918.25       3/1/2007               390000
121051876                        95             10.3            3/1/2007         2/1/2037             1931.91              1931.91       4/1/2007               214700
121051899                     72.81            9.025            3/1/2007         2/1/2037             1283.66              1283.66       4/1/2007               166000
121051928                        90             8.85            4/1/2007         3/1/2037              1743.3               1743.3       3/1/2007               219600
121051980                       100           11.925            3/1/2007         2/1/2037              721.77               721.77       4/1/2007                72000
121052000                        90             7.85            3/1/2007         2/1/2037             2604.01              2604.01       4/1/2007               360000
121052023                        95             9.75            3/1/2007         2/1/2037             1061.06              1061.06       3/1/2007               123500
121052027                        95            8.425            3/1/2007         2/1/2037             1327.53              1327.53       3/1/2007               173850
121052033                        80             8.85            3/1/2007         2/1/2037             2794.36              2794.36       3/1/2007               352000
121052059                     78.21              8.2            4/1/2007         3/1/2037             2280.65              2280.65       3/1/2007               305000
121052075                        75            8.775            4/1/2007         3/1/2037             1119.82              1119.82       3/1/2007               148500
121052101                       100             9.25            3/1/2007         2/1/2037             1605.04              1605.04       4/1/2007               203000
121052107                        95            10.45            4/1/2007         3/1/2037             1037.68              1037.68       3/1/2007               113905
121052133                        85             8.15            3/1/2007         2/1/2037             1739.68              1739.68       3/1/2007               233750
121052147                     74.83              8.7            4/1/2007         3/1/2037              823.18               823.18       4/1/2007             110000.1
121052149                        85             8.85            3/1/2007         2/1/2037              1433.9               1433.9       3/1/2007               180625
121052154                       100             9.18            3/1/2007         2/1/2037             2025.94              2025.94       3/1/2007               258000
121052175                      74.1             8.65            3/1/2007         2/1/2037             2483.94              2483.94       3/1/2007               318630
121052186                        80             8.45            4/1/2007         3/1/2037             1775.66              1775.66       4/1/2007               232000
121052194                        85                9            3/1/2007         2/1/2037             1675.63              1675.63       3/1/2007               208250
121052227                        85            8.425            3/1/2007         2/1/2037             1035.63              1035.63       3/1/2007               142375
121052228                        90             8.99            5/1/2007         4/1/2037             1794.31              1794.31       4/1/2007               223200
121052230                     76.81              9.5            3/1/2007         2/1/2037              891.31               891.31       2/1/2007               106001
121052233                     76.67              7.5            3/1/2007         2/1/2037             1608.19              1608.19       3/1/2007               230000
121052246                        80             8.25            3/1/2007         2/1/2037                1779                 1779       3/1/2007               236800
121052247                        95             8.75            4/1/2007         3/1/2037             1666.62              1666.62       4/1/2007               211850
121052251                        91            9.275            5/1/2007         4/1/2037             1125.43              1125.43       5/1/2007               136500
121052262                        95              9.6            3/1/2007         2/1/2037             1571.22              1571.22       4/1/2007               185250
121052361                        90            9.375            3/1/2007         2/1/2037             1080.47              1080.47       3/1/2007               135000
121052369                       100            10.75            4/1/2007         3/1/2037             2006.98              2006.98       3/1/2007               215000
121052371                       100            11.09            4/1/2007         3/1/2037              565.89               565.89       3/1/2007                59000
121052393                       100            9.225            4/1/2007         3/1/2037             1445.25              1445.25       3/1/2007               188000
121052420                        80           10.025            4/1/2007         3/1/2037             1181.94              1181.94       4/1/2007               134400
121052441                        80                8            4/1/2007         3/1/2037             1086.84              1086.84       3/1/2007               160000
121052446                       100             9.91            4/1/2007         3/1/2037              348.37               348.37       3/1/2007                40000
121052453                        80            12.05            4/1/2007         3/1/2037             1073.76              1073.76       4/1/2007               104000
121052470                     83.51              6.5            4/1/2007         3/1/2037             1504.32              1504.32       4/1/2007               238000
121052485                        90              8.5            4/1/2007         3/1/2037             2449.76              2449.76       4/1/2007               318600
121052489                        80             9.55            4/1/2007         3/1/2037             1080.29              1080.29       3/1/2007               127920
121052490                       100           10.975            4/1/2007         3/1/2037             1767.81              1767.81       3/1/2007               186000
121052497                        85             8.75            4/1/2007         3/1/2037              1956.4               1956.4       3/1/2007               260100
121052506                     77.83             8.55            4/1/2007         3/1/2037              1382.7               1382.7       4/1/2007               179000
121052524                        95             9.15            4/1/2007         3/1/2037              2380.1               2380.1       3/1/2007               304000
121052892                        95           12.275            4/1/2007         3/1/2037             1346.41              1346.41       3/1/2007               128250
121052916                        90            9.175            4/1/2007         3/1/2037             1169.48              1169.48       3/1/2007               143100
121052945                        80            11.65            4/1/2007         3/1/2037              761.33               761.33       4/1/2007                76000
121052998                     45.51              7.4            4/1/2007         3/1/2037             1613.24              1613.24       4/1/2007               233000
121053031                       100           11.975            4/1/2007         3/1/2037              939.42               939.42       4/1/2007                91500
121053042                        80             8.35            4/1/2007         3/1/2037              612.71               612.71       4/1/2007                80800
121053066                        95             8.55            5/1/2007         4/1/2037             1834.59              1834.59       4/1/2007               237500
121053067                        95              9.4            4/1/2007         3/1/2037             1757.99              1757.99       4/1/2007               210900
121053187                        90              9.7            4/1/2007         3/1/2037              854.55               854.55       4/1/2007               103500
121053191                        95             8.35            4/1/2007         3/1/2037             1822.59              1822.59       3/1/2007               240350
121053199                        80             8.25            4/1/2007         3/1/2037              580.97               580.97       3/1/2007                83120
121053212                     79.07              7.4            4/1/2007         3/1/2037             1448.39              1448.39       3/1/2007               229000
121053255                        80             10.3            5/1/2007         4/1/2037              755.85               755.85       4/1/2007                84000
121053265                       100            11.98            5/1/2007         4/1/2037              847.34               847.34       4/1/2007                82500
121053305                        90             9.65            4/1/2007         3/1/2037              988.96               988.96       3/1/2007               116100
121053314                       100            10.17            5/1/2007         4/1/2037             1004.99              1004.99       4/1/2007               112900
121053315                       100           12.375            4/1/2007         3/1/2037              719.15               719.15       3/1/2007                68000
121053358                        80            9.075            4/1/2007         3/1/2037             1049.79              1049.79       3/1/2007               129600
121053465                        90           10.275            4/1/2007         3/1/2037             1147.59              1147.59       3/1/2007               127800
121053475                        95            9.275            4/1/2007         3/1/2037             1184.68              1184.68       3/1/2007               143687
121053481                        95            9.275            4/1/2007         3/1/2037             1184.68              1184.68       3/1/2007               143687
121053485                        95             11.8            4/1/2007         3/1/2037              798.94               798.94       4/1/2007                78850
121053539                        80            6.525            5/1/2007         4/1/2037               836.5                836.5       4/1/2007               132000
121053562                     74.63             10.8            5/1/2007         4/1/2037              937.24               937.24       4/1/2007               100000
121053600                        90            10.15            5/1/2007         4/1/2037              895.79               895.79       4/1/2007               100800
121053628                        90            9.075            5/1/2007         4/1/2037             2806.74              2806.74       4/1/2007               346500
121053630                      73.8              7.3            5/1/2007         4/1/2037             1371.14              1371.14       4/1/2007               200000
121053696                     23.26             11.7            5/1/2007         4/1/2037              502.79               502.79       4/1/2007                50000
121053702                        95             7.93            5/1/2007         4/1/2037             1298.34              1298.34       4/1/2007               178125
121053704                        80           10.875            5/1/2007         4/1/2037             1297.42              1297.42       4/1/2007               137600
121053780                        90             10.4            5/1/2007         4/1/2037              489.11               489.11       4/1/2007                53910
121053955                        90            8.525            5/1/2007         4/1/2037             1123.66              1123.66       4/1/2007               145800
121054075                        85               11            6/1/2007         5/1/2037             1036.13              1036.13       5/1/2007               108800
121054420                        90            10.35            6/1/2007         5/1/2037             1097.81              1097.81       5/1/2007               121500
141057248                       100            14.45           12/1/2006        11/1/2036              319.79               319.79       4/1/2007                26200
141057368                       100            12.55            1/1/2007        12/1/2036              696.24               696.24       3/1/2007                65000
151036099                        90            10.15           11/1/2006        10/1/2036               847.8                847.8       3/1/2007                95400
151037670                        90             9.65           11/1/2006        10/1/2036              3603.2               3603.2       3/1/2007               423000
151037716                        90             9.87           11/1/2006        10/1/2036             2031.07              2031.07       4/1/2007               234000
151038991                        80              8.3            2/1/2007         1/1/2037             1255.96              1255.96       3/1/2007               166400
151039182                       100             13.6            1/1/2007        12/1/2036               367.9                367.9       3/1/2007                31900
151039196                       100             10.5            4/1/2007         3/1/2037             1198.31              1198.31       3/1/2007               131000
151039247                     53.22              8.6            4/1/2007         3/1/2037             1162.92              1162.92       4/1/2007               157000
151039302                        80            10.72            2/1/2007         1/1/2037             2011.45              2011.45       3/1/2007               216000
151039309                     81.87             7.45            1/1/2007        12/1/2036             2008.94              2008.94       3/1/2007               307000
151039326                     71.68            10.05            1/1/2007        12/1/2036             2185.55              2185.55       3/1/2007               248000
151039458                     65.45               10            4/1/2007         3/1/2037             1579.63              1579.63       4/1/2007               180000
151039462                       100             13.6            1/1/2007        12/1/2036              749.64               749.64       2/1/2007                65000
151039509                        80             10.7            2/1/2007         1/1/2037              981.79               981.79       3/1/2007               105600
151039582                        90            12.15            2/1/2007         1/1/2037              748.92               748.92       4/1/2007                72000
151039597                        80             9.45            4/1/2007         3/1/2037              904.19               904.19       4/1/2007               108000
151039632                       100             12.5            1/1/2007        12/1/2036              736.41               736.41       3/1/2007                69000
151039667                     89.81             7.15            2/1/2007         1/1/2037             1310.29              1310.29       3/1/2007               194000
151039761                        85             7.37            3/1/2007         2/1/2037             1461.09              1461.09       3/1/2007               211650
151039771                        95            11.85            2/1/2007         1/1/2037              668.22               668.22       3/1/2007                65700
151039800                        80             9.85            2/1/2007         1/1/2037             1019.01              1019.01       3/1/2007               117600
151039908                        80             9.99            2/1/2007         1/1/2037              876.83               876.83       3/1/2007               100000
151040100                     73.47              7.4            2/1/2007         1/1/2037             2492.57              2492.57       3/1/2007               360000
151040103                        90             8.35            4/1/2007         3/1/2037             2081.56              2081.56       3/1/2007               274500
151040122                        80              9.1            2/1/2007         1/1/2037               844.3                844.3       3/1/2007               104000
151040131                        80             10.1            4/1/2007         3/1/2037             1026.57              1026.57       3/1/2007               116000
151040146                        80              8.3            2/1/2007         1/1/2037             2440.93              2440.93       3/1/2007               340000
151040160                        80             8.85            2/1/2007         1/1/2037             2521.28              2521.28       3/1/2007               317600
151040199                     75.81              8.5            2/1/2007         1/1/2037             1722.77              1722.77       3/1/2007               235000
151040210                        95            10.99            5/1/2007         4/1/2037              813.59               813.59       4/1/2007                85500
151040274                     74.07             8.62            4/1/2007         3/1/2037             1554.87              1554.87       4/1/2007               200000
151040291                        80             7.95            2/1/2007         1/1/2037              2336.9               2336.9       3/1/2007               320000
151040301                     31.75                8            5/1/2007         4/1/2037              733.76               733.76       4/1/2007               100000
151040319                        70             8.15            3/1/2007         2/1/2037             1805.34              1805.34       3/1/2007               255500
151040376                        90             9.25            4/1/2007         3/1/2037             2665.47              2665.47       3/1/2007               324000
151040379                        80             9.35            2/1/2007         1/1/2037             3339.65              3339.65       3/1/2007               402400
151040383                       100             8.65            3/1/2007         2/1/2037             3196.23              3196.23       4/1/2007               410000
151040390                        80              8.5            2/1/2007         1/1/2037             1230.26              1230.26       3/1/2007               160000
151040418                       100             13.6            2/1/2007         1/1/2037              363.28               363.28       3/1/2007                31500
151040469                        95             7.99            3/1/2007         2/1/2037             1030.69              1030.69       3/1/2007               140600
151040623                        95            10.35            3/1/2007         2/1/2037             1300.43              1300.43       3/1/2007               143925
151040673                     64.91             7.35            3/1/2007         2/1/2037             2393.95              2393.95       3/1/2007               370000
151040784                        60             8.55            4/1/2007         3/1/2037              863.55               863.55       4/1/2007               121200
151040805                       100            9.775            3/1/2007         2/1/2037             1188.17              1188.17       3/1/2007               138000
151040811                        90             9.45            3/1/2007         2/1/2037             1523.67              1523.67       3/1/2007               189000
151040852                     55.42              8.5            3/1/2007         2/1/2037             3106.41              3106.41       3/1/2007               404000
151040866                     79.17             10.3            4/1/2007         3/1/2037             1709.66              1709.66       3/1/2007               190000
151040930                        90              6.9            3/1/2007         2/1/2037             1304.03              1304.03       4/1/2007               198000
151040950                      89.9            7.675            3/1/2007         2/1/2037                1234                 1234       3/1/2007               173500
151040967                        80             8.65            3/1/2007         2/1/2037             1369.93              1369.93       3/1/2007               184000
151040985                       100           10.275            3/1/2007         2/1/2037              942.86               942.86       2/1/2007               105000
151041000                     81.63              7.8            4/1/2007         3/1/2037             1439.74              1439.74       4/1/2007               200000
151041055                        80             9.35            4/1/2007         3/1/2037              829.93               829.93       4/1/2007               100000
151041067                        70             8.29            3/1/2007         2/1/2037             1483.28              1483.28       4/1/2007               196700
151041078                        90            12.15            5/1/2007         4/1/2037              823.82               823.82       4/1/2007                79200
151041079                        90            12.15            5/1/2007         4/1/2037              805.09               805.09       4/1/2007                77400
151041082                        90             12.3            5/1/2007         4/1/2037              662.61               662.61       4/1/2007                63000
151041097                     77.31             7.57            5/1/2007         4/1/2037             1415.07              1415.07       4/1/2007               201000
151041103                        80            10.32            5/1/2007         4/1/2037             1953.32              1953.32       4/1/2007               216720
151041118                       100           13.325            3/1/2007         2/1/2037              497.93               497.93       4/1/2007                44000
151041132                        90             9.12            4/1/2007         3/1/2037              1807.9               1807.9       3/1/2007               222300
151041146                        80             8.15            4/1/2007         3/1/2037             1935.05              1935.05       3/1/2007               260000
151041147                        75           11.625            5/1/2007         4/1/2037              659.89               659.89       4/1/2007                66000
151041152                     70.18             8.87            4/1/2007         3/1/2037             1522.74              1522.74       3/1/2007               200000
151041159                     61.67            7.975            4/1/2007         3/1/2037             1354.24              1354.24       4/1/2007               185000
151041160                        95             9.35            4/1/2007         3/1/2037             1222.07              1222.07       4/1/2007               147250
151041180                        85             8.85            4/1/2007         3/1/2037              843.47               843.47       4/1/2007               106250
151041186                        70             8.95            4/1/2007         3/1/2037             1065.37              1065.37       4/1/2007               133000
151041228                        80             9.49            4/1/2007         3/1/2037             1142.57              1142.57       3/1/2007               136000
151041233                     67.48             7.35            3/1/2007         2/1/2037             2510.41              2510.41       3/1/2007               388000
151041235                      87.1             9.55            4/1/2007         3/1/2037             1417.91              1417.91       3/1/2007               174200
151041242                     78.68             7.55            3/1/2007         2/1/2037             1978.69              1978.69       3/1/2007               299000
151041247                        90            11.55            4/1/2007         3/1/2037              751.55               751.55       3/1/2007                75600
151041282                     59.04              7.8            3/1/2007         2/1/2037              3333.7               3333.7       3/1/2007               490000
151041284                        75             7.37            3/1/2007         2/1/2037             1553.25              1553.25       3/1/2007               225000
151041319                       100             13.7            3/1/2007         2/1/2037               382.6                382.6       3/1/2007                32950
151041358                     45.33              7.9            5/1/2007         4/1/2037              840.19               840.19       4/1/2007               115600
151041375                     47.46              8.7            4/1/2007         3/1/2037             1096.38              1096.38       4/1/2007               140000
151041382                        80             9.12            3/1/2007         2/1/2037             1919.32              1919.32       3/1/2007               236000
151041390                     49.75              9.9            4/1/2007         3/1/2037              870.19               870.19       4/1/2007               100000
151041391                        75             11.2            4/1/2007         3/1/2037               725.6                725.6       3/1/2007                75000
151041393                      73.1              6.5            4/1/2007         3/1/2037             1940.45              1940.45       3/1/2007               307000
151041394                        90                9            3/1/2007         2/1/2037              1527.3               1527.3       2/1/2007               198000
151041402                        55            11.35            4/1/2007         3/1/2037              807.02               807.02       3/1/2007                82445
151041403                       100              9.5            3/1/2007         2/1/2037             1333.04              1333.04       3/1/2007               166900
151041405                        80            10.15            4/1/2007         3/1/2037             1350.79              1350.79       4/1/2007               152000
151041410                        90              9.1            4/1/2007         3/1/2037             1212.87              1212.87       4/1/2007               149400
151041442                     62.67            7.375            4/1/2007         3/1/2037              1524.8               1524.8       4/1/2007               235000
151041451                        95            11.65            5/1/2007         4/1/2037             1665.41              1665.41       4/1/2007               166250
151041457                        95              9.3            4/1/2007         3/1/2037             1773.79              1773.79       4/1/2007               223250
151041460                        75             9.31            4/1/2007         3/1/2037              1156.8               1156.8       3/1/2007               139875
151041476                     87.57            6.275            4/1/2007         3/1/2037              1000.1               1000.1       3/1/2007               162000
151041479                     88.96            10.55            5/1/2007         4/1/2037             2737.07              2737.07       4/1/2007               298000
151041482                        65             8.77            4/1/2007         3/1/2037             1812.65              1812.65       4/1/2007               240500
151041483                        95             9.25            4/1/2007         3/1/2037              1062.9               1062.9       3/1/2007               129200
151041484                       100            10.44            3/1/2007         2/1/2037             1788.65              1788.65       4/1/2007               196500
151041502                        90              6.6            4/1/2007         3/1/2037              919.67               919.67       4/1/2007               144000
151041528                        85             8.95            4/1/2007         3/1/2037             1021.31              1021.31       3/1/2007               127500
151041536                        70             8.15            4/1/2007         3/1/2037             1276.39              1276.39       3/1/2007               171500
151041543                     54.55              8.1            4/1/2007         3/1/2037             1111.21              1111.21       3/1/2007             150012.5
151041558                        65              9.7            4/1/2007         3/1/2037             1390.16              1390.16       4/1/2007               162500
151041560                        85              6.9            4/1/2007         3/1/2037             2295.22              2295.22       3/1/2007               348500
151041576                     74.97              8.4            3/1/2007         2/1/2037             1332.56              1332.56       3/1/2007               183675
151041582                        95            10.45            4/1/2007         3/1/2037             1226.96              1226.96       4/1/2007               138700
151041590                     46.27             9.75            4/1/2007         3/1/2037             2663.38              2663.38       4/1/2007               310000
151041599                        80            10.05            4/1/2007         3/1/2037             2326.55              2326.55       3/1/2007               264000
151041601                       100             9.52            4/1/2007         3/1/2037             1022.64              1022.64       3/1/2007               126000
151041602                        95              9.6            4/1/2007         3/1/2037             1659.85              1659.85       3/1/2007               195700
151041636                        85            10.25            4/1/2007         3/1/2037             2636.43              2636.43       3/1/2007               303450
151041653                      73.1            7.175            4/1/2007         3/1/2037               917.8                917.8       4/1/2007               153500
151041683                        85             12.2            4/1/2007         3/1/2037              541.33               541.33       3/1/2007                51850
151041696                     79.55             9.99            4/1/2007         3/1/2037             2375.41              2375.41       4/1/2007               280000
151041724                       100            11.97            3/1/2007         2/1/2037              687.62               687.62       3/1/2007                67000
151041729                        80             7.99            4/1/2007         3/1/2037             2492.43              2492.43       3/1/2007               340000
151041742                        95              9.7            4/1/2007         3/1/2037             1063.92              1063.92       3/1/2007               124364
151041763                        80            8.295            4/1/2007         3/1/2037             1689.93              1689.93       3/1/2007               224000
151041770                     45.84             9.42            4/1/2007         3/1/2037             1703.45              1703.45       3/1/2007               204000
151041781                        80             8.62            4/1/2007         3/1/2037             1554.87              1554.87       3/1/2007               200000
151041784                       100             10.9            4/1/2007         3/1/2037             1040.08              1040.08       3/1/2007               114000
151041786                        95             8.89            4/1/2007         3/1/2037             1808.95              1808.95       4/1/2007               227050
151041788                     34.57              8.6            4/1/2007         3/1/2037             1086.42              1086.42       3/1/2007               140000
151041791                     69.81             9.57            5/1/2007         4/1/2037             1878.05              1878.05       4/1/2007               222000
151041813                        80             8.75            4/1/2007         3/1/2037             1120.26              1120.26       3/1/2007               142400
151041821                        90             8.99            4/1/2007         3/1/2037             1201.75              1201.75       3/1/2007               149490
151041914                     74.03             7.42            4/1/2007         3/1/2037             1496.72              1496.72       4/1/2007               229500
151041923                     40.82            10.95            4/1/2007         3/1/2037              948.55               948.55       3/1/2007               100000
151041963                     49.46              8.5            2/1/2007         1/1/2037              1768.5               1768.5       3/1/2007               230000
151041968                        80             8.25            4/1/2007         3/1/2037               632.5                632.5       3/1/2007                92000
151041981                        90              8.5            4/1/2007         3/1/2037             2179.87              2179.87       4/1/2007               283500
151042001                        65             9.75            4/1/2007         3/1/2037             2792.25              2792.25       3/1/2007               325000
151042003                     80.95             9.85            4/1/2007         3/1/2037              2847.1               2847.1       3/1/2007               340000
151042020                     53.13            7.025            4/1/2007         3/1/2037             1187.23              1187.23       3/1/2007               178000
151042029                     53.16             9.25            4/1/2007         3/1/2037             1245.76              1245.76       4/1/2007               160000
151042034                      54.8            8.775            4/1/2007         3/1/2037             1080.23              1080.23       3/1/2007               137000
151042043                       100             10.6            4/1/2007         3/1/2037              1328.9               1328.9       4/1/2007               144097
151042063                       100           11.225            4/1/2007         3/1/2037              872.43               872.43       4/1/2007                90000
151042081                       100           11.145            4/1/2007         3/1/2037              789.49               789.49       3/1/2007                84000
151042091                       100           11.225            4/1/2007         3/1/2037               873.4                873.4       3/1/2007                90100
151042099                        80            10.65            5/1/2007         4/1/2037             1029.68              1029.68       4/1/2007               111200
151042110                     74.07             8.25            4/1/2007         3/1/2037             2142.42              2142.42       3/1/2007               300000
151042117                        80             6.72            4/1/2007         3/1/2037              961.92               961.92       3/1/2007               160000
151042149                     61.54              9.6            4/1/2007         3/1/2037             1017.79              1017.79       3/1/2007               120000
151042175                        95              9.7            4/1/2007         3/1/2037             4876.26              4876.26       3/1/2007               570000
151042179                        80              6.9            4/1/2007         3/1/2037              974.73               974.73       4/1/2007               148000
151042192                        90             8.25            5/1/2007         4/1/2037             3459.84              3459.84       4/1/2007               495000
151042229                        80            10.72            4/1/2007         3/1/2037             1936.95              1936.95       3/1/2007               208000
151042236                     87.76             7.82            4/1/2007         3/1/2037             1550.79              1550.79       3/1/2007               215012
151042260                        95             10.6            4/1/2007         3/1/2037             1357.97              1357.97       3/1/2007               147250
151042264                        90             10.5            5/1/2007         4/1/2037              905.59               905.59       4/1/2007                99000
151042273                        95             9.45            5/1/2007         4/1/2037             3181.39              3181.39       4/1/2007               380000
151042284                        85              9.8            4/1/2007         3/1/2037              718.74               718.74       4/1/2007                83300
151042286                        80             8.35            4/1/2007         3/1/2037              871.25               871.25       3/1/2007               114894
151042292                        35             7.35            4/1/2007         3/1/2037             2200.15              2200.15       4/1/2007               350000
151042319                     94.37             9.95            4/1/2007         3/1/2037             1118.97              1118.97       4/1/2007               134000
151042341                        85                9            5/1/2007         4/1/2037             1196.88              1196.88       4/1/2007               148750
151042353                     93.59             9.75            5/1/2007         4/1/2037             3916.15              3916.15       4/1/2007               481988
151042362                        80            9.538            4/1/2007         3/1/2037             1349.81               1349.8       3/1/2007               160000
151042377                     69.39             9.95            4/1/2007         3/1/2037             1436.88              1436.88       3/1/2007               170000
151042378                        95             9.95            5/1/2007         4/1/2037             1676.97              1676.97       4/1/2007               191900
151042381                     94.63             7.72            5/1/2007         4/1/2037             1757.55              1757.55       4/1/2007               246038
151042422                        95             9.85            5/1/2007         4/1/2037             2687.69              2687.69       4/1/2007               310175
151042441                     79.61              6.6            4/1/2007         3/1/2037                2233                 2233       3/1/2007               406000
151042460                        75             11.2            4/1/2007         3/1/2037              616.76               616.76       3/1/2007                63750
151042470                        75             10.9            5/1/2007         4/1/2037             1594.31              1594.31       4/1/2007               168750
151042487                        80             7.47            4/1/2007         3/1/2037             1282.78              1282.78       3/1/2007               184000
151042495                     59.46              7.7            5/1/2007         4/1/2037              784.26               784.26       4/1/2007               110000
151042524                        65              7.6            4/1/2007         3/1/2037              780.21               780.21       4/1/2007               110500
151042552                     78.65             8.72            5/1/2007         4/1/2037             1647.57              1647.57       4/1/2007               210000
151042597                     79.64            8.875            4/1/2007         3/1/2037             1400.34              1400.34       3/1/2007               176000
151042636                        90             9.65            5/1/2007         4/1/2037             1234.29              1234.29       4/1/2007               144900
151042655                        80             8.75            4/1/2007         3/1/2037              868.52               868.52       3/1/2007               110400
151042752                        90              9.7            4/1/2007         3/1/2037              1154.9               1154.9       4/1/2007               135000
151042758                        80            10.35            5/1/2007         4/1/2037             1517.95              1517.95       4/1/2007               168000
151042890                        70             10.3            5/1/2007         4/1/2037              900.72               900.72       4/1/2007               100100
151042896                        80             8.65            5/1/2007         4/1/2037              661.07               661.07       4/1/2007                84800
151042902                     94.99            10.42            5/1/2007         4/1/2037             1933.85              1933.85       4/1/2007               212800
151042934                        95             11.6            5/1/2007         4/1/2037              924.33               924.33       4/1/2007                92625
151042982                        90             7.35            5/1/2007         4/1/2037             2067.19              2067.19       4/1/2007               337500
151043025                        80             8.65            5/1/2007         4/1/2037              854.41               854.41       4/1/2007               109600
151043095                     73.97             7.95            5/1/2007         4/1/2037              985.88               985.88       4/1/2007               135000
151043103                     61.11             9.95            5/1/2007         4/1/2037              961.27               961.27       4/1/2007               110000
151043170                        95             9.65            5/1/2007         4/1/2037             1747.93              1747.93       4/1/2007               205200
151043173                        85             9.12            5/1/2007         4/1/2037             1659.07              1659.07       4/1/2007               204000
151043174                     63.45              8.1            5/1/2007         4/1/2037              925.93               925.93       4/1/2007               125000
151043184                        90            8.945            5/1/2007         4/1/2037              1801.5               1801.5       4/1/2007               225000
151043211                      63.9              8.5            5/1/2007         4/1/2037              2898.8               2898.8       4/1/2007               377000
151043251                        90              9.8            5/1/2007         4/1/2037             1047.38              1047.38       4/1/2007               128250
151043317                        37             9.99            5/1/2007         4/1/2037              784.73               784.73       4/1/2007                92500
151043528                        80            7.356            5/1/2007         4/1/2037             2261.17              2261.17       4/1/2007               328000
151043658                     42.46             8.75            6/1/2007         5/1/2037             1085.65              1085.65       5/1/2007               138000
151043781                        90               10            5/1/2007         4/1/2037             3672.64              3672.64       4/1/2007               418500
151044013                        90            8.875            6/1/2007         5/1/2037               930.9                930.9       5/1/2007               117000
161051489                      61.4              8.4            1/1/2007        12/1/2036             1005.63              1005.63       3/1/2007               132000
161051528                       100             11.6            1/1/2007        12/1/2036              419.13               419.13       3/1/2007                42000
161051664                       100            11.35            2/1/2007         1/1/2037              528.59               528.59       3/1/2007                54000
161051687                       100             12.5            1/1/2007        12/1/2036              719.33               719.33       4/1/2007                67400
161051695                     83.33             8.95            2/1/2007         1/1/2037             2002.57              2002.57       3/1/2007               250000
161051703                     64.99              7.6            2/1/2007         1/1/2037             2595.01              2595.01       3/1/2007               389950
161051711                        80             8.55            2/1/2007         1/1/2037             1983.68              1983.68       3/1/2007               256800
161051717                     58.82            6.675            2/1/2007         1/1/2037             1930.86              1930.86       4/1/2007               300000
161051773                     33.33             8.22            4/1/2007         3/1/2037             1498.32              1498.32       4/1/2007               200000
161051839                        32            10.14            4/1/2007         3/1/2037              1420.7               1420.7       3/1/2007               160000
161051840                     68.48              6.6            3/1/2007         2/1/2037              1712.6               1712.6       3/1/2007               289000
161052068                     94.63             8.85            2/1/2007         1/1/2037             2110.86              2110.86       3/1/2007               265900
161052132                        80             9.72            2/1/2007         1/1/2037             2022.41              2022.41       2/1/2007               236000
161052186                        80             7.65            2/1/2007         1/1/2037             1992.32              1992.32       3/1/2007               280800
161052206                        80              8.5            3/1/2007         2/1/2037              2463.2               2463.2       2/1/2007               336000
161052214                     76.58             8.95            2/1/2007         1/1/2037             1361.75              1361.75       3/1/2007               170000
161052223                     74.89              6.5            3/1/2007         2/1/2037             1972.99              1972.99       3/1/2007               337000
161052273                        90             8.45            2/1/2007         1/1/2037             2559.82              2559.82       3/1/2007               351000
161052313                        80             9.37            2/1/2007         1/1/2037             1991.58              1991.58       4/1/2007               248960
161052317                     86.67             7.55            3/1/2007         2/1/2037             2150.75              2150.75       3/1/2007               325000
161052327                     89.81             7.25            3/1/2007         2/1/2037             2885.61              2885.61       3/1/2007               423000
161052341                        90              9.3            3/1/2007         2/1/2037              2252.5               2252.5       3/1/2007               283500
161052400                     88.95            8.125            2/1/2007         1/1/2037             2695.41              2695.41       3/1/2007               382485
161052437                     78.39             8.75            3/1/2007         2/1/2037              955.84               955.84       3/1/2007               121500
161052460                     63.49            11.05            5/1/2007         4/1/2037             3824.41              3824.41       4/1/2007               400000
161052484                        95            11.47            5/1/2007         4/1/2037             2140.01              2140.01       4/1/2007               216600
161052493                     85.09             7.55            3/1/2007         2/1/2037             2302.96              2302.96       3/1/2007               348000
161052496                     71.27              9.6            3/1/2007         2/1/2037             2145.84              2145.84       4/1/2007               253000
161052520                        90             10.6            4/1/2007         3/1/2037             1528.03              1528.03       3/1/2007               165690
161052577                     68.48             8.45            3/1/2007         2/1/2037             2410.92              2410.92       3/1/2007               315000
161052600                        80             6.95            3/1/2007         2/1/2037             1729.85              1729.85       3/1/2007               280000
161052601                       100             11.6            3/1/2007         2/1/2037              718.51               718.51       3/1/2007                72000
161052627                     78.67              7.6            3/1/2007         2/1/2037             3177.34              3177.34       3/1/2007               450000
161052642                       100             11.6            3/1/2007         2/1/2037              311.35               311.35       4/1/2007                31200
161052653                     89.31              8.4            3/1/2007         2/1/2037             1879.04              1879.04       3/1/2007               259000
161052657                       100             12.6            3/1/2007         2/1/2037              752.52               752.52       3/1/2007                70000
161052698                     83.84              9.4            4/1/2007         3/1/2037             2419.41              2419.41       3/1/2007               306000
161052740                     89.42              6.5            3/1/2007         2/1/2037             1978.84              1978.84       3/1/2007               338000
161052756                        85                9            3/1/2007         2/1/2037             1508.01              1508.01       3/1/2007               195500
161052766                        50             9.72            3/1/2007         2/1/2037              1713.9               1713.9       3/1/2007               200000
161052768                     91.08              8.6            5/1/2007         4/1/2037              2545.6               2545.6       4/1/2007               355200
161052801                       100            12.95            3/1/2007         2/1/2037              551.15               551.15       4/1/2007                50000
161052802                     69.41             7.62            3/1/2007         2/1/2037             1669.58              1669.58       3/1/2007               236000
161052805                     74.54             6.37            3/1/2007         2/1/2037             1391.57              1391.57       3/1/2007               241500
161052810                        90              6.2            3/1/2007         2/1/2037             1955.02              1955.02       4/1/2007               346500
161052832                     79.17             8.55            3/1/2007         2/1/2037             2201.51              2201.51       3/1/2007               285000
161052833                        90              6.3            3/1/2007         2/1/2037              1663.2               1663.2       3/1/2007               316800
161052848                     63.18             8.65            3/1/2007         2/1/2037             1213.58              1213.58       4/1/2007               163000
161052851                        80            10.05            3/1/2007         2/1/2037             1057.52              1057.52       4/1/2007               120000
161052893                        80             8.95            4/1/2007         3/1/2037              2492.8               2492.8       3/1/2007               311200
161052894                        90             9.05            4/1/2007         3/1/2037             2618.64              2618.64       3/1/2007               324000
161052896                        85             9.15            3/1/2007         2/1/2037             2362.49              2362.49       4/1/2007               301750
161052925                        75             8.45            4/1/2007         3/1/2037             1367.42              1367.42       3/1/2007               187500
161052937                       100            12.95            3/1/2007         2/1/2037              374.56               374.56       3/1/2007                33980
161052950                        90             7.95            3/1/2007         2/1/2037             2136.07              2136.07       3/1/2007               292500
161052951                        90                9            3/1/2007         2/1/2037             2860.43              2860.43       3/1/2007               355500
161053013                        85             9.65            4/1/2007         3/1/2037             3258.21              3258.21       3/1/2007               382500
161053019                        85             8.95            4/1/2007         3/1/2037             2565.54              2565.54       3/1/2007               340000
161053043                     36.36             6.99            4/1/2007         3/1/2037             2482.82              2482.82       3/1/2007               400000
161053049                        90             10.4            4/1/2007         3/1/2037             2653.77              2653.77       3/1/2007               292500
161053050                     77.94              7.3            3/1/2007         2/1/2037             2000.79              2000.79       3/1/2007               311000
161053051                        70             8.77            3/1/2007         2/1/2037             1616.45              1616.45       3/1/2007               205100
161053059                     55.56            11.05            4/1/2007         3/1/2037             1195.13              1195.13       3/1/2007               125000
161053069                     89.88             7.65            4/1/2007         3/1/2037             2490.25              2490.25       3/1/2007               382000
161053076                        85             7.32            4/1/2007         3/1/2037             1437.35              1437.35       4/1/2007               229500
161053084                     64.52              9.6            4/1/2007         3/1/2037             2205.22              2205.22       3/1/2007               260000
161053094                     36.38             7.99            4/1/2007         3/1/2037             1466.87              1466.87       4/1/2007               200100
161053145                     82.22              7.8            4/1/2007         3/1/2037             1227.67              1227.67       4/1/2007               185000
161053149                     72.33             9.05            4/1/2007         3/1/2037             1066.85              1066.85       4/1/2007               132000
161053151                      48.2             10.5            4/1/2007         3/1/2037             2931.74              2931.74       3/1/2007               320500
161053160                     55.56             7.65            4/1/2007         3/1/2037             1064.27              1064.27       4/1/2007               150000
161053172                     51.47             7.45            4/1/2007         3/1/2037             1217.64              1217.64       3/1/2007               175000
161053179                     74.54             6.75            4/1/2007         3/1/2037              938.03               938.03       4/1/2007               161000
161053196                        80             6.85            4/1/2007         3/1/2037             2631.52              2631.52       4/1/2007               401600
161053234                        95             9.35            4/1/2007         3/1/2037             2838.37              2838.37       4/1/2007               342000
161053287                        75             6.99            4/1/2007         3/1/2037              996.45               996.45       3/1/2007               149925
161053290                     81.14             7.65            4/1/2007         3/1/2037             2532.97              2532.97       4/1/2007               357000
161053291                        75              7.7            4/1/2007         3/1/2037             1337.39              1337.39       4/1/2007               198750
161053304                        80             7.77            4/1/2007         3/1/2037             1189.05              1189.05       4/1/2007               179816
161053341                        95             9.95            5/1/2007         4/1/2037             2889.04              2889.04       4/1/2007               330600
161053350                     69.58             9.45            4/1/2007         3/1/2037             1398.14              1398.14       4/1/2007               167000
161053368                     75.67             8.25            4/1/2007         3/1/2037             2546.79              2546.79       3/1/2007               339000
161053407                     61.14             7.52            4/1/2007         3/1/2037             1576.32              1576.32       3/1/2007               225000
161053411                        85            8.925            4/1/2007         3/1/2037             2989.13              2989.13       3/1/2007               374000
161053432                     89.27              9.2            4/1/2007         3/1/2037             2690.59              2690.59       4/1/2007               328500
161053438                       100           12.075            4/1/2007         3/1/2037                 465                  465       4/1/2007                44954
161053443                     63.13             7.27            5/1/2007         4/1/2037             1544.79              1544.79       4/1/2007               226000
161053451                        80              9.7            5/1/2007         4/1/2037             3079.75              3079.75       4/1/2007               360000
161053455                     83.88             9.32            5/1/2007         4/1/2037             1701.03              1701.03       4/1/2007               205500
161053467                        95             9.47            5/1/2007         4/1/2037             1912.16              1912.16       4/1/2007               228000
161053487                        95              7.9            5/1/2007         4/1/2037             1683.31              1683.31       4/1/2007               250705
161053501                        70            7.975            5/1/2007         4/1/2037             1368.15              1368.15       4/1/2007               186900
161053514                        65            8.333            4/1/2007         3/1/2037             1732.27              1732.27       3/1/2007               228800
161053617                        90             9.75            5/1/2007         4/1/2037             1357.03              1357.03       4/1/2007               157950
161053644                     72.91             7.05            5/1/2007         4/1/2037              989.62               989.62       4/1/2007               148000
161053657                        80              7.1            5/1/2007         4/1/2037             1881.69              1881.69       4/1/2007               280000
161053678                        90             10.1            5/1/2007         4/1/2037             1768.17              1768.17       4/1/2007               199800
161053698                        80             6.95            5/1/2007         4/1/2037             3177.35              3177.35       4/1/2007               480000
161053739                        90             9.25            5/1/2007         4/1/2037             2591.43              2591.43       4/1/2007               315000
161053782                     42.86            12.25            5/1/2007         4/1/2037             1100.29              1100.29       4/1/2007               105000
161053878                     84.83              7.8            5/1/2007         4/1/2037                1832                 1832       4/1/2007               254490
161053930                        90             9.95            5/1/2007         4/1/2037              2398.8               2398.8       4/1/2007               274500
161053987                        80              8.5            5/1/2007         4/1/2037             1568.58              1568.58       4/1/2007               204000
161054227                        90             10.5            6/1/2007         5/1/2037             3518.74              3518.74       5/1/2007               396000
171034945                       100             14.3           11/1/2006        10/1/2036              884.74               884.74       2/1/2007                73200
171035880                        60             10.5           12/1/2006        11/1/2036             1201.97              1201.97       3/1/2007               131400
171035982                        85            6.225            1/1/2007        12/1/2036             1124.39              1121.28       3/1/2007               216750
171036966                       100             13.5            1/1/2007        12/1/2036              531.47               531.47       4/1/2007                46400
171036994                        80             8.75            2/1/2007         1/1/2037             1656.67              1656.67       3/1/2007               227200
171037147                        80             8.65            2/1/2007         1/1/2037             1278.49              1278.49       3/1/2007               164000
171037627                     86.82              8.7            2/1/2007         1/1/2037             1552.82              1552.82       3/1/2007               207500
171037730                       100            12.75            1/1/2007        12/1/2036              420.55               420.55       3/1/2007                38700
171037962                       100             9.99            1/1/2007        12/1/2036              242.89               242.88       3/1/2007                27700
171037978                        80            10.05            2/1/2007         1/1/2037              987.02               987.02       3/1/2007               112000
171038124                     83.46              7.9            2/1/2007         1/1/2037              2456.7               2456.7       4/1/2007               338013
171038163                       100            12.75            2/1/2007         1/1/2037              391.21               391.21       4/1/2007                36000
171038175                       100            12.75            2/1/2007         1/1/2037              478.15               478.15       3/1/2007                44000
171038182                        80             10.6            4/1/2007         3/1/2037             1106.67              1106.67       3/1/2007               120000
171038215                        80              6.2            2/1/2007         1/1/2037             1033.33              1033.33       3/1/2007               200000
171038220                        80             7.35            2/1/2007         1/1/2037             2484.53              2484.53       3/1/2007               384000
171038358                     81.43              8.8            2/1/2007         1/1/2037             1351.37              1351.37       3/1/2007               171000
171038417                        80             8.99            2/1/2007         1/1/2037             1768.59              1768.59       3/1/2007               220000
171038578                     82.86              6.2            2/1/2007         1/1/2037             1498.33              1498.33       3/1/2007               290000
171038759                        85              6.6            2/1/2007         1/1/2037             2028.95              2028.44       3/1/2007               368900
171038762                     81.48              5.9            2/1/2007         1/1/2037             1081.67              1081.67       4/1/2007               220000
171039075                     91.67            11.15            4/1/2007         3/1/2037              530.02               530.02       3/1/2007                55000
171039088                     74.07              6.6            3/1/2007         2/1/2037             1277.32              1277.32       3/1/2007               200000
171039094                        85             7.95            3/1/2007         2/1/2037             2116.18              2116.18       3/1/2007               306000
171039155                        60              8.4            4/1/2007         3/1/2037             1211.32              1211.32       4/1/2007               159000
171039170                        65             9.25            3/1/2007         2/1/2037             1149.69              1149.69       4/1/2007               139750
171039233                       100           12.225            3/1/2007         2/1/2037              533.44               533.44       3/1/2007                51000
171039256                     44.89             8.45            4/1/2007         3/1/2037              773.03               773.03       3/1/2007               101000
171039269                       100             13.6            4/1/2007         3/1/2037              472.85               472.85       3/1/2007                41000
171039274                        75                8            4/1/2007         3/1/2037             1403.32              1403.32       3/1/2007               191250
171039283                     74.07             11.3            3/1/2007         2/1/2037              975.06               975.06       4/1/2007               100000
171039285                        75                8            4/1/2007         3/1/2037             1392.32              1392.32       3/1/2007               189750
171039290                        75             8.25            4/1/2007         3/1/2037             1155.07              1155.07       3/1/2007               153750
171039377                        90                8            3/1/2007         2/1/2037             1595.74              1595.74       3/1/2007               229500
171039545                        95           11.775            4/1/2007         3/1/2037             1345.06              1345.06       4/1/2007               133000
171039546                        80              7.8            3/1/2007         2/1/2037             1469.55              1469.55       3/1/2007               216000
171039575                        90             8.95            3/1/2007         2/1/2037             2210.44              2210.44       3/1/2007               288000
171039626                     54.37            7.925            3/1/2007         2/1/2037              815.97               815.97       3/1/2007               112000
171039664                     73.53           10.975            4/1/2007         3/1/2037              950.43               950.43       3/1/2007               100000
171039700                        70             8.34            3/1/2007         2/1/2037             1590.97              1590.97       3/1/2007               210000
171039702                        80                9            4/1/2007         3/1/2037              605.08               605.08       3/1/2007                75200
171039912                       100           10.595            4/1/2007         3/1/2037              1843.7               1843.7       3/1/2007               200000
171039917                       100             9.99            3/1/2007         2/1/2037              284.08               284.08       3/1/2007                32398
171039970                        85              9.6            3/1/2007         2/1/2037             1622.11              1622.11       3/1/2007               191250
171040074                     74.89              9.1            3/1/2007         2/1/2037             1371.16              1371.16       3/1/2007               176000
171040084                        90             9.42            3/1/2007         2/1/2037             1736.01              1736.01       2/1/2007               207900
171040092                        80             8.25            4/1/2007         3/1/2037                2189                 2189       3/1/2007               318400
171040109                     83.63             8.65            3/1/2007         2/1/2037             1930.18              1930.18       3/1/2007               259250
171040150                     89.99             8.85            4/1/2007         3/1/2037              742.25               742.25       3/1/2007                93500
171040194                        70              6.6            4/1/2007         3/1/2037             1274.12              1274.12       3/1/2007               199500
171040265                        75             9.65            4/1/2007         3/1/2037             1533.28              1533.28       3/1/2007               180000
171040268                       100             8.26            3/1/2007         2/1/2037             1443.73              1443.73       3/1/2007               201950
171040319                     69.79             7.35            3/1/2007         2/1/2037              1061.1               1061.1       4/1/2007               164000
171040322                     67.03             9.75            4/1/2007         3/1/2037              625.46               625.46       4/1/2007                72800
171040359                       100            10.55            4/1/2007         3/1/2037              440.87               440.87       3/1/2007                48000
171040381                        75             9.95            4/1/2007         3/1/2037             1966.23              1966.23       4/1/2007               225000
171040408                     69.06             7.25            3/1/2007         2/1/2037             1506.43              1506.43       3/1/2007               235500
171040469                       100            7.845            4/1/2007         3/1/2037             1626.72              1626.72       4/1/2007               225000
171040474                     63.22             7.55            4/1/2007         3/1/2037             1730.21              1730.21       3/1/2007               275000
171040495                        90             8.95            3/1/2007         2/1/2037             2072.29              2072.29       3/1/2007               270000
171040572                       100             13.6            3/1/2007         2/1/2037              574.34               574.34       3/1/2007                49800
171040595                        65             9.75            4/1/2007         3/1/2037             1535.74              1535.74       3/1/2007               178750
171040600                        75              7.8            4/1/2007         3/1/2037             1142.98              1142.98       3/1/2007               168000
171040606                       100            8.695            3/1/2007         2/1/2037             1742.76              1742.76       3/1/2007               233000
171040680                     72.05             7.75            4/1/2007         3/1/2037             2091.29              2091.29       4/1/2007               317008
171040707                     60.61             10.5            4/1/2007         3/1/2037               914.8                914.8       4/1/2007               100007
171040755                       100             7.99            3/1/2007         2/1/2037             1913.34              1913.34       3/1/2007               282000
171040785                     57.47               10            4/1/2007         3/1/2037              849.15               849.15       3/1/2007               100000
171040809                     61.21              7.2            4/1/2007         3/1/2037             1371.15              1371.15       4/1/2007               202000
171040830                        80              8.1            4/1/2007         3/1/2037               820.9                820.9       4/1/2007               116800
171040852                      60.8              7.3            4/1/2007         3/1/2037              977.88               977.88       3/1/2007               152000
171040858                     83.33             7.75            4/1/2007         3/1/2037             1130.21              1130.21       4/1/2007               175000
171040870                       100           10.245            3/1/2007         2/1/2037             1632.07              1632.07       3/1/2007               190000
171040877                        80              7.9            4/1/2007         3/1/2037             1745.72              1745.72       3/1/2007               260000
171040904                        90              8.4            4/1/2007         3/1/2037             1584.82              1567.35       3/1/2007               220500
171040921                        90             8.95            4/1/2007         3/1/2037             2422.31              2422.31       3/1/2007               302400
171040943                      89.2               10            4/1/2007         3/1/2037             1667.39              1667.39       3/1/2007               190000
171040954                        85             7.25            4/1/2007         3/1/2037             1283.85              1283.85       3/1/2007               212500
171040990                       100            8.445            4/1/2007         3/1/2037             2218.56              2218.56       3/1/2007               290000
171041068                       100            10.01            3/1/2007         2/1/2037              805.99               805.99       3/1/2007                94830
171041096                        52             9.55            4/1/2007         3/1/2037             1067.12              1067.12       3/1/2007               126360
171041101                        80              6.7            4/1/2007         3/1/2037              1041.9               1041.9       4/1/2007               180000
171041152                     56.62             7.75            4/1/2007         3/1/2037             1245.08              1245.08       3/1/2007               184015
171041157                        90                8            4/1/2007         3/1/2037             1690.59              1690.59       3/1/2007               230400
171041161                        80             6.35            4/1/2007         3/1/2037             1144.91              1144.91       4/1/2007               184000
171041183                        85            7.725            4/1/2007         3/1/2037             1313.42              1313.42       4/1/2007               194650
171041203                        90             10.5            4/1/2007         3/1/2037             1276.06              1276.06       3/1/2007               139500
171041243                        80            7.088            4/1/2007         3/1/2037             1135.71              1135.71       3/1/2007               169200
171041253                       100           10.255            4/1/2007         3/1/2037                1524                 1524       3/1/2007               170000
171041259                     68.28            11.25            5/1/2007         4/1/2037             1777.41              1777.41       4/1/2007               183000
171041292                     73.56              9.5            4/1/2007         3/1/2037              921.58               921.58       3/1/2007               109600
171041309                     74.42             9.35            4/1/2007         3/1/2037             1327.89              1327.89       4/1/2007               160000
171041419                        95             8.75            4/1/2007         3/1/2037             1500.58              1500.58       3/1/2007               199500
171041451                     93.77             7.45            4/1/2007         3/1/2037             1819.98              1819.98       3/1/2007               286000
171041455                     91.31             8.15            4/1/2007         3/1/2037             1603.86              1603.85       3/1/2007               215500
171041503                        80              7.8            4/1/2007         3/1/2037              894.39               894.39       3/1/2007               137599
171041534                       100             10.5            5/1/2007         4/1/2037             1166.29              1166.29       4/1/2007               127500
171041547                     77.46              7.2            4/1/2007         3/1/2037             1653.65              1653.65       3/1/2007               267996
171041566                        80              7.7            4/1/2007         3/1/2037             1072.87              1072.87       3/1/2007               167200
171041638                        90              8.1            4/1/2007         3/1/2037             1893.35              1893.35       4/1/2007               255600
171041639                        95             9.75            5/1/2007         4/1/2037             1322.24              1322.24       4/1/2007               153900
171041701                        70            8.125            5/1/2007         4/1/2037             1117.46              1117.46       4/1/2007               150500
171041743                        80              7.4            5/1/2007         4/1/2037             1119.87              1119.87       4/1/2007               181600
171041798                     63.83             7.35            4/1/2007         3/1/2037              1837.5               1837.5       4/1/2007               300000
171041808                     65.07              6.2            4/1/2007         3/1/2037             1408.64              1408.64       3/1/2007               260260
171041833                     71.25             9.55            4/1/2007         3/1/2037             1159.88              1159.88       4/1/2007               142500
171041850                       100           11.345            4/1/2007         3/1/2037             1376.44              1376.44       4/1/2007               144000
171041871                      87.8              7.4            5/1/2007         4/1/2037             2526.77              2526.77       4/1/2007               399500
171041883                       100              7.5            4/1/2007         3/1/2037              1187.5               1187.5       3/1/2007               190000
171041909                     56.25             8.45            4/1/2007         3/1/2037             1377.67              1377.67       3/1/2007               180000
171041926                        85             7.35            5/1/2007         4/1/2037             2734.87              2734.87       4/1/2007               396950
171042104                        85              9.3            5/1/2007         4/1/2037             1194.01              1194.01       4/1/2007               144500
171042136                      49.3              8.3            4/1/2007         3/1/2037             1320.87              1320.87       3/1/2007               175000
171042172                        80              8.1            5/1/2007         4/1/2037             1120.01              1120.01       4/1/2007               151200
171042222                       100             8.85            4/1/2007         3/1/2037             1024.07              1024.07       3/1/2007               129000
171042346                        80             7.65            5/1/2007         4/1/2037             1299.83              1299.83       4/1/2007               183200
171042402                     59.81             7.85            5/1/2007         4/1/2037             1808.34              1808.34       4/1/2007               250000
171042605                     56.52             11.4            5/1/2007         4/1/2037             1277.47              1277.47       4/1/2007               130000
171042613                        95              8.3            5/1/2007         4/1/2037             1702.79              1702.79       4/1/2007               242250
171042769                        80             7.95            5/1/2007         4/1/2037             1518.99              1518.99       4/1/2007               208000
171042780                        70            12.25            5/1/2007         4/1/2037              2017.2               2017.2       4/1/2007               192500
171043212                        90              7.6            5/1/2007         4/1/2037             1872.08              1872.08       4/1/2007               288900
191033192                       100             8.68           10/1/2006         9/1/2036             1663.31              1663.31       3/1/2007               229950
191033443                        95            10.85           11/1/2006        10/1/2036             1872.84              1872.84       3/1/2007               199025
191033875                        70            11.65            4/1/2007         3/1/2037             3176.56              3176.56       4/1/2007               317100
191034613                        80                9            4/1/2007         3/1/2037             1351.77              1351.77       3/1/2007               168000
191034846                       100             13.5            1/1/2007        12/1/2036              533.19               533.19       3/1/2007                46550
191034875                       100             13.9            1/1/2007        12/1/2036              338.96               338.96       3/1/2007                28800
191034884                       100             12.5            1/1/2007        12/1/2036              629.68               629.68       3/1/2007                59000
191034956                        90             9.09            2/1/2007         1/1/2037             1870.25              1870.25       4/1/2007               240300
191035044                     74.83             7.85            2/1/2007         1/1/2037             1504.98              1504.98       4/1/2007               220000
191035097                      69.4              7.7            1/1/2007        12/1/2036             2053.33              2053.33       4/1/2007               288000
191035147                       100             13.5            1/1/2007        12/1/2036              680.37               680.37       3/1/2007                59400
191035231                     79.87              6.8            4/1/2007         3/1/2037             1502.56              1502.56       3/1/2007               265157
191035236                       100             12.5            2/1/2007         1/1/2037              428.82               428.82       4/1/2007                40180
191035237                     79.99              6.4            4/1/2007         3/1/2037             1394.99              1394.99       3/1/2007               261560
191035383                       100            11.75            2/1/2007         1/1/2037              364.09               364.09       3/1/2007                36070
191035386                      86.6              8.4            3/1/2007         2/1/2037             2638.63              2638.63       3/1/2007               363700
191035400                        80             6.75            5/1/2007         4/1/2037              1462.5               1462.5       4/1/2007               260000
191035490                       100           10.395            3/1/2007         2/1/2037             1188.36              1188.36       3/1/2007               135000
191035596                        82              8.3            2/1/2007         1/1/2037             1530.61              1530.61       3/1/2007               213200
191035603                        90             8.95            2/1/2007         1/1/2037             1747.63              1747.63       3/1/2007               227700
191035608                        85              8.8            2/1/2007         1/1/2037             1477.98              1477.98       3/1/2007               195500
191035643                        85              8.3            2/1/2007         1/1/2037             2013.77              2013.77       4/1/2007               280500
191035778                       100           12.999            2/1/2007         1/1/2037               723.4                723.4       3/1/2007                65400
191035794                     61.04              8.2            2/1/2007         1/1/2037             1669.28              1669.28       3/1/2007               234990
191035820                     67.95             8.65            3/1/2007         2/1/2037             1972.99              1972.99       3/1/2007               265000
191035875                     67.62              7.8            2/1/2007         1/1/2037             2415.23              2415.23       3/1/2007               355000
191035934                     78.06             6.75            4/1/2007         3/1/2037             1525.89              1525.89       3/1/2007               252900
191036019                      59.7            6.975            2/1/2007         1/1/2037             1838.24              1838.24       3/1/2007               277000
191036102                        90             8.35            3/1/2007         2/1/2037             2013.56              2013.56       4/1/2007               279000
191036104                        95             11.1            3/1/2007         2/1/2037             2504.44              2504.44       3/1/2007               270750
191036163                     63.56             8.15            3/1/2007         2/1/2037             1116.37              1116.37       3/1/2007               150000
191036182                        75             9.99            3/1/2007         2/1/2037              2630.5               2630.5       3/1/2007               300000
191036229                        80              7.8            4/1/2007         3/1/2037                1820                 1820       3/1/2007               280000
191036237                     80.66             8.55            4/1/2007         3/1/2037             1320.91              1320.91       4/1/2007               171000
191036257                       100             11.5            3/1/2007         2/1/2037              425.63               425.63       4/1/2007                42980
191036264                        85             8.25            3/1/2007         2/1/2037             2761.93              2761.93       3/1/2007               386750
191036267                       100             8.98            3/1/2007         2/1/2037             1809.08              1809.08       4/1/2007               235000
191036269                        85            8.525            3/1/2007         2/1/2037              1211.9               1211.9       3/1/2007               157250
191036321                        95            11.25            3/1/2007         2/1/2037              546.33               546.33       4/1/2007                56250
191036339                        90             7.35            3/1/2007         2/1/2037             1222.85              1222.85       3/1/2007               189000
191036355                        90             5.95            3/1/2007         2/1/2037             1316.44              1316.04       4/1/2007               265500
191036360                     75.81             7.99            3/1/2007         2/1/2037              974.12               974.12       4/1/2007               140250
191036374                        75             7.75            3/1/2007         2/1/2037             1826.87              1826.87       4/1/2007               270000
191036382                     79.23             6.75            5/1/2007         4/1/2037              1381.5               1381.5       4/1/2007               245600
191036426                     79.11            7.875            3/1/2007         2/1/2037             2441.94              2441.94       3/1/2007               355995
191036435                     84.55             8.25            3/1/2007         2/1/2037             1153.33              1153.33       3/1/2007               161500
191036436                       100            10.87            4/1/2007         3/1/2037             1413.77              1413.77       4/1/2007               150000
191036457                     78.77             6.99            3/1/2007         2/1/2037                1589                 1589       3/1/2007               256000
191036458                        80             7.95            4/1/2007         3/1/2037              856.98               856.98       4/1/2007               123920
191036472                     78.79             6.75            5/1/2007         4/1/2037              1462.5               1462.5       4/1/2007               260000
191036473                        75                6            3/1/2007         2/1/2037             1114.18              1114.18       4/1/2007               202500
191036477                       100             11.6            4/1/2007         3/1/2037              309.16               309.16       4/1/2007                30980
191036483                        70              8.3            4/1/2007         3/1/2037             1611.47              1611.47       4/1/2007               213500
191036488                        85              7.1            4/1/2007         3/1/2037              859.99               859.75       4/1/2007               145350
191036512                        90             7.29            3/1/2007         2/1/2037             1290.33              1290.33       4/1/2007               212400
191036553                        75             6.35            3/1/2007         2/1/2037             1563.37              1563.37       3/1/2007               251250
191036604                     79.39              8.5            4/1/2007         3/1/2037             1007.23              1007.23       3/1/2007             130993.5
191036616                       100            12.85            3/1/2007         2/1/2037              383.07               383.07       3/1/2007                35000
191036626                        90              6.6            3/1/2007         2/1/2037             1386.67              1386.67       3/1/2007               234000
191036643                        75              7.9            3/1/2007         2/1/2037             1599.18              1599.18       3/1/2007               232500
191036669                        80             9.45            4/1/2007         3/1/2037             1339.53              1339.53       3/1/2007               160000
191036680                     73.33             5.99            4/1/2007         3/1/2037             1390.28              1390.28       3/1/2007               253000
191036706                        80             8.95            3/1/2007         2/1/2037              767.51               767.51       4/1/2007               100000
191036727                      73.6             7.85            4/1/2007         3/1/2037              874.44               874.44       4/1/2007               131000
191036728                       100              8.5            3/1/2007         2/1/2037             2238.33              2238.33       3/1/2007               316000
191036730                       100             12.5            3/1/2007         2/1/2037              533.63               533.63       3/1/2007                50000
191036738                        85             8.22            3/1/2007         2/1/2037             1566.49              1566.49       3/1/2007               209100
191036744                        90             7.45            3/1/2007         2/1/2037             1531.25              1531.25       3/1/2007               234000
191036747                        75                7            4/1/2007         3/1/2037             1666.58              1666.58       3/1/2007               250500
191036765                        90             7.65            3/1/2007         2/1/2037             2237.63              2237.63       3/1/2007               351000
191036768                     79.04             8.99            4/1/2007         3/1/2037             1455.06              1455.06       3/1/2007               181000
191036770                        90             6.05            4/1/2007         3/1/2037             1701.56              1701.56       3/1/2007               337500
191036783                        85              7.4            3/1/2007         2/1/2037             1471.31              1471.31       3/1/2007               212500
191036797                        75              8.4            4/1/2007         3/1/2037             1686.78              1686.78       3/1/2007               232500
191036808                        80              7.9            4/1/2007         3/1/2037              918.93               918.93       3/1/2007               133600
191036811                     57.96             9.35            4/1/2007         3/1/2037             1082.23              1082.23       4/1/2007               130400
191036822                        95              8.6            3/1/2007         2/1/2037             1253.26              1253.26       3/1/2007               161500
191036833                     56.52              7.7            4/1/2007         3/1/2037              926.85               926.85       4/1/2007               130000
191036840                        95              8.7            3/1/2007         2/1/2037             1599.55              1599.55       3/1/2007               204250
191036846                     82.62            7.875            4/1/2007         3/1/2037              994.63               994.63       4/1/2007               145000
191036849                        90             8.15            3/1/2007         2/1/2037             1335.46              1335.46       3/1/2007               189000
191036852                        90              9.9            3/1/2007         2/1/2037             1065.11              1065.11       4/1/2007               122400
191036854                        85            10.85            4/1/2007         3/1/2037              959.83               959.83       3/1/2007               102000
191036865                     79.38           11.125            3/1/2007         2/1/2037             1221.46              1221.46       3/1/2007               127000
191036866                     83.91             6.15            3/1/2007         2/1/2037             1677.16              1677.16       4/1/2007               327250
191036881                      83.9             8.55            4/1/2007         3/1/2037             2071.06              2071.06       3/1/2007               281050
191036884                     84.98              7.2            4/1/2007         3/1/2037              1361.4               1361.4       3/1/2007               226900
191036886                        80            6.175            4/1/2007         3/1/2037             1770.17              1770.17       3/1/2007               344000
191036889                        80             7.55            4/1/2007         3/1/2037             2728.07              2728.07       3/1/2007               433600
191036899                     56.88              9.4            4/1/2007         3/1/2037              758.55               758.55       3/1/2007                91000
191036923                     84.21             6.35            3/1/2007         2/1/2037             1693.33              1693.33       3/1/2007               320000
191036924                     73.77              6.5            4/1/2007         3/1/2037             1706.25              1706.25       3/1/2007               315000
191036925                     87.84              8.6            4/1/2007         3/1/2037             1838.25              1838.25       3/1/2007               256500
191036952                     66.41             9.95            3/1/2007         2/1/2037             1291.08              1291.08       4/1/2007               152750
191036957                        90             7.25            3/1/2007         2/1/2037             1201.43              1201.43       3/1/2007               193500
191036958                        95              7.7            4/1/2007         3/1/2037             1059.11              1059.11       4/1/2007               161500
191036959                        80              9.9            4/1/2007         3/1/2037             1322.69              1322.69       4/1/2007               152000
191036960                        80             9.75            3/1/2007         2/1/2037             2170.13              2170.13       3/1/2007               261600
191036963                        90             7.99            4/1/2007         3/1/2037             1887.82              1887.82       4/1/2007               271800
191036988                        95             8.99            4/1/2007         3/1/2037             1914.88              1914.88       3/1/2007               252700
191036995                     67.45              9.4            4/1/2007         3/1/2037                1490                 1490       3/1/2007               178750
191037013                        80             8.55            4/1/2007         3/1/2037              1681.5               1681.5       3/1/2007               236000
191037030                        95              8.2            4/1/2007         3/1/2037              1349.7               1349.7       3/1/2007               180500
191037051                     74.84             8.35            4/1/2007         3/1/2037              819.97               819.97       3/1/2007               116002
191037082                       100            7.845            3/1/2007         2/1/2037             1701.16              1701.16       3/1/2007               255000
191037125                        90             7.85            4/1/2007         3/1/2037             1471.87              1471.87       3/1/2007               220500
191037130                        80             8.05            4/1/2007         3/1/2037             1355.47              1355.47       3/1/2007               198400
191037134                     91.78             7.99            4/1/2007         3/1/2037             2272.94              2272.94       3/1/2007               335000
191037142                        85             7.75            4/1/2007         3/1/2037             1289.71              1289.71       4/1/2007               195500
191037146                       100              9.5            4/1/2007         3/1/2037             1317.87              1317.87       4/1/2007               165000
191037147                     88.34             8.95            4/1/2007         3/1/2037             2210.44              2210.44       3/1/2007               288000
191037159                     46.81             11.3            5/1/2007         4/1/2037             1072.61              1072.61       4/1/2007               110004
191037169                        95             9.65            4/1/2007         3/1/2037             1540.52              1540.52       3/1/2007               190000
191037171                        90            7.275            4/1/2007         3/1/2037             1655.66              1655.66       3/1/2007               242100
191037202                        70            7.375            4/1/2007         3/1/2037             1885.54              1885.54       4/1/2007               273000
191037235                     75.38             9.87            4/1/2007         3/1/2037              2055.3               2055.3       3/1/2007               244985
191037257                        80             8.45            4/1/2007         3/1/2037             1579.73              1579.73       3/1/2007               206400
191037278                        72             6.55            4/1/2007         3/1/2037             1372.38              1372.38       4/1/2007               216000
191037288                        80              7.3            4/1/2007         3/1/2037             1099.56              1099.56       3/1/2007               176000
191037289                        95              8.3            4/1/2007         3/1/2037             1869.73              1869.73       3/1/2007               266000
191037297                     84.47             7.55            4/1/2007         3/1/2037             2600.62              2600.62       4/1/2007               403750
191037305                        80              8.1            4/1/2007         3/1/2037             2725.95              2725.95       4/1/2007               368000
191037306                        70             8.75            4/1/2007         3/1/2037             1737.51              1737.51       3/1/2007               231000
191037322                       100             8.15            4/1/2007         3/1/2037             1561.13              1561.13       3/1/2007               225900
191037324                     93.48             8.75            4/1/2007         3/1/2037             1588.02              1588.02       3/1/2007               215000
191037345                        80             7.95            4/1/2007         3/1/2037             1134.59              1134.59       3/1/2007               168000
191037364                        90              7.9            4/1/2007         3/1/2037             2044.13              2044.13       4/1/2007               310500
191037365                        90              7.4            4/1/2007         3/1/2037             1248.75              1402.07       3/1/2007               202500
191037397                       100             10.2            4/1/2007         3/1/2037             1342.87              1342.87       3/1/2007               157000
191037402                        80             8.65            4/1/2007         3/1/2037             1578.21              1578.21       3/1/2007               216000
191037413                        90             7.81            4/1/2007         3/1/2037             2050.13              2050.13       3/1/2007               315000
191037435                        80             7.65            4/1/2007         3/1/2037              1472.2               1472.2       4/1/2007               220000
191037440                        85            7.015            5/1/2007         4/1/2037               999.2                999.2       4/1/2007               165750
191037446                        75              6.5            4/1/2007         3/1/2037             1317.28              1317.28       4/1/2007               225000
191037453                        90             7.25            4/1/2007         3/1/2037             1347.64              1347.64       3/1/2007               197550
191037465                        80              6.5            4/1/2007         3/1/2037               856.4                856.4       3/1/2007               151920
191037479                     74.88            6.925            5/1/2007         4/1/2037               991.7                991.7       4/1/2007               160992
191037485                        90              6.1            4/1/2007         3/1/2037             1504.44              1504.44       3/1/2007               270000
191037489                       100           12.225            4/1/2007         3/1/2037              397.26               397.26       3/1/2007                37980
191037496                        90              7.3            4/1/2007         3/1/2037             2052.31              2052.31       4/1/2007               328500
191037520                        90             8.35            4/1/2007         3/1/2037             2525.17              2525.17       3/1/2007               333000
191037543                     82.18              6.9            4/1/2007         3/1/2037             1438.41              1438.41       3/1/2007               234200
191037544                        75              8.5            4/1/2007         3/1/2037             1182.11              1182.11       3/1/2007               161250
191037588                     62.89             9.55            4/1/2007         3/1/2037               844.5                844.5       5/1/2007               100000
191037601                        95             7.99            4/1/2007         3/1/2037             1462.47              1462.47       4/1/2007               199500
191037612                        95             8.65            4/1/2007         3/1/2037             1562.65              1562.65       3/1/2007               200450
191037645                        80             9.25            5/1/2007         4/1/2037             1530.72              1530.72       4/1/2007               193600
191037665                     68.18             9.45            5/1/2007         4/1/2037              627.91               627.91       4/1/2007                75000
191037673                     26.04              7.5            5/1/2007         4/1/2037              822.59               822.59       4/1/2007               125000
191037681                        95              9.3            4/1/2007         3/1/2037             1083.28              1083.28       4/1/2007               131100
191037721                        65           10.395            4/1/2007         3/1/2037             1226.13              1226.13       3/1/2007               135200
191037728                        95              8.2            5/1/2007         4/1/2037             2324.12              2324.12       4/1/2007               334400
191037731                        95               10            4/1/2007         3/1/2037             1367.26              1367.26       3/1/2007               155800
191037744                        95            9.125            4/1/2007         3/1/2037             2999.05              2999.05       3/1/2007               368600
191037761                        80             9.15            5/1/2007         4/1/2037              583.85               583.85       4/1/2007                71600
191037771                     78.83             8.65            4/1/2007         3/1/2037             1683.87              1683.87       4/1/2007               216000
191037779                        80             8.45            5/1/2007         4/1/2037             1775.66              1775.66       4/1/2007               232000
191037868                        80             6.99            5/1/2007         4/1/2037             1956.67              1956.67       4/1/2007               294400
191037953                      78.9             8.85            4/1/2007         3/1/2037             1484.51              1484.51       3/1/2007               187000
191037962                        85              6.3            5/1/2007         4/1/2037             2028.85              2028.85       4/1/2007               369750
191037983                        80            7.625            5/1/2007         4/1/2037             1373.12              1373.12       4/1/2007               194000
191038004                        80              7.2            5/1/2007         4/1/2037              1051.2               1051.2       4/1/2007               175200
191038087                     74.81              9.3            5/1/2007         4/1/2037             1220.86              1220.86       4/1/2007               147750
191038316                        90            8.175            5/1/2007         4/1/2037             1307.14              1307.14       4/1/2007               184500
191038357                        90             8.85            5/1/2007         4/1/2037             2714.98              2714.98       4/1/2007               342000
191038453                        95             9.05            5/1/2007         4/1/2037             1883.55              1883.55       4/1/2007               247000
191038461                        90              7.4            6/1/2007         5/1/2037             2049.24              2049.24       5/1/2007               324000
191038660                        90              9.5            5/1/2007         4/1/2037             3102.75              3102.75       4/1/2007               369000
191038909                        80             7.65            6/1/2007         5/1/2037             1362.27              1362.27       5/1/2007               192000
211049199                        80              9.9           11/1/2006        10/1/2036             1740.38              1740.38       3/1/2007               200000
211049371                     84.85            6.525           12/1/2006        11/1/2036               887.2                887.2       3/1/2007               140000
211049714                       100             13.3           12/1/2006        11/1/2036              616.81               616.81       4/1/2007                54600
211049734                        80             8.05            2/1/2007         1/1/2037             2123.29              2123.29       4/1/2007               288000
211049967                        80              9.4            1/1/2007        12/1/2036              2500.7               2500.7       3/1/2007               300000
211050418                       100            14.15            1/1/2007        12/1/2036              610.34               610.34       3/1/2007                51000
211050577                        80            11.35            1/1/2007        12/1/2036             1049.34              1049.34       3/1/2007               107200
211050695                        95             7.25            3/1/2007         2/1/2037             2218.06              2218.06       4/1/2007               346750
211050726                        80            10.85            4/1/2007         3/1/2037             1355.05              1355.05       4/1/2007               144000
211050751                        80             8.35            2/1/2007         1/1/2037             1963.04              1963.04       3/1/2007               272000
211050813                       100             13.6            1/1/2007        12/1/2036              327.53               327.53       3/1/2007                28400
211051006                     83.33            11.55            4/1/2007         3/1/2037              497.05               497.05       3/1/2007                50000
211051139                        80             10.5            5/1/2007         4/1/2037             1170.87              1170.87       4/1/2007               128000
211051165                        80              7.5            2/1/2007         1/1/2037             1929.83              1929.83       3/1/2007               276000
211051174                        80              8.2            2/1/2007         1/1/2037             1890.32              1890.32       3/1/2007               252800
211051210                        80             10.8            2/1/2007         1/1/2037             1762.01              1762.01       3/1/2007               188000
211051211                        80            7.445            3/1/2007         2/1/2037             1474.36              1474.36       3/1/2007               212000
211051327                        80              9.1            2/1/2007         1/1/2037             2578.37              2578.37       3/1/2007               317600
211051586                     69.14              7.2            2/1/2007         1/1/2037             1262.55              1262.55       3/1/2007               186000
211051604                     76.63             7.07            3/1/2007         2/1/2037             1340.02              1340.02       3/1/2007               200000
211051610                       100           12.225            2/1/2007         1/1/2037              627.58               627.58       4/1/2007                60000
211051753                        75             9.05            3/1/2007         2/1/2037              2909.6               2909.6       3/1/2007               360000
211051902                        65             6.62            3/1/2007         2/1/2037             1351.96              1351.96       4/1/2007               211250
211051936                     83.12              7.2            2/1/2007         1/1/2037              959.13               959.13       3/1/2007               141300
211051991                     67.57             9.85            5/1/2007         4/1/2037              866.51               866.51       4/1/2007               100000
211051997                        85              9.1            4/1/2007         3/1/2037              862.57               862.57       3/1/2007               106250
211052036                        90                6            2/1/2007         1/1/2037             1275.12              1275.12       3/1/2007               231750
211052040                       100             13.5            3/1/2007         2/1/2037              384.86               384.86       3/1/2007                33600
211052134                        65             8.42            3/1/2007         2/1/2037             1686.78              1686.78       3/1/2007               221000
211052223                       100            10.85            2/1/2007         1/1/2037              329.73               329.73       3/1/2007                35040
211052280                        85             8.77            2/1/2007         1/1/2037             1857.87              1857.87       3/1/2007               246500
211052285                       100             13.5            3/1/2007         2/1/2037              334.46               334.46       3/1/2007                29200
211052416                        70            10.55            4/1/2007         3/1/2037             3086.09              3086.09       4/1/2007               336000
211052423                        70            8.425            3/1/2007         2/1/2037             1183.97              1183.97       3/1/2007               155050
211052529                        80            7.725            3/1/2007         2/1/2037             1034.86              1034.86       3/1/2007               144800
211052531                        90             7.22            3/1/2007         2/1/2037             1420.14              1420.14       3/1/2007               208800
211052538                     74.31             7.45            3/1/2007         2/1/2037             2226.54              2226.54       3/1/2007               320000
211052550                     85.87             6.55            3/1/2007         2/1/2037             1112.72              1112.72       3/1/2007               188910
211052552                        80              8.9            3/1/2007         2/1/2037             2328.52              2328.52       3/1/2007               292000
211052554                       100             13.6            3/1/2007         2/1/2037              292.93               292.93       3/1/2007                25400
211052569                        70              6.9            3/1/2007         2/1/2037             1682.72              1682.72       3/1/2007               255500
211052572                      55.1              9.7            4/1/2007         3/1/2037              1154.9               1154.9       4/1/2007               135000
211052618                     88.44                9            4/1/2007         3/1/2037              1357.6               1357.6       4/1/2007               176000
211052623                        78              8.9            3/1/2007         2/1/2037             2114.81              2114.81       3/1/2007               265200
211052657                     77.17            10.27            3/1/2007         2/1/2037             2154.21              2154.21       2/1/2007               240000
211052748                     68.97             8.87            3/1/2007         2/1/2037             1590.57              1590.57       3/1/2007               200000
211052756                        95             8.55            3/1/2007         2/1/2037             2660.21              2660.21       3/1/2007               361000
211052765                     60.66             6.95            3/1/2007         2/1/2037              1224.6               1224.6       3/1/2007               185000
211052782                     66.67             7.75            4/1/2007         3/1/2037             2029.86              2029.86       4/1/2007               300000
211052808                       100             13.6            3/1/2007         2/1/2037              583.56               583.56       3/1/2007                50600
211052857                        63              8.4            5/1/2007         4/1/2037             2399.79              2399.79       4/1/2007               315000
211052881                     71.43             8.72            4/1/2007         3/1/2037             1569.12              1569.12       3/1/2007               200000
211052897                     69.36              7.3            4/1/2007         3/1/2037              822.69               822.69       4/1/2007               120000
211052933                        85             11.1            4/1/2007         3/1/2037             1125.95              1125.95       3/1/2007               117300
211052934                        80             9.45            3/1/2007         2/1/2037             2819.72              2819.72       3/1/2007               336800
211052942                       100            7.925            3/1/2007         2/1/2037             2724.27              2724.27       3/1/2007               395000
211052962                        85             9.85            3/1/2007         2/1/2037             2504.21              2504.21       3/1/2007               289000
211052980                        75             8.15            3/1/2007         2/1/2037             1218.87              1218.87       4/1/2007               172500
211052989                       100           11.775            3/1/2007         2/1/2037               258.9                258.9       3/1/2007                25600
211053006                        80             8.99            3/1/2007         2/1/2037             1414.87              1414.87       3/1/2007               176000
211053046                     68.18             9.25            3/1/2007         2/1/2037             1357.41              1357.41       3/1/2007               165000
211053049                      78.1              7.8            4/1/2007         3/1/2037             2125.06              2125.06       3/1/2007               295200
211053055                        75              7.7            3/1/2007         2/1/2037             1417.01              1417.01       4/1/2007               198750
211053058                        80              9.8            3/1/2007         2/1/2037             1490.97              1490.97       3/1/2007               172800
211053063                     89.87             8.55            4/1/2007         3/1/2037             2481.91              2481.91       3/1/2007               321300
211053074                       100            12.95            3/1/2007         2/1/2037              557.76               557.76       3/1/2007                50600
211053088                     83.33              8.8            3/1/2007         2/1/2037             1580.55              1580.55       3/1/2007               200000
211053117                     82.72             6.75            4/1/2007         3/1/2037             1099.86              1099.86       3/1/2007               169575
211053124                     52.94             8.97            3/1/2007         2/1/2037             1805.55              1805.55       4/1/2007               225000
211053136                     77.25             9.35            3/1/2007         2/1/2037             1493.88              1493.88       3/1/2007               180000
211053153                       100            10.45            3/1/2007         2/1/2037             2348.65              2348.65       3/1/2007               265500
211053156                      66.6              8.8            3/1/2007         2/1/2037             2366.28              2366.28       4/1/2007               313000
211053163                     62.45           10.375            5/1/2007         4/1/2037             1498.45              1498.45       4/1/2007               165500
211053170                        70            8.675            4/1/2007         3/1/2037             1148.58              1148.58       3/1/2007               147000
211053171                        90             10.3            4/1/2007         3/1/2037             1046.31              1046.31       3/1/2007               116280
211053175                        80             5.87            3/1/2007         2/1/2037             1091.82              1091.82       3/1/2007               223200
211053186                        85              7.3            3/1/2007         2/1/2037             2094.39              2094.39       3/1/2007               325550
211053189                       100           11.475            3/1/2007         2/1/2037             1023.29              1023.29       3/1/2007               105900
211053243                       100           10.225            3/1/2007         2/1/2037             1289.14              1289.14       3/1/2007               144160
211053257                        43              7.2            3/1/2007         2/1/2037              834.13               834.13       3/1/2007               131150
211053262                        95              8.9            4/1/2007         3/1/2037             2196.94              2196.94       3/1/2007               275500
211053265                        95              9.1            3/1/2007         2/1/2037             1465.35              1465.35       3/1/2007               180500
211053268                        80             7.87            4/1/2007         3/1/2037             1116.23              1116.23       3/1/2007               162816
211053270                        90              8.5            3/1/2007         2/1/2037             2467.59              2467.59       4/1/2007               336600
211053279                       100           12.225            3/1/2007         2/1/2037              387.01               387.01       4/1/2007                37000
211053304                     60.06             6.72            3/1/2007         2/1/2037             1390.23              1390.23       3/1/2007               215005
211053324                     73.96              8.2            4/1/2007         3/1/2037              970.33               970.33       3/1/2007               142000
211053343                        90              7.6            3/1/2007         2/1/2037             2554.58              2554.58       3/1/2007               361800
211053356                        95            9.275            4/1/2007         3/1/2037             1879.83              1879.83       4/1/2007               228000
211053363                        70             8.75            3/1/2007         2/1/2037              969.21               969.21       3/1/2007               123200
211053394                        80             8.25            5/1/2007         4/1/2037             1513.97              1513.97       4/1/2007               212000
211053410                        90             9.25            4/1/2007         3/1/2037             1369.75              1369.75       4/1/2007               166500
211053415                       100            11.69            3/1/2007         2/1/2037                 418                  418       4/1/2007                41600
211053416                        80             6.35            4/1/2007         3/1/2037              891.89               891.89       3/1/2007               168547
211053423                       100            12.85            3/1/2007         2/1/2037              470.63               470.63       3/1/2007                43000
211053426                       100             13.7            3/1/2007         2/1/2037              331.86               331.86       3/1/2007                28580
211053438                       100           10.475            3/1/2007         2/1/2037             1151.38              1151.38       3/1/2007               131900
211053488                     71.05              8.8            4/1/2007         3/1/2037             2133.74              2133.74       3/1/2007               270000
211053491                     74.29             8.27            5/1/2007         4/1/2037             1565.56              1565.56       4/1/2007               208000
211053521                     65.68             6.45            4/1/2007         3/1/2037              776.69               776.69       3/1/2007               144500
211053534                     79.96              8.4            3/1/2007         2/1/2037             1024.67              1024.67       3/1/2007               134500
211053541                        75             9.55            4/1/2007         3/1/2037              633.38               633.38       3/1/2007                75000
211053550                     58.18              8.8            4/1/2007         3/1/2037             1264.44              1264.44       4/1/2007               160000
211053557                     76.35              8.5            3/1/2007         2/1/2037             2030.44              2030.44       3/1/2007               282500
211053571                        75              8.6            4/1/2007         3/1/2037             1499.94              1499.94       4/1/2007               202500
211053574                     71.38             9.35            4/1/2007         3/1/2037              888.03               888.03       3/1/2007               107000
211053584                     74.58             7.35            4/1/2007         3/1/2037             2031.62              2031.62       4/1/2007               314000
211053593                       100            11.15            3/1/2007         2/1/2037             1551.71              1551.71       3/1/2007               167000
211053595                        85             9.35            5/1/2007         4/1/2037             1622.52              1622.52       4/1/2007               195500
211053606                        80             10.4            4/1/2007         3/1/2037              979.85               979.85       4/1/2007               108000
211053609                        90              8.2            4/1/2007         3/1/2037             2589.27              2589.27       3/1/2007               364500
211053654                        85             8.07            3/1/2007         2/1/2037             1488.71              1488.71       3/1/2007               212500
211053658                       100             12.8            3/1/2007         2/1/2037              305.26               305.26       3/1/2007                27990
211053668                     68.93            10.87            4/1/2007         3/1/2037             2013.92              2013.92       3/1/2007               213675
211053696                       100            9.725            3/1/2007         2/1/2037             1928.97              1928.97       3/1/2007               225000
211053707                        65            12.05            4/1/2007         3/1/2037               973.1                973.1       3/1/2007                94250
211053712                     78.11             6.95            4/1/2007         3/1/2037             2475.16              2475.16       3/1/2007               414000
211053723                     72.84             9.45            5/1/2007         4/1/2037              910.46               910.46       4/1/2007               108750
211053731                        95             6.99            4/1/2007         3/1/2037             1916.43              1916.43       4/1/2007               308750
211053737                     82.91             8.55            4/1/2007         3/1/2037             2549.12              2549.12       3/1/2007               330000
211053744                        95            11.25            4/1/2007         3/1/2037             1430.18              1430.18       3/1/2007               147250
211053747                        60             8.57            4/1/2007         3/1/2037             1718.01              1718.01       3/1/2007               222000
211053749                      62.5              7.7            3/1/2007         2/1/2037              807.48               807.48       3/1/2007               120000
211053754                        95              9.7            4/1/2007         3/1/2037             2980.27              2980.27       4/1/2007               365750
211053758                        90              8.4            5/1/2007         4/1/2037             1371.31              1371.31       4/1/2007               180000
211053806                     84.56            8.275            4/1/2007         3/1/2037             1646.87              1646.87       4/1/2007               230000
211053813                        90              8.9            4/1/2007         3/1/2037             1263.14              1263.14       3/1/2007               158400
211053816                        75             9.55            3/1/2007         2/1/2037             1482.11              1482.11       4/1/2007               175500
211053818                        85              7.2            4/1/2007         3/1/2037             1521.01              1521.01       3/1/2007               246500
211053825                        80             8.99            4/1/2007         3/1/2037              675.28               675.28       4/1/2007                84000
211053845                     60.34            9.475            4/1/2007         3/1/2037              1468.3               1468.3       4/1/2007               175000
211053850                        80            7.775            4/1/2007         3/1/2037             2196.68              2196.68       3/1/2007               332000
211053888                        90             8.85            4/1/2007         3/1/2037             2322.02              2322.02       3/1/2007               292500
211053893                     64.03             8.87            4/1/2007         3/1/2037             1415.61              1415.61       3/1/2007               178000
211053911                        26              9.7            4/1/2007         3/1/2037              493.89               493.89       4/1/2007                61100
211053915                        65              8.8            4/1/2007         3/1/2037             1332.48              1332.48       3/1/2007               168610
211053923                        90                9            4/1/2007         3/1/2037              832.78               832.78       3/1/2007               103500
211053933                      71.5             9.45            4/1/2007         3/1/2037             1213.95              1213.95       3/1/2007               145000
211053946                        85              5.9            4/1/2007         3/1/2037             1671.67              1671.67       3/1/2007               340000
211053965                     76.25             7.72            4/1/2007         3/1/2037             1742.99              1742.99       3/1/2007               244000
211053968                        75            10.67            4/1/2007         3/1/2037             1878.13              1878.13       3/1/2007               202500
211053981                        95             7.62            4/1/2007         3/1/2037             1545.78              1545.78       3/1/2007               218500
211053994                     79.27              7.1            4/1/2007         3/1/2037             1538.33              1538.33       3/1/2007               260000
211053997                        80            10.77            4/1/2007         3/1/2037             1991.14              1991.14       3/1/2007               212960
211054002                        75             9.55            4/1/2007         3/1/2037              981.74               981.74       3/1/2007               116250
211054009                        65            7.725            4/1/2007         3/1/2037             2322.73              2322.73       3/1/2007               325000
211054010                        80              6.5            4/1/2007         3/1/2037                1183                 1183       3/1/2007               218400
211054011                        60              8.3            4/1/2007         3/1/2037             2264.35              2264.35       4/1/2007               300000
211054021                        65             9.05            6/1/2007         5/1/2037              950.87               950.87       5/1/2007               117650
211054024                     83.02              7.8            4/1/2007         3/1/2037             2253.19              2253.19       3/1/2007               313000
211054031                        75            9.125            4/1/2007         3/1/2037              649.89               649.89       4/1/2007                79875
211054053                        80              8.4            4/1/2007         3/1/2037                1820                 1820       3/1/2007               260000
211054087                        80                7            4/1/2007         3/1/2037             1383.83              1383.83       3/1/2007               208000
211054090                        80             9.35            4/1/2007         3/1/2037              786.64               786.64       4/1/2007               100000
211054097                        90             10.2            4/1/2007         3/1/2037             4818.89              4818.89       3/1/2007               540000
211054098                        80             9.45            4/1/2007         3/1/2037              937.67               937.67       4/1/2007               112000
211054106                        65             9.89            4/1/2007         3/1/2037             1299.83              1299.83       3/1/2007               149500
211054115                        80            9.425            4/1/2007         3/1/2037             1376.72              1376.72       3/1/2007               164800
211054131                     64.97             6.94            4/1/2007         3/1/2037              977.37               977.37       3/1/2007               147800
211054198                     59.35             6.57            4/1/2007         3/1/2037             1137.99              1137.99       3/1/2007               200000
211054221                        80             8.25            4/1/2007         3/1/2037             1502.53              1502.53       3/1/2007               200000
211054234                     63.16            7.425            4/1/2007         3/1/2037             1249.35              1249.35       3/1/2007               180000
211054240                      43.6            9.725            4/1/2007         3/1/2037              1663.2               1663.2       3/1/2007               194000
211054244                        80              8.8            5/1/2007         4/1/2037             1055.81              1055.81       4/1/2007               133600
211054260                        65             5.65            4/1/2007         3/1/2037             1530.21              1530.21       3/1/2007               325000
211054329                     63.29             7.75            4/1/2007         3/1/2037              716.41               716.41       4/1/2007               100000
211054374                       100             8.67            4/1/2007         3/1/2037              820.04               820.04       3/1/2007               105000
211054401                     73.74                8            4/1/2007         3/1/2037             1122.93              1122.93       3/1/2007               161500
211054417                        95              9.9            5/1/2007         4/1/2037             2579.25              2579.25       4/1/2007               296400
211054436                        90            10.45            4/1/2007         3/1/2037              1680.8               1680.8       3/1/2007               184500
211054458                        70             8.02            4/1/2007         3/1/2037             1523.25              1523.25       4/1/2007               207200
211054462                        90             10.7            4/1/2007         3/1/2037             1129.62              1129.62       4/1/2007               121500
211054545                        65              8.8            4/1/2007         3/1/2037             1006.81              1006.81       3/1/2007               127400
211054551                        80             10.1            4/1/2007         3/1/2037              2902.7               2902.7       4/1/2007               328000
211054552                     94.96              9.4            5/1/2007         4/1/2037             2058.12              2058.12       4/1/2007               246905
211054576                       100            9.825            5/1/2007         4/1/2037             1115.42              1115.42       4/1/2007               129000
211054599                        80              8.5            4/1/2007         3/1/2037             1291.77              1291.77       3/1/2007               168000
211054619                     67.92              8.9            4/1/2007         3/1/2037             1435.29              1435.29       4/1/2007               179988
211054645                        80              9.3            4/1/2007         3/1/2037              1586.5               1586.5       4/1/2007               192000
211054647                     71.65             7.95            4/1/2007         3/1/2037             2501.12              2501.12       3/1/2007               342487
211054656                     53.74             11.1            4/1/2007         3/1/2037              1062.6               1062.6       3/1/2007               110700
211054657                        80             7.95            4/1/2007         3/1/2037              1811.1               1811.1       3/1/2007               248000
211054674                        80             8.85            4/1/2007         3/1/2037              1174.9               1174.9       3/1/2007               148000
211054700                        90             9.32            5/1/2007         4/1/2037             1832.65              1832.65       4/1/2007               221400
211054706                      62.5             6.27            4/1/2007         3/1/2037             1229.55              1229.55       3/1/2007               225000
211054711                        90             9.32            5/1/2007         4/1/2037             1840.09              1840.09       4/1/2007               222300
211054746                        80              6.4            4/1/2007         3/1/2037                1344                 1344       3/1/2007               252000
211054750                     62.79              7.5            5/1/2007         4/1/2037              943.94               943.94       4/1/2007               135000
211054754                     47.44             7.95            4/1/2007         3/1/2037              744.89               744.89       3/1/2007               102000
211054762                        90              9.2            4/1/2007         3/1/2037             1105.72              1105.72       3/1/2007               135000
211054770                        70              8.2            5/1/2007         4/1/2037             1775.76              1775.76       4/1/2007               255500
211054787                        75             9.95            4/1/2007         3/1/2037             1258.32              1258.32       4/1/2007               148875
211054789                        90             9.57            4/1/2007         3/1/2037             1865.36              1865.36       3/1/2007               220500
211054805                        90             8.65            5/1/2007         4/1/2037              933.14               933.14       4/1/2007               119700
211054825                      71.8             7.15            5/1/2007         4/1/2037              834.13               834.13       4/1/2007               123500
211054884                      69.9             7.35            4/1/2007         3/1/2037              955.63               955.63       3/1/2007             147698.7
211054891                     32.89             8.95            5/1/2007         4/1/2037              801.03               801.03       4/1/2007               100000
211054912                      67.8             6.12            5/1/2007         4/1/2037             1457.49              1457.49       4/1/2007               240000
211054915                        95              8.9            4/1/2007         3/1/2037             1272.71              1272.71       4/1/2007               159600
211055033                        95              8.7            5/1/2007         4/1/2037             2269.13              2269.13       4/1/2007               289750
211055037                        95             8.75            5/1/2007         4/1/2037             3213.67              3213.67       4/1/2007               408500
211055060                        80            10.15            5/1/2007         4/1/2037             1173.05              1173.05       4/1/2007               132000
211055067                        95             9.55            5/1/2007         4/1/2037             2406.84              2406.84       4/1/2007               285000
211055106                        65             8.85            2/1/2007         1/1/2037             1444.82              1444.81       3/1/2007               182000
211055114                     82.93             7.85            2/1/2007         1/1/2037             1395.53              1395.52       3/1/2007               204000
211055118                        80             9.45            4/1/2007         3/1/2037              890.04               890.04       4/1/2007               112000
211055164                       100            12.48            5/1/2007         4/1/2037              863.22               863.22       4/1/2007                81000
211055218                        80              6.6            2/1/2007         1/1/2037             1716.72              1716.71       4/1/2007               268800
211055232                        80              9.4            4/1/2007         3/1/2037             1367.05              1367.05       3/1/2007               164000
211055294                        95             9.55            4/1/2007         3/1/2037               986.8                986.8       3/1/2007               116850
211055297                     78.69             9.25            5/1/2007         4/1/2037             1974.42              1974.42       4/1/2007               240000
211055306                     74.87              7.7            5/1/2007         4/1/2037             1040.92              1040.92       4/1/2007               146000
211055363                     74.61             9.65            5/1/2007         4/1/2037             1213.89              1213.89       4/1/2007               142505
211055420                     88.04              7.7            5/1/2007         4/1/2037             2598.75              2598.75       4/1/2007               405000
211055492                       100            10.45            5/1/2007         4/1/2037             1355.12              1355.12       4/1/2007               148750
211055605                        90              9.5            5/1/2007         4/1/2037             1422.73              1422.73       4/1/2007               169200
211055660                        90              9.7            5/1/2007         4/1/2037             1532.17              1532.17       4/1/2007               179100
211055661                        90           10.775            5/1/2007         4/1/2037             1262.74              1262.74       4/1/2007               135000
211055693                        90            11.35            5/1/2007         4/1/2037              682.76               682.76       4/1/2007                69750
211055825                        80            9.675            5/1/2007         4/1/2037              956.09               956.09       4/1/2007               112000
211055851                     56.92             6.25            5/1/2007         4/1/2037             1050.32              1050.32       4/1/2007               185000
211055855                        95              9.3            5/1/2007         4/1/2037              918.43               918.43       4/1/2007               111150
211055857                       100            10.25            5/1/2007         4/1/2037             1245.58              1245.58       4/1/2007               139000
211055900                        90             7.88            5/1/2007         4/1/2037              1871.6               1871.6       4/1/2007               272700
211055959                        52             10.9            5/1/2007         4/1/2037             1228.21              1228.21       4/1/2007               130000
211055976                        80             7.47            5/1/2007         4/1/2037             1505.87              1505.87       4/1/2007               216000
211056187                        90             9.12            5/1/2007         4/1/2037             1848.16              1848.16       4/1/2007               227250
211056278                        65             11.4            5/1/2007         4/1/2037             3120.86              3120.86       4/1/2007               325000
211056416                        90            9.125            5/1/2007         4/1/2037             1159.78              1159.78       4/1/2007               148500
211056575                     71.43             9.95            6/1/2007         5/1/2037              655.41               655.41       5/1/2007                75000
231084886                        90            12.45           11/1/2006        10/1/2036              631.65               631.65       3/1/2007                59400
231085926                        90              8.9           12/1/2006        11/1/2036              968.89               968.89       3/1/2007               121500
231086057                       100             14.3           12/1/2006        11/1/2036               447.2                447.2       3/1/2007                37000
231086899                        80            10.37            2/1/2007         1/1/2037             2099.68              2099.68       3/1/2007               232000
231087046                        80             9.75            2/1/2007         1/1/2037             3230.42              3230.42       3/1/2007               376000
231087165                        80             10.2            2/1/2007         1/1/2037             1356.43              1356.43       3/1/2007               152000
231087295                        85              8.3            4/1/2007         3/1/2037             1000.84              1000.84       3/1/2007               132600
231087305                     83.33             8.35            2/1/2007         1/1/2037             1706.19              1706.19       4/1/2007               225000
231087414                     64.98            7.525            2/1/2007         1/1/2037             1170.55              1170.55       3/1/2007               167000
231087481                        80             10.4            2/1/2007         1/1/2037               798.4                798.4       3/1/2007                88000
231087498                       100             12.6            2/1/2007         1/1/2037              387.01               387.01       3/1/2007                36000
231087565                        80             8.55            2/1/2007         1/1/2037             1025.83              1025.83       3/1/2007               132800
231087570                        80             9.65            2/1/2007         1/1/2037              851.82               851.82       4/1/2007               100000
231087641                       100             13.6            2/1/2007         1/1/2037              518.98               518.98       3/1/2007                45000
231087694                     66.02             9.75            2/1/2007         1/1/2037             3488.17              3488.17       3/1/2007               406000
231087706                       100             9.77            3/1/2007         2/1/2037             1728.73              1728.73       3/1/2007               208000
231087713                        80             10.8            2/1/2007         1/1/2037             1105.95              1105.95       3/1/2007               118000
231087762                        85              6.2            3/1/2007         2/1/2037             2279.28              2279.28       3/1/2007               441150
231087773                     84.67             7.62            2/1/2007         1/1/2037              1533.4               1533.4       3/1/2007               216750
231087788                        80             7.45            4/1/2007         3/1/2037              974.11               974.11       3/1/2007               140000
231087792                        90             6.95            4/1/2007         3/1/2037             2388.97              2388.97       3/1/2007               360900
231087835                        80              9.6            2/1/2007         1/1/2037             1323.13              1323.13       3/1/2007               156000
231087837                        80             8.22            3/1/2007         2/1/2037             1509.17              1509.17       3/1/2007               212000
231087883                        90              9.2            4/1/2007         3/1/2037              940.23               940.23       3/1/2007               114795
231087928                        80             7.95            3/1/2007         2/1/2037             2268.32              2268.32       4/1/2007               328000
231087939                        90            10.92            5/1/2007         4/1/2037              2214.3               2214.3       4/1/2007               234000
231087947                     51.79            9.375            4/1/2007         3/1/2037             1206.04              1206.04       4/1/2007               145000
231088566                        80              9.7            2/1/2007         1/1/2037              869.17               869.17       3/1/2007               101600
231088575                        80             9.09            2/1/2007         1/1/2037             1622.21              1622.21       3/1/2007               200000
231088580                     88.64             6.77            2/1/2007         1/1/2037             1463.61              1463.61       3/1/2007               242000
231088589                     84.42             8.95            2/1/2007         1/1/2037             2494.42              2494.42       3/1/2007               325000
231088614                        83             8.25            2/1/2007         1/1/2037             3117.76              3117.76       3/1/2007               415000
231088673                     83.33             8.15            2/1/2007         1/1/2037             2649.72              2649.72       4/1/2007               375000
231088683                        80             10.9            2/1/2007         1/1/2037             1171.52              1171.52       3/1/2007               124000
231088712                        80             10.9            2/1/2007         1/1/2037             1511.64              1511.64       3/1/2007               160000
231088771                     42.13            10.99            3/1/2007         2/1/2037              713.68               713.68       4/1/2007                75000
231088809                        80             11.2            2/1/2007         1/1/2037             1979.17              1979.17       3/1/2007               209600
231088822                        80            10.75            2/1/2007         1/1/2037              970.82               970.82       2/1/2007               104000
231088912                       100             13.6            2/1/2007         1/1/2037              588.18               588.18       3/1/2007                51000
231088959                        90              8.3            3/1/2007         2/1/2037             3396.53              3396.53       3/1/2007               450000
231088976                     83.41              7.9            2/1/2007         1/1/2037             2485.67              2485.67       3/1/2007               342000
231088980                     83.49             8.52            2/1/2007         1/1/2037             1620.78              1620.78       3/1/2007               210400
231089030                        80             7.35            3/1/2007         2/1/2037             2204.71              2204.71       3/1/2007               320000
231089045                     73.89             7.55            2/1/2007         1/1/2037             2200.38              2200.38       3/1/2007               332500
231089060                        75              7.3            3/1/2007         2/1/2037             1905.89              1905.89       3/1/2007               296250
231089064                        95             10.6            2/1/2007         1/1/2037               439.9                439.9       3/1/2007                47700
231089075                        80              8.4            3/1/2007         2/1/2037             1097.05              1097.05       4/1/2007               144000
231089091                        80            10.65            2/1/2007         1/1/2037             2326.04              2326.04       3/1/2007               251200
231089092                        80             6.75            2/1/2007         1/1/2037             1634.47              1634.47       3/1/2007               252000
231089118                        90             7.65            3/1/2007         2/1/2037             3222.11              3222.11       3/1/2007               481500
231089199                      89.9             7.49            2/1/2007         1/1/2037             1814.24              1814.24       3/1/2007               276000
231089206                        90             8.75            3/1/2007         2/1/2037             3681.76              3681.76       3/1/2007               468000
231089247                       100            12.65            2/1/2007         1/1/2037              513.56               513.56       4/1/2007                47600
231089264                        90            6.875            3/1/2007         2/1/2037             2480.11              2480.11       3/1/2007               405000
231089307                        40             8.95            4/1/2007         3/1/2037              1634.1               1634.1       4/1/2007               204000
231089353                        80              7.7            4/1/2007         3/1/2037             2292.88              2292.88       3/1/2007               321600
231089412                       100               12            4/1/2007         3/1/2037              547.22               547.22       4/1/2007                53200
231089428                       100            10.83            3/1/2007         2/1/2037             1747.47              1747.47       4/1/2007               186000
231089469                        85             7.99            3/1/2007         2/1/2037             1495.46              1495.46       3/1/2007               204000
231089470                        90            9.315            3/1/2007         2/1/2037             1468.06              1468.06       3/1/2007               184500
231089504                     56.51              6.9            4/1/2007         3/1/2037              1004.9               1004.9       4/1/2007               152581
231089509                        80             8.35            3/1/2007         2/1/2037             1228.46              1228.46       3/1/2007               162000
231089537                       100            10.95            3/1/2007         2/1/2037              1498.7               1498.7       3/1/2007               158000
231089541                       100            11.85            2/1/2007         1/1/2037              467.86               467.86       4/1/2007                46000
231089543                     73.33             8.55            3/1/2007         2/1/2037             1869.35              1869.35       2/1/2007               242000
231089554                     68.27             7.54            4/1/2007         3/1/2037             2386.65              2386.65       3/1/2007               340000
231089558                       100            11.93            2/1/2007         1/1/2037              316.38               316.38       3/1/2007                30920
231089574                        85             7.45            3/1/2007         2/1/2037             1746.54              1746.54       3/1/2007               266900
231089578                        90             8.25            4/1/2007         3/1/2037             1149.44              1149.44       3/1/2007               153000
231089593                        85             5.91            3/1/2007         2/1/2037              1155.9               1155.9       3/1/2007               212500
231089597                     67.35              9.7            3/1/2007         2/1/2037             1411.61              1411.61       4/1/2007             165007.5
231089619                        75              9.1            4/1/2007         3/1/2037              913.31               913.31       3/1/2007               112500
231089630                     50.75             7.35            4/1/2007         3/1/2037             1398.61              1398.61       4/1/2007               203000
231089631                        80              6.1            3/1/2007         2/1/2037              1229.9               1229.9       3/1/2007               230400
231089652                        85             8.85            3/1/2007         2/1/2037             2193.02              2193.02       3/1/2007               276250
231089673                        90             7.77            3/1/2007         2/1/2037             1615.04              1615.04       2/1/2007               225000
231089692                      84.3            6.775            3/1/2007         2/1/2037             2601.04              2601.04       3/1/2007               400000
231089697                     58.82             9.35            3/1/2007         2/1/2037              1161.9               1161.9       4/1/2007               140000
231089720                        85             6.89            3/1/2007         2/1/2037             1564.32              1564.32       3/1/2007               255000
231089743                     44.48             8.55            3/1/2007         2/1/2037             1120.07              1120.07       3/1/2007               145000
231089763                       100            9.075            3/1/2007         2/1/2037             2195.42              2195.42       3/1/2007               282500
231089769                     73.86              7.4            3/1/2007         2/1/2037              2537.7               2537.7       3/1/2007               390000
231089776                        80             6.55            3/1/2007         2/1/2037             2008.67              2008.67       3/1/2007               368000
231089784                        90             8.25            3/1/2007         2/1/2037             1284.67              1284.67       3/1/2007               171000
231089788                        80              7.9            3/1/2007         2/1/2037             1308.25              1308.25       3/1/2007               180000
231089793                     78.72             9.25            3/1/2007         2/1/2037              3043.9               3043.9       3/1/2007               370000
231089804                     77.01              7.9            3/1/2007         2/1/2037             2372.97              2372.97       3/1/2007               345000
231089866                     78.23            12.05            4/1/2007         3/1/2037               556.5                556.5       3/1/2007                53900
231089892                     65.22             7.65            4/1/2007         3/1/2037             2128.63              2128.63       4/1/2007               300012
231089898                        80             8.35            4/1/2007         3/1/2037             2261.95              2261.95       4/1/2007               320000
231089914                        90             6.79            4/1/2007         3/1/2037             1553.21              1553.21       3/1/2007               274500
231089931                     71.94              8.2            5/1/2007         4/1/2037              683.33               683.33       5/1/2007               100000
231089955                       100             11.5            3/1/2007         2/1/2037              313.92               313.92       3/1/2007                31700
231089973                        65             8.05            3/1/2007         2/1/2037             1916.86              1916.86       3/1/2007               260000
231089992                        80             8.75            3/1/2007         2/1/2037             3178.27              3178.27       3/1/2007               404000
231090011                        90             7.85            3/1/2007         2/1/2037             2031.72              2031.72       3/1/2007               297000
231090013                        65             7.75            3/1/2007         2/1/2037              2462.9               2462.9       3/1/2007               364000
231090016                     55.53             9.22            3/1/2007         2/1/2037             1936.41              1936.41       4/1/2007             236002.5
231090022                       100            10.08            4/1/2007         3/1/2037             1192.71              1192.71       3/1/2007               135000
231090047                     55.08              7.1            4/1/2007         3/1/2037              873.64               873.64       3/1/2007               130000
231090061                        70              9.6            3/1/2007         2/1/2037             3265.42              3265.42       2/1/2007               385000
231090088                     54.29              9.7            3/1/2007         2/1/2037             1625.42              1625.42       4/1/2007               190000
231090090                        70             5.97            3/1/2007         2/1/2037             1317.76              1317.76       4/1/2007               220500
231090170                        85             8.75            3/1/2007         2/1/2037             1110.03              1110.03       3/1/2007               141100
231090179                       100             10.7            4/1/2007         3/1/2037              529.94               529.94       3/1/2007                57000
231090204                     71.05             8.95            3/1/2007         2/1/2037             1081.39              1081.39       3/1/2007               135000
231090216                        85             5.87            4/1/2007         3/1/2037              1407.1               1407.1       4/1/2007               238000
231090219                        70              9.6            3/1/2007         2/1/2037             1306.17              1306.17       3/1/2007               154000
231090223                     47.65             7.95            4/1/2007         3/1/2037             1409.44              1409.44       4/1/2007               193000
231090252                     51.05              9.7            3/1/2007         2/1/2037              999.04               999.04       3/1/2007               121000
231090253                        80              7.2            4/1/2007         3/1/2037             1235.39              1235.39       3/1/2007               182000
231090259                     64.22              8.8            4/1/2007         3/1/2037             1106.38              1106.38       3/1/2007               140000
231090269                       100             12.7            3/1/2007         2/1/2037              299.29               299.29       3/1/2007                27640
231090288                        85              9.3            4/1/2007         3/1/2037             2640.86              2640.86       3/1/2007               319600
231090304                       100            11.45            3/1/2007         2/1/2037              512.97               512.97       4/1/2007                52000
231090308                      63.7              7.6            3/1/2007         2/1/2037             1214.38              1214.38       3/1/2007               171990
231090311                        50             9.55            4/1/2007         3/1/2037              928.96               928.96       3/1/2007               110000
231090322                        85             8.85            3/1/2007         2/1/2037             1666.31              1666.31       3/1/2007               219300
231090339                        95             6.55            5/1/2007         4/1/2037             1806.02              1806.02       4/1/2007               318250
231090347                      61.9              6.8            3/1/2007         2/1/2037             1183.57              1183.57       4/1/2007               195000
231090349                      53.1             11.2            4/1/2007         3/1/2037              1489.9               1489.9       4/1/2007               154000
231090355                       100           12.025            3/1/2007         2/1/2037              680.15               680.15       3/1/2007                66000
231090356                       100           10.375            3/1/2007         2/1/2037             1081.96              1081.96       4/1/2007               119500
231090357                     79.99            11.45            4/1/2007         3/1/2037             1285.38              1285.38       4/1/2007               130300
231090359                        80             9.95            4/1/2007         3/1/2037             2796.41              2796.41       3/1/2007               320000
231090364                        90                9            4/1/2007         3/1/2037             1157.93              1157.93       3/1/2007               143910
231090367                        90             6.99            3/1/2007         2/1/2037             2094.88              2094.88       3/1/2007               337500
231090381                        95            9.925            4/1/2007         3/1/2037             2195.35              2195.35       3/1/2007               251750
231090392                     78.05              8.1            3/1/2007         2/1/2037              1185.2               1185.2       3/1/2007               160000
231090396                        85             7.99            3/1/2007         2/1/2037             1869.32              1869.32       3/1/2007               255000
231090397                        90             8.25            4/1/2007         3/1/2037             2062.23              2062.23       3/1/2007               274500
231090418                        80             8.75            4/1/2007         3/1/2037             1384.59              1384.59       3/1/2007               176000
231090420                        80              9.8            3/1/2007         2/1/2037             2195.04              2195.04       3/1/2007               254400
231090444                     69.33             8.95            4/1/2007         3/1/2037             2499.21              2499.21       4/1/2007               312000
231090461                     88.67             9.85            3/1/2007         2/1/2037             1559.71              1559.71       3/1/2007               180000
231090470                       100             7.99            5/1/2007         4/1/2037             1631.29              1631.29       4/1/2007               245000
231090487                     10.31              9.4            4/1/2007         3/1/2037              833.57               833.57       3/1/2007               100000
231090488                     91.23            7.825            5/1/2007         4/1/2037             2216.31              2216.31       4/1/2007               333000
231090499                        90             9.05            3/1/2007         2/1/2037             2340.33              2340.33       3/1/2007               306900
231090502                        80             8.45            4/1/2007         3/1/2037             4592.24              4592.24       3/1/2007               600000
231090503                        90            7.725            4/1/2007         3/1/2037             2556.66              2556.66       3/1/2007               378900
231090508                        80              9.5            4/1/2007         3/1/2037              840.85               840.85       4/1/2007               100000
231090511                       100              9.5            3/1/2007         2/1/2037              246.37               246.37       4/1/2007                29300
231090521                     57.14            10.12            4/1/2007         3/1/2037              1772.9               1772.9       3/1/2007               200000
231090527                     72.58             7.95            4/1/2007         3/1/2037             1643.13              1643.13       4/1/2007               225000
231090536                        90              9.1            4/1/2007         3/1/2037             1059.44              1059.44       3/1/2007               130500
231090542                        90            8.875            4/1/2007         3/1/2037              988.19               988.19       3/1/2007               124200
231090562                     89.15            11.55            4/1/2007         3/1/2037              939.43               939.43       3/1/2007                94500
231090564                        80              8.5            4/1/2007         3/1/2037             2983.38              2983.38       3/1/2007               388000
231090567                        85              7.8            4/1/2007         3/1/2037             1937.29              1937.29       4/1/2007               284750
231090576                        90              6.6            3/1/2007         2/1/2037             1656.01              1656.01       4/1/2007               279450
231090582                        90             9.45            4/1/2007         3/1/2037             1506.98              1506.98       3/1/2007               180000
231090641                        90             6.55            4/1/2007         3/1/2037             1612.54              1612.54       3/1/2007               253800
231090648                     77.27             8.65            4/1/2007         3/1/2037             2025.11              2025.11       3/1/2007               272000
231090666                     35.71              8.9            4/1/2007         3/1/2037              797.44               797.44       4/1/2007               100000
231090678                     83.43            10.52            4/1/2007         3/1/2037             2063.82              2063.82       3/1/2007               225250
231090683                        50             8.85            4/1/2007         3/1/2037             1349.55              1349.55       4/1/2007               170000
231090691                     79.63             7.75            5/1/2007         4/1/2037             2777.08              2777.08       4/1/2007               430000
231090702                        85             9.99            5/1/2007         4/1/2037              558.98               558.98       4/1/2007                63750
231090714                      78.9             8.85            4/1/2007         3/1/2037             2267.25              2267.25       3/1/2007               285600
231090721                        65             7.25            4/1/2007         3/1/2037             2744.19              2744.19       4/1/2007               429000
231090722                        80             8.55            5/1/2007         4/1/2037              676.67               676.67       4/1/2007                87600
231090724                        70              7.2            5/1/2007         4/1/2037             1002.08              1002.08       4/1/2007               162400
231090732                        80              7.7            5/1/2007         4/1/2037              2481.1               2481.1       4/1/2007               348000
231090739                     57.36              8.5            4/1/2007         3/1/2037             1153.37              1153.37       4/1/2007               150000
231090756                        90             8.75            4/1/2007         3/1/2037             1429.22              1429.22       3/1/2007               193500
231090759                       100           12.075            4/1/2007         3/1/2037              289.63               289.63       3/1/2007                28000
231090763                     56.79             8.85            5/1/2007         4/1/2037              946.67               946.67       4/1/2007               119250
231090764                        80             8.05            4/1/2007         3/1/2037              754.95               754.95       4/1/2007               102400
231090778                       100           10.275            4/1/2007         3/1/2037             1616.33              1616.33       3/1/2007               180000
231090783                     51.76              6.2            5/1/2007         4/1/2037             1062.02              1062.02       4/1/2007               173400
231090784                        90             10.5            5/1/2007         4/1/2037             1317.22              1317.22       4/1/2007               144000
231090787                     73.76              9.3            4/1/2007         3/1/2037             1549.31              1549.31       4/1/2007               187500
231090789                        80              6.1            4/1/2007         3/1/2037              1345.2               1345.2       3/1/2007               252000
231090816                     42.93             7.65            5/1/2007         4/1/2037              624.37               624.37       4/1/2007                88000
231090833                      76.7             8.99            4/1/2007         3/1/2037              820.03               820.03       3/1/2007               102006
231090857                        90             8.25            4/1/2007         3/1/2037             2767.87              2767.87       3/1/2007               396000
231090861                        75             8.05            4/1/2007         3/1/2037               978.7                978.7       3/1/2007               132750
231090862                        90             11.8            5/1/2007         4/1/2037              547.15               547.15       4/1/2007                54000
231090868                       100              9.5            5/1/2007         4/1/2037             2648.69              2648.69       4/1/2007               315000
231090877                       100            10.45            4/1/2007         3/1/2037              300.45               300.45       4/1/2007                32980
231090884                        70              8.9            4/1/2007         3/1/2037             1228.05              1228.05       3/1/2007               154000
231090894                        80             8.55            4/1/2007         3/1/2037             1149.42              1149.42       3/1/2007               148800
231090904                     42.52             6.25            4/1/2007         3/1/2037              681.22               681.22       3/1/2007               125000
231090908                        90             9.95            5/1/2007         4/1/2037             1494.33              1494.33       4/1/2007               171000
231090933                        80             8.29            4/1/2007         3/1/2037             1568.49              1568.49       3/1/2007               208000
231090948                     56.85             9.55            4/1/2007         3/1/2037             1147.67              1147.67       3/1/2007               141000
231090970                        75            11.85            4/1/2007         3/1/2037             2668.31              2668.31       4/1/2007               262350
231090986                     82.07             9.65            4/1/2007         3/1/2037              2572.5               2572.5       3/1/2007               302000
231091002                        80              8.9            4/1/2007         3/1/2037             2759.77              2759.77       3/1/2007               346080
231091102                     58.52             7.65            4/1/2007         3/1/2037             1121.03              1121.03       4/1/2007               158000
231091108                        80             7.35            5/1/2007         4/1/2037                2695                 2695       4/1/2007               440000
231091115                     51.69              6.7            4/1/2007         3/1/2037             1484.14              1484.14       4/1/2007               230000
231091126                     77.94             9.75            4/1/2007         3/1/2037              455.35               455.35       4/1/2007                53000
231091146                        80            8.575            4/1/2007         3/1/2037             2217.41              2217.41       4/1/2007               286400
231091185                        95             8.75            4/1/2007         3/1/2037             1718.94              1718.94       3/1/2007               218500
231091189                        65            8.925            4/1/2007         3/1/2037               831.2                831.2       4/1/2007               104000
231091192                     94.69             8.79            5/1/2007         4/1/2037             1489.17              1489.17       4/1/2007               200750
231091222                     57.14             8.22            4/1/2007         3/1/2037             1498.32              1498.32       4/1/2007               200000
231091225                        80             8.25            4/1/2007         3/1/2037              901.52               901.52       3/1/2007               120000
231091228                        80             9.15            4/1/2007         3/1/2037             1382.98              1382.98       3/1/2007               169600
231091229                     60.61             6.97            4/1/2007         3/1/2037             1326.66              1326.66       3/1/2007               200013
231091235                       100             9.54            4/1/2007         3/1/2037             1729.74              1729.74       4/1/2007               205000
231091237                        80             9.92            5/1/2007         4/1/2037             2133.84              2133.84       4/1/2007               244800
231091247                     93.65              8.4            5/1/2007         4/1/2037             3032.11              3032.11       4/1/2007               398000
231091259                     56.25              7.4            4/1/2007         3/1/2037                1665                 1665       3/1/2007               270000
231091273                        80             9.75            4/1/2007         3/1/2037              859.15               859.15       3/1/2007               100000
231091297                        75              6.9            4/1/2007         3/1/2037             1153.93              1153.93       5/1/2007               194250
231091298                     84.76             7.99            4/1/2007         3/1/2037             1304.83              1304.83       4/1/2007               177996
231091304                        90            10.95            4/1/2007         3/1/2037             1630.55              1630.55       3/1/2007               171900
231091306                     58.96             7.25            4/1/2007         3/1/2037             1009.62              1009.62       4/1/2007               148000
231091323                        95             10.5            5/1/2007         4/1/2037             1086.25              1086.25       4/1/2007               118750
231091337                        95             7.34            4/1/2007         3/1/2037             1375.28              1375.28       4/1/2007               212800
231091344                     78.26            10.15            4/1/2007         3/1/2037              479.89               479.89       3/1/2007                54000
231091350                     64.86                8            5/1/2007         4/1/2037              880.52               880.52       4/1/2007               120000
231091355                        85                6            4/1/2007         3/1/2037             1860.11              1860.11       3/1/2007               310250
231091367                        90             10.3            5/1/2007         4/1/2037             1207.47              1207.47       4/1/2007               134190
231091371                        90             7.62            5/1/2007         4/1/2037             1553.56              1553.56       4/1/2007               219600
231091382                        90              9.9            5/1/2007         4/1/2037             1527.19              1527.19       4/1/2007               175500
231091388                        50              7.6            4/1/2007         3/1/2037             1165.02              1165.02       3/1/2007               165000
231091407                        80              9.6            4/1/2007         3/1/2037              881.41               881.41       3/1/2007               103920
231091415                      55.2             6.82            4/1/2007         3/1/2037             1352.24              1352.24       3/1/2007               207000
231091424                        80               11            4/1/2007         3/1/2037              624.72               624.72       3/1/2007                65600
231091431                        80              8.3            5/1/2007         4/1/2037             1243.88              1243.88       4/1/2007               164800
231091436                     69.92              6.9            5/1/2007         4/1/2037             2739.78              2739.78       4/1/2007               416000
231091445                     84.95              8.3            4/1/2007         3/1/2037             2957.83              2957.83       4/1/2007               412000
231091446                     40.74             7.49            4/1/2007         3/1/2037              723.07               723.07       4/1/2007               110000
231091460                        80             8.52            5/1/2007         4/1/2037             1251.02              1251.02       4/1/2007               162400
231091471                      57.5              9.5            5/1/2007         4/1/2037              773.59               773.59       4/1/2007                92000
231091478                        60              6.4            5/1/2007         4/1/2037             1876.52              1876.52       4/1/2007               300000
231091485                      71.9            6.712            4/1/2007         3/1/2037             1646.47              1646.47       3/1/2007               284000
231091508                     89.69             9.65            4/1/2007         3/1/2037             1222.36              1222.36       3/1/2007               143500
231091510                        95            10.05            5/1/2007         4/1/2037             1046.51              1046.51       4/1/2007               118750
231091514                      57.5            5.625            4/1/2007         3/1/2037              926.81               926.81       4/1/2007               161000
231091525                     55.16             6.75            4/1/2007         3/1/2037             1005.33              1005.33       3/1/2007               155000
231091526                        95              7.2            4/1/2007         3/1/2037             1329.26              1329.26       3/1/2007               209000
231091542                        80            10.45            5/1/2007         4/1/2037               775.3                775.3       4/1/2007                85104
231091544                        80              9.8            4/1/2007         3/1/2037               517.7                517.7       4/1/2007                60000
231091572                     39.58              8.6            5/1/2007         4/1/2037              582.01               582.01       4/1/2007                75000
231091585                     51.71             9.75            5/1/2007         4/1/2037             1821.41              1821.41       4/1/2007               212000
231091598                        90             7.32            4/1/2007         3/1/2037             1421.26              1421.26       3/1/2007               206900
231091607                     87.27             7.67            4/1/2007         3/1/2037             1706.14              1706.14       4/1/2007               240000
231091611                     82.53              6.7            4/1/2007         3/1/2037             1997.14              1997.14       3/1/2007               309500
231091617                        55             7.35            4/1/2007         3/1/2037             1780.99              1780.99       4/1/2007               258500
231091620                        80             8.27            4/1/2007         3/1/2037             1806.42              1806.42       3/1/2007               240000
231091623                       100             6.45            4/1/2007         3/1/2037             1823.47              1823.47       3/1/2007               290000
231091633                        95            10.65            4/1/2007         3/1/2037             1477.85              1477.85       4/1/2007               159600
231091638                        80             6.75            4/1/2007         3/1/2037             2039.19              2039.19       4/1/2007               314400
231091657                      62.5              7.8            4/1/2007         3/1/2037             1043.81              1043.81       4/1/2007               145000
231091671                        80              7.6            4/1/2007         3/1/2037              867.78               867.78       4/1/2007               130400
231091673                     64.26             9.22            5/1/2007         4/1/2037             1682.03              1682.03       4/1/2007               205000
231091679                        80              9.8            4/1/2007         3/1/2037             1691.14              1691.14       3/1/2007               196000
231091681                        90            10.55            5/1/2007         4/1/2037             1115.13              1115.13       4/1/2007               121410
231091699                       100           10.625            4/1/2007         3/1/2037             1506.28              1506.28       4/1/2007               163000
231091700                       100             9.99            4/1/2007         3/1/2037             1017.13              1017.13       3/1/2007               116000
231091716                        90              7.8            5/1/2007         4/1/2037             1490.13              1490.13       4/1/2007               207000
231091719                     93.64              7.6            5/1/2007         4/1/2037             1713.59              1713.59       4/1/2007               257500
231091723                     45.28              7.5            5/1/2007         4/1/2037              839.06               839.06       4/1/2007               120000
231091724                     77.59              7.5            4/1/2007         3/1/2037             1480.66              1480.66       3/1/2007               225000
231091730                     36.23               12            4/1/2007         3/1/2037              771.46               771.46       4/1/2007                75000
231091741                        75              9.1            4/1/2007         3/1/2037             3044.36              3044.36       4/1/2007               375000
231091743                     93.52             7.99            5/1/2007         4/1/2037             2156.52              2156.52       4/1/2007             310486.4
231091748                        80             8.82            4/1/2007         3/1/2037             1330.06              1330.06       4/1/2007               168000
231091756                        90             9.33            5/1/2007         4/1/2037             1230.29              1230.29       4/1/2007               148500
231091768                        80             8.85            5/1/2007         4/1/2037             1055.51              1055.51       4/1/2007               132960
231091778                        80              8.6            5/1/2007         4/1/2037              1303.7               1303.7       4/1/2007               168000
231091781                        95              7.2            5/1/2007         4/1/2037             1728.19              1728.19       4/1/2007               254600
231091785                        75             12.2            4/1/2007         3/1/2037             1519.07              1519.07       4/1/2007               145500
231091794                     89.86             6.99            4/1/2007         3/1/2037             2120.17              2120.17       3/1/2007               319000
231091804                     47.79              8.9            4/1/2007         3/1/2037             2591.67              2591.67       3/1/2007               325000
231091815                        90              8.9            5/1/2007         4/1/2037             2008.83              2008.83       4/1/2007               251910
231091817                     58.59             7.99            5/1/2007         4/1/2037             1675.06              1675.06       4/1/2007               228500
231091822                     78.08             9.25            4/1/2007         3/1/2037              937.85               937.85       4/1/2007               114000
231091837                       100             7.99            4/1/2007         3/1/2037             1910.04              1910.04       4/1/2007               275000
231091841                        80              6.8            5/1/2007         4/1/2037             1048.82              1048.82       4/1/2007               172800
231091878                        95            10.55            5/1/2007         4/1/2022             1579.61              1579.61       4/1/2007               142500
231091905                        95              9.5            4/1/2007         3/1/2037             1037.61              1037.61       4/1/2007               123400
231091915                        90              8.9            5/1/2007         4/1/2037             2267.91              2267.91       4/1/2007               284400
231091924                        95            10.95            5/1/2007         4/1/2037             1513.88              1513.88       4/1/2007               159600
231091938                        75             6.99            5/1/2007         4/1/2037              766.18               766.18       4/1/2007               127500
231091975                     94.94            11.55            5/1/2007         4/1/2037              745.58               745.58       4/1/2007                75000
231091985                       100            12.15            4/1/2007         3/1/2037              780.13               780.13       4/1/2007                75000
231092058                        95            9.725            5/1/2007         4/1/2037             1180.96              1180.96       4/1/2007               137750
231092063                        90              8.6            5/1/2007         4/1/2037             2409.52              2409.52       4/1/2007               310500
231092097                        80              9.5            3/1/2007         2/1/2037              1479.9               1479.9       4/1/2007               176000
231092115                       100            10.03            5/1/2007         4/1/2037             1170.12              1170.12       4/1/2007               133000
231092165                     83.49             6.15            4/1/2007         3/1/2037             1775.81               1775.3       4/1/2007               346500
231092184                        80              8.4            5/1/2007         4/1/2037             1194.17              1194.17       4/1/2007               168000
231092198                     69.82             10.1            5/1/2007         4/1/2037             1340.73              1340.73       4/1/2007               151500
231092218                     20.49            11.05            5/1/2007         4/1/2037             1165.35              1165.35       4/1/2007               125000
231092224                        95             8.45            5/1/2007         4/1/2037              3013.8               3013.8       4/1/2007               413250
231092243                        95             9.45            5/1/2007         4/1/2037             1471.39              1471.39       4/1/2007               175750
231092259                        90             9.05            5/1/2007         4/1/2037             2895.24              2895.24       4/1/2007             358222.5
231092271                        80            10.25            5/1/2007         4/1/2037              831.58               831.58       4/1/2007                92800
231092347                        95             12.2            5/1/2007         4/1/2037              328.56               328.56       4/1/2007                31470
231092373                        90              8.1            5/1/2007         4/1/2037             1300.01              1300.01       4/1/2007               175500
231092408                       100             8.99            5/1/2007         4/1/2037              590.06               590.06       4/1/2007                73400
231092410                        80            8.495            5/1/2007         4/1/2037             1844.54              1844.54       4/1/2007               240000
231092414                        90             8.95            5/1/2007         4/1/2037             2379.05              2379.05       4/1/2007               297000
231092465                        95            10.35            5/1/2007         4/1/2037             1519.31              1519.31       4/1/2007               168150
231092529                     59.07             7.85            5/1/2007         4/1/2037              982.65               982.65       4/1/2007               135850
231092579                        95             8.05            5/1/2007         4/1/2037             2066.15              2066.15       4/1/2007               280250
231092635                        95            12.05            5/1/2007         4/1/2037              519.85               519.85       4/1/2007                50350
231092650                        95              9.5            5/1/2007         4/1/2037             2356.49              2356.49       4/1/2007               280250
231092705                     41.79             8.07            5/1/2007         4/1/2037              819.67               819.67       4/1/2007               117000
231092744                        93             7.85            3/1/2007         2/1/2037             1787.71              1787.71       4/1/2007               261330
231092775                     79.85             9.45            5/1/2007         4/1/2037              912.56               912.56       4/1/2007               109000
231093134                        80            10.35            5/1/2007         4/1/2037              628.87               628.87       4/1/2007                69600
231093304                        65             9.42            5/1/2007         4/1/2037             1682.57              1682.57       4/1/2007               201500
231093897                     37.21              9.8            6/1/2007         5/1/2037             1380.55              1380.55       5/1/2007               160003
271029535                        90           12.225           10/1/2006         9/1/2036              816.17               816.17       3/1/2007                78030
271029696                        90             11.9           10/1/2006         9/1/2036              689.12               689.12       3/1/2007                67500
291007265                        90            11.85           10/1/2006         9/1/2036               732.3                732.3       3/1/2007                72000
321037288                       100             14.3           11/1/2006        10/1/2036              869.87               869.87       3/1/2007                71970
321037520                       100             14.3           12/1/2006        11/1/2036              604.33               604.33       3/1/2007                50000
321038053                       100            14.45            1/1/2007        12/1/2036              439.41               439.41       3/1/2007                36000
321038854                        80             8.35            2/1/2007         1/1/2037             1334.62              1334.62       3/1/2007               176000
321038905                       100             9.99            3/1/2007         2/1/2037             1192.49              1192.49       3/1/2007               136000
321039073                       100            6.865            1/1/2007        12/1/2036             1198.85              1198.85       4/1/2007               196002
321039081                     88.31              7.2            1/1/2007        12/1/2036             1768.29              1768.29       4/1/2007               260507
321039295                        80              8.2            2/1/2007         1/1/2037              1265.2               1265.2       3/1/2007               169200
321039356                       100            12.94            2/1/2007         1/1/2037              771.06               771.06       3/1/2007                70000
321039392                        80             7.99            2/1/2007         1/1/2037             2283.72              2283.72       3/1/2007               328800
321039512                       100           13.125            2/1/2007         1/1/2037              714.23               714.23       3/1/2007                64000
321039582                        80              7.7            3/1/2007         2/1/2037             1884.12              1884.12       3/1/2007               280000
321039588                       100            11.25            2/1/2007         1/1/2037              434.22               434.22       3/1/2007                44707
321039607                        80             8.55            2/1/2007         1/1/2037             2033.84              2033.84       3/1/2007               276000
321039670                       100             10.5            2/1/2007         1/1/2037              329.12               329.12       3/1/2007                35980
321039702                        60            8.375            3/1/2007         2/1/2037             1886.92              1886.92       3/1/2007               248255
321039748                       100           12.625            3/1/2007         2/1/2037              430.79               430.79       4/1/2007                40000
321039767                        80              7.2            2/1/2007         1/1/2037              2579.4               2579.4       3/1/2007               380000
321039858                       100             13.5            3/1/2007         2/1/2037              428.38               428.38       4/1/2007                37400
321039925                        80              7.5            3/1/2007         2/1/2037             1135.52              1135.52       3/1/2007               162400
321039971                        85              9.2            3/1/2007         2/1/2037             1796.19              1796.19       3/1/2007               219300
321039974                        80              7.5            3/1/2007         2/1/2037             1118.74              1118.74       3/1/2007               160000
321040026                        85             8.12            3/1/2007         2/1/2037             1496.71              1496.71       3/1/2007               212500
321040045                       100             13.5            3/1/2007         2/1/2037               600.2                600.2       3/1/2007                52400
321040072                       100            12.75            3/1/2007         2/1/2037              494.45               494.45       3/1/2007                45500
321040073                       100            10.74            3/1/2007         2/1/2037             1111.81              1111.81       3/1/2007               122500
321040104                        90              7.9            3/1/2007         2/1/2037             1491.88              1491.88       3/1/2007               216900
321040114                        90              8.4            3/1/2007         2/1/2037             1666.14              1666.14       3/1/2007               218700
321040116                     77.51              9.3            3/1/2007         2/1/2037             1594.76              1594.76       3/1/2007               193000
321040158                        90              8.8            3/1/2007         2/1/2037             3129.84              3129.84       3/1/2007               414000
321040175                        80              9.5            3/1/2007         2/1/2037              972.03               972.03       3/1/2007               115600
321040212                        78              8.5            3/1/2007         2/1/2037             2401.62              2401.62       4/1/2007               327600
321040245                     89.06              8.2            3/1/2007         2/1/2037             1411.76              1411.76       4/1/2007               188800
321040265                        90              7.1            3/1/2007         2/1/2037              2116.9               2116.9       3/1/2007               315000
321040288                        90             8.85            4/1/2007         3/1/2037              1950.5               1950.5       4/1/2007               245700
321040296                     87.55             8.25            4/1/2007         3/1/2037             1532.58              1532.58       3/1/2007               204000
321040297                     78.05             8.35            3/1/2007         2/1/2037             1455.95              1455.95       3/1/2007               192000
321040359                       100            10.05            3/1/2007         2/1/2037              435.07               435.07       3/1/2007                51000
321040384                        80            7.425            4/1/2007         3/1/2037              835.24               835.24       3/1/2007               128000
321040442                        80              6.9            3/1/2007         2/1/2037             1580.64              1580.64       3/1/2007               240000
321040477                       100             8.74            3/1/2007         2/1/2037             1577.95              1577.95       3/1/2007               210000
321040494                       100             13.6            3/1/2007         2/1/2037              853.43               853.43       3/1/2007                74000
321040512                       100             9.26            3/1/2007         2/1/2037             1431.44              1431.44       2/1/2007               185500
321040523                     88.86              8.2            3/1/2007         2/1/2037             1104.61              1104.61       3/1/2007               155500
321040534                        90             9.25            3/1/2007         2/1/2037             2443.35              2443.35       3/1/2007               297000
321040538                     69.23              8.7            3/1/2007         2/1/2037             1409.62              1409.62       3/1/2007               179998
321040546                     75.29             7.05            3/1/2007         2/1/2037             1283.83              1283.83       3/1/2007               192000
321040568                        80             7.15            3/1/2007         2/1/2037             1512.91              1512.91       3/1/2007               224000
321040585                        90              8.1            3/1/2007         2/1/2037             2251.86              2251.86       3/1/2007               320400
321040611                       100            10.25            4/1/2007         3/1/2037             1433.55              1433.55       3/1/2007               165000
321040616                        90              8.5            3/1/2007         2/1/2037             1093.39              1093.39       4/1/2007               142200
321040622                       100             8.85            3/1/2007         2/1/2037             1238.59              1238.59       3/1/2007               165900
321040626                        85              7.6            4/1/2007         3/1/2037             1216.15              1216.15       3/1/2007               182750
321040653                        95              9.5            4/1/2007         3/1/2037             1437.86              1437.86       3/1/2007               171000
321040764                        80              6.4            3/1/2007         2/1/2037              911.48               911.48       3/1/2007               157600
321040785                        70             6.75            4/1/2007         3/1/2037             1447.83              1447.83       3/1/2007               248500
321040806                       100             13.6            3/1/2007         2/1/2037              345.99               345.99       4/1/2007                30000
321040850                       100            11.25            4/1/2007         3/1/2037              961.55               961.55       3/1/2007                99000
321040860                        80             8.85            4/1/2007         3/1/2037             1194.54              1194.54       3/1/2007               160000
331047292                     54.52            11.45            9/1/2006         8/1/2036             1726.34              1726.34       4/1/2007               175000
331050405                        80             7.85            1/1/2007        12/1/2036             3819.21              3819.21       3/1/2007               528000
331050651                     51.97              6.5            1/1/2007        12/1/2026             2460.39              2460.39       3/1/2007               330000
331050729                     35.27             9.85            2/1/2007         1/1/2037             2001.63              2001.63       3/1/2007               231000
331050862                     83.61             7.15            2/1/2007         1/1/2037             2501.71              2501.71       3/1/2007               370400
331050901                       100           13.225            2/1/2007         1/1/2037             1022.67              1022.67       3/1/2007                91000
331050923                     89.91             8.15            2/1/2007         1/1/2037             3653.08              3653.08       3/1/2007               517000
331050939                        90             7.99            1/1/2007        12/1/2036             1174.37              1174.37       3/1/2007               160200
331050949                      83.7              7.4            2/1/2007         1/1/2037             1332.83              1332.83       3/1/2007               192500
331051076                        90              8.7            2/1/2007         1/1/2037             2370.76              2370.76       2/1/2007               316800
331051078                        75             10.2            3/1/2007         2/1/2037             1673.22              1673.22       4/1/2007               187500
331051198                        80              7.8            2/1/2007         1/1/2037             1251.84              1251.84       3/1/2007               184000
331051203                        80              8.2            2/1/2007         1/1/2037              909.27               909.27       3/1/2007               121600
331051207                        70              7.9            4/1/2007         3/1/2037              1933.3               1933.3       3/1/2007               266000
331051242                      62.2            7.425            2/1/2007         1/1/2037             1663.96              1663.96       3/1/2007               255000
331051303                        95             7.99            4/1/2007         3/1/2037             3629.08              3629.08       3/1/2007               522500
331051434                        85              9.4            2/1/2007         1/1/2037             2455.01              2455.01       4/1/2007               306000
331051448                        70              7.1            3/1/2007         2/1/2037             2068.45              2068.45       3/1/2007               329000
331051465                     83.87              8.2            2/1/2007         1/1/2037              2916.2               2916.2       3/1/2007               389994
331051513                     89.83             9.35            2/1/2007         1/1/2037             2199.32              2199.32       3/1/2007               265000
331051552                     68.52              6.4            2/1/2007         1/1/2037             2314.37              2314.37       4/1/2007               370000
331051580                        75             6.75            2/1/2007         1/1/2037              2534.1               2534.1       4/1/2007               420000
331051654                     60.53             8.85            4/1/2007         3/1/2037             2738.79              2738.79       3/1/2007               345000
331051667                       100           13.225            2/1/2007         1/1/2037              449.53               449.53       4/1/2007                40000
331051709                        90             7.37            2/1/2007         1/1/2037             1365.71              1365.71       3/1/2007               210600
331051731                     84.59                9            3/1/2007         2/1/2037             2252.94              2252.94       4/1/2007               280000
331051786                        85            8.375            3/1/2007         2/1/2037             1185.52              1185.52       3/1/2007               155975
331052045                     81.32              9.1            2/1/2007         1/1/2037             2508.55              2508.55       4/1/2007               309000
331052102                        85             8.95            3/1/2007         2/1/2037             2396.67              2396.67       3/1/2007               299200
331052198                        70             8.85            3/1/2007         2/1/2037             2127.53              2127.53       3/1/2007               280000
331052263                        90              9.5            2/1/2007         1/1/2037              984.22               984.22       3/1/2007               121500
331052334                        80             7.99            2/1/2007         1/1/2037             2375.14              2375.14       4/1/2007               324000
331052349                     83.53            6.875            3/1/2007         2/1/2037              2143.3               2143.3       4/1/2007               350000
331052360                        95             8.99            3/1/2007         2/1/2037             1909.27              1909.27       3/1/2007               237500
331052363                     66.23            6.875            2/1/2007         1/1/2037             1419.48              1419.48       3/1/2007               231800
331052421                     86.43             7.95            3/1/2007         2/1/2037             2650.92              2650.92       3/1/2007               363000
331052440                        90            11.75            4/1/2007         3/1/2037              599.59               599.59       3/1/2007                59400
331052456                     54.17             7.65            3/1/2007         2/1/2037             2174.84              2174.84       4/1/2007               325000
331052471                        85              7.7            3/1/2007         2/1/2037             2774.02              2774.02       4/1/2007               412250
331052475                     60.16            6.325            4/1/2007         3/1/2037             2206.18              2206.18       3/1/2007               385000
331052492                        80             9.55            3/1/2007         2/1/2037             2161.93              2161.93       3/1/2007               256000
331052512                     59.87             9.95            3/1/2007         2/1/2037             1564.24              1564.24       4/1/2007               179000
331052537                     76.95              6.7            3/1/2007         2/1/2037             1892.25              1892.25       4/1/2007               315500
331052556                        85              6.9            3/1/2007         2/1/2037             2009.91              2009.91       3/1/2007               327250
331052567                     68.99             8.99            3/1/2007         2/1/2037             2301.57              2301.57       3/1/2007               286300
331052621                       100             11.6            3/1/2007         2/1/2037              494.97               494.97       4/1/2007                49600
331052654                        85             7.99            3/1/2007         2/1/2037             2166.68              2166.68       3/1/2007               311950
331052666                     78.64             7.65            3/1/2007         2/1/2037             2710.19              2710.19       3/1/2007               405000
331052684                        60             6.55            3/1/2007         2/1/2037             2420.72              2420.72       3/1/2007               381000
331052707                        76                7            4/1/2007         3/1/2037             1709.03              1709.03       3/1/2007               256880
331052708                     82.98             6.25            3/1/2007         2/1/2037             2031.25              2031.25       3/1/2007               390000
331052761                        80             8.22            3/1/2007         2/1/2037             1498.32              1498.32       3/1/2007               200000
331052762                        90              8.8            4/1/2007         3/1/2037             1386.93              1386.93       3/1/2007               175500
331052776                        85              9.3            3/1/2007         2/1/2037             2865.56              2865.56       4/1/2007               369750
331052833                     79.11            7.925            3/1/2007         2/1/2037             2591.51              2591.51       3/1/2007               375750
331052852                        80              8.5            4/1/2007         3/1/2037             2697.79              2697.79       4/1/2007               368000
331052878                        50             8.85            4/1/2007         3/1/2037             2064.02              2064.02       4/1/2007               260000
331052884                        80             7.25            3/1/2007         2/1/2037             3275.12              3275.12       3/1/2007               512000
331052920                     75.82              8.4            4/1/2007         3/1/2037             2502.96              2502.96       3/1/2007               345000
331052939                        75             8.55            3/1/2007         2/1/2037             2896.72              2896.72       3/1/2007               375000
331052945                     83.09              7.6            3/1/2007         2/1/2037             2681.77              2681.77       3/1/2007             402986.5
331052949                     74.44             7.49            4/1/2007         3/1/2037             2340.08              2340.08       3/1/2007               335000
331052996                        70             9.99            3/1/2007         2/1/2037             1387.15              1387.15       3/1/2007               158200
331053003                        85             8.15            3/1/2007         2/1/2037             1921.93              1921.93       3/1/2007               272000
331053034                        85             7.05            3/1/2007         2/1/2037              3984.8               3984.8       4/1/2007               637500
331053064                     69.57              8.7            4/1/2007         3/1/2037             3132.53              3132.53       4/1/2007               400000
331053104                        85              7.5            3/1/2007         2/1/2037             1479.89              1479.89       3/1/2007               211650
331053105                     92.73                7            4/1/2007         3/1/2037             2454.89              2454.89       4/1/2007               408000
331053108                        85             6.99            3/1/2007         2/1/2037             3007.32              3007.32       4/1/2007               484500
331053137                      73.5              6.3            3/1/2007         2/1/2037             2456.45              2456.45       3/1/2007               430000
331053145                        80              8.7            3/1/2007         2/1/2037              2205.3               2205.3       4/1/2007               281600
331053164                     67.02            7.925            3/1/2007         2/1/2037             1086.26              1086.26       3/1/2007               157500
331053233                        80             6.75            4/1/2007         3/1/2037             1878.75              1878.75       4/1/2007               334000
331053238                     89.72              5.9            3/1/2007         2/1/2037             2607.64              2607.64       3/1/2007               480000
331053254                     61.64              7.8            4/1/2007         3/1/2037             1279.05              1279.05       3/1/2007               188000
331053263                        80             6.25            4/1/2007         3/1/2037             2498.05              2498.05       3/1/2007               440000
331053278                        65             7.85            2/1/2007         1/1/2037             2823.54              2823.54       3/1/2007               412750
331053321                     77.27              8.5            4/1/2007         3/1/2037             3115.65              3115.65       3/1/2007               425000
331053336                        95            10.99            3/1/2007         2/1/2037             1716.68              1716.68       3/1/2007               180405
331053351                        80             7.35            4/1/2007         3/1/2037             1598.42              1598.42       3/1/2007               232000
331053364                     46.96                8            3/1/2007         2/1/2037             1877.34              1877.34       3/1/2007               270000
331053379                        90             7.55            4/1/2007         3/1/2037             2529.51              2529.51       4/1/2007               360000
331053395                        75             6.75            3/1/2007         2/1/2037             2488.85              2488.85       3/1/2007               412500
331053444                     12.02             8.95            4/1/2007         3/1/2037              881.13               881.13       3/1/2007               110000
331053481                       100            13.45            3/1/2007         2/1/2037              520.29               520.29       3/1/2007                45580
331053484                        75              8.4            3/1/2007         2/1/2037             2714.05              2714.05       3/1/2007               356250
331053489                        90             7.75            3/1/2007         2/1/2037             1128.35              1128.35       4/1/2007               157500
331053502                        80             9.15            3/1/2007         2/1/2037              1540.8               1540.8       3/1/2007               196800
331053520                     26.02              7.5            4/1/2007         3/1/2037              755.15               755.15       4/1/2007               108000
331053535                        85            10.45            4/1/2007         3/1/2037             1432.55              1432.55       3/1/2007               157250
331053553                        80             7.99            4/1/2007         3/1/2037             3284.14              3284.14       3/1/2007               448000
331053589                        80            10.15            4/1/2007         3/1/2037             2701.58              2701.58       3/1/2007               304000
331053591                        85            7.725            4/1/2007         3/1/2037             2046.48              2046.48       3/1/2007               317900
331053617                     47.62              9.6            4/1/2007         3/1/2037             1226.77              1226.77       3/1/2007               150000
331053661                        75             7.99            5/1/2007         4/1/2037             4948.21              4948.21       4/1/2007               675000
331053663                     37.87             8.35            3/1/2007         2/1/2037             1284.64              1284.64       3/1/2007               178000
331053686                     26.84             8.75            5/1/2007         4/1/2037             1203.65              1203.65       4/1/2007               153000
331053693                       100            9.525            4/1/2007         3/1/2037             2865.11              2865.11       3/1/2007               340000
331053784                        70             9.99            4/1/2007         3/1/2037             3068.91              3068.91       3/1/2007               350000
331053788                     78.68             7.25            4/1/2007         3/1/2037             2844.68              2844.68       4/1/2007               417000
331053790                        80              9.5            4/1/2007         3/1/2037             4860.37              4860.37       3/1/2007               600000
331053807                     55.38             7.65            4/1/2007         3/1/2037             2554.25              2554.25       3/1/2007               360000
331053847                     64.44              7.6            5/1/2007         4/1/2037             2047.62              2047.62       4/1/2007               290000
331053869                        65               11            4/1/2007         3/1/2037              1689.5               1689.5       3/1/2007               182000
331053883                      50.6             6.25            5/1/2007         4/1/2037             1317.71              1317.71       4/1/2007               253000
331053888                        80             8.45            4/1/2007         3/1/2037             2571.65              2571.65       3/1/2007               336000
331053926                        65             9.85            4/1/2007         3/1/2037             2619.02              2619.02       4/1/2007               302250
331053934                        70            9.125            4/1/2007         3/1/2037             1480.81              1480.81       4/1/2007               182000
331053943                     64.71              7.8            4/1/2007         3/1/2037             2619.34              2619.34       3/1/2007               385000
331053944                     94.77                7            5/1/2007         4/1/2037             2774.31              2774.31       4/1/2007               417000
331053949                        85              7.7            4/1/2007         3/1/2037             1145.38              1145.38       4/1/2007               178500
331053978                     61.34             8.35            4/1/2007         3/1/2037             2634.23              2634.23       3/1/2007               365000
331053992                     73.58             8.45            4/1/2007         3/1/2037             2984.95              2984.95       3/1/2007               390000
331054008                     94.05             8.65            4/1/2007         3/1/2037             2847.29              2847.29       3/1/2007               395000
331054035                        75             6.95            4/1/2007         3/1/2037             2594.77              2594.77       3/1/2007               420000
331054052                        70                7            4/1/2007         3/1/2037             1909.42              1909.42       4/1/2007               287000
331054057                        80             9.75            4/1/2007         3/1/2037             2787.32              2787.32       3/1/2007               336000
331054118                     46.29           11.675            5/1/2007         4/1/2037             1389.07              1389.07       4/1/2007               138400
331054137                        70              5.6            4/1/2007         3/1/2037             1844.21              1844.21       3/1/2007               371000
331054152                     61.32             5.75            4/1/2007         3/1/2037             1896.61              1896.61       3/1/2007               325000
331054160                     84.74             8.65            4/1/2007         3/1/2037             2120.43              2120.43       4/1/2007               272000
331054162                        80             8.99            4/1/2007         3/1/2037             2990.52              2990.52       4/1/2007               372000
331054221                     66.74             12.2            4/1/2007         3/1/2037             3205.18              3205.18       3/1/2007               307000
331054227                        85             6.99            4/1/2007         3/1/2037             1107.96              1107.96       4/1/2007               178500
331054236                        95             8.75            4/1/2007         3/1/2037             1643.49              1643.49       3/1/2007               218500
331054237                        90             9.99            4/1/2007         3/1/2037             1167.15              1167.15       3/1/2007               133110
331054239                        80             8.15            4/1/2007         3/1/2037             3483.08              3483.08       3/1/2007               468000
331054243                     69.77             8.55            4/1/2007         3/1/2037              2210.7               2210.7       4/1/2007               300000
331054256                        70              8.7            4/1/2007         3/1/2037             2658.73              2658.73       4/1/2007               339500
331054267                        65            10.45            4/1/2007         3/1/2037             2960.76              2960.76       3/1/2007               325000
331054287                        65                8            4/1/2007         3/1/2037             2003.18              2003.18       3/1/2007               273000
331054296                     40.58              6.4            4/1/2007         3/1/2037              875.71               875.71       3/1/2007               140000
331054320                      89.8             7.92            4/1/2007         3/1/2037             1602.03              1602.03       4/1/2007               220000
331054325                        56             6.99            4/1/2007         3/1/2037             1177.81              1177.81       4/1/2007               196000
331054337                        65              9.7            4/1/2007         3/1/2037             1390.16              1390.16       4/1/2007               162500
331054422                        95              7.7            4/1/2007         3/1/2037             2482.22              2482.22       3/1/2007               368885
331054423                        75              7.4            4/1/2007         3/1/2037              2682.5               2682.5       3/1/2007               435000
331054428                        85             9.85            4/1/2007         3/1/2037             2725.17              2725.17       4/1/2007               314500
331054438                        55              8.9            5/1/2007         4/1/2037              1710.5               1710.5       4/1/2007               214500
331054441                        85             8.45            4/1/2007         3/1/2037             2992.61              2992.61       3/1/2007               391000
331054445                     50.93             6.35            4/1/2007         3/1/2037             1455.21              1455.21       3/1/2007               275000
331054447                        80              7.6            4/1/2007         3/1/2037             1468.64              1468.64       3/1/2007               208000
331054463                     56.28             6.39            4/1/2007         3/1/2037             3499.17              3499.17       3/1/2007               560000
331054465                     58.45             6.15            4/1/2007         3/1/2037             2230.72              2230.72       4/1/2007               415000
331054479                        80              7.3            4/1/2007         3/1/2037             2650.56              2650.56       4/1/2007               412000
331054485                     67.53             9.85            4/1/2007         3/1/2037             2486.88              2486.88       3/1/2007               287000
331054488                        80            7.475            5/1/2007         4/1/2037                1794                 1794       4/1/2007               288000
331054524                        90             9.99            4/1/2007         3/1/2037             1167.15              1167.15       3/1/2007               133110
331054532                     94.23            10.12            4/1/2007         3/1/2037             2171.81              2171.81       4/1/2007               245000
331054536                        95             8.77            4/1/2007         3/1/2037             1718.44              1718.44       3/1/2007               228000
331054548                     67.31             8.81            4/1/2007         3/1/2037              1799.5               1799.5       4/1/2007               227500
331054591                     38.18              8.5            4/1/2007         3/1/2037             2422.08              2422.08       3/1/2007               315000
331054649                        80             6.99            4/1/2007         3/1/2037             1523.94              1523.94       4/1/2007               253600
331054694                     39.76               11            4/1/2007         3/1/2037             1571.33              1571.33       3/1/2007               165000
331054753                     91.44              8.7            5/1/2007         4/1/2037              787.67               787.67       4/1/2007               100580
331054759                        90             8.85            4/1/2007         3/1/2037             3643.79              3643.79       4/1/2007               459000
331054766                        60                9            4/1/2007         3/1/2037             2314.08              2314.08       4/1/2007               300000
331054787                     82.98             6.35            4/1/2007         3/1/2037             1844.15              1842.58       4/1/2007               348500
331054833                     31.63              8.5            4/1/2007         3/1/2037             1430.18              1430.18       3/1/2007               186000
331054854                     65.48             6.99            4/1/2007         3/1/2037              913.87               913.87       4/1/2007               137500
331054856                      83.3              6.5            4/1/2007         3/1/2037             1971.67              1971.67       4/1/2007               364000
331054857                     51.54            7.475            5/1/2007         4/1/2037             2086.77              2086.77       4/1/2007               335000
331054893                     64.17              6.8            5/1/2007         4/1/2037             1505.95              1505.95       4/1/2007               231000
331054912                        85              6.5            4/1/2007         3/1/2037             1510.17              1510.17       4/1/2007               278800
331054936                        95             7.85            4/1/2007         3/1/2037             2664.49              2664.49       3/1/2007               389500
331054938                     92.68                9            5/1/2007         4/1/2037             1465.59              1465.59       4/1/2007               190000
331054952                        90            9.725            4/1/2007         3/1/2037              864.18               864.18       4/1/2007               100800
331054988                        80             9.95            4/1/2007         3/1/2037             4404.35              4404.35       3/1/2007               504000
331055058                        90             8.85            4/1/2007         3/1/2037             3643.79              3643.79       4/1/2007               459000
331055073                     21.98             10.8            4/1/2007         3/1/2037              937.24               937.24       4/1/2007               100000
331055097                        75            12.05            5/1/2007         4/1/2037             1277.67              1277.67       4/1/2007               123750
331055131                     33.33             7.67            5/1/2007         4/1/2037             1421.78              1421.78       4/1/2007               200000
331055182                        80             8.75            5/1/2007         4/1/2037             1478.75              1478.75       4/1/2007               202800
331055208                     69.77              7.6            5/1/2007         4/1/2037                1900                 1900       4/1/2007               300000
331055218                     84.62             6.65            5/1/2007         4/1/2037             1897.64              1897.64       4/1/2007               330000
331055243                     72.43             5.99            5/1/2007         4/1/2037             2530.78              2530.78       4/1/2007               507000
331055266                        75              8.8            5/1/2007         4/1/2037             3319.15              3319.15       4/1/2007               420000
331055275                        80             6.65            5/1/2007         4/1/2037             2305.33              2305.33       4/1/2007               416000
331055327                        90             12.3            5/1/2007         4/1/2037              757.27               757.27       4/1/2007                72000
331055441                        80            10.42            5/1/2007         4/1/2037              672.49               672.49       4/1/2007                74000
331055457                        24            10.65            5/1/2007         4/1/2037              944.49               944.49       5/1/2007               102000
331055458                     69.46              8.7            5/1/2007         4/1/2037                3248                 3248       4/1/2007               448000
331055515                     55.81             10.6            5/1/2007         4/1/2037             1106.59              1106.59       4/1/2007             119991.5
331055521                        85             8.35            5/1/2007         4/1/2037             2129.25              2129.25       4/1/2007               306000
331055574                        80              8.8            5/1/2007         4/1/2037             3888.15              3888.15       4/1/2007               492000
331055581                        90                9            5/1/2007         4/1/2037               992.1                992.1       4/1/2007               123300
331055595                        95              7.5            5/1/2007         4/1/2037             2390.31              2390.31       4/1/2007               373350
331055722                     52.68             6.85            5/1/2007         4/1/2037             1801.96              1801.96       4/1/2007               275000
331055784                        95              7.5            5/1/2007         4/1/2037             1581.38              1581.38       4/1/2007               247000
331056284                        90                7            5/1/2007         4/1/2037             3173.49              3173.49       4/1/2007               477000
331056315                        90              8.9            5/1/2007         4/1/2037             2332.51              2332.51       4/1/2007               292500
341035602                     40.41            12.55           11/1/2006        10/1/2036              943.67               943.67       2/1/2007                88100
341035624                       100            8.575           10/1/2006         9/1/2036              788.95               788.95       3/1/2007               101900
341035717                        95            10.35           11/1/2006        10/1/2036             1931.32              1931.32       3/1/2007               213750
341036232                        90             12.5           11/1/2006        10/1/2036               720.4                720.4       3/1/2007                67500
341036792                        70             12.2           12/1/2006        11/1/2036              811.21               811.21       2/1/2007                77700
341036983                       100            14.45            1/1/2007        12/1/2036                 415                  415       3/1/2007                34000
341037342                     84.62             8.99            2/1/2007         1/1/2037             1473.76              1473.76       3/1/2007               191250
341037855                        80            10.62            1/1/2007        12/1/2036             1367.11              1367.11       4/1/2007               148000
341038101                        85            11.65            1/1/2007        12/1/2036              808.91               808.91       3/1/2007                80750
341038434                        75              9.8            4/1/2007         3/1/2037              873.61               873.61       3/1/2007               101250
341038549                        80            10.65            2/1/2007         1/1/2037             2481.61              2481.61       3/1/2007               268000
341038574                        90            8.125            3/1/2007         2/1/2037             1222.89              1222.89       4/1/2007               164700
341038765                        80             8.42            2/1/2007         1/1/2037              1831.8               1831.8       4/1/2007               240000
341038822                      86.5              9.4            3/1/2007         2/1/2037             1838.54              1838.54       3/1/2007               220563
341038841                        80            8.625            2/1/2007         1/1/2037              883.57               883.57       3/1/2007               113600
341038940                       100           12.125            2/1/2007         1/1/2037              301.09               301.09       3/1/2007                29000
341038958                        80             8.15            2/1/2007         1/1/2037             1300.13              1300.13       2/1/2007               184000
341039000                        85              8.2            2/1/2007         1/1/2037              869.48               869.48       4/1/2007               122400
341039012                     83.01              9.6            2/1/2007         1/1/2037              901.17               901.17       4/1/2007               106250
341039061                        80             11.5            2/1/2007         1/1/2037              594.17               594.17       3/1/2007                60000
341039067                       100             13.5            2/1/2007         1/1/2037              767.43               767.43       4/1/2007                67000
341039107                       100           12.125            2/1/2007         1/1/2037              361.31               361.31       4/1/2007                34800
341039135                       100            12.75            2/1/2007         1/1/2037              469.23               469.23       3/1/2007                43180
341039166                     84.11             8.85            3/1/2007         2/1/2037             1714.72              1714.72       4/1/2007               216000
341039314                     79.81            9.725            3/1/2007         2/1/2037             1457.44              1457.44       3/1/2007               170000
341039513                        80              8.6            3/1/2007         2/1/2037              869.13               869.13       3/1/2007               112000
341039563                       100            12.13            3/1/2007         2/1/2037              373.91               373.91       3/1/2007                36000
341039578                        90            10.24            3/1/2007         2/1/2037             2417.47              2417.47       2/1/2007               270000
341039697                        85             9.45            4/1/2007         3/1/2037             1039.69              1039.69       4/1/2007               124185
341039705                        85              9.4            3/1/2007         2/1/2037             1882.17              1882.17       3/1/2007               234600
341040012                     71.43           10.125            4/1/2007         3/1/2022              541.18               541.18       3/1/2007                50004
341040052                        80            7.675            3/1/2007         2/1/2037              805.25               805.25       3/1/2007               120000
341040083                       100              8.9            3/1/2007         2/1/2037              813.39               813.39       4/1/2007               102000
341040125                        90             8.75            3/1/2007         2/1/2037             1770.08              1770.08       3/1/2007               225000
341040284                       100            8.855            3/1/2007         2/1/2037             1334.28              1334.28       3/1/2007               168000
341040286                        85            8.375            3/1/2007         2/1/2037             1292.12              1292.12       3/1/2007               170000
341040293                        95            11.85            4/1/2007         3/1/2037              850.28               850.28       3/1/2007                83600
341040309                        90             9.29            3/1/2007         2/1/2037             1464.48              1464.48       3/1/2007               184500
341040367                     87.95             7.65            3/1/2007         2/1/2037             1372.91              1372.91       4/1/2007               193500
341040387                        90            9.675            3/1/2007         2/1/2037             1087.13              1087.13       3/1/2007               127350
341040417                        80              9.7            4/1/2007         3/1/2037             1382.16              1382.16       4/1/2007               161564
341040427                        80              9.2            5/1/2007         4/1/2037             1244.96              1244.96       4/1/2007               152000
341040478                        95           11.375            3/1/2007         2/1/2037             1555.98              1555.98       3/1/2007               158650
341040480                     74.14              7.9            3/1/2007         2/1/2037             2343.95              2343.95       3/1/2007               322500
341040486                        85              9.8            4/1/2007         3/1/2037              916.76               916.76       4/1/2007               106250
341040513                        95            9.875            4/1/2007         3/1/2037             1427.13              1427.13       3/1/2007               164350
341040514                     69.57            11.35            5/1/2007         4/1/2037             2349.27              2349.27       4/1/2007               240000
341040551                        70             8.25            4/1/2007         3/1/2037             1624.99              1624.99       3/1/2007               216300
341040553                     72.73             10.7            4/1/2007         3/1/2037              743.78               743.78       3/1/2007                80000
341040556                     69.55            10.15            4/1/2007         3/1/2037              679.84               679.84       3/1/2007                76500
341040563                     72.75             11.1            4/1/2007         3/1/2037               851.9                851.9       3/1/2007                88750
341040598                        90            8.525            4/1/2007         3/1/2037              991.58               991.58       4/1/2007               134910
341040675                        90              8.7            3/1/2007         2/1/2037             1515.36              1515.36       4/1/2007               193500
341040678                        80              8.6            3/1/2007         2/1/2037             2172.83              2172.83       3/1/2007               280000
341040703                        80             8.15            4/1/2007         3/1/2037              902.03               902.03       3/1/2007               121200
341040707                        85              7.9            3/1/2007         2/1/2037             2013.98              2013.98       3/1/2007               277100
341040769                     55.38            8.325            4/1/2007         3/1/2037             1361.78              1361.78       4/1/2007               180000
341040779                        90             6.75            4/1/2007         3/1/2037             1284.22              1284.22       3/1/2007               198000
341040781                        90             8.55            3/1/2007         2/1/2037             1392.74              1392.74       4/1/2007               189000
341040845                        85            8.875            4/1/2007         3/1/2037             1859.82              1859.82       3/1/2007               233750
341040854                        95             9.65            3/1/2007         2/1/2037                1052                 1052       3/1/2007               123500
341040857                       100           11.225            3/1/2007         2/1/2037              804.57               804.57       3/1/2007                83000
341040881                        80           12.025            4/1/2007         3/1/2037             1566.42              1566.42       3/1/2007               152000
341040883                        80            8.425            4/1/2007         3/1/2037              929.49               929.49       4/1/2007               130400
341040892                        75           10.175            3/1/2007         2/1/2037             1135.43              1135.43       3/1/2007               127500
341040911                        77            8.275            4/1/2007         3/1/2037             1101.68              1101.68       3/1/2007               146300
341040940                       100              9.6            3/1/2007         2/1/2037             1187.42              1187.42       3/1/2007               140000
341040974                     89.74             9.85            3/1/2007         2/1/2037              909.83               909.83       4/1/2007               105000
341041012                       100            11.83            4/1/2007         3/1/2037              690.57               690.57       3/1/2007                68000
341041048                        95            10.95            3/1/2007         2/1/2037             3072.82              3072.82       3/1/2007               323950
341041063                        80              8.4            4/1/2007         3/1/2037             1562.66              1562.66       3/1/2007               219840
341041085                        90            9.325            3/1/2007         2/1/2037             1386.27              1386.27       3/1/2007               167400
341041086                        90             9.99            4/1/2007         3/1/2037             1341.55              1341.55       3/1/2007               153000
341041099                        80             10.9            4/1/2007         3/1/2037             1095.94              1095.94       4/1/2007               116000
341041117                     78.77              8.6            4/1/2007         3/1/2037             1986.59              1986.59       3/1/2007               256000
341041119                       100           10.025            3/1/2007         2/1/2037              994.95               994.95       3/1/2007               116900
341041125                       100            10.03            4/1/2007         3/1/2037             2103.84              2103.84       3/1/2007               250000
341041150                       100            9.755            4/1/2007         3/1/2037             1084.72              1084.72       4/1/2007               126200
341041155                        90            8.525            4/1/2007         3/1/2037             1109.19              1109.19       3/1/2007               153900
341041196                        90            11.35            5/1/2007         4/1/2037              555.02               555.02       4/1/2007                56700
341041216                        80           10.425            4/1/2007         3/1/2037             1418.25              1418.25       3/1/2007               156000
341041218                        80             10.8            4/1/2007         3/1/2037             2024.44              2024.44       4/1/2007               216000
341041224                     67.36            8.475            3/1/2007         2/1/2037              997.29               997.29       3/1/2007               130000
341041226                     84.97            8.275            4/1/2007         3/1/2037             1132.55              1132.55       4/1/2007               150400
341041278                     48.95              8.6            4/1/2007         3/1/2037             1358.02              1358.02       3/1/2007               175000
341041283                       100             11.8            4/1/2007         3/1/2037              1844.1               1844.1       4/1/2007               182000
341041286                        90              8.8            4/1/2007         3/1/2037             1757.49              1757.49       4/1/2007               222390
341041297                        95            10.95            4/1/2007         3/1/2037              765.95               765.95       3/1/2007                80750
341041311                        80            9.275            4/1/2007         3/1/2037             1068.54              1068.54       3/1/2007               129600
341041329                        85            9.675            4/1/2007         3/1/2037             1274.89              1274.89       4/1/2007               149345
341041333                        60            8.975            4/1/2007         3/1/2037             3256.26              3256.26       3/1/2007               405600
341041335                        85             10.3            4/1/2007         3/1/2037             1070.79              1070.79       3/1/2007               119000
341041339                        60            8.975            4/1/2007         3/1/2037             3256.26              3256.26       3/1/2007               405600
341041344                       100           11.975            4/1/2007         3/1/2037               742.3                742.3       3/1/2007                72300
341041384                        75             6.85            4/1/2007         3/1/2037             1552.96              1552.96       3/1/2007               237000
341041396                     76.92             9.85            4/1/2007         3/1/2037              866.51               866.51       4/1/2007               100000
341041401                        90              9.8            4/1/2007         3/1/2037             3455.63              3455.63       3/1/2007               400500
341041447                        76             11.1            4/1/2007         3/1/2037              946.38               946.38       4/1/2007               101080
341041460                        95             7.99            4/1/2007         3/1/2037             2381.74              2381.74       3/1/2007               324900
341041492                        80             6.99            4/1/2007         3/1/2037              930.48               930.48       4/1/2007               140000
341041509                        85            8.775            4/1/2007         3/1/2037             1159.47              1159.47       3/1/2007               147050
341041569                        85              9.4            4/1/2007         3/1/2037              637.68               637.68       3/1/2007                76500
341041616                        85            9.975            4/1/2007         3/1/2037             1190.99              1190.99       3/1/2007               136000
341041620                        95             9.65            4/1/2007         3/1/2037             1834.55              1834.55       3/1/2007               223250
341041628                       100            12.05            4/1/2007         3/1/2037              877.59               877.59       4/1/2007                85000
341041695                     88.24              6.8            4/1/2007         3/1/2037                1275              1269.78       4/1/2007               225000
341041734                        80               10            4/1/2007         3/1/2037              591.01               591.01       3/1/2007                69600
341041735                        80             8.65            4/1/2007         3/1/2037              735.59               735.59       4/1/2007                98800
341041736                     78.64            6.625            4/1/2007         3/1/2037              921.54               921.54       3/1/2007               143920
341041744                       100            11.23            4/1/2007         3/1/2037              722.36               722.36       3/1/2007                76900
341041797                        95             9.35            4/1/2007         3/1/2037              835.74               835.74       4/1/2007               100700
341041807                        95            11.95            4/1/2007         3/1/2037              655.11               655.11       3/1/2007                63928
341041815                     60.87            10.45            4/1/2007         3/1/2037               637.7                637.7       3/1/2007                70000
341041838                     72.45             7.25            4/1/2007         3/1/2037             1571.73              1571.73       3/1/2007               230400
341041844                        85            10.78            4/1/2007         3/1/2037             1622.57              1622.57       4/1/2007               173400
341041851                        80              8.2            4/1/2007         3/1/2037             1476.99              1476.99       3/1/2007               207920
341041905                        86            11.44            4/1/2007         3/1/2037              991.83               991.83       3/1/2007               100620
341041912                     88.64             9.95            5/1/2007         4/1/2037             1022.44              1022.44       4/1/2007               117000
341041961                        95             11.5            4/1/2007         3/1/2037              845.76               845.76       3/1/2007                85405
341041965                        90             8.95            5/1/2007         4/1/2037              906.19               906.19       4/1/2007               121500
341041981                        95             9.05            4/1/2007         3/1/2037             1693.84              1693.84       3/1/2007               218500
341042040                        90            11.85            4/1/2007         3/1/2037              695.68               695.68       3/1/2007                68400
341042056                        95            8.675            4/1/2007         3/1/2037              994.66               994.66       3/1/2007               127300
341042057                     82.67              9.4            4/1/2007         3/1/2037             1033.62              1033.62       3/1/2007               124000
341042090                        95            7.856            5/1/2007         4/1/2022             1259.99              1259.99       4/1/2007               133000
341042093                        95             10.7            4/1/2007         3/1/2037              908.85               908.85       3/1/2007                97755
341042141                        80            8.275            5/1/2007         4/1/2037             1228.94              1228.94       4/1/2007               163200
341042172                       100            9.475            4/1/2007         3/1/2037             1752.73              1752.73       3/1/2007               220000
341042226                        90              7.5            5/1/2007         4/1/2037             1802.92              1802.92       4/1/2007               257850
341042313                        80              7.9            4/1/2007         3/1/2037             1622.17              1622.17       3/1/2007               241600
341042339                        90               11            4/1/2007         3/1/2037              651.39               651.39       3/1/2007                68400
341042405                     58.01             11.2            4/1/2007         3/1/2037              773.97               773.97       4/1/2007                80000
341042410                        90             12.2            4/1/2007         3/1/2037              575.05               575.05       3/1/2007                55080
341042487                        90           11.125            5/1/2007         4/1/2037             1255.12              1255.12       4/1/2007               130500
341042519                     93.87              7.6            4/1/2007         3/1/2037              1352.1               1352.1       3/1/2007               191495
341042540                     94.48             9.55            5/1/2007         4/1/2037             1156.97              1156.97       4/1/2007               137000
341042556                       100            8.416            4/1/2007         3/1/2037               996.2                996.2       3/1/2007               139900
341042565                        95           10.075            4/1/2007         3/1/2037              981.59               981.59       3/1/2007               111150
341042571                        85             9.55            5/1/2007         4/1/2037              893.34               893.34       4/1/2007               105783
341042576                        80            8.075            5/1/2007         4/1/2037               794.8                794.8       4/1/2007               116000
341042587                        90            8.875            5/1/2007         4/1/2037             1181.53              1181.53       4/1/2007               148500
341042592                        95            10.65            5/1/2007         4/1/2037              789.07               789.07       4/1/2007                85215
341042605                        75            11.65            5/1/2007         4/1/2037             1006.76              1006.76       4/1/2007               100500
341042654                        90           10.275            5/1/2007         4/1/2037             1055.15              1055.15       4/1/2007               117505
341042689                        90            8.275            5/1/2007         4/1/2037               982.7                982.7       4/1/2007               130500
341042697                        90            8.025            4/1/2007         3/1/2037             1059.13              1059.13       3/1/2007               144000
341042737                        95            8.875            5/1/2007         4/1/2037             1171.59              1171.59       4/1/2007               147250
341042743                        75           11.425            5/1/2007         4/1/2037             1240.56              1240.56       4/1/2007               126000
341042758                        80             7.24            5/1/2007         4/1/2037              989.47               989.47       4/1/2007               164000
341042806                        90             11.3            5/1/2007         4/1/2037              1184.7               1184.7       4/1/2007               121500
341042840                        95             9.45            5/1/2007         4/1/2037             1630.46              1630.46       4/1/2007               194750
341042981                        90            11.15            5/1/2007         4/1/2037              667.74               667.74       4/1/2007                69291
341043014                        95            9.725            5/1/2007         4/1/2037              1073.9               1073.9       4/1/2007            125262.25
341043037                        65             9.55            4/1/2007         3/1/2037              2022.8               2022.8       4/1/2007               239525
341043133                        95              9.9            5/1/2007         4/1/2037              983.06               983.06       4/1/2007               116850
341043281                        95             10.1            5/1/2007         4/1/2037              983.64               983.64       4/1/2007               111150
341043325                        80             12.1            5/1/2007         4/1/2037              538.88               538.88       4/1/2007                52000
341043388                        90            10.05            5/1/2007         4/1/2037              896.25               896.25       4/1/2007               101700
341043415                     68.05             8.95            5/1/2007         4/1/2037             1001.28              1001.28       4/1/2007               125000
341044032                     72.12              9.9            6/1/2007         5/1/2037               815.8                815.8       5/1/2007                93750
341044124                        90            9.175            6/1/2007         5/1/2037             1140.06              1140.06       5/1/2007               139500
341044263                        80           11.425            6/1/2007         5/1/2037             1331.14              1331.14       5/1/2007               135200
351038412                       100             9.99           12/1/2006        11/1/2036              278.66               278.66       3/1/2007                31780
351038444                       100             9.99           10/1/2006         9/1/2036              222.72               222.72       3/1/2007                25400
351039017                       100             9.99           10/1/2006         9/1/2036              278.68               278.68       3/1/2007                31783
351039509                       100             9.99           11/1/2006        10/1/2036               309.5                309.5       4/1/2007                35298
351039554                       100             9.99           11/1/2006        10/1/2036              252.35               252.35       3/1/2007                28780
351039629                       100             9.99           11/1/2006        10/1/2036              275.15               275.15       4/1/2007                31380
351039698                       100             9.99           11/1/2006        10/1/2036              260.42               260.42       3/1/2007                29700
351039899                       100             9.99           11/1/2006        10/1/2036               227.6                227.6       3/1/2007                25957
351040200                       100             9.99           11/1/2006        10/1/2036              231.48               231.48       4/1/2007                26400
351040466                       100             9.99           12/1/2006        11/1/2036               227.1                227.1       3/1/2007                25900
351040735                       100             9.99           12/1/2006        11/1/2036              288.48               288.48       3/1/2007                32900
351040799                       100             9.99           12/1/2006        11/1/2036              278.83               278.83       4/1/2007                31800
351041157                       100             9.99           12/1/2006        11/1/2036              247.03               247.03       4/1/2007                28173
351041596                       100             9.99           12/1/2006        11/1/2036              259.45               259.45       3/1/2007                29590
351041826                       100             9.99            1/1/2007        12/1/2036              236.74               236.74       3/1/2007                27000
351041899                       100             9.99            1/1/2007        12/1/2036              254.28               254.28       4/1/2007                29000
351043156                       100             9.99            3/1/2007         2/1/2037              224.47               224.47       4/1/2007                25600
351043342                        95            10.85            3/1/2007         2/1/2037             1063.81              1063.81       3/1/2007               113050
351043434                       100           10.075            3/1/2007         2/1/2037             1429.77              1429.77       3/1/2007               161900
351043436                        80             8.85            3/1/2007         2/1/2037              825.61               825.61       3/1/2007               104000
351043458                       100             9.99            3/1/2007         2/1/2037              938.74               938.74       3/1/2007               107060
351043471                       100             9.99            4/1/2007         3/1/2037              242.01               242.01       3/1/2007                27600
351043487                        80             8.35            4/1/2007         3/1/2037             1492.35              1492.35       3/1/2007               196800
351043499                       100             9.99            4/1/2007         3/1/2037              219.21               219.21       4/1/2007                25000
351043551                        80           10.175            5/1/2007         4/1/2037              883.62               883.62       4/1/2007               102400
351043635                     83.33            10.85            4/1/2007         3/1/2037               470.5                470.5       3/1/2007                50000
351043713                        80              9.9            4/1/2007         3/1/2037              684.75               684.75       3/1/2007                82400
351043716                        95              9.9            4/1/2007         3/1/2037               948.2                948.2       3/1/2007               108965
351043793                       100           11.725            3/1/2007         2/1/2037              654.87               654.87       4/1/2007                65000
351043808                        75            9.825            3/1/2007         2/1/2037             1095.97              1095.97       3/1/2007               126750
351043889                      94.1            10.79            4/1/2007         3/1/2037             1189.66              1189.66       4/1/2007               127034
351043957                       100           10.075            4/1/2007         3/1/2037             1121.56              1121.56       3/1/2007               127000
351043973                        95             10.8            4/1/2007         3/1/2037             1157.49              1157.49       3/1/2007               123500
351044013                        85             10.8            4/1/2007         3/1/2037              828.52               828.52       3/1/2007                88400
351044134                        80              9.7            4/1/2007         3/1/2037              615.95               615.95       3/1/2007                72000
351044135                        80            8.725            4/1/2007         3/1/2037              800.61               800.61       4/1/2007               102000
351044227                        90            9.625            5/1/2007         4/1/2037             1484.08              1484.08       4/1/2007               174600
351044260                     94.64           10.275            5/1/2007         4/1/2037             1461.74              1461.74       4/1/2007               162785
351044297                     92.69            9.578            4/1/2007         3/1/2037             1341.78              1341.78       3/1/2007               158500
351044339                     69.21              9.8            4/1/2007         3/1/2037              644.96               644.96       3/1/2007                74750
351044366                        80            11.95            5/1/2007         4/1/2037               860.8                860.8       4/1/2007                84000
351044398                        85              9.8            4/1/2007         3/1/2037              938.76               938.76       4/1/2007               108800
351044452                       100           10.075            4/1/2007         3/1/2037             1412.11              1412.11       3/1/2007               159900
351044475                      79.1               11            4/1/2007         3/1/2037              540.68               540.68       3/1/2007                56775
351044502                        95            9.275            5/1/2007         4/1/2037             1181.63              1181.63       4/1/2007               143317
351044507                        95            10.35            5/1/2007         4/1/2037              686.69               686.69       4/1/2007                76000
351044509                        95             9.35            5/1/2007         4/1/2037              946.12               946.12       4/1/2007               114000
351044542                        90            11.45            5/1/2007         4/1/2037              851.43               851.43       4/1/2007                86310
351044553                        80            9.675            4/1/2007         3/1/2037              887.73               887.73       4/1/2007               103992
351044638                        95           10.625            4/1/2007         3/1/2037              785.71               785.71       4/1/2007                85025
351044703                       100             11.9            5/1/2007         4/1/2037             1020.92              1020.92       4/1/2007               100000
351044718                        95              8.5            5/1/2007         4/1/2037             1081.09              1081.09       4/1/2007               140600
351044759                        80            8.825            5/1/2007         4/1/2037              944.14               944.14       4/1/2007               119200
351044800                        80            8.625            5/1/2007         4/1/2037             1120.02              1120.02       4/1/2007               144000
351044891                        80            6.925            5/1/2007         4/1/2037              908.54               908.54       4/1/2007               137600
351045046                        75            11.75            5/1/2007         4/1/2037              651.07               651.07       4/1/2007                64500
351045203                        80             10.7            5/1/2007         4/1/2037              862.78               862.78       4/1/2007                92800
351045333                        90            9.275            6/1/2007         5/1/2037             1075.96              1075.96       5/1/2007               130500
351045613                        80             11.2            5/1/2007         4/1/2037              619.18               619.18       4/1/2007                64000
371038950                        95             11.4           11/1/2006        10/1/2036              1375.1               1375.1       3/1/2007               139935
371039046                       100             14.3           11/1/2006        10/1/2036              314.25               314.25       3/1/2007                26000
371039219                       100            14.25           12/1/2006        11/1/2036               590.3                590.3       2/1/2007                49000
371039667                       100            14.05           12/1/2006        11/1/2036              594.42               594.42       4/1/2007                50000
371040079                     83.79             8.22            2/1/2007         1/1/2037             1588.22              1588.22       3/1/2007               212000
371040316                       100            14.05            1/1/2007        12/1/2036              311.47               311.47       3/1/2007                26200
371040928                        80            9.125            2/1/2007         1/1/2037              1642.5              1641.56       4/1/2007               216000
371041230                        80            11.05            2/1/2007         1/1/2037             1873.96              1873.96       3/1/2007               196000
371041231                        75              9.3            1/1/2007        12/1/2036             1034.94              1034.94       3/1/2007               125250
371041406                        65              8.9            5/1/2007         4/1/2037              881.17               881.17       4/1/2007               110500
371041638                     87.67             8.85            2/1/2007         1/1/2037             1016.13              1016.13       3/1/2007               128000
371041691                        80             8.75            2/1/2007         1/1/2037             1510.46              1510.46       3/1/2007               192000
371041787                        85              9.4            2/1/2007         1/1/2037             1193.41              1193.41       3/1/2007               148750
371042250                       100           13.225            2/1/2007         1/1/2037              629.34               629.34       4/1/2007                56000
371042397                        70            10.05            2/1/2007         1/1/2037              2220.8               2220.8       3/1/2007               252000
371042488                        80               10            2/1/2007         1/1/2037              807.37               807.37       3/1/2007                92000
371042524                     89.68              8.8            2/1/2007         1/1/2037             2101.68              2101.68       2/1/2007               278000
371042526                        80             10.4            2/1/2007         1/1/2037             1342.76              1342.76       3/1/2007               148000
371042580                        80             10.5            2/1/2007         1/1/2037             1097.69              1097.69       3/1/2007               120000
371042645                       100             8.81            2/1/2007         1/1/2037              209.61               209.61       3/1/2007                26500
371042739                       100           13.225            2/1/2007         1/1/2037              903.55               903.55       3/1/2007                80400
371042801                     60.98             7.15            2/1/2007         1/1/2037              844.26               844.26       4/1/2007               125000
371042874                     72.37             8.25            2/1/2007         1/1/2037              951.48               951.48       2/1/2007               126650
371042884                     89.25              9.3            2/1/2007         1/1/2037             1323.77              1323.77       3/1/2007               160204
371042936                       100             8.95            4/1/2007         3/1/2037             1999.62              1999.62       3/1/2007               265000
371043017                        90             7.57            3/1/2007         2/1/2037             1419.29              1419.29       3/1/2007               201600
371043101                       100            12.23            3/1/2007         2/1/2037              352.62               352.62       4/1/2007                33700
371043104                     77.78            10.75            3/1/2007         2/1/2037             1633.59              1633.59       3/1/2007               175000
371043215                     83.82              8.1            2/1/2007         1/1/2037                2133                 2133       3/1/2007               316000
371043226                        80            9.075            2/1/2007         1/1/2037             1645.97              1645.97       4/1/2007               203200
371043332                        74              7.5            2/1/2007         1/1/2037             1060.71              1060.71       3/1/2007               151700
371043436                        95             6.45            2/1/2007         1/1/2037             1582.96              1582.96       3/1/2007               251750
371043438                        80             6.87            4/1/2007         3/1/2037             1365.72              1365.72       4/1/2007               208000
371043455                        80              9.3            2/1/2007         1/1/2037             1421.24              1421.24       3/1/2007               172000
371043483                     81.95              9.3            2/1/2007         1/1/2037             1388.19              1388.19       3/1/2007               168000
371043494                        75                9            3/1/2007         2/1/2037             1569.01              1569.01       3/1/2007               195000
371043548                        95           11.975            5/1/2007         4/1/2037             1053.38              1053.38       5/1/2007               102600
371043579                        95              9.5            3/1/2007         2/1/2037              1278.1               1278.1       3/1/2007               152000
371043582                        85             8.55            3/1/2007         2/1/2037             2707.14              2707.14       2/1/2007               379950
371043589                     77.32             9.55            3/1/2007         2/1/2037             1266.76              1266.76       4/1/2007               150000
371043700                        85            7.525            3/1/2007         2/1/2037             2216.33              2216.33       3/1/2007               316200
371043714                     63.78            8.925            3/1/2007         2/1/2037              943.09               943.09       4/1/2007               118000
371043716                     76.92             8.57            3/1/2007         2/1/2037             1547.76              1547.76       3/1/2007               200000
371043722                        85             8.85            3/1/2007         2/1/2037             2163.63              2163.63       4/1/2007               284750
371043792                        80             8.87            3/1/2007         2/1/2037             1845.06              1845.06       3/1/2007               232000
371043842                        80              8.4            3/1/2007         2/1/2037             2072.02              2072.02       4/1/2007               285600
371043883                        65              9.5            3/1/2007         2/1/2037              940.08               940.08       3/1/2007               111800
371043897                        80            10.35            3/1/2007         2/1/2037             1048.11              1048.11       3/1/2007               116000
371043920                        85             7.65            3/1/2007         2/1/2037              796.08               796.08       3/1/2007               112200
371043947                        90             8.55            3/1/2007         2/1/2037             1508.61              1508.61       3/1/2007               195300
371044001                        80            10.75            4/1/2007         3/1/2037              955.88               955.88       3/1/2007               102400
371044011                        95              9.5            4/1/2007         3/1/2037              1477.8               1477.8       3/1/2007               175750
371044012                        85             8.25            4/1/2007         3/1/2037             1117.51              1117.51       3/1/2007               148750
371044046                        80             8.27            4/1/2007         3/1/2037             1538.46              1538.46       4/1/2007               204400
371044059                        90             6.32            3/1/2007         2/1/2037             1267.92              1267.92       3/1/2007               221400
371044089                        55                9            3/1/2007         2/1/2037             1150.61              1150.61       3/1/2007               143000
371044105                        65             6.75            4/1/2007         3/1/2037             1349.08              1349.08       4/1/2007               208000
371044170                        80            11.25            4/1/2007         3/1/2037             1864.82              1864.82       3/1/2007               192000
371044190                        85             12.1            4/1/2007         3/1/2037              836.83               836.83       3/1/2007                80750
371044305                        85             8.95            3/1/2007         2/1/2037             1191.84              1191.84       3/1/2007               159800
371044330                        95            9.775            4/1/2007         3/1/2037             3376.78              3376.78       4/1/2007               406101
371044362                        80             8.85            3/1/2007         2/1/2037              939.92               939.92       3/1/2007               118400
371044364                        85            7.675            3/1/2007         2/1/2037             1625.59              1625.59       3/1/2007               242250
371044388                        80             6.99            4/1/2007         3/1/2037              1700.9               1700.9       4/1/2007               292000
371044390                        85             10.5            3/1/2007         2/1/2037              670.23               670.23       4/1/2007                73270
371044392                        70             6.55            3/1/2007         2/1/2037             1089.64              1089.64       4/1/2007               171500
371044395                     71.93             8.35            4/1/2007         3/1/2037             2852.92              2852.92       3/1/2007               410000
371044419                        85              8.9            3/1/2007         2/1/2037             1097.01              1097.01       3/1/2007               143650
371044420                     78.61              9.1            3/1/2007         2/1/2037             2520.73              2520.73       3/1/2007               310500
371044445                     89.04             7.92            3/1/2007         2/1/2037             1399.31              1399.31       3/1/2007               203000
371044538                     46.98             7.55            4/1/2007         3/1/2037             1039.91              1039.91       4/1/2007               148000
371044545                        80             11.2            4/1/2007         3/1/2037              650.14               650.14       3/1/2007                67200
371044566                        85              8.8            3/1/2007         2/1/2037             1141.95              1141.95       3/1/2007               144500
371044575                     77.08              7.8            3/1/2007         2/1/2037             1258.64              1258.64       4/1/2007               185000
371044595                       100            11.75            3/1/2007         2/1/2037             3855.95              3855.95       4/1/2007               382000
371044601                        80             9.75            4/1/2007         3/1/2037             1134.08              1134.08       4/1/2007               132000
371044616                        68              7.9            3/1/2007         2/1/2037               736.4                736.4       3/1/2007               101320
371044635                        70              8.7            3/1/2007         2/1/2037             1025.12              1025.12       4/1/2007               130900
371044636                        90            8.525            3/1/2007         2/1/2037             1174.16              1174.16       3/1/2007               159750
371044643                       100           12.325            3/1/2007         2/1/2037               684.9                684.9       4/1/2007                65000
371044648                     69.08            10.69            4/1/2007         3/1/2037              975.42               975.42       3/1/2007               105000
371044658                        60              9.6            3/1/2007         2/1/2037             1119.57              1119.57       3/1/2007               132000
371044672                     78.53              6.9            4/1/2007         3/1/2037              891.07               891.07       3/1/2007               150000
371044702                     62.22              9.2            4/1/2007         3/1/2037              917.34               917.34       3/1/2007               112000
371044708                        90             9.45            4/1/2007         3/1/2037             1235.72              1235.72       3/1/2007               147600
371044716                     67.31             7.35            3/1/2007         2/1/2037              1205.7               1205.7       3/1/2007               175000
371044732                       100             12.3            4/1/2007         3/1/2037               924.5                924.5       3/1/2007                87900
371044764                     67.67             9.74            3/1/2007         2/1/2037             1301.13              1301.13       4/1/2007             156994.4
371044801                        80             9.15            3/1/2007         2/1/2037              3232.4               3232.4       3/1/2007               396400
371044875                        80            11.15            4/1/2007         3/1/2037             1580.43              1580.43       3/1/2007               164000
371044876                        50              6.5            4/1/2007         3/1/2037               916.5                916.5       4/1/2007               145000
371044898                        85             7.25            3/1/2007         2/1/2037             1219.13              1219.13       3/1/2007               196350
371044910                        75              8.7            4/1/2007         3/1/2037             2067.47              2067.47       3/1/2007               264000
371044926                        80              9.9            4/1/2007         3/1/2037             1044.23              1044.23       4/1/2007               120000
371044928                        90              9.9            4/1/2007         3/1/2037             2466.99              2466.99       3/1/2007               283500
371044942                        80              6.9            3/1/2007         2/1/2037              1738.7               1738.7       3/1/2007               264000
371044947                       100            10.45            3/1/2007         2/1/2037              601.26               601.26       3/1/2007                66000
371044973                        80            8.725            3/1/2007         2/1/2037             1017.25              1017.25       3/1/2007               129600
371044974                     48.32             11.4            5/1/2007         4/1/2037              1768.8               1768.8       4/1/2007               180000
371044994                       100             8.67            3/1/2007         2/1/2037              196.81               196.81       4/1/2007                25200
371045028                       100             10.2            3/1/2007         2/1/2037                1309                 1309       2/1/2007               154000
371045084                     47.85             9.95            3/1/2007         2/1/2037             1267.12              1267.12       3/1/2007               145000
371045124                     86.34              7.8            2/1/2007         1/1/2037             1943.66              1943.65       4/1/2007               270000
371045132                     63.64              9.9            5/1/2007         4/1/2037              730.96               730.96       4/1/2007                84000
371045135                        80             8.65            3/1/2007         2/1/2037              696.88               696.88       3/1/2007                93600
371045165                        60              8.1            4/1/2007         3/1/2037             1054.24              1054.24       4/1/2007               150000
371045181                     61.38              8.4            4/1/2007         3/1/2037             1291.38              1291.38       4/1/2007               178000
371045185                        65            10.05            4/1/2007         3/1/2037              1460.7               1460.7       3/1/2007               165750
371045201                        65            10.95            4/1/2007         3/1/2037             1356.42              1356.42       4/1/2007               143000
371045278                        95             8.75            4/1/2007         3/1/2037             1021.82              1021.82       3/1/2007               135850
371045284                       100            11.65            4/1/2007         3/1/2037               801.4                801.4       3/1/2007                80000
371045304                       100            12.95            3/1/2007         2/1/2037              370.37               370.37       4/1/2007                33600
371045311                        80              9.1            4/1/2007         3/1/2037             1006.67              1006.67       3/1/2007               124000
371045353                        90             8.85            4/1/2007         3/1/2037             1321.77              1321.77       4/1/2007               166500
371045374                        80            9.825            4/1/2007         3/1/2037              825.73               825.73       3/1/2007                98840
371045378                        90             8.55            4/1/2007         3/1/2037             1320.91              1320.91       4/1/2007               171000
371045383                        85            10.95            4/1/2007         3/1/2037             1048.14              1048.14       3/1/2007               110500
371045405                     73.85             6.65            4/1/2007         3/1/2037                1064                 1064       4/1/2007               192000
371045457                      54.4             7.52            4/1/2007         3/1/2037             1646.37              1646.37       4/1/2007               235000
371045472                        75             10.6            4/1/2007         3/1/2037             1590.84              1590.84       3/1/2007               172500
371045473                        85             11.1            4/1/2007         3/1/2037             1427.83              1427.83       3/1/2007               148750
371045474                        80             8.35            4/1/2007         3/1/2037              727.98               727.98       3/1/2007                96000
371045495                     69.19             7.35            4/1/2007         3/1/2037              881.88               881.88       4/1/2007               128000
371045509                      53.5            6.325            4/1/2007         3/1/2037              664.05               664.05       4/1/2007               107000
371045532                        80             9.25            4/1/2007         3/1/2037             1020.12              1020.12       5/1/2007               124000
371045564                        80              8.1            4/1/2007         3/1/2037             2249.05              2249.05       3/1/2007               320000
371045574                     71.29             8.15            5/1/2007         4/1/2037             1071.72              1071.72       4/1/2007               144000
371045584                        90             11.6            4/1/2007         3/1/2037              898.14               898.14       3/1/2007                90000
371045627                        95           10.525            4/1/2007         3/1/2037             1219.09              1219.09       3/1/2007               133000
371045649                        70             9.25            4/1/2007         3/1/2037             1439.68              1439.68       3/1/2007               175000
371045682                        65             7.65            4/1/2007         3/1/2037             2467.34              2467.34       3/1/2007               347750
371045685                        90                8            4/1/2007         3/1/2037             2247.96              2247.96       4/1/2007               306360
371045709                     89.84            10.05            4/1/2007         3/1/2037             2399.61              2399.61       4/1/2007               272290
371045750                        75             9.82            4/1/2007         3/1/2037             1782.62              1782.62       4/1/2007               206250
371045754                        95            12.55            4/1/2007         3/1/2037              609.53               609.53       4/1/2007                56905
371045755                        95             11.5            4/1/2007         3/1/2037             2493.06              2493.06       3/1/2007               251750
371045756                     78.87              8.9            4/1/2007         3/1/2037             2232.83              2232.83       3/1/2007               280000
371045760                     64.01             9.85            4/1/2007         3/1/2037             1603.04              1603.04       3/1/2007               185000
371045770                        90            12.25            4/1/2007         3/1/2037              631.88               631.88       3/1/2007                60300
371045829                        90             7.15            5/1/2007         4/1/2037              1930.5               1930.5       4/1/2007               324000
371045832                        80             8.75            4/1/2007         3/1/2037              778.75               778.75       3/1/2007               106800
371045836                        80             7.02            4/1/2007         3/1/2037             1386.62              1386.62       4/1/2007               208000
371045844                        90              8.9            4/1/2007         3/1/2037             2368.39              2368.39       4/1/2007               297000
371045859                     77.67             8.45            4/1/2007         3/1/2037             1278.17              1278.17       4/1/2007               167000
371045913                     69.76             7.65            4/1/2007         3/1/2037              933.94               933.94       3/1/2007               146500
371045938                     86.25              5.6            4/1/2007         3/1/2037                 805                  805       3/1/2007               172500
371045942                       100           12.425            4/1/2007         3/1/2037              594.41               594.41       3/1/2007                56000
371045950                        75              9.8            4/1/2007         3/1/2037             1520.74              1520.74       3/1/2007               176250
371045952                        70            10.29            4/1/2007         3/1/2037             1132.84              1132.84       4/1/2007               126000
371045954                        90              7.1            4/1/2007         3/1/2037             2721.73              2721.73       3/1/2007               405000
371045969                     66.67            10.35            4/1/2007         3/1/2037              903.54               903.54       3/1/2007               100000
371045979                        90              9.5            4/1/2007         3/1/2037             1020.68              1020.68       3/1/2007               126000
371045983                      58.1             7.05            4/1/2007         3/1/2037             1223.65              1223.65       4/1/2007               183000
371046003                        90             12.7            5/1/2007         4/1/2037              701.65               701.65       4/1/2007                64800
371046007                        95             12.6            5/1/2007         4/1/2037              541.27               541.27       4/1/2007                50350
371046008                        95             12.6            5/1/2007         4/1/2037              622.98               622.98       4/1/2007                57950
371046039                     67.26              9.3            4/1/2007         3/1/2037              627.99               627.99       4/1/2007                76000
371046040                      67.1             9.15            4/1/2007         3/1/2037              848.06               848.06       4/1/2007               104000
371046046                        85              9.6            4/1/2007         3/1/2037              958.84               958.84       4/1/2007               113050
371046052                        95            10.05            4/1/2007         3/1/2037              753.48               753.48       3/1/2007                85500
371046056                        95             9.92            4/1/2007         3/1/2037             1871.47              1871.47       4/1/2007               214700
371046087                        80              8.3            4/1/2007         3/1/2037              821.21               821.21       3/1/2007               108800
371046102                       100           10.025            4/1/2007         3/1/2037             1319.21              1319.21       4/1/2007               154999
371046106                       100            10.39            4/1/2007         3/1/2037             1813.05              1813.05       3/1/2007               200000
371046109                        85             9.05            4/1/2007         3/1/2037              906.83               906.83       3/1/2007               112200
371046161                     53.46             7.95            5/1/2007         4/1/2037              920.88               920.88       4/1/2007               139000
371046223                     67.74              8.6            4/1/2007         3/1/2037              814.81               814.81       4/1/2007               105000
371046229                        75             10.9            4/1/2007         3/1/2037             1530.54              1530.54       4/1/2007               162000
371046245                        80             9.85            4/1/2007         3/1/2037             2079.62              2079.62       3/1/2007               240000
371046248                     49.37              9.2            5/1/2007         4/1/2037              966.48               966.48       4/1/2007               118000
371046258                     81.36             7.89            4/1/2007         3/1/2037              1045.6               1045.6       3/1/2007               144000
371046277                        65             11.3            4/1/2007         3/1/2037             1014.06              1014.06       3/1/2007               104000
371046349                        90              9.1            5/1/2007         4/1/2037             1490.52              1490.52       4/1/2007               183600
371046356                        90             9.35            4/1/2007         3/1/2037             1605.92              1605.92       3/1/2007               193500
371046377                        75             7.05            4/1/2007         3/1/2037             1203.59              1203.59       3/1/2007               180000
371046385                     63.09             7.05            4/1/2007         3/1/2037             2674.66              2674.66       3/1/2007               400000
371046507                        95              9.3            5/1/2007         4/1/2037              893.71               893.71       4/1/2007               108158
371046524                        70             7.55            4/1/2007         3/1/2037             1106.66              1106.66       4/1/2007               157500
371046538                        90              9.8            5/1/2007         4/1/2037             1630.75              1630.75       4/1/2007               189000
371046558                        80              7.7            5/1/2007         4/1/2037             1887.92              1887.92       4/1/2007               264800
371046577                        95            7.625            4/1/2007         3/1/2037             2353.41              2353.41       4/1/2007               332500
371046587                        70             8.65            5/1/2007         4/1/2037             1255.11              1255.11       4/1/2007               161000
371046623                        80             7.75            5/1/2007         4/1/2037             1203.57              1203.57       4/1/2007               168000
371046628                        80            7.745            5/1/2007         4/1/2037             1432.13              1432.13       4/1/2007               200000
371046630                        90            9.175            5/1/2007         4/1/2037               919.4                919.4       4/1/2007               112500
371046676                        95             9.73            5/1/2007         4/1/2037              969.61               969.61       4/1/2007               113050
371046688                        80             10.5            4/1/2007         3/1/2037              790.77               790.77       3/1/2007                89888
371046693                     51.64             8.75            5/1/2007         4/1/2037              865.37               865.37       4/1/2007               110000
371046714                        90              8.2            4/1/2007         3/1/2037             2060.25              2060.25       4/1/2007               301500
371046775                        95            11.25            5/1/2007         4/1/2037              3630.4               3630.4       4/1/2007               382850
371046797                        80             7.27            1/1/2007        12/1/2036              683.53               683.53       3/1/2007               100000
371046822                        95            8.445            5/1/2007         4/1/2037             1558.05              1558.05       4/1/2007               213750
371046826                     40.47              7.8            5/1/2007         4/1/2037              993.42               993.42       4/1/2007               138000
371046827                        95            10.75            5/1/2007         4/1/2037             1454.36              1454.36       4/1/2007               155800
371046832                        95                9            5/1/2007         4/1/2037             2522.49              2522.49       4/1/2007               313500
371046862                        85              9.6            2/1/2007         1/1/2037             2126.77              2126.77       3/1/2007               250750
371046872                        80             8.85            5/1/2007         4/1/2037              952.62               952.62       4/1/2007               120000
371046900                        90             9.05            5/1/2007         4/1/2037             1473.72              1473.72       4/1/2007               182341
371046941                        95              8.7            5/1/2007         4/1/2037             1004.37              1004.37       4/1/2007               128250
371046980                        75             10.3            5/1/2007         4/1/2037              809.84               809.84       4/1/2007                90000
371047009                        65              7.3            5/1/2007         4/1/2037              891.24               891.24       4/1/2007               130000
371047068                        70             8.95            5/1/2007         4/1/2037              818.65               818.65       4/1/2007               102200
371047105                        95             11.4            5/1/2007         4/1/2037              933.54               933.54       4/1/2007                95000
371047136                        90             8.82            5/1/2007         4/1/2037             1681.58              1681.58       4/1/2007               212400
371047302                     86.39             9.95            4/1/2007         3/1/2037             2068.47              2068.47       3/1/2007               236700
371047399                        70             11.4            5/1/2007         4/1/2037             1183.13              1183.13       4/1/2007               120400
371047422                        85            7.195            5/1/2007         4/1/2037             1384.04              1384.04       4/1/2007               204000
371047478                        80              8.8            5/1/2007         4/1/2037             1251.79              1251.79       4/1/2007               158400
371047509                        90              9.2            5/1/2007         4/1/2037              1474.3               1474.3       4/1/2007               180000
371047512                        90              9.2            5/1/2007         4/1/2037              1474.3               1474.3       4/1/2007               180000
371047526                        90             10.7            5/1/2007         4/1/2037              1263.5               1263.5       4/1/2007               135900
371047537                        90            10.75            5/1/2007         4/1/2037              840.13               840.13       4/1/2007                90000
371047551                        95              9.7            5/1/2007         4/1/2037             1625.41              1625.41       4/1/2007            189999.05
371047564                        95              8.5            4/1/2007         3/1/2037             1322.54              1322.54       3/1/2007               180405
371047640                     79.24            11.05            6/1/2007         5/1/2037             1022.07              1022.07       5/1/2007               106900
371047666                        95           10.445            5/1/2007         4/1/2037             1513.92              1513.92       4/1/2007               166250
371047742                        90              8.1            5/1/2007         4/1/2037              911.25               911.25       4/1/2007               135000
371047860                     66.88             8.85            5/1/2007         4/1/2037              833.55               833.55       4/1/2007               105000
371048025                        88              8.7            5/1/2007         4/1/2037             1378.31              1378.31       4/1/2007               176000
371048067                     50.48             9.65            5/1/2007         4/1/2037              451.46               451.46       4/1/2007                53000
371048071                     24.73              7.7            5/1/2007         4/1/2037               819.9                819.9       4/1/2007               115000
371048140                        80             8.82            5/1/2007         4/1/2037             1615.08              1615.08       4/1/2007               204000
371048243                        90             8.02            5/1/2007         4/1/2037             1654.11              1654.11       4/1/2007               225000
371048547                        90             9.62            6/1/2007         5/1/2037             1709.73              1709.73       5/1/2007               211500
381029925                       100            11.55            1/1/2007        12/1/2036              477.17               477.17       3/1/2007                48000
381030190                     72.67             9.32            1/1/2007        12/1/2036              1804.5               1804.5       3/1/2007               218000
381030377                        80              7.8            1/1/2007        12/1/2036             1006.91              1006.91       3/1/2007               148000
401009249                        90             11.5           10/1/2006         9/1/2036             2584.66              2584.66       3/1/2007               261000
401009857                        90             10.8           11/1/2006        10/1/2036              590.46               590.46       3/1/2007                63000
411000250                       100            13.95           12/1/2006        11/1/2036              361.36               361.36       3/1/2007                30600
411000343                        90              9.8           12/1/2006        11/1/2036             1488.99              1488.99       3/1/2007               178650
411001253                        80             8.05            3/1/2007         2/1/2037              838.88               838.88       3/1/2007               120000
411001376                     68.11            7.425            2/1/2007         1/1/2037              2420.9               2420.9       3/1/2007               371000
411001399                        90              9.7            1/1/2007        12/1/2036             2452.19              2452.19       3/1/2007               297000
411001452                     94.98           13.075            1/1/2007        12/1/2036              391.45               391.45       3/1/2007                35200
411001523                        83             8.45            2/1/2007         1/1/2037               857.6                857.6       3/1/2007               112050
411001540                        80             9.75            1/1/2007        12/1/2036             1615.21              1615.21       3/1/2007               188000
411001561                        80             12.4            2/1/2007         1/1/2037             1525.69              1525.69       3/1/2007               144000
411001758                     66.04             8.45            3/1/2007         2/1/2037             2552.53              2552.53       3/1/2007               350000
411001764                        65            8.175            3/1/2007         2/1/2037              897.07               897.07       3/1/2007               120250
411001811                     73.54             8.05            3/1/2007         2/1/2037              2602.5               2602.5       3/1/2007               353000
411001865                     89.37              8.7            2/1/2007         1/1/2037             2863.75              2863.75       3/1/2007               395000
411001885                     83.05              8.3            2/1/2007         1/1/2037             1849.22              1849.22       3/1/2007               245000
411001959                     81.44             8.85            2/1/2007         1/1/2037              627.14               627.14       3/1/2007                79000
411002044                     59.58              7.1            3/1/2007         2/1/2037             1798.11              1798.11       3/1/2007               286000
411002058                        80             7.95            3/1/2007         2/1/2037              768.84               768.84       3/1/2007               105280
411002081                        65             7.45            3/1/2007         2/1/2037              2092.7               2092.7       4/1/2007               319800
411002102                      84.3             9.55            2/1/2007         1/1/2037             1722.79              1722.79       3/1/2007               204000
411002107                        80             8.85            3/1/2007         2/1/2037              539.03               539.03       4/1/2007                67900
411002123                        90             8.95            2/1/2007         1/1/2037             1730.22              1730.22       3/1/2007               216000
411002140                     83.46              8.9            2/1/2007         1/1/2037             1618.98              1618.98       3/1/2007               212000
411002233                     76.54              8.1            4/1/2007         3/1/2037              918.53               918.53       3/1/2007               124000
411002301                        85              8.4            3/1/2007         2/1/2037             1233.34              1233.34       3/1/2007               170000
411002309                     82.87              8.7            4/1/2007         3/1/2037             1122.52              1122.52       4/1/2007               150000
411002319                        90             8.95            3/1/2007         2/1/2037               904.9                904.9       3/1/2007               117900
411002331                     45.77             8.15            3/1/2007         2/1/2037             2616.03              2616.03       3/1/2007               351500
411002338                     80.46              7.9            3/1/2007         2/1/2037             2407.36              2407.36       4/1/2007               350000
411002340                     89.99             10.5            3/1/2007         2/1/2037             1234.81              1234.81       3/1/2007               134990
411002347                     73.58              7.9            3/1/2007         2/1/2037             2834.54              2834.54       5/1/2007               390000
411002363                        85              8.9            3/1/2007         2/1/2037             1168.42              1168.42       4/1/2007               153000
411002372                        65             8.05            3/1/2007         2/1/2037             1190.51              1190.51       4/1/2007               170300
411002374                     43.24            8.975            3/1/2007         2/1/2037              1231.1               1231.1       3/1/2007               160000
411002395                     82.61              8.1            3/1/2007         2/1/2037             1335.37              1335.37       3/1/2007               190000
411002396                        75             9.05            3/1/2007         2/1/2037              1091.1               1091.1       3/1/2007               135000
411002412                     83.46                9            3/1/2007         2/1/2037             1786.26              1786.26       3/1/2007               222000
411002429                       100             9.43            3/1/2007         2/1/2037             2256.53              2256.53       3/1/2007               270000
411002431                        70             6.65            3/1/2007         2/1/2037              916.44               916.44       3/1/2007               153720
411002475                     44.05              8.6            3/1/2007         2/1/2037              740.71               740.71       4/1/2007               100000
411002484                     83.88             8.05            3/1/2007         2/1/2037             1167.44              1167.44       3/1/2007               167000
411002504                        93             9.95            4/1/2007         3/1/2037              553.45               553.45       3/1/2007                63333
411002519                        90             8.45            3/1/2007         2/1/2037             1058.71              1058.71       3/1/2007               145170
411002525                     76.53             8.25            3/1/2007         2/1/2037              803.41               803.41       3/1/2007               112500
411002549                     82.64              8.6            4/1/2007         3/1/2037              740.71               740.71       3/1/2007               100000
411002551                        85              8.4            3/1/2007         2/1/2037             1276.51              1276.51       3/1/2007               175950
411002562                        70                8            3/1/2007         2/1/2037             1051.31              1051.31       3/1/2007               151200
411002570                      41.6             8.22            5/1/2007         4/1/2037              779.12               779.12       4/1/2007               104000
411002574                     83.92             7.85            3/1/2007         2/1/2037             1641.79              1641.79       3/1/2007               240000
411002578                        75            10.25            3/1/2007         2/1/2037              934.19               934.19       3/1/2007               104250
411002581                     83.83              8.5            3/1/2007         2/1/2037             1953.04              1953.04       3/1/2007               254000
411002585                     76.79             7.25            3/1/2007         2/1/2037             1041.39              1041.39       3/1/2007               162800
411002588                     40.48             9.05            4/1/2007         3/1/2037              678.91               678.91       3/1/2007                84000
411002594                     45.71            10.75            5/1/2007         4/1/2037              1045.5               1045.5       4/1/2007               112000
411002626                        80              9.3            4/1/2007         3/1/2037              477.99               477.99       3/1/2007                60160
411002639                     88.11              8.3            4/1/2007         3/1/2037             1435.84              1435.84       3/1/2007               200000
411002663                        85              8.6            4/1/2007         3/1/2037              969.59               969.59       4/1/2007               130900
411002666                        85              8.6            4/1/2007         3/1/2037              1517.1               1517.1       3/1/2007               195500
411002670                        70              7.2            4/1/2007         3/1/2037              941.61               941.61       3/1/2007               152600
411002691                     78.41           11.075            4/1/2007         3/1/2037              826.27               826.27       3/1/2007                86250
411002719                     54.08              7.7            4/1/2007         3/1/2037              713.27               713.27       4/1/2007               106000
411002734                     63.75             7.95            3/1/2007         2/1/2037             1763.48              1763.48       3/1/2007               255000
411002735                     73.27             8.15            3/1/2007         2/1/2037             1107.94              1107.94       3/1/2007               156800
411002737                        80              9.4            3/1/2007         2/1/2037             1873.86              1873.86       3/1/2007               224800
411002739                     44.96             8.25            4/1/2007         3/1/2037             2043.45              2043.45       3/1/2007               272000
411002741                     54.35             7.05            4/1/2007         3/1/2037             1562.67              1562.67       3/1/2007               250000
411002767                        95             7.65            5/1/2007         4/1/2037              1786.2               1786.2       4/1/2007               251750
411002781                        85              7.4            4/1/2007         3/1/2037             2365.48              2365.48       3/1/2007               374000
411002797                     58.71              7.8            4/1/2007         3/1/2037             1310.16              1310.16       3/1/2007               182000
411002801                     48.37             9.25            4/1/2007         3/1/2037             1587.76              1587.76       4/1/2007               193000
411002844                        90             7.35            4/1/2007         3/1/2037             1345.56              1345.56       3/1/2007               195300
411002849                        75             9.55            5/1/2007         4/1/2037              443.36               443.36       4/1/2007                52500
411002850                        80              8.4            5/1/2007         4/1/2037             1340.83              1340.83       4/1/2007               176000
411002853                        80             9.85            4/1/2007         3/1/2037             2245.99              2245.99       4/1/2007               259200
411002855                        95            10.05            4/1/2007         3/1/2037              996.82               996.82       3/1/2007               116850
411002870                     93.63               11            5/1/2007         4/1/2022             1085.45              1085.45       4/1/2007                95500
411002886                     89.77              7.7            4/1/2007         3/1/2037             2476.83              2476.83       3/1/2007               386000
411002897                        90             10.3            4/1/2007         3/1/2037             2513.56              2513.56       3/1/2007               288000
411002906                        85             9.55            4/1/2007         3/1/2037              610.15               610.15       4/1/2007                72250
411002911                        65              7.2            4/1/2007         3/1/2037             1465.54              1465.54       3/1/2007               237510
411002917                        95              9.5            3/1/2007         2/1/2037             3059.45              3059.45       3/1/2007               363850
411002920                        98             8.83            4/1/2007         3/1/2037             2712.44              2712.44       3/1/2007               357700
411002937                     50.45              8.2            5/1/2007         4/1/2037             1256.23              1256.23       4/1/2007               168000
411002938                        80            10.15            4/1/2007         3/1/2037              774.93               774.93       4/1/2007                87200
411002946                        95             8.65            4/1/2007         3/1/2037             2533.73              2533.73       4/1/2007               351500
411002948                        75             7.25            4/1/2007         3/1/2037             1606.56              1606.56       3/1/2007               258750
411002957                     53.26             9.55            4/1/2007         3/1/2037             1308.98              1308.98       3/1/2007               155000
411002966                     77.21             8.65            4/1/2007         3/1/2037             1954.38              1954.38       3/1/2007               262500
411002977                        65             7.95            4/1/2007         3/1/2037              790.16               790.16       4/1/2007               117000
411002980                     57.69            9.625            4/1/2007         3/1/2037             1274.98              1274.98       3/1/2007               150000
411002982                        90            11.25            4/1/2007         3/1/2037             1083.93              1083.93       3/1/2007               111600
411002986                        75              9.4            4/1/2007         3/1/2037             2015.75              2015.75       4/1/2007               251250
411002989                     66.67              7.4            4/1/2007         3/1/2037              775.47               775.47       3/1/2007               112000
411002999                        90            11.05            4/1/2007         3/1/2037              817.47               817.47       3/1/2007                85500
411003002                      37.5             8.05            4/1/2007         3/1/2037             1105.88              1105.88       4/1/2007               150000
411003015                        70             8.45            4/1/2007         3/1/2037             3107.41              3107.41       3/1/2007               406000
411003024                        95            11.05            4/1/2007         3/1/2037              544.98               544.98       3/1/2007                57000
411003033                     46.15              9.4            4/1/2007         3/1/2037             1000.28              1000.28       4/1/2007               120000
411003046                     79.85             9.45            4/1/2007         3/1/2037             1653.75              1653.75       3/1/2007               210000
411003060                     76.96            7.895            5/1/2007         4/1/2037             1079.29              1079.29       4/1/2007               157000
411003064                        95            8.775            4/1/2007         3/1/2037             1498.12              1498.12       3/1/2007               190000
411003082                        85              6.1            4/1/2007         3/1/2037             2136.03              2136.03       4/1/2007               383350
411003087                     55.85             9.85            5/1/2007         4/1/2037             1282.43              1282.43       4/1/2007               148000
411003106                     88.57             8.05            4/1/2007         3/1/2037             2117.93              2117.93       3/1/2007               310000
411003145                     66.17             7.35            4/1/2007         3/1/2037              761.31               761.31       3/1/2007               110500
411003147                     76.74             9.45            4/1/2007         3/1/2037              657.21               657.21       3/1/2007                78500
411003157                        95             9.85            5/1/2007         4/1/2037             1060.58              1060.58       4/1/2007               128250
411003171                     79.76             10.9            5/1/2007         4/1/2037             1544.71              1544.71       4/1/2007               163500
411003173                        95             8.85            4/1/2007         3/1/2037             1405.75              1405.75       4/1/2007               188290
411003180                        80             8.15            5/1/2007         4/1/2037              845.47               845.47       4/1/2007               113600
411003183                        85              7.1            4/1/2007         3/1/2037             1528.03              1528.03       3/1/2007               227375
411003189                     40.33              7.8            4/1/2007         3/1/2037             1078.35              1078.35       3/1/2007               158500
411003191                        95            12.28            4/1/2007         3/1/2037               697.4                697.4       3/1/2007                66405
411003196                     84.35              8.5            4/1/2007         3/1/2037             1206.43              1206.43       3/1/2007               156900
411003200                     75.16             7.85            5/1/2007         4/1/2037              842.69               842.69       4/1/2007               116500
411003206                        80              8.4            4/1/2007         3/1/2037              847.16               847.16       3/1/2007               111200
411003230                      84.8             7.55            4/1/2007         3/1/2037             2733.11              2733.11       4/1/2007               413000
411003236                     42.45            8.975            5/1/2007         4/1/2037              692.49               692.49       4/1/2007                90000
411003253                        75            11.55            4/1/2007         3/1/2037             2460.42              2460.42       3/1/2007               247500
411003256                     36.95             9.15            4/1/2007         3/1/2037             1223.16              1223.16       4/1/2007               150000
411003261                     63.28            8.975            4/1/2007         3/1/2037              652.29               652.29       5/1/2007                81250
411003265                      66.1              7.4            4/1/2007         3/1/2037             1336.29              1336.29       3/1/2007               193000
411003271                        75             8.55            5/1/2007         4/1/2037               701.9                701.9       4/1/2007                95250
411003276                        80             8.75            4/1/2007         3/1/2037             2202.76              2202.76       3/1/2007               280000
411003284                     85.34              9.4            4/1/2007         3/1/2037             1588.53              1588.53       3/1/2007               198000
411003311                     77.02             9.75            4/1/2007         3/1/2037             1065.35              1065.35       3/1/2007               124000
411003321                     62.99            7.525            4/1/2007         3/1/2037              739.48               739.48       3/1/2007               105500
411003339                       100             12.3            4/1/2007         3/1/2037              703.67               703.67       3/1/2007                68500
411003340                        80            9.875            4/1/2007         3/1/2037              1017.7               1017.7       3/1/2007               117200
411003341                        90             10.4            4/1/2007         3/1/2037             1330.97              1330.97       3/1/2007               146700
411003353                        95            10.95            5/1/2007         4/1/2037              600.72               600.72       4/1/2007                65550
411003359                     73.55             9.85            4/1/2007         3/1/2037             1909.23              1909.23       3/1/2007               228000
411003360                      79.2              8.1            4/1/2007         3/1/2037             1779.68              1779.68       4/1/2007               259000
411003368                     79.72              7.6            4/1/2007         3/1/2037             1121.05              1121.05       3/1/2007               173000
411003377                        80              8.5            4/1/2007         3/1/2037             1263.27              1263.27       3/1/2007               172320
411003388                      62.7             8.05            4/1/2007         3/1/2037              427.61               427.61       3/1/2007                58000
411003392                      43.8              8.3            5/1/2007         4/1/2037              789.72               789.72       4/1/2007               112350
411003404                     63.89             9.35            4/1/2007         3/1/2022             2380.94              2380.94       3/1/2007               230000
411003416                        95             9.45            4/1/2007         3/1/2037             1845.73              1845.73       3/1/2007               228950
411003421                     45.24              7.1            4/1/2007         3/1/2037             1084.65              1084.65       3/1/2007               178000
411003433                     81.55             7.75            4/1/2007         3/1/2037             1253.42              1253.42       3/1/2007               190000
411003438                        95              8.7            4/1/2007         3/1/2037             1081.75              1081.75       4/1/2007               147250
411003444                        80            10.55            4/1/2007         3/1/2037             1668.61              1668.61       3/1/2007               188800
411003448                        75              7.5            4/1/2007         3/1/2037             1671.01              1671.01       4/1/2007               261000
411003457                        80              8.4            4/1/2007         3/1/2037              828.88               828.88       3/1/2007               108800
411003462                      62.6            8.285            5/1/2007         4/1/2037             2938.82              2938.82       4/1/2007               410000
411003466                     59.84              6.5            4/1/2007         3/1/2037             1403.19              1403.19       3/1/2007               222000
411003478                     73.16             7.65            5/1/2007         4/1/2037                1736                 1736       4/1/2007               266300
411003483                       100            11.85            4/1/2007         3/1/2037             1039.73              1039.73       4/1/2007               105000
411003500                     69.88              6.9            5/1/2007         4/1/2037             1155.18              1155.18       4/1/2007               175400
411003516                        95             9.75            5/1/2007         4/1/2037             2979.48              2979.48       4/1/2007               363850
411003533                     57.79             8.45            5/1/2007         4/1/2037              874.93               874.93       4/1/2007               124250
411003543                     70.63              8.9            5/1/2007         4/1/2037              636.11               636.11       4/1/2007                84750
411003548                        95             8.78            5/1/2007         4/1/2037             2484.96              2484.96       4/1/2007               335350
411003567                     38.22              7.3            5/1/2007         4/1/2037             1237.01              1237.01       4/1/2007               198000
411003580                        80             8.65            5/1/2007         4/1/2037              704.73               704.73       4/1/2007                90400
411003581                     52.99             7.55            5/1/2007         4/1/2037              871.28               871.28       4/1/2007               124000
411003603                        80              8.1            4/1/2007         3/1/2037             1469.64              1469.64       3/1/2007               198400
411003613                     46.52              8.5            5/1/2007         4/1/2037             1591.65              1591.65       4/1/2007               207000
411003648                        80             9.35            5/1/2007         4/1/2037              637.39               637.39       4/1/2007                76800
411003718                        95              8.8            5/1/2007         4/1/2037             2920.64              2920.64       4/1/2007               393300
411003721                     67.98              7.3            5/1/2007         4/1/2037             1852.82              1852.82       4/1/2007               288000
411003759                        90            9.175            5/1/2007         4/1/2037             1316.58              1316.58       4/1/2007               161100
411003834                     91.93             9.45            5/1/2007         4/1/2037             1665.65              1665.65       4/1/2007               209600
411003838                        95              7.8            5/1/2007         4/1/2037             2584.73              2584.73       4/1/2007               389500
411003863                     68.92              7.3            5/1/2007         4/1/2037             1551.25              1551.25       4/1/2007               255000
411003865                        90             7.95            5/1/2007         4/1/2037              921.16               921.16       4/1/2007               133200
411004195                        80             10.4            6/1/2007         5/1/2037             1045.18              1045.18       5/1/2007               115200
421000467                        80            11.55            4/1/2007         3/1/2037              715.76               715.76       3/1/2007                72000
421000624                       100            12.99            1/1/2007        12/1/2026              543.28               543.28       3/1/2007                46400
421001176                        85             11.3            4/1/2007         3/1/2037               550.4                550.4       3/1/2007                57800
421001417                        80              8.1            1/1/2007        12/1/2036                1890              1889.52       3/1/2007               280000
421001519                        70             9.65            4/1/2007         3/1/2037             1639.75              1639.75       3/1/2007               192500
421001580                     73.13              7.2            2/1/2007         1/1/2037             1288.28              1288.28       3/1/2007            202556.25
421001606                        80             10.7            2/1/2007         1/1/2037             1137.24              1137.24       3/1/2007               122320
421001704                       100            10.95            2/1/2007         1/1/2037              333.89               333.89       3/1/2007                35200
421001768                      15.1            9.775            4/1/2007         3/1/2037              878.21               878.21       3/1/2007               102000
421001872                       100           11.575            2/1/2007         1/1/2037              298.81               298.81       3/1/2007                30000
421002021                        65             11.4            4/1/2007         3/1/2037             2031.18              2031.18       3/1/2007               206700
421002067                     80.53             10.1            2/1/2007         1/1/2037                 677                  677       5/1/2007                76500
421002110                     83.37              8.5            2/1/2007         1/1/2037             1666.62              1666.62       3/1/2007               216750
421002238                        95            12.35            3/1/2007         2/1/2037             1589.52              1589.52       3/1/2007               150575
421002433                     87.69              8.8            3/1/2007         2/1/2037             1292.76              1292.76       3/1/2007               171000
421002467                        80             8.45            3/1/2007         2/1/2037             2143.04              2143.04       3/1/2007               280000
421002475                        70                9            4/1/2007         3/1/2037             1053.25              1053.25       4/1/2007               130900
421002519                        80            8.825            5/1/2007         4/1/2037             1552.44              1552.44       4/1/2007               196000
421002549                     76.92             8.65            4/1/2007         3/1/2037             1948.92              1948.92       4/1/2007               250000
421002552                     78.13             9.95            4/1/2007         3/1/2037              422.61               422.61       3/1/2007                50000
421002596                        95               12            3/1/2007         2/1/2037              713.34               713.34       4/1/2007                69350
421002603                        85              9.7            3/1/2007         2/1/2037              891.29               891.29       4/1/2007               107950
421002612                     41.11            10.05            4/1/2007         3/1/2037              978.21               978.21       3/1/2007               111000
421002628                        65              9.1            4/1/2007         3/1/2037              633.23               633.23       4/1/2007                78000
421002660                        80           11.275            4/1/2007         3/1/2037             1790.61              1790.61       4/1/2007               184000
421002694                     74.05             9.15            4/1/2007         3/1/2037             1117.15              1117.15       4/1/2007               137000
421002738                     70.97              8.5            4/1/2007         3/1/2037               845.8                845.8       4/1/2007               110000
421002743                     70.32              7.9            3/1/2007         2/1/2037             1753.05              1753.05       4/1/2007               241200
421002756                        80            10.05            4/1/2007         3/1/2037             1410.03              1410.03       3/1/2007               160000
421002765                        80              9.7            4/1/2007         3/1/2037              643.32               643.32       4/1/2007                75200
421002818                        75             10.3            5/1/2007         4/1/2037              2061.9               2061.9       4/1/2007               236250
421002865                      87.1              9.4            4/1/2007         3/1/2037             1125.32              1125.32       3/1/2007               135000
421002878                        65              7.9            3/1/2007         2/1/2037             2074.46              2074.46       3/1/2007               301600
421002881                        85              9.1            3/1/2007         2/1/2037              1880.4               1880.4       3/1/2007               231625
421002890                        80              9.6            3/1/2007         2/1/2037             1119.57              1119.57       3/1/2007               132000
421002903                        95           12.025            3/1/2007         2/1/2037             1174.81              1174.81       3/1/2007               114000
421002941                        80             11.5            4/1/2007         3/1/2037                1038                 1038       3/1/2007               107200
421002951                        90             9.69            4/1/2007         3/1/2037             1410.53              1410.53       3/1/2007               171000
421002971                        40             9.85            5/1/2007         4/1/2037             1317.09              1317.09       4/1/2007               152000
421002976                     69.23             8.25            3/1/2007         2/1/2037             1352.28              1352.28       3/1/2007               180000
421003028                     61.76             12.1            5/1/2007         4/1/2037              544.07               544.07       4/1/2007                52500
421003029                     81.77           10.125            4/1/2007         3/1/2037              572.89               572.89       4/1/2007                64600
421003032                        90           10.125            4/1/2007         3/1/2037               558.7                558.7       3/1/2007                63000
421003040                     71.17            10.25            4/1/2007         3/1/2037               896.1                896.1       4/1/2007               100000
421003044                        80           11.725            4/1/2007         3/1/2037             1054.24              1054.24       3/1/2007               104640
421003052                        80             9.15            4/1/2007         3/1/2037             1252.51              1252.51       3/1/2007               153600
421003089                     63.16              9.7            4/1/2007         3/1/2037             1539.87              1539.87       3/1/2007               180000
421003096                        85              9.5            4/1/2007         3/1/2037             1515.22              1515.22       4/1/2007               180200
421003103                        85            10.25            4/1/2007         3/1/2037              535.41               535.41       4/1/2007                61625
421003105                     65.46              9.8            4/1/2007         3/1/2037              2502.2               2502.2       3/1/2007               290000
421003107                     23.53             9.25            5/1/2007         4/1/2037              822.68               822.68       4/1/2007               100000
421003114                        85              9.7            4/1/2007         3/1/2037             1508.88              1508.88       3/1/2007               182750
421003118                     75.78              9.9            4/1/2007         3/1/2037             1041.84              1041.84       3/1/2007               119725
421003120                     82.22             8.35            4/1/2007         3/1/2037               937.5                937.5       3/1/2007               129900
421003124                        95            11.35            4/1/2007         3/1/2037              981.07               981.07       4/1/2007               100225
421003128                        80             9.35            4/1/2007         3/1/2037              597.55               597.55       3/1/2007                72000
421003140                        85             8.75            4/1/2007         3/1/2037             1103.35              1103.35       4/1/2007               140250
421003163                        95             12.5            4/1/2007         3/1/2037             1226.81              1226.81       3/1/2007               114950
421003172                     66.67             10.5            4/1/2007         3/1/2037              457.37               457.37       4/1/2007                50000
421003181                       100            12.13            4/1/2007         3/1/2037              580.82               580.82       4/1/2007                57000
421003198                        95             9.95            4/1/2007         3/1/2037             1037.73              1037.73       3/1/2007               118750
421003208                     84.75             10.4            4/1/2007         3/1/2037              453.64               453.64       4/1/2007                50000
421003245                     60.66              8.6            4/1/2007         3/1/2037              640.21               640.21       3/1/2007                82500
421003271                      87.5              8.6            4/1/2007         3/1/2037             1017.35              1017.35       3/1/2007               140000
421003274                        75             7.65            4/1/2007         3/1/2037             1191.98              1191.98       4/1/2007               168000
421003305                        95            12.15            4/1/2007         3/1/2037             1581.06              1581.06       3/1/2007               152000
421003308                     87.58              9.6            5/1/2007         4/1/2037             1052.83              1052.83       4/1/2007               130500
421003311                        80             9.75            5/1/2007         4/1/2037              491.44               491.44       4/1/2007                57200
421003367                     36.29            10.95            4/1/2007         3/1/2017              773.25               773.25       4/1/2007                56250
421003370                     45.05             9.67            4/1/2007         3/1/2037              853.29               853.29       4/1/2007               100000
421003394                        75             8.65            4/1/2007         3/1/2037             1356.45              1356.45       4/1/2007               174000
421003417                        95            8.805            5/1/2007         4/1/2037             1365.27              1365.27       4/1/2007               180500
421003461                        95             12.2            4/1/2007         3/1/2037              876.07               876.07       4/1/2007                85500
421003482                        89            10.15            4/1/2007         3/1/2037              609.01               609.01       4/1/2007                68530
421003483                        75             10.5            4/1/2007         3/1/2022              559.61               559.61       3/1/2007                50625
421003487                        70            9.725            5/1/2007         4/1/2037              1470.3               1470.3       4/1/2007               171500
421003497                     64.71             8.25            5/1/2007         4/1/2037             1652.79              1652.79       4/1/2007               220000
421003499                        80              9.8            5/1/2007         4/1/2037             1035.39              1035.39       4/1/2007               120000
421003559                        95             9.95            5/1/2007         4/1/2037              747.17               747.17       4/1/2007                85500
421003597                        95             9.35            5/1/2007         4/1/2037             1734.56              1734.56       4/1/2007               209000
421003618                        80              9.3            5/1/2007         4/1/2037              661.04               661.04       4/1/2007                80000
421003631                        90            10.65            5/1/2007         4/1/2037             2625.13              2625.13       4/1/2007               283500
421003641                     62.35              9.5            5/1/2007         4/1/2037              445.65               445.65       4/1/2007                53000
421003643                        90            12.15            6/1/2007         5/1/2037             1310.62              1310.62       5/1/2007               126000
421003753                        80            10.75            5/1/2007         4/1/2037               995.6                995.6       4/1/2007               109600
421003756                       100             10.4            5/1/2007         4/1/2037              248.59               248.59       4/1/2007                27400
421003902                     79.58              9.6            5/1/2007         4/1/2037               644.6                644.6       4/1/2007                76000
511049767                     64.55             12.5           10/1/2006         9/1/2036             1894.38              1894.38       2/1/2007               177500
511050303                        80             9.15           10/1/2006         9/1/2036             2537.65              2537.65       2/1/2007               311200
511052297                        80             7.35            3/1/2007         2/1/2037             2039.36              2039.36       3/1/2007               296000
511052456                     78.08             8.25            1/1/2007        12/1/2036             1712.89              1712.89       4/1/2007               228000
511052662                       100            12.94            2/1/2007         1/1/2037              451.62                451.3       3/1/2007                41000
511053025                     44.44             7.95            2/1/2007         1/1/2037             1383.12              1383.12       3/1/2007               200000
511053270                        90              8.1            2/1/2007         1/1/2037             3985.03              3985.03       3/1/2007               567000
511053337                        85             8.85            4/1/2007         3/1/2037             2184.92              2184.92       4/1/2007               275230
511053462                      97.7             8.95            3/1/2007         2/1/2037             1103.42              1103.42       3/1/2007               137750
511053574                        75             7.99            2/1/2007         1/1/2037             2172.28              2172.28       3/1/2007               326250
511053605                        80             8.15            2/1/2007         1/1/2037             1882.36              1882.36       4/1/2007               266400
511053623                        80             7.05            3/1/2007         2/1/2037             2500.27              2500.27       4/1/2007               400000
511053705                        85             6.05            3/1/2007         2/1/2037             2612.09              2612.09       3/1/2007               471750
511053806                        85             6.95            2/1/2007         1/1/2037             2111.03              2111.03       3/1/2007               341700
511053833                     78.65              7.5            2/1/2007         1/1/2037              1842.6               1842.6       4/1/2007               280000
511054138                        95             9.65            4/1/2007         3/1/2037             3200.71              3200.71       3/1/2007               389500
511054389                        70             7.45            2/1/2007         1/1/2037             1694.84              1694.84       3/1/2007               259000
511054537                        95             6.95            4/1/2007         3/1/2037              1919.2               1919.2       4/1/2007               310650
511054584                     79.07              7.7            3/1/2007         2/1/2037             2287.85              2287.85       3/1/2007               340000
511054606                     77.11             8.25            2/1/2007         1/1/2037             2285.24              2285.24       3/1/2007               320000
511054658                     86.51              7.4            2/1/2007         1/1/2037             2335.99              2335.99       3/1/2007               359000
511054755                        75              8.4            3/1/2007         2/1/2037             2502.96              2502.96       3/1/2007               345000
511054765                        90              6.5            2/1/2007         1/1/2037             1350.38              1350.38       3/1/2007               249300
511054810                      72.5              7.9            2/1/2007         1/1/2037             1994.67              1994.67       3/1/2007               290000
511054982                     89.52             7.55            3/1/2007         2/1/2037                1718                 1718       3/1/2007               259607
511054987                     74.36              8.5            2/1/2007         1/1/2037             2125.97              2125.97       3/1/2007               290000
511054999                        68             5.75            3/1/2007         2/1/2037             1315.38              1315.38       3/1/2007               246840
511055017                     84.11             6.85            3/1/2007         2/1/2037             2054.95              2054.95       3/1/2007             359990.8
511055031                        90              7.9            3/1/2007         2/1/2037              2488.5               2488.5       3/1/2007               378000
511055136                     59.78             6.75            4/1/2007         3/1/2037             1659.23              1659.23       3/1/2007               275000
511055177                        90             9.75            4/1/2007         3/1/2037             1855.77              1855.77       3/1/2007               216000
511055186                        90              6.7            3/1/2007         2/1/2037             1070.33              1070.33       4/1/2007               191700
511055227                        85              7.5            3/1/2007         2/1/2037             2153.54              2153.54       3/1/2007               327250
511055246                        90             8.99            4/1/2007         3/1/2037             3581.39              3581.39       3/1/2007               445500
511055288                        85             7.85            3/1/2007         2/1/2037              1744.4               1744.4       3/1/2007               255000
511055310                        70             7.95            3/1/2007         2/1/2037             1597.51              1597.51       4/1/2007               231000
511055325                        80              7.5            3/1/2007         2/1/2037              1426.4               1426.4       4/1/2007               204000
511055352                        80                8            3/1/2007         2/1/2037             2847.01              2847.01       4/1/2007               388000
511055373                        70             7.45            3/1/2007         2/1/2037             1594.07              1594.07       4/1/2007               243600
511055441                        65             11.5            4/1/2007         3/1/2037             1724.51              1724.51       3/1/2007               178100
511055461                        90            7.925            4/1/2007         3/1/2037             1285.15              1285.15       3/1/2007               176400
511055486                        80              9.5            4/1/2007         3/1/2037             1641.35              1641.35       3/1/2007               195200
511055489                        80             7.45            3/1/2007         2/1/2037             1727.56              1727.56       3/1/2007               264000
511055498                       100              7.6            3/1/2007         2/1/2037             2661.89              2661.89       4/1/2007               400000
511055499                        80           10.575            3/1/2007         2/1/2037             1472.56              1472.56       3/1/2007               160000
511055512                        70              7.1            3/1/2007         2/1/2037             2253.29              2253.29       3/1/2007               358400
511055532                       100             8.55            4/1/2007         3/1/2037             1581.75              1581.75       3/1/2007               222000
511055552                        85             6.95            3/1/2007         2/1/2037             1550.72              1550.72       3/1/2007               267750
511055562                     79.98              7.8            3/1/2007         2/1/2037             1531.52              1531.52       3/1/2007               212750
511055564                     58.33              6.4            4/1/2007         3/1/2037             2189.27              2189.27       4/1/2007               350000
511055638                     74.07              9.5            4/1/2007         3/1/2037             3363.42              3363.42       3/1/2007               400000
511055680                        90             6.99            3/1/2007         2/1/2037             2392.67              2392.67       3/1/2007               360000
511055685                     68.72                7            5/1/2007         4/1/2037             1783.01              1783.01       4/1/2007               268000
511055724                     74.74              8.9            4/1/2007         3/1/2037             1144.32              1144.32       3/1/2007               143500
511055736                        80             9.95            3/1/2007         2/1/2037              3740.2               3740.2       4/1/2007               428000
511055776                     62.18              7.5            3/1/2007         2/1/2037             2587.09              2587.09       3/1/2007               370000
511055811                     79.78             7.35            3/1/2007         2/1/2037             2198.88              2198.88       3/1/2007               359000
511055853                        80             9.65            4/1/2007         3/1/2037              992.67               992.67       3/1/2007               120800
511055877                        95           12.475            3/1/2007         2/1/2037             1396.63              1396.63       3/1/2007               131100
511055928                        90             8.85            3/1/2007         2/1/2037             2427.67              2427.67       3/1/2007               319500
511055954                        90              8.9            5/1/2007         4/1/2037             2241.36              2241.36       4/1/2007               281070
511055999                        70             6.55            3/1/2007         2/1/2037             1719.38              1719.04       4/1/2007               315000
511056016                        85              7.4            3/1/2007         2/1/2037             1244.45              1244.45       3/1/2007               191250
511056023                        85              6.7            3/1/2007         2/1/2037             1287.24              1287.24       3/1/2007               214625
511056033                        90            10.15            4/1/2007         3/1/2037              1007.3               1007.3       3/1/2007               117000
511056079                     79.11             9.99            3/1/2007         2/1/2037             1096.04              1096.04       3/1/2007               125000
511056088                     69.89              8.1            3/1/2007         2/1/2037             2333.23              2333.23       4/1/2007             331977.5
511056114                     83.68             7.25            3/1/2007         2/1/2037             1279.34              1279.34       4/1/2007               200000
511056125                        85             5.99            4/1/2007         3/1/2037             1697.17              1697.17       3/1/2007               340000
511056150                        85             7.75            3/1/2007         2/1/2037             1399.84              1399.84       3/1/2007               216750
511056165                        56              6.8            4/1/2007         3/1/2037             1369.04              1369.04       3/1/2007               210000
511056170                     81.95             7.75            3/1/2007         2/1/2037             2407.15              2407.15       3/1/2007               336000
511056205                      77.8              8.4            4/1/2007         3/1/2037             2590.25              2590.25       3/1/2007               340000
511056206                        75             6.95            4/1/2007         3/1/2037             1563.75              1563.74       4/1/2007               270000
511056222                     84.09             5.99            3/1/2007         2/1/2037             1846.92              1846.92       3/1/2007               370000
511056230                     87.31             8.39            3/1/2007         2/1/2037             3090.19              3090.19       3/1/2007               406000
511056251                        70             10.7            4/1/2007         3/1/2037             2831.01              2831.01       3/1/2007               304500
511056266                        75           10.175            4/1/2007         3/1/2037             1269.01              1269.01       3/1/2007               142500
511056278                        80             6.75            4/1/2007         3/1/2037              1957.5               1957.5       4/1/2007               348000
511056293                        80              8.3            3/1/2007         2/1/2037             2296.33              2296.33       3/1/2007               332000
511056318                     89.95              6.2            3/1/2007         2/1/2037              971.33               971.33       3/1/2007               188000
511056357                        80            10.99            5/1/2007         4/1/2037              875.44               875.44       4/1/2007                92000
511056361                        70             11.1            4/1/2007         3/1/2037              809.66               809.66       3/1/2007                84350
511056401                        85             6.15            4/1/2007         3/1/2037             1786.06              1786.06       4/1/2007               348500
511056442                     82.77             7.15            3/1/2007         2/1/2037             1701.04              1701.04       3/1/2007               269000
511056446                        85             7.35            4/1/2007         3/1/2037             2035.64              2035.64       3/1/2007               332350
511056475                        90                7            3/1/2007         2/1/2037                1260                 1260       3/1/2007               216000
511056478                        90             9.99            4/1/2007         3/1/2037             1696.67              1696.67       3/1/2007               193500
511056484                        90             9.99            4/1/2007         3/1/2037             1696.67              1696.67       3/1/2007               193500
511056508                       100             9.15            4/1/2007         3/1/2037             2935.63              2935.63       3/1/2007               385000
511056523                     66.61             8.95            4/1/2007         3/1/2037             1654.12              1654.12       4/1/2007               206500
511056538                        80             7.95            4/1/2007         3/1/2037             1972.02              1972.02       4/1/2007               292000
511056543                        75             9.05            4/1/2007         3/1/2037             1721.51              1721.51       3/1/2007               213000
511056618                        80             7.05            4/1/2007         3/1/2037             2000.21              2000.21       4/1/2007               320000
511056662                     98.11              7.1            4/1/2007         3/1/2037             2461.33              2461.33       3/1/2007               416000
511056674                     41.67             9.65            4/1/2007         3/1/2037              851.82               851.82       4/1/2007               100000
511056694                        65              6.6            4/1/2007         3/1/2037             1162.36              1162.36       3/1/2007               182000
511056723                        85             9.55            4/1/2007         3/1/2037             2075.58              2075.58       3/1/2007               255000
511056772                        80             7.99            3/1/2007         2/1/2037             2778.25              2778.25       3/1/2007               400000
511056782                        85              6.4            4/1/2007         3/1/2037             1858.67              1858.67       3/1/2007               348500
511056791                     74.48             5.65            4/1/2007         3/1/2037             1525.44              1525.44       3/1/2007               323988
511056829                     56.44             8.65            4/1/2007         3/1/2037             2903.93              2903.93       3/1/2007               372504
511056849                        80            10.95            4/1/2007         3/1/2037             2504.16              2504.16       3/1/2007               264000
511056882                     78.66              8.4            4/1/2007         3/1/2037                2555                 2555       4/1/2007               365000
511056898                        79             6.95            4/1/2007         3/1/2037             2287.71              2287.71       3/1/2007               395000
511056902                     46.67             7.35            4/1/2007         3/1/2037              679.36               679.36       3/1/2007               105000
511056958                        80             7.25            4/1/2007         3/1/2037             1372.67              1372.67       4/1/2007               227200
511056968                     82.74             11.5            4/1/2007         3/1/2037              925.92               925.92       3/1/2007                93500
511057025                     45.65             7.45            4/1/2007         3/1/2037             1461.17              1461.17       4/1/2007               210000
511057035                     74.55              6.6            4/1/2007         3/1/2037                2255                 2255       3/1/2007               410000
511057086                        95              8.7            5/1/2007         4/1/2037             2018.04              2018.04       4/1/2007               278350
511057104                     94.88              7.1            5/1/2007         4/1/2037             2370.44              2370.44       4/1/2007               389008
511057131                     54.98             10.1            5/1/2007         4/1/2037             1415.95              1415.95       4/1/2007               160000
511057152                     46.88              8.4            5/1/2007         4/1/2037                1050                 1050       4/1/2007               150000
511057202                     86.22                9            5/1/2007         4/1/2037             2992.88              2992.88       4/1/2007               388000
511057203                        95             9.85            4/1/2007         3/1/2037             2288.45              2288.45       3/1/2007               264100
511057229                        90            6.875            4/1/2007         3/1/2037             2268.75              2268.75       3/1/2007               396000
511057236                     84.75             6.05            4/1/2007         3/1/2037             1653.67              1653.67       4/1/2007               328000
511057258                        80             6.55            4/1/2007         3/1/2037             1498.16              1498.16       5/1/2007               264000
511057263                        85             8.95            4/1/2007         3/1/2037             1770.27              1770.27       3/1/2007               221000
511057276                     74.97            10.65            4/1/2007         3/1/2037             1353.77              1353.77       3/1/2007               146200
511057287                     78.68              5.6            4/1/2007         3/1/2037              1311.7               1311.7       3/1/2007               251000
511057289                     88.82            9.985            4/1/2007         3/1/2037             1144.76              1144.76       4/1/2007               135000
511057358                     82.24             7.25            4/1/2007         3/1/2037             1705.44              1705.44       3/1/2007               250000
511057374                        90            7.775            5/1/2007         4/1/2037             2229.83              2229.83       4/1/2007               310500
511057389                        75              8.8            4/1/2007         3/1/2037             1096.51              1096.51       4/1/2007               138750
511057390                     76.27             7.05            4/1/2007         3/1/2037             1362.42              1362.42       3/1/2007               225000
511057405                     55.56              6.1            4/1/2007         3/1/2037             1334.53              1334.53       4/1/2007               250000
511057413                        70             10.7            4/1/2007         3/1/2037             2765.93              2765.93       3/1/2007               297500
511057419                        90             8.77            4/1/2007         3/1/2037             1808.76              1808.76       3/1/2007               229500
511057483                     77.13              5.6            4/1/2007         3/1/2037             1227.33              1227.33       3/1/2007               263000
511057545                        60             7.75            4/1/2007         3/1/2037             1955.81              1955.81       4/1/2007               273000
511057549                     77.73            6.575            4/1/2007         3/1/2037             2066.82              2066.82       4/1/2007               363000
511057560                        95             7.15            4/1/2007         3/1/2037             2374.05              2374.05       3/1/2007               351500
511057620                        95             8.85            5/1/2007         4/1/2037             3167.47              3167.47       4/1/2007               399000
511057640                     77.27              6.8            5/1/2007         4/1/2037             1993.85              1993.85       4/1/2007               340000
511057680                        95                9            5/1/2007         4/1/2037             2089.86              2089.86       4/1/2007               275500
511057695                     59.09             6.25            4/1/2007         3/1/2037             1692.71              1692.71       3/1/2007               325000
511057720                     37.04              9.4            4/1/2007         3/1/2037             1667.14              1667.14       3/1/2007               200000
511057737                     82.86             5.99            5/1/2007         4/1/2037             1158.07              1158.07       4/1/2007               232000
511057746                        95            7.525            5/1/2007         4/1/2037             2463.76              2463.76       4/1/2007               351500
511057749                      37.5              8.5            4/1/2007         3/1/2037             1614.72              1614.72       3/1/2007               210000
511057756                        90             9.95            4/1/2007         3/1/2037             1966.23              1966.23       3/1/2007               225000
511057769                     28.91              8.3            4/1/2007         3/1/2037             1660.53              1660.53       3/1/2007               220000
511057800                        70              6.6            4/1/2007         3/1/2037              788.15               788.15       3/1/2007               133000
511057838                        80             6.85            4/1/2007         3/1/2037               828.2                828.2       4/1/2007               126392
511057851                        95            9.825            5/1/2007         4/1/2037             1308.77              1308.77       4/1/2007               158650
511057911                     49.83             9.15            5/1/2007         4/1/2037              1198.7               1198.7       4/1/2007               147000
511057929                        85             8.45            4/1/2007         3/1/2037             1185.11              1185.11       3/1/2007               168300
511057936                        80             8.45            4/1/2007         3/1/2037             1878.66              1878.66       4/1/2007               257600
511057939                     79.17             7.75            4/1/2007         3/1/2037             2571.16              2571.16       3/1/2007               380000
511057941                        80             8.25            5/1/2007         4/1/2037              763.29               763.29       4/1/2007               101600
511057975                        70              6.6            4/1/2007         3/1/2037              1986.6               1986.6       3/1/2007               361200
511057988                     69.74                9            5/1/2007         4/1/2037             1094.29              1094.29       4/1/2007               136000
511058054                     66.23              6.4            4/1/2007         3/1/2037             1595.04              1595.04       4/1/2007               255000
511058374                     41.35             9.05            5/1/2007         4/1/2037              889.05               889.05       4/1/2007               110000
511058381                        90             8.45            5/1/2007         4/1/2037             2755.34              2755.34       4/1/2007               360000
511058398                      78.6              8.5            5/1/2007         4/1/2037             1806.95              1806.95       4/1/2007               235000
511058414                        85              6.4            5/1/2007         4/1/2037                1360                 1360       4/1/2007               255000
511058475                        90             8.99            5/1/2007         4/1/2037             2170.54              2170.54       4/1/2007               270000
511058502                        90              6.1            5/1/2007         4/1/2037             1820.85              1820.85       4/1/2007               358200
511058559                        95             6.99            5/1/2007         4/1/2037             1916.43              1916.43       4/1/2007               308750
511058562                        85             7.15            5/1/2007         4/1/2037                2431                 2431       4/1/2007               408000
511058644                        80             7.65            5/1/2007         4/1/2037              1861.5               1861.5       4/1/2007               292000
511058673                        90             8.99            5/1/2007         4/1/2037             1736.43              1736.43       4/1/2007               216000
511058863                     89.63              8.3            5/1/2007         4/1/2037             1345.29              1345.29       4/1/2007               194500
511058885                        80              8.4            5/1/2007         4/1/2037             1389.59              1389.59       4/1/2007               182400
511058919                     45.34              9.8            5/1/2007         4/1/2037             1553.09              1553.09       4/1/2007               180000
511058949                        85             8.85            5/1/2007         4/1/2037             1727.42              1727.42       4/1/2007               217600
511058954                        80             8.99            5/1/2007         4/1/2037             1221.93              1221.93       4/1/2007               152000
511058965                        84             6.55            5/1/2007         4/1/2037             2177.88              2177.88       4/1/2007               399000
521043409                        90             10.8           10/1/2006         9/1/2036              759.17               759.17       3/1/2007                81000
521043595                       100           10.005           10/1/2006         9/1/2036              1448.6               1448.6       3/1/2007               165000
521043773                        65            10.58           10/1/2006         9/1/2036             1268.76              1268.76       5/1/2007               137800
521044930                        95             8.95           11/1/2006        10/1/2036             2168.78              2168.78       3/1/2007               270750
521046078                       100            14.05            1/1/2007        12/1/2036              311.47               311.47       3/1/2007                26200
521047620                        80             10.7            2/1/2007         1/1/2037             1152.86              1152.86       3/1/2007               124000
521047644                       100            13.13            1/1/2007        12/1/2036              413.06               413.06       3/1/2007                37000
521047667                        90             10.4            2/1/2007         1/1/2037             2025.03              2025.03       3/1/2007               223200
521047769                     73.48              8.1            3/1/2007         2/1/2037             1703.72              1703.72       4/1/2007               230000
521047848                        80             8.25            1/1/2007        12/1/2036             2584.36              2584.36       3/1/2007               344000
521048240                     78.46              9.4            2/1/2007         1/1/2037             1636.67              1636.67       3/1/2007               204000
521048314                       100             12.6            2/1/2007         1/1/2037              532.14               532.14       3/1/2007                49500
521048339                       100             12.9            2/1/2007         1/1/2037               406.4                406.4       3/1/2007                37000
521048767                        95               12            5/1/2007         4/1/2037              620.51               620.51       4/1/2007                60325
521048792                       100            9.975            4/1/2007         3/1/2037              996.36               996.36       3/1/2007               113775
521048806                        95            8.355            2/1/2007         1/1/2037             1145.96              1145.96       3/1/2007               151050
521049046                       100           10.775            3/1/2007         2/1/2037              982.13               982.13       4/1/2007               105000
521049157                        90            11.35            2/1/2007         1/1/2037              792.88               792.88       3/1/2007                81000
521049164                        80             6.99            2/1/2007         1/1/2037             1993.89              1993.89       3/1/2007               300000
521049177                     57.66              8.3            2/1/2007         1/1/2037             2297.34              2297.34       4/1/2007               320000
521049261                       100            8.855            3/1/2007         2/1/2037             1143.66              1143.66       3/1/2007               144000
521049318                       100            10.85            3/1/2007         2/1/2037              766.92               766.92       3/1/2007                81500
521049378                        90            7.825            2/1/2007         1/1/2037             1178.86              1178.86       3/1/2007               172800
521049417                     83.33           10.825            4/1/2007         3/1/2037             1267.82              1267.82       3/1/2007               135000
521049461                     89.86            9.025            3/1/2007         2/1/2037             1215.99              1215.99       3/1/2007               157250
521049554                        95           10.525            3/1/2007         2/1/2037             1306.17              1306.17       4/1/2007               142500
521050158                     47.64            7.975            4/1/2007         3/1/2037             1028.77              1028.77       4/1/2007               140538
521050243                        95             8.99            3/1/2007         2/1/2037             2168.93              2168.93       3/1/2007               269800
521050274                       100             8.16            3/1/2007         2/1/2037             1768.36              1768.36       4/1/2007               250000
521050397                        95             11.9            4/1/2007         3/1/2037             2114.33              2114.33       3/1/2007               207100
521050458                       100             9.25            3/1/2007         2/1/2037             1027.86              1027.86       4/1/2007               130000
521050477                        80             8.05            3/1/2007         2/1/2037             2949.01              2949.01       3/1/2007               400000
521050485                      46.6             7.25            3/1/2007         2/1/2037             1637.22              1637.22       3/1/2007               240000
521050593                       100            10.43            3/1/2007         2/1/2037              883.03               883.03       3/1/2007               100000
521050628                        80            9.575            4/1/2007         3/1/2037             1455.69              1455.69       4/1/2007               172000
521050632                        80            9.575            4/1/2007         3/1/2037             1252.57              1252.57       3/1/2007               148000
521050669                       100             8.85            3/1/2007         2/1/2037             1984.63              1984.63       2/1/2007               250000
521050675                        90              9.1            4/1/2007         3/1/2037             1717.02              1717.02       4/1/2007               211500
521050732                        90             9.15            4/1/2007         3/1/2037             1100.84              1100.84       3/1/2007               135000
521050751                     78.57            10.35            3/1/2007         2/1/2037             2484.75              2484.75       3/1/2007               275000
521050966                        80              8.7            4/1/2007         3/1/2037             2286.75              2286.75       3/1/2007               292000
521050982                        80            8.825            4/1/2007         3/1/2037             1184.93              1184.93       3/1/2007               149600
521050988                       100            9.825            3/1/2007         2/1/2037             1003.01              1003.01       4/1/2007               116000
521051004                        80              9.2            4/1/2007         3/1/2037              590.76               590.76       4/1/2007                75084
521051078                        90             9.25            4/1/2007         3/1/2037             2887.59              2887.59       3/1/2007               351000
521051083                     46.32            7.225            3/1/2007         2/1/2037              898.32               898.32       3/1/2007               132012
521051137                        85            9.325            3/1/2007         2/1/2037             1302.21              1302.21       3/1/2007               157250
521051183                        56             6.95            4/1/2007         3/1/2037             1720.01              1720.01       3/1/2007               259840
521051212                       100            10.05            3/1/2007         2/1/2037             1232.89              1232.89       3/1/2007               139900
521051230                       100             9.18            3/1/2007         2/1/2037             1455.34              1455.34       3/1/2007               178000
521051255                        90             7.65            4/1/2007         3/1/2037              1554.9               1554.9       4/1/2007               219150
521051260                        80             8.95            3/1/2007         2/1/2037              835.06               835.06       3/1/2007               108800
521051334                        80             9.95            4/1/2007         3/1/2037              929.81               929.81       3/1/2007               106400
521051436                        80            10.15            5/1/2007         4/1/2037               604.3                604.3       4/1/2007                68000
521051449                        80              8.7            5/1/2007         4/1/2037               487.8                487.8       4/1/2007                66400
521051452                     84.92             7.55            3/1/2007         2/1/2037             1826.48              1826.48       4/1/2007               276000
521051458                     59.41              9.6            5/1/2007         4/1/2037              937.22               937.22       4/1/2007               110500
521051464                     82.96              8.1            3/1/2007         2/1/2037              829.61               829.61       4/1/2007               111996
521051478                     62.64            9.425            4/1/2007         3/1/2037              910.57               910.57       3/1/2007               109000
521051503                     79.37             9.05            4/1/2007         3/1/2037              808.22               808.22       3/1/2007               100000
521051534                        90             10.9            4/1/2007         3/1/2037              663.23               663.23       3/1/2007                70200
521051570                     66.67             9.85            3/1/2007         2/1/2037             1733.01              1733.01       3/1/2007               200000
521051583                       100             12.7            3/1/2007         2/1/2037              398.47               398.47       3/1/2007                36800
521051587                     89.77              8.7            4/1/2007         3/1/2037             2572.81              2572.81       3/1/2007               343800
521051598                       100           10.525            3/1/2007         2/1/2037              944.11               944.11       3/1/2007               103000
521051656                        70            12.72            4/1/2007         3/1/2037             1062.67              1062.67       3/1/2007                98000
521051666                       100             12.7            3/1/2007         2/1/2037              310.76               310.76       3/1/2007                28700
521051677                       100             8.43            3/1/2007         2/1/2037             1906.08              1906.08       3/1/2007               249500
521051678                     69.62            9.799            3/1/2007         2/1/2037             1375.09              1375.09       3/1/2007               165000
521051755                     88.19             7.15            3/1/2007         2/1/2037             1477.11              1477.11       4/1/2007               218700
521051759                        90            6.975            3/1/2007         2/1/2037             2202.74              2202.74       3/1/2007               355500
521051761                     89.99              8.4            3/1/2007         2/1/2037             1164.85              1164.85       3/1/2007               152900
521051768                       100             12.6            4/1/2007         3/1/2037              285.74               285.74       4/1/2007                26580
521051786                        68            8.725            3/1/2007         2/1/2037             1275.44              1275.44       3/1/2007               170000
521051842                       100              9.2            3/1/2007         2/1/2037             2037.79              2037.79       3/1/2007               259000
521051848                        75              7.5            4/1/2007         3/1/2037             1729.69              1729.69       3/1/2007               276750
521051899                       100            10.05            3/1/2007         2/1/2037             1108.14              1108.14       3/1/2007               129900
521051924                       100             9.98            3/1/2007         2/1/2037              835.79               835.79       2/1/2007                95400
521051933                        70             8.45            4/1/2007         3/1/2037              803.64               803.64       3/1/2007               105000
521051937                     96.49           10.125            3/1/2007         2/1/2037             1781.94              1781.94       3/1/2007               207450
521051951                        90              8.7            4/1/2007         3/1/2037             2008.73              2008.73       3/1/2007               256500
521051958                        90             8.45            4/1/2007         3/1/2037              923.04               923.04       4/1/2007               120600
521051971                        80            10.75            4/1/2007         3/1/2037             1060.43              1060.43       3/1/2007               113600
521051978                        90               10            4/1/2007         3/1/2037              947.78               947.78       3/1/2007               108000
521051996                     79.46              9.6            4/1/2007         3/1/2037              800.66               800.66       3/1/2007                94400
521051997                       100             9.53            3/1/2007         2/1/2037              872.55               872.55       3/1/2007               103500
521052002                       100            9.655            4/1/2007         3/1/2037             1184.54              1184.54       4/1/2007               139000
521052018                        90               11            4/1/2007         3/1/2037              797.09               797.09       3/1/2007                83700
521052039                        95             12.1            3/1/2007         2/1/2037             1120.26              1120.26       3/1/2007               110200
521052044                     89.17            11.09            4/1/2007         3/1/2037             1017.73              1017.73       4/1/2007               106110
521052097                       100            11.48            4/1/2007         3/1/2037              928.45               928.45       3/1/2007                93900
521052104                        80             8.65            4/1/2007         3/1/2037             1933.33              1933.33       3/1/2007               248000
521052115                        80              8.4            3/1/2007         2/1/2037             3018.07              3018.07       3/1/2007               416000
521052122                     71.11             8.81            3/1/2007         2/1/2037             1625.48              1625.48       4/1/2007               205500
521052129                     82.67             8.15            4/1/2007         3/1/2037              1384.3               1384.3       3/1/2007               186000
521052147                        70             10.3            4/1/2007         3/1/2037             1455.01              1455.01       3/1/2007               161700
521052160                        80              8.6            3/1/2007         2/1/2037             2390.12              2390.12       3/1/2007               308000
521052192                        85             10.4            3/1/2007         2/1/2037              925.42               925.42       3/1/2007               102000
521052202                        90             9.95            4/1/2007         3/1/2037             1903.31              1903.31       3/1/2007               217800
521052218                        90            9.875            4/1/2007         3/1/2037             1367.65              1367.65       3/1/2007               157500
521052243                     99.99           10.325            3/1/2007         2/1/2037             1081.91              1081.91       3/1/2007               119988
521052275                        90           10.725            4/1/2007         3/1/2037             1257.66              1257.66       4/1/2007               135000
521052295                       100            12.85            3/1/2007         2/1/2037              282.38               282.38       3/1/2007                25800
521052302                        95             11.2            4/1/2007         3/1/2037             2205.82              2205.82       3/1/2007               228000
521052325                       100           12.025            3/1/2007         2/1/2037              618.32               618.32       4/1/2007                60000
521052365                     84.62             7.65            3/1/2007         2/1/2037             1434.25              1434.25       3/1/2007               220012
521052378                       100           10.555            4/1/2007         3/1/2037             1473.33              1473.33       3/1/2007               165000
521052386                        80             9.65            5/1/2007         4/1/2037             1722.39              1722.39       4/1/2007               209600
521052393                        80            10.05            4/1/2007         3/1/2037              793.78               793.78       3/1/2007                90072
521052394                      84.9             8.15            4/1/2007         3/1/2037             1469.71              1469.71       3/1/2007               208000
521052405                       100             9.98            3/1/2007         2/1/2037             1042.55              1042.55       3/1/2007               119000
521052411                        85             8.65            4/1/2007         3/1/2037             1613.76              1613.76       4/1/2007               216750
521052432                        85              8.2            4/1/2007         3/1/2037             1618.21              1618.21       4/1/2007               227800
521052472                        95           11.925            3/1/2007         2/1/2037             1554.72              1554.72       3/1/2007               152000
521052523                        85            11.25            4/1/2007         3/1/2037              586.16               586.16       3/1/2007                60350
521052545                       100            13.05            4/1/2007         3/1/2037              365.23               365.23       4/1/2007                32900
521052565                        95            9.575            4/1/2007         3/1/2037             1303.84              1303.84       3/1/2007               159804
521052576                        90             9.55            4/1/2007         3/1/2037             1428.49              1428.49       3/1/2007               175500
521052600                       100            12.08            4/1/2007         3/1/2037             1024.43              1024.43       4/1/2007                99000
521052611                     82.81             7.12            4/1/2007         3/1/2037             1669.94              1669.94       4/1/2007               265000
521052664                        90              9.1            3/1/2007         2/1/2037             1643.95              1643.95       4/1/2007               202500
521052706                        80              9.8            4/1/2007         3/1/2037             3433.89              3433.89       3/1/2007               412000
521052708                        75             9.65            4/1/2007         3/1/2037             2711.77              2711.77       3/1/2007               330000
521052720                        90              9.5            4/1/2007         3/1/2037             2308.14              2308.14       3/1/2007               274500
521052766                        85            10.45            4/1/2007         3/1/2037              890.51               890.51       3/1/2007                97750
521052780                        95            9.775            4/1/2007         3/1/2037             1365.96              1365.96       3/1/2007               158650
521052790                        85             8.85            3/1/2007         2/1/2037             1923.11              1923.11       4/1/2007               242250
521052794                       100           10.925            4/1/2007         3/1/2037             1033.26              1033.26       3/1/2007               113000
521052858                        95            9.405            5/1/2007         4/1/2037             1307.19              1307.19       4/1/2007               156750
521052862                        95             9.53            5/1/2007         4/1/2037             2202.45              2202.45       4/1/2007               261250
521052872                        90             9.69            4/1/2007         3/1/2037             2323.21              2323.21       3/1/2007               271800
521052925                        75            9.375            4/1/2007         3/1/2037             1253.86              1253.86       3/1/2007               150750
521052927                     78.71             8.35            5/1/2007         4/1/2037              835.66               835.66       4/1/2007               110200
521052964                        90            9.225            5/1/2007         4/1/2037              1329.8               1329.8       4/1/2007               162000
521052987                      88.3             8.95            4/1/2007         3/1/2037             1592.59              1592.59       3/1/2007               207500
521052994                        90            8.275            4/1/2007         3/1/2037             1118.24              1118.24       3/1/2007               148500
521052996                     72.46           10.625            4/1/2007         3/1/2037              462.05               462.05       3/1/2007                50000
521053010                        75              8.6            4/1/2007         3/1/2037             2083.25              2083.25       3/1/2007               281250
521053016                       100             8.89            5/1/2007         4/1/2037             2399.29              2399.29       4/1/2007               320000
521053020                        85              9.6            5/1/2007         4/1/2037             2198.85              2198.85       4/1/2007               259250
521053040                        85             7.85            4/1/2007         3/1/2037             1629.31              1629.31       3/1/2007               225250
521053057                       100             9.75            4/1/2007         3/1/2037              902.11               902.11       3/1/2007               105000
521053064                        90            11.65            4/1/2007         3/1/2037              721.26               721.26       3/1/2007                72000
521053067                        90            11.25            4/1/2007         3/1/2037              699.31               699.31       3/1/2007                72000
521053072                        90            11.25            4/1/2007         3/1/2037              646.86               646.86       3/1/2007                66600
521053074                        90              8.9            4/1/2007         3/1/2037             2188.97              2188.97       3/1/2007               274500
521053079                        75             9.85            4/1/2007         3/1/2037             1662.19              1662.19       3/1/2007               202500
521053085                        70           10.415            4/1/2007         3/1/2037              1494.3               1494.3       3/1/2007               164500
521053090                        75            10.35            5/1/2007         4/1/2037             2913.93              2913.93       4/1/2007               322500
521053091                       100            9.455            4/1/2007         3/1/2037              1415.5               1415.5       4/1/2007               169000
521053101                        95            9.125            5/1/2007         4/1/2037             1236.72              1236.72       4/1/2007               152000
521053153                     92.61             10.6            4/1/2007         3/1/2037              982.18               982.18       4/1/2007             106501.5
521053156                        90            10.75            4/1/2007         3/1/2037              781.32               781.32       4/1/2007                83700
521053208                        90            8.325            4/1/2007         3/1/2037             1021.34              1021.34       3/1/2007               135000
521053212                        85             8.35            4/1/2007         3/1/2037             1472.28              1472.28       4/1/2007               204000
521053221                        95            9.425            4/1/2007         3/1/2037             1207.15              1207.15       3/1/2007               150100
521053233                       100             12.6            4/1/2007         3/1/2037              311.76               311.76       4/1/2007                29000
521053234                        80               11            4/1/2007         3/1/2037              609.49               609.49       3/1/2007                64000
521053256                        80             10.2            4/1/2007         3/1/2037              735.33               735.33       3/1/2007                82400
521053265                        95             10.2            4/1/2007         3/1/2037              974.93               974.93       4/1/2007               109250
521053272                        90             8.95            4/1/2007         3/1/2037              973.25               973.25       4/1/2007               121500
521053274                        80           10.925            4/1/2007         3/1/2037             1491.94              1491.94       3/1/2007               157600
521053296                        95           11.575            4/1/2007         3/1/2037             2263.82              2263.82       3/1/2007               227287
521053321                       100           11.025            4/1/2007         3/1/2037              697.72               697.72       3/1/2007                75000
521053326                       100            10.23            4/1/2007         3/1/2037              921.45               921.45       4/1/2007               103000
521053348                        85             8.95            4/1/2007         3/1/2037              674.06               674.06       3/1/2007                84150
521053353                     88.32             7.85            4/1/2007         3/1/2037              1367.1               1367.1       4/1/2007               189000
521053357                        85             9.85            4/1/2007         3/1/2037              736.53               736.53       3/1/2007                85000
521053390                        95             9.35            4/1/2007         3/1/2037             1457.24              1457.24       4/1/2007               185250
521053394                        80           10.275            4/1/2007         3/1/2037             1328.98              1328.98       3/1/2007               148000
521053398                        85             11.1            4/1/2007         3/1/2037              979.09               979.09       3/1/2007               102000
521053402                        80              9.8            5/1/2007         4/1/2037             1283.89              1283.89       4/1/2007               148800
521053472                        95             9.75            4/1/2007         3/1/2037              979.44               979.44       3/1/2007               114000
521053502                       100           10.425            4/1/2007         3/1/2037              972.78               972.78       4/1/2007               107000
521053506                        90            11.15            4/1/2007         3/1/2037             1144.85              1144.85       3/1/2007               118800
521053509                        75           11.575            4/1/2007         3/1/2037             1494.03              1494.03       4/1/2007               150000
521053522                        80             10.4            4/1/2007         3/1/2037              595.17               595.17       3/1/2007                65600
521053530                       100             9.04            4/1/2007         3/1/2037             1413.13              1413.13       4/1/2007               175000
521053543                        80              9.3            4/1/2007         3/1/2037             1560.06              1560.06       3/1/2007               188800
521053575                      82.5            8.675            4/1/2007         3/1/2037             1031.38              1031.38       3/1/2007               132000
521053589                        90             11.3            5/1/2007         4/1/2037              631.84               631.84       4/1/2007                64800
521053599                        90            10.65            5/1/2007         4/1/2037              549.19               549.19       4/1/2007                59310
521053629                        95            12.25            4/1/2007         3/1/2037              716.76               716.76       4/1/2007                68400
521053630                     73.87             7.95            4/1/2007         3/1/2037             2022.88              2022.88       4/1/2007               277000
521053640                        95             9.35            5/1/2007         4/1/2037              1710.9               1710.9       4/1/2007               206150
521053643                       100             9.55            4/1/2007         3/1/2037                1400                 1400       3/1/2007               172000
521053666                        80              7.3            4/1/2007         3/1/2037              904.95               904.95       4/1/2007               132000
521053670                     63.21              8.8            5/1/2007         4/1/2037             2647.42              2647.42       4/1/2007               335000
521053671                        90              9.1            4/1/2007         3/1/2037             1972.74              1972.74       4/1/2007               243000
521053676                       100            11.99            4/1/2007         3/1/2037              806.86               806.86       3/1/2007                78500
521053688                        80              8.6            5/1/2007         4/1/2037             1862.43              1862.43       4/1/2007               240000
521053712                        89             11.4            4/1/2007         3/1/2037              782.74               782.74       3/1/2007                79655
521053715                        90             9.65            4/1/2007         3/1/2037              919.97               919.97       3/1/2007               108000
521053722                        75            10.85            4/1/2007         3/1/2037              2526.6               2526.6       4/1/2007               268500
521053741                     67.43              8.3            4/1/2007         3/1/2037             3562.66              3562.66       3/1/2007               472010
521053749                       100            10.65            4/1/2007         3/1/2037             1569.52              1569.52       3/1/2007               169500
521053759                       100           11.175            4/1/2007         3/1/2037              895.15               895.15       3/1/2007                95000
521053787                        90             9.75            4/1/2007         3/1/2037             1028.41              1028.41       4/1/2007               119700
521053796                       100           11.975            4/1/2007         3/1/2037              600.61               600.61       4/1/2007                58500
521053802                        90             7.99            5/1/2007         4/1/2037             2276.17              2276.17       4/1/2007               310500
521053812                        95             8.99            5/1/2007         4/1/2037             2214.75              2214.75       4/1/2007               275500
521053828                        95            9.825            4/1/2007         3/1/2037             1174.65              1174.65       3/1/2007               135850
521053835                       100             9.95            4/1/2007         3/1/2037             1661.76              1661.76       4/1/2007               199000
521053906                        95           11.475            4/1/2007         3/1/2037             1323.94              1323.94       3/1/2007               133950
521053916                        90            10.55            5/1/2007         4/1/2037              909.29               909.29       4/1/2007                99000
521053930                        55              9.6            5/1/2007         4/1/2037              932.98               932.98       4/1/2007               110000
521053957                        95            12.25            4/1/2007         3/1/2037              806.36               806.36       3/1/2007                76950
521053983                        95             9.95            4/1/2007         3/1/2037              929.81               929.81       3/1/2007               106400
521053996                     41.93            10.35            4/1/2007         3/1/2037              587.29               587.29       3/1/2007                64999
521054004                     73.89            7.825            4/1/2007         3/1/2037              885.17               885.17       3/1/2007               132997
521054019                        95              9.8            4/1/2007         3/1/2037             2969.23              2969.23       3/1/2007               356250
521054030                        80              9.4            4/1/2007         3/1/2037              866.91               866.91       4/1/2007               104000
521054037                        85             11.7            4/1/2007         3/1/2037              769.27               769.27       3/1/2007                76500
521054047                       100             10.3            4/1/2007         3/1/2037             1124.78              1124.78       4/1/2007               125000
521054051                        90             11.6            5/1/2007         4/1/2037              718.51               718.51       4/1/2007                72000
521054076                        95             10.7            4/1/2007         3/1/2037              936.23               936.23       4/1/2007               100700
521054084                       100            11.13            4/1/2007         3/1/2037             1106.48              1106.48       4/1/2007               115000
521054101                        95             9.45            5/1/2007         4/1/2037             1669.44              1669.44       4/1/2007               199405
521054103                        90            10.05            4/1/2007         3/1/2037              951.77               951.77       4/1/2007               108000
521054117                        95            9.355            5/1/2007         4/1/2037             1340.93              1340.93       4/1/2007               161500
521054130                        80            11.45            4/1/2007         3/1/2037             2170.25              2170.25       3/1/2007               220000
521054142                     73.78             11.7            4/1/2007         3/1/2037             1669.26              1669.26       4/1/2007               166000
521054151                        95              9.2            5/1/2007         4/1/2037             1073.78              1073.78       4/1/2007               131100
521054188                        85            8.525            5/1/2007         4/1/2037             1310.17              1310.17       4/1/2007               170000
521054191                        80              8.2            5/1/2007         4/1/2037             1884.34              1884.34       4/1/2007               252000
521054196                        90            12.05            4/1/2007         3/1/2037              566.82               566.82       3/1/2007                54900
521054205                     66.67            11.94            4/1/2007         3/1/2037                1024                 1024       3/1/2007               100000
521054216                        80            11.05            4/1/2007         3/1/2037              550.72               550.72       3/1/2007                57600
521054265                        90            8.475            4/1/2007         3/1/2037             1283.24              1283.24       3/1/2007               175500
521054275                       100             8.64            5/1/2007         4/1/2037             1018.95              1018.95       4/1/2007               137000
521054298                       100             9.78            4/1/2007         3/1/2037              2282.6               2282.6       3/1/2007               265000
521054299                        85               10            4/1/2007         3/1/2037             1059.23              1059.23       4/1/2007               120700
521054321                        90             9.65            5/1/2007         4/1/2037              919.97               919.97       4/1/2007               108000
521054344                        55            11.15            4/1/2007         3/1/2037              530.02               530.02       3/1/2007                55000
521054354                        90              9.9            4/1/2007         3/1/2037             2114.56              2114.56       3/1/2007               243000
521054357                     76.92              8.7            4/1/2007         3/1/2037              783.13               783.13       4/1/2007               100000
521054374                     74.46             8.34            4/1/2007         3/1/2037              2651.4               2651.4       4/1/2007               349972
521054398                        80            7.625            4/1/2007         3/1/2037             1019.22              1019.22       3/1/2007               144000
521054407                        80            9.825            4/1/2007         3/1/2037              968.43               968.43       3/1/2007               115920
521054422                        90            10.65            5/1/2007         4/1/2037              583.36               583.36       4/1/2007                63000
521054423                        90           11.425            4/1/2007         3/1/2037             1373.48              1373.48       3/1/2007               139500
521054440                       100            9.945            4/1/2007         3/1/2037             1406.35              1406.35       4/1/2007               161000
521054464                        90           10.175            5/1/2007         4/1/2037             1482.73              1482.73       4/1/2007               166500
521054473                     77.42              9.9            4/1/2007         3/1/2037             1044.23              1044.23       4/1/2007               120000
521054490                       100            11.33            4/1/2007         3/1/2037               918.7                918.7       3/1/2007                94000
521054513                        90              9.8            5/1/2007         4/1/2037             1980.19              1980.19       4/1/2007               229500
521054515                        95            9.275            5/1/2007         4/1/2037             1425.54              1425.54       4/1/2007               172900
521054519                        95              8.7            5/1/2007         4/1/2037              2791.6               2791.6       4/1/2007               380000
521054539                        95            9.575            5/1/2007         4/1/2037             1223.22              1223.22       4/1/2007               152000
521054550                        75             12.3            5/1/2007         4/1/2037              552.18               552.18       4/1/2007                52500
521054576                        80             7.55            5/1/2007         4/1/2037             1200.63              1200.63       4/1/2007               186400
521054602                        90              9.6            4/1/2007         3/1/2037              687.01               687.01       3/1/2007                81000
521054619                       100           10.115            5/1/2007         4/1/2037             1053.65              1053.65       4/1/2007               125000
521054680                     78.78             7.05            4/1/2007         3/1/2037             2159.78              2159.78       3/1/2007               323000
521054712                        95              9.7            5/1/2007         4/1/2037               869.6                869.6       4/1/2007               101650
521054721                        80            9.075            5/1/2007         4/1/2037              855.71               855.71       4/1/2007               111920
521054736                        90             12.2            5/1/2007         4/1/2037              728.21               728.21       4/1/2007                69750
521054743                        95             10.9            5/1/2007         4/1/2037              1166.8               1166.8       4/1/2007               123500
521054762                        80               11            4/1/2007         3/1/2037             1790.37              1790.37       4/1/2007               188000
521054773                        80             8.95            5/1/2007         4/1/2037             1762.26              1762.26       4/1/2007               220000
521054777                     95.45           10.325            5/1/2007         4/1/2037             1420.15              1420.15       4/1/2007               157500
521054846                        90             11.8            5/1/2007         4/1/2037              729.54               729.54       4/1/2007                72000
521054859                       100             10.3            4/1/2007         3/1/2037             1259.75              1259.75       3/1/2007               140000
521054880                        90             9.35            5/1/2007         4/1/2037             1508.82              1508.82       4/1/2007               181800
521054882                       100            10.27            5/1/2007         4/1/2037              732.43               732.43       4/1/2007                81600
521054915                        80             8.01            5/1/2007         4/1/2037             1703.95              1703.95       4/1/2007               232000
521054951                     75.71             8.15            5/1/2007         4/1/2037             3324.56              3324.56       4/1/2007               446700
521054966                     96.95             9.95            5/1/2007         4/1/2037             1700.13              1700.13       4/1/2007               203595
521055000                        90             9.45            5/1/2007         4/1/2037              847.67               847.67       4/1/2007               101250
521055006                        95            9.725            5/1/2007         4/1/2037             1099.51              1099.51       4/1/2007               128250
521055013                        90            9.275            5/1/2007         4/1/2037             1038.85              1038.85       4/1/2007               126000
521055080                        80             9.15            5/1/2007         4/1/2037             1252.51              1252.51       4/1/2007               153600
521055083                        75           12.475            5/1/2007         4/1/2037              1741.8               1741.8       4/1/2007               163500
521055133                        95            9.625            5/1/2007         4/1/2037             1162.79              1162.79       4/1/2007               136800
521055135                     67.57            7.925            5/1/2007         4/1/2037              910.72               910.72       4/1/2007               125005
521055144                       100            12.18            4/1/2007         3/1/2037              587.96               587.96       4/1/2007                56400
521055193                        90            11.55            5/1/2007         4/1/2037              805.23               805.23       4/1/2007                81000
521055204                     41.27           10.325            5/1/2007         4/1/2037             1172.19              1172.19       4/1/2007               130000
521055230                     54.35            9.275            5/1/2007         4/1/2037             1030.65              1030.65       4/1/2007               125005
521055270                     87.36            8.325            5/1/2007         4/1/2037             1045.92              1045.92       4/1/2007               138250
521055301                        95           10.125            5/1/2007         4/1/2037             1398.52              1398.52       4/1/2007               157700
521055335                        95              9.7            5/1/2007         4/1/2037             3413.38              3413.38       4/1/2007               399000
521055366                        90               11            5/1/2007         4/1/2037               942.8                942.8       4/1/2007                99000
521055373                        95             9.85            5/1/2007         4/1/2037              946.66               946.66       4/1/2007               109250
521055385                        80            7.875            5/1/2007         4/1/2037              1020.9               1020.9       4/1/2007               140800
521055407                        70              8.9            5/1/2007         4/1/2037              798.24               798.24       4/1/2007               100100
521055444                        80              9.2            5/1/2007         4/1/2037             1356.35              1356.35       4/1/2007               165600
521055577                        90              9.3            5/1/2007         4/1/2037               669.3                669.3       4/1/2007                81000
521055633                     54.56            8.725            5/1/2007         4/1/2037             1456.02              1456.02       4/1/2007               185500
521055648                        75             10.9            5/1/2007         4/1/2037              524.35               524.35       4/1/2007                55500
521055677                     83.33             10.9            5/1/2007         4/1/2037              944.77               944.77       4/1/2007               100000
521055684                        80            8.575            5/1/2007         4/1/2037             1021.32              1021.32       4/1/2007               138240
521055704                        90             10.9            5/1/2007         4/1/2037              722.75               722.75       4/1/2007                76500
521055743                     96.81           11.555            5/1/2007         4/1/2037             1683.24              1683.24       4/1/2007               174250
521056061                        95             12.1            5/1/2007         4/1/2037             1053.42              1053.42       4/1/2007               101650
521056091                     67.92             8.75            5/1/2007         4/1/2037             1282.38              1282.38       4/1/2007               163008
521056144                        80            10.05            5/1/2007         4/1/2037              775.52               775.52       4/1/2007                88000
521056178                        90            11.65            5/1/2007         4/1/2037              586.02               586.02       4/1/2007                58500
521056192                        90             9.55            6/1/2007         5/1/2037              988.07               988.07       5/1/2007               117000
521056258                        88            7.925            5/1/2007         4/1/2037              888.87               888.87       4/1/2007               132000
521056287                     68.18             10.5            5/1/2007         4/1/2037              686.04               686.04       4/1/2007                74998
521056299                     91.52           10.265            6/1/2007         5/1/2037              1313.7               1313.7       5/1/2007               151000
521056321                        90             10.4            5/1/2007         4/1/2037             2572.11              2572.11       4/1/2007               283500
521056445                        85            8.225            5/1/2007         4/1/2037              955.62               955.62       4/1/2007               127500
521056610                        90             9.05            5/1/2007         4/1/2037              1818.5               1818.5       4/1/2007               225000
521056785                        90             11.3            5/1/2007         4/1/2037              924.06               924.06       4/1/2007                94770
521056838                        85              9.9            6/1/2007         5/1/2037             1656.84              1656.84       5/1/2007               190400
521056864                     78.51             10.6            5/1/2007         4/1/2037             1802.86              1802.86       4/1/2007               195490
521056959                        90            10.35            5/1/2007         4/1/2037             1097.81              1097.81       4/1/2007               121500
521056981                        90             9.99            6/1/2007         5/1/2037              690.51               690.51       5/1/2007                78750
521057075                        80             12.1            5/1/2007         4/1/2037             1285.03              1285.03       4/1/2007               124000
521057182                     89.49            8.325            6/1/2007         5/1/2037             1320.17              1320.17       5/1/2007               174500
521057366                        85           10.175            6/1/2007         5/1/2037             1248.97              1248.97       5/1/2007               140250
521057485                        90             9.05            6/1/2007         5/1/2037             1835.96              1835.96       5/1/2007               227160
551014002                       100             9.99            7/1/2006         6/1/2036              258.67               258.67       4/1/2007                29500
551017637                       100             9.99           10/1/2006         9/1/2036              300.71               300.71       2/1/2007                34295
551018083                        95             10.8           10/1/2006         9/1/2036              710.74               710.74       3/1/2007                77900
551018553                       100             9.99           11/1/2006        10/1/2036              232.71               232.71       3/1/2007                26540
551021789                       100             9.99           12/1/2006        11/1/2036              409.45               409.45       3/1/2007                46696
551022094                       100             9.99           11/1/2006        10/1/2036              254.63               254.63       3/1/2007                29040
551022287                       100             9.94           12/1/2006        11/1/2036              236.94               236.94       3/1/2007                27136
551022367                       100             9.99            1/1/2007        12/1/2036              289.71               289.71       2/1/2007                33040
551022417                       100             9.99           12/1/2006        11/1/2036              234.72               234.72       3/1/2007                26769
551022477                       100             9.99            1/1/2007        12/1/2036              227.98               227.98       3/1/2007                26000
551022653                       100            9.999           12/1/2006        11/1/2036              294.14               294.14       3/1/2007                33520
551022936                       100             9.99            1/1/2007        12/1/2036              222.72               222.72       3/1/2007                25400
551023021                       100             9.99           12/1/2006        11/1/2036              229.73               229.73       4/1/2007                26200
551023376                       100             9.99            1/1/2007        12/1/2036              227.98               227.98       3/1/2007                26000
551023782                       100             9.99            1/1/2007        12/1/2036              254.11               254.11       3/1/2007                28980
551023896                        80             8.85            3/1/2007         2/1/2037             2108.47              2108.47       4/1/2007               265600
551023988                       100             9.99            1/1/2007        12/1/2036              221.84               221.84       3/1/2007                25300
551024102                       100             9.99            1/1/2007        12/1/2036              313.91               313.91       3/1/2007                35800
551024577                       100             9.99            1/1/2007        12/1/2036              240.08               240.08       3/1/2007                27380
551024591                       100             9.99            2/1/2007         1/1/2037              308.65               308.65       3/1/2007                35200
551024679                       100             9.99            1/1/2007        12/1/2036              253.91               253.91       3/1/2007              28957.2
551024686                       100            12.55            2/1/2007         1/1/2037              347.05               347.05       3/1/2007                32400
551024741                     72.23             12.6            4/1/2007         3/1/2037              799.82               799.82       3/1/2007                74400
551024769                        85            11.05            1/1/2007        12/1/2036              975.23               975.23       3/1/2007               102000
551024951                       100             9.99            2/1/2007         1/1/2037              331.43               331.43       4/1/2007                37798
551025068                       100             9.99            1/1/2007        12/1/2036              222.72               222.72       3/1/2007                25400
551025144                       100             9.99            2/1/2007         1/1/2037              220.09               220.09       3/1/2007                25100
551025186                        80             8.95            3/1/2007         2/1/2037             1858.38              1858.38       5/1/2007               232000
551025485                       100             9.99            2/1/2007         1/1/2037               222.5                222.5       3/1/2007                25375
551025517                       100             9.99            2/1/2007         1/1/2037              291.11               291.11       3/1/2007                33200
551025844                       100             10.4            3/1/2007         2/1/2037              922.15               922.15       4/1/2007               101640
551025880                        80             7.99            3/1/2007         2/1/2037              1026.3              1026.29       3/1/2007               140000
551025894                       100             9.99            2/1/2007         1/1/2037              290.23               290.23       3/1/2007                33100
551026400                        95           11.425            3/1/2007         2/1/2037              636.03               636.03       3/1/2007                64600
551026542                        90            8.125            4/1/2007         3/1/2037              2138.4              2138.39       4/1/2007               288000
551026586                        50            9.725            4/1/2007         3/1/2037             1285.98              1285.98       3/1/2007               150000
551026749                        80             7.09            4/1/2007         3/1/2037             2685.43              2685.43       3/1/2007               400000
551026867                        80             8.85            3/1/2007         2/1/2037             1587.71              1587.71       4/1/2007               200000
551026883                        80            10.35            5/1/2007         4/1/2037              540.83               540.83       4/1/2007                59856
551026888                        80              8.2            4/1/2007         3/1/2037             1046.86              1046.86       4/1/2007               140000
551027003                        90              7.6            4/1/2007         3/1/2037                1596                 1596       3/1/2007               252000
551027015                     87.62            11.95            4/1/2007         3/1/2037              628.56               628.56       4/1/2007                61337
551027043                        80             9.45            4/1/2007         3/1/2037              709.95               709.95       3/1/2007                84800
551027044                        80            9.375            4/1/2007         3/1/2037              974.81               974.81       3/1/2007               117200
551027056                     86.49             10.9            4/1/2007         3/1/2037              604.66               604.66       3/1/2007                64000
551027058                       100           10.975            4/1/2007         3/1/2037              882.95               882.95       3/1/2007                92900
551027060                        80            9.875            4/1/2007         3/1/2037              972.55               972.55       4/1/2007               112000
551027062                        95            9.488            4/1/2007         3/1/2037              893.74               893.74       3/1/2007               106400
551027112                       100             9.99            3/1/2007         2/1/2037              262.87               262.87       3/1/2007                29980
551027163                        75              8.8            3/1/2007         2/1/2037             1303.95              1303.95       3/1/2007               165000
551027173                        95             8.65            5/1/2007         4/1/2037             1851.48              1851.48       4/1/2007               237500
551027179                        80             11.5            4/1/2007         3/1/2037              1029.9               1029.9       3/1/2007               104000
551027195                        80             9.65            4/1/2007         3/1/2037             1021.51               1021.5       4/1/2007               119920
551027205                        90             9.85            4/1/2007         3/1/2037              655.08               655.08       4/1/2007                75600
551027296                        80             9.35            3/1/2007         2/1/2037              764.61               764.61       3/1/2007                97200
551027301                       100             12.2            4/1/2007         3/1/2037              678.62               678.62       4/1/2007                65000
551027304                       100             10.5            3/1/2007         2/1/2037              814.12               814.12       4/1/2007                89000
551027346                     68.42            7.671            4/1/2007         3/1/2037             1230.66              1230.66       3/1/2007               173098
551027365                        80             9.55            4/1/2007         3/1/2037              543.86               543.86       3/1/2007                64400
551027395                       100             9.58            4/1/2007         3/1/2037             1020.27              1020.27       3/1/2007               120500
551027461                        80            9.875            4/1/2007         3/1/2037              798.88               798.88       4/1/2007                92000
551027515                        70             12.3            4/1/2007         3/1/2037             2613.63              2613.63       3/1/2007               248500
551027535                        70             9.97            4/1/2007         3/1/2037             1887.27              1887.27       3/1/2007               215600
551027603                     64.52             8.85            4/1/2007         3/1/2037              793.85               793.85       4/1/2007               100000
551027672                     93.95            10.65            4/1/2007         3/1/2037             1870.49              1870.49       3/1/2007               202003
551027694                        80           10.844            4/1/2007         3/1/2037              598.19               598.19       3/1/2007                63600
551027709                     80.75             10.7            5/1/2007         4/1/2037             1051.05              1051.05       4/1/2007               113050
551027752                        85           10.575            4/1/2007         3/1/2037             1478.54              1478.54       3/1/2007               160650
551027758                        80             10.1            4/1/2007         3/1/2037              789.92               789.92       4/1/2007                89260
551027872                        95            8.525            4/1/2007         3/1/2037             1098.23              1098.23       3/1/2007               142500
551027907                        90              8.3            4/1/2007         3/1/2037             2785.15              2785.15       4/1/2007               369000
551027908                        80              9.9            4/1/2007         3/1/2037              698.05               698.05       3/1/2007                84000
551027934                     89.37             8.25            4/1/2007         3/1/2037              1436.8               1436.8       3/1/2007               191250
551027939                        90            10.75            4/1/2007         3/1/2037              823.33               823.33       3/1/2007                88200
551027970                        95              7.8            5/1/2007         4/1/2037             1260.85              1260.85       4/1/2007               190000
551027990                        95            12.05            4/1/2007         3/1/2037              735.63               735.63       4/1/2007                71250
551028172                        90              9.9            4/1/2007         3/1/2037              1754.3               1754.3       3/1/2007               201600
551028228                        75            10.35            4/1/2007         3/1/2037             2100.74              2100.74       4/1/2007               232500
551028236                        95            9.075            4/1/2007         3/1/2037             1038.86              1038.86       3/1/2007               128250
551028262                        90              9.7            4/1/2007         3/1/2037             1924.84              1924.84       3/1/2007               225000
551028264                        80           10.075            4/1/2007         3/1/2037              1109.2               1109.2       3/1/2007               125600
551028278                        95             8.85            4/1/2007         3/1/2037              984.11               984.11       4/1/2007               123966
551028304                        50             8.55            4/1/2007         3/1/2037               811.9                811.9       4/1/2007               105106
551028345                     62.23            6.975            4/1/2007         3/1/2037              999.42               999.42       4/1/2007               150600
551028374                        95            10.75            5/1/2007         4/1/2037              784.82               784.82       4/1/2007                84075
551028430                        90             12.5            5/1/2007         4/1/2037             1152.64              1152.64       4/1/2007               108000
551028432                        95            10.65            4/1/2007         3/1/2037             1143.58              1143.58       4/1/2007               123500
551028445                       100            11.75            4/1/2007         3/1/2037              767.15               767.15       3/1/2007                76000
551028450                        80             10.1            4/1/2007         3/1/2037              718.44               718.44       3/1/2007                84800
551028484                        90             10.9            4/1/2007         3/1/2037              722.75               722.75       3/1/2007                76500
551028487                        80            9.725            4/1/2007         3/1/2037             1015.07              1015.07       3/1/2007               118400
551028628                        95            10.45            4/1/2007         3/1/2037              778.91               778.91       3/1/2007                85500
551028668                        80            8.925            5/1/2007         4/1/2037             1023.02              1023.02       4/1/2007               128000
551028702                       100            11.97            5/1/2007         4/1/2037              671.41               671.41       4/1/2007                65420
551028756                        95            10.05            5/1/2007         4/1/2037              937.67               937.67       4/1/2007               106400
551028800                        80             9.75            5/1/2007         4/1/2037              800.73               800.73       4/1/2007                93200
551028807                        80            11.65            5/1/2007         4/1/2037             1081.89              1081.89       4/1/2007               108000
551028823                        80             9.95            5/1/2007         4/1/2037             1572.98              1572.98       4/1/2007               180000
551028930                        95             9.95            5/1/2007         4/1/2037             1743.39              1743.39       4/1/2007               199500
551028968                        95              8.8            5/1/2007         4/1/2037              775.66               775.66       4/1/2007               102600
551028988                        80             8.95            5/1/2007         4/1/2037              768.35               768.35       4/1/2007                95920
551029087                     89.35            8.075            5/1/2007         4/1/2037             1122.54              1122.54       4/1/2007               151900
551029126                       100            10.85            5/1/2007         4/1/2037               601.3                601.3       4/1/2007                63900
551029290                        90             9.05            5/1/2007         4/1/2037              952.89               952.89       4/1/2007               117900
551029308                        90             10.9            5/1/2007         4/1/2037              657.96               657.96       4/1/2007                69642
551029342                        90               11            5/1/2007         4/1/2037              891.37               891.37       4/1/2007                93600
551029574                        90            9.075            5/1/2007         4/1/2037             1314.06              1314.06       4/1/2007               162225
551029747                        90             8.65            5/1/2007         4/1/2037              817.38               817.38       4/1/2007               104850
551029884                        90            10.05            5/1/2007         4/1/2037             2747.64              2747.64       4/1/2007               311782
551030993                        90             11.2            6/1/2007         5/1/2037              696.58               696.58       5/1/2007                72000
581012346                       100            12.99           11/1/2006        10/1/2036              663.25               663.25       4/1/2007                60000
581013246                     67.27              6.5           12/1/2006        11/1/2036             2004.17              2004.17       3/1/2007               370000
581013988                     66.67             7.45            1/1/2007        12/1/2036             1963.14              1963.14       3/1/2007               300000
581014339                     65.57             7.95            2/1/2007         1/1/2037             1383.12              1383.12       3/1/2007               200000
581014508                        95            11.25            2/1/2007         1/1/2037              505.54               505.54       3/1/2007                52050
581014517                     69.99              9.7            3/1/2007         2/1/2037             2454.81              2454.81       3/1/2007               286950
581014697                        70              6.5            2/1/2007         1/1/2037             1353.89              1353.89       3/1/2007               214200
581014715                     84.09                7            2/1/2007         1/1/2037             2158.31              2157.73       3/1/2007               369996
581014940                     79.87              6.4            2/1/2007         1/1/2037             2063.54              2063.54       3/1/2007               356800
581014943                     81.82                6            2/1/2007         1/1/2037                1350                 1350       3/1/2007               270000
581015048                     89.54             6.89            2/1/2007         1/1/2037             2309.34              2309.34       3/1/2007               351000
581015068                     56.25             7.15            2/1/2007         1/1/2037             1138.24              1138.24       3/1/2007               180000
581015084                        80              7.7            3/1/2007         2/1/2037             2153.27              2153.27       3/1/2007               320000
581015112                     65.87             7.35            2/1/2007         1/1/2037             1598.12              1598.12       3/1/2007               247000
581015145                     78.55              6.8            3/1/2007         2/1/2037             1348.71              1348.71       3/1/2007               238007
581015232                        75              8.9            2/1/2007         1/1/2037             2631.54              2631.54       3/1/2007               330000
581015276                     66.79              7.5            2/1/2007         1/1/2037             1156.25              1156.25       3/1/2007               185000
581015307                     62.74              5.8            4/1/2007         3/1/2037             2153.38              2153.38       4/1/2007               367000
581015313                        90              6.8            2/1/2007         1/1/2037                1734                 1734       2/1/2007               306000
581015334                        65              9.3            3/1/2007         2/1/2037             2711.34              2711.34       3/1/2007               341250
581015336                        60             7.45            2/1/2007         1/1/2037              981.57               981.57       3/1/2007               150000
581015423                        90              6.8            3/1/2007         2/1/2037             2200.25              2200.25       3/1/2007               337500
581015443                     79.55             8.75            3/1/2007         2/1/2037              1316.3               1316.3       3/1/2007               175000
581015446                        80              7.7            3/1/2007         2/1/2037                1309                 1309       3/1/2007               204000
581015489                     69.44                6            3/1/2007         2/1/2037                1250                 1250       4/1/2007               250000
581015503                      59.2              5.7            3/1/2007         2/1/2037             1958.95              1958.95       4/1/2007               370000
581015527                       100            8.495            3/1/2007         2/1/2037             2894.22              2894.22       3/1/2007               395000
581015538                        80                6            3/1/2007         2/1/2037             1474.57              1474.57       4/1/2007               268000
581015622                        90             6.55            3/1/2007         2/1/2037             1473.75              1473.75       3/1/2007               270000
581015633                        80             8.61            3/1/2007         2/1/2037             1423.63              1423.63       3/1/2007               192000
581015650                     84.92              7.4            3/1/2007         2/1/2037             2534.11              2534.11       3/1/2007               366000
581015653                        80              5.8            3/1/2007         2/1/2037             1295.33              1295.33       3/1/2007               268000
581015677                     57.67             7.45            3/1/2007         2/1/2037             1203.72              1203.72       3/1/2007               173000
581015698                     83.12                6            4/1/2007         3/1/2037                1600                 1600       3/1/2007               320000
581015705                        80              6.8            3/1/2007         2/1/2037             1942.27              1942.27       3/1/2007               320000
581015767                        90             8.84            3/1/2007         2/1/2037             2664.32              2664.32       3/1/2007               351000
581015769                        80             7.61            3/1/2007         2/1/2037             1718.85              1718.85       3/1/2007               243200
581015787                     75.92              7.8            3/1/2007         2/1/2037             1338.96              1338.96       3/1/2007               186000
581015802                        90             7.35            3/1/2007         2/1/2037             2012.06              2012.06       3/1/2007               328500
581015807                       100              8.5            4/1/2007         3/1/2037             2652.75              2652.75       3/1/2007               345000
581015816                        90             8.05            3/1/2007         2/1/2037             2294.25              2294.25       4/1/2007               342000
581015829                     74.07              7.1            3/1/2007         2/1/2037             2688.13              2688.13       3/1/2007               400000
581015834                     83.11             6.95            3/1/2007         2/1/2037             2409.49              2409.49       3/1/2007               364000
581015867                       100             8.56            3/1/2007         2/1/2037             2319.51              2319.51       3/1/2007               300000
581015892                     71.15             8.95            3/1/2007         2/1/2037              1419.9               1419.9       3/1/2007               185000
581015894                        85              7.7            3/1/2007         2/1/2037             1744.49              1744.49       3/1/2007               259250
581015918                     88.79              6.6            3/1/2007         2/1/2037              1611.5               1611.5       3/1/2007               293000
581015928                       100              8.7            3/1/2007         2/1/2037             2544.38              2544.38       3/1/2007               340000
581015933                        80              7.9            3/1/2007         2/1/2037             1843.35              1843.35       3/1/2007               268000
581015950                        75              8.4            3/1/2007         2/1/2037              935.89               935.89       3/1/2007               129000
581015957                        90              8.5            3/1/2007         2/1/2037             2214.47              2214.47       3/1/2007               288000
581015961                        80              9.9            3/1/2007         2/1/2037             2692.16              2692.16       3/1/2007               320000
581015964                     52.33              7.6            4/1/2007         3/1/2037             2089.58              2089.58       4/1/2007               314000
581015986                        95             6.25            4/1/2007         3/1/2037             1632.81              1632.81       3/1/2007               313500
581015999                        80              7.8            3/1/2007         2/1/2037             1007.82              1007.82       3/1/2007               140000
581016039                        90             7.65            4/1/2007         3/1/2037             2610.85              2610.85       3/1/2007               400500
581016046                      32.7             6.55            3/1/2007         2/1/2037             1425.43              1425.43       3/1/2007               242000
581016054                        90              7.6            4/1/2007         3/1/2037              1624.5               1624.5       4/1/2007               256500
581016077                        90              6.6            3/1/2007         2/1/2037                1782                 1782       4/1/2007               324000
581016091                        85             8.05            3/1/2007         2/1/2037             2555.09              2555.09       3/1/2007               365500
581016095                        90              8.1            4/1/2007         3/1/2037             1366.68              1366.68       4/1/2007               184500
581016097                        80             6.45            3/1/2007         2/1/2037             1396.56              1396.56       3/1/2007               240000
581016106                       100             9.21            3/1/2007         2/1/2037             2181.56              2181.56       3/1/2007               277000
581016112                        90              6.3            3/1/2007         2/1/2037             1526.18              1526.18       3/1/2007               290700
581016175                     76.45              7.7            4/1/2007         3/1/2037             1864.04              1864.04       4/1/2007               290500
581016178                     78.05              7.4            3/1/2007         2/1/2037             2023.98              2023.98       3/1/2007               320005
581016206                       100             8.55            3/1/2007         2/1/2037             1882.78              1882.78       3/1/2007               255500
581016230                        90              8.4            4/1/2007         3/1/2037             2591.77              2591.77       3/1/2007               340200
581016286                     84.45              5.7            4/1/2007         3/1/2037             1857.25              1857.25       3/1/2007               391000
581016290                     82.73              7.1            4/1/2007         3/1/2037             2218.05              2218.05       3/1/2007               364000
581016316                        80              7.8            4/1/2007         3/1/2037             2735.51              2735.51       4/1/2007               380000
581016337                     33.71              7.4            4/1/2007         3/1/2037             1038.57              1038.57       4/1/2007               150000
581016343                        90            8.075            4/1/2007         3/1/2037             1962.23              1962.23       3/1/2007               291600
581016353                       100             7.76            4/1/2007         3/1/2037             2263.33              2263.33       3/1/2007               350000
581016378                        80              8.1            4/1/2007         3/1/2037             1362.38              1362.38       3/1/2007               183920
581016379                     46.38             7.45            4/1/2007         3/1/2037             1047.08              1047.08       3/1/2007               160011
581016383                     27.78             8.35            4/1/2007         3/1/2037              947.89               947.89       4/1/2007               125000
581016391                        80              7.2            3/1/2007         2/1/2037              1450.1               1450.1       3/1/2007               228000
581016400                     78.75             6.75            4/1/2007         3/1/2037             1468.22              1468.22       4/1/2007               252000
581016405                        90              6.8            4/1/2007         3/1/2037              2014.5               2014.5       5/1/2007               355500
581016442                     86.86             6.25            4/1/2007         3/1/2037             1583.33              1583.33       3/1/2007               304000
581016450                        65            10.99            4/1/2007         3/1/2037             1422.59              1422.59       4/1/2007               149500
581016468                     79.23             6.45            4/1/2007         3/1/2037                1333                 1333       4/1/2007               248000
581016479                      71.3              8.1            4/1/2007         3/1/2037             3037.07              3037.07       3/1/2007               410000
581016494                     82.71              6.5            4/1/2007         3/1/2037             2150.42              2150.42       3/1/2007               397000
581016501                        90             9.45            4/1/2007         3/1/2037             2637.21              2637.21       3/1/2007               315000
581016509                        95            8.175            4/1/2007         3/1/2037             2468.96              2468.96       3/1/2007               356250
581016511                     63.08             7.35            4/1/2007         3/1/2037             2652.75              2652.75       4/1/2007               410000
581016536                        80             7.85            4/1/2007         3/1/2037             1176.62              1176.62       4/1/2007               172000
581017097                      59.5            10.45            4/1/2007         3/1/2037             2168.19              2168.19       3/1/2007               238000
581017102                        80              7.9            4/1/2007         3/1/2037             1270.35              1270.35       4/1/2007               189200
581017110                     79.71             5.75            4/1/2007         3/1/2037             1355.98              1355.98       4/1/2007               282987
581017117                     69.71            11.49            4/1/2007         3/1/2037             1207.22              1207.22       4/1/2007               122000
581017125                     43.75            11.15            4/1/2007         3/1/2037             1686.43              1686.43       4/1/2007               175000
581017150                       100           10.245            4/1/2007         3/1/2037             1549.61              1549.61       3/1/2007               173000
581017166                       100            9.625            4/1/2007         3/1/2037             2028.07              2028.07       3/1/2007               238600
581017169                        70             7.55            4/1/2007         3/1/2037             2065.77              2065.77       3/1/2007               294000
581017174                        90             8.85            4/1/2007         3/1/2037             1059.97              1059.97       4/1/2007               139500
581017185                     89.55            10.15            4/1/2007         3/1/2037             1750.69              1750.69       3/1/2007               197000
581017204                        80             8.25            4/1/2007         3/1/2037             1406.31              1406.31       3/1/2007               187192
581017210                        70             9.95            4/1/2007         3/1/2037             1633.28              1633.28       3/1/2007               186900
581017214                        80              9.1            4/1/2007         3/1/2037              925.48               925.48       3/1/2007               114000
581017218                        85            10.15            4/1/2007         3/1/2037             1359.67              1359.67       3/1/2007               153000
581017220                        95            9.075            4/1/2007         3/1/2037             1531.35              1531.35       3/1/2007               189050
581017226                        80             7.99            4/1/2007         3/1/2037              949.88               949.88       4/1/2007               140000
581017235                        95            7.425            4/1/2007         3/1/2037             1277.72              1277.72       4/1/2007               201400
581017236                        75             8.75            4/1/2007         3/1/2037             1492.76              1492.76       4/1/2007               189750
581017243                        80              8.7            4/1/2007         3/1/2037              852.17               852.17       3/1/2007               116000
581017308                       100           11.345            4/1/2007         3/1/2037              791.59               791.59       3/1/2007                80900
581017311                       100             11.6            4/1/2007         3/1/2037              532.89               532.89       3/1/2007                53400
581017331                        80              7.6            4/1/2007         3/1/2037             1288.23              1288.23       3/1/2007               198800
581017334                        95            8.388            4/1/2007         3/1/2037             1617.64              1617.64       3/1/2007               223250
581017354                     88.14              6.8            4/1/2007         3/1/2037             1748.17              1748.17       3/1/2007               308500
581017362                     49.08             6.85            4/1/2007         3/1/2037             2283.33              2282.76       4/1/2007               400000
581017368                     88.73             8.45            4/1/2007         3/1/2037             2605.42              2605.42       3/1/2007               370000
581017381                     56.44             8.25            5/1/2007         4/1/2037              954.11               954.11       4/1/2007               127000
581017407                       100              8.5            4/1/2007         3/1/2037              2422.5              2421.95       4/1/2007               342000
581017418                     81.33              7.6            4/1/2007         3/1/2037             2187.01              2187.01       4/1/2007               337500
581017435                        85              7.4            4/1/2007         3/1/2037             1694.95              1694.95       4/1/2007               244800
581017455                       100              8.5            4/1/2007         3/1/2037                1615                 1615       4/1/2007               228000
581017496                        90              7.5            4/1/2007         3/1/2037             2422.78              2422.78       4/1/2007               346500
581017515                        90             7.99            4/1/2007         3/1/2037             1979.28              1979.28       4/1/2007               270000
581017541                     75.25             6.25            4/1/2007         3/1/2037             1979.17              1979.17       3/1/2007               380000
581017626                     94.69              8.4            5/1/2007         4/1/2037             2243.61              2243.61       4/1/2007               294500
581017652                        90            10.59            4/1/2007         3/1/2037              1906.2               1906.2       3/1/2007               216000
581017667                     86.79              6.4            5/1/2007         4/1/2037             1895.28              1895.28       4/1/2007               303000
581017673                     94.93              7.5            4/1/2007         3/1/2037             2035.94              2035.94       3/1/2007               318000
581017676                        95             8.25            4/1/2007         3/1/2037             2355.22              2355.22       3/1/2007               313500
581017689                     66.11             7.65            4/1/2007         3/1/2037             2940.94              2940.94       3/1/2007               414500
581017693                     92.69              7.2            4/1/2007         3/1/2037                1863                 1863       3/1/2007               310500
581017694                        80             7.85            4/1/2007         3/1/2037              902.48               902.48       3/1/2007               135200
581017698                        80             7.77            4/1/2007         3/1/2037             1447.07              1447.07       3/1/2007               201600
581017711                        59             10.2            4/1/2007         3/1/2037             1632.18              1632.18       3/1/2007               182900
581017714                        80                8            4/1/2007         3/1/2037             1474.06              1474.06       4/1/2007               212000
581017721                     74.86            6.975            4/1/2007         3/1/2037             2284.31              2284.31       3/1/2007               393000
581017746                        80             7.35            4/1/2007         3/1/2037              844.86               844.86       3/1/2007               134400
581017757                     70.59             5.99            4/1/2007         3/1/2037             1497.53              1497.54       3/1/2007               300007
581017773                        95             9.95            5/1/2007         4/1/2037             4150.93              4150.93       4/1/2007               475000
581017876                        85              8.2            4/1/2007         3/1/2037             2374.86              2374.86       3/1/2007               341700
581017877                        25            7.685            4/1/2007         3/1/2037              711.93               711.93       3/1/2007               100000
581017883                     36.11              7.5            4/1/2007         3/1/2037              908.98               908.98       4/1/2007               130000
581017900                       100            9.745            4/1/2007         3/1/2037             1575.42              1575.42       3/1/2007               190000
581017906                       100             11.5            4/1/2007         3/1/2037              492.17               492.17       4/1/2007                49700
581017927                        95             8.75            5/1/2007         4/1/2037             1965.05              1965.05       4/1/2007               261250
581017952                        90              8.5            5/1/2007         4/1/2037             1432.49              1432.49       4/1/2007               186300
581017953                        90            7.875            5/1/2007         4/1/2037             1794.55              1794.55       4/1/2007               247500
581017955                        85              7.9            4/1/2007         3/1/2037             1698.91              1698.91       3/1/2007               233750
581017963                        80             9.35            4/1/2007         3/1/2037              730.34               730.34       4/1/2007                88000
581018017                        80              7.2            4/1/2007         3/1/2037                1824                 1824       3/1/2007               304000
581018033                     79.91              9.6            4/1/2007         3/1/2037               759.1                759.1       3/1/2007                89500
581018041                        95             8.15            5/1/2007         4/1/2037              1709.8               1709.8       4/1/2007               251750
581018048                        75             9.25            4/1/2007         3/1/2037             3856.29              3856.29       3/1/2007               468750
581018110                        95              7.2            5/1/2007         4/1/2037             1661.58              1661.58       4/1/2007               261250
581018128                        80              5.9            4/1/2007         3/1/2037             1681.66              1681.66       3/1/2007               324000
581018132                        85             6.85            4/1/2007         3/1/2037             2172.18              2172.18       4/1/2007               331500
581018157                     79.91              9.6            4/1/2007         3/1/2037               759.1                759.1       3/1/2007                89500
581018159                     79.91              9.6            4/1/2007         3/1/2037              759.09               759.09       3/1/2007                89499
581018162                     79.91              9.6            4/1/2007         3/1/2037               759.1                759.1       3/1/2007              89499.2
581018163                     79.91              9.6            4/1/2007         3/1/2037               759.1                759.1       3/1/2007              89499.2
581018166                        80             8.55            5/1/2007         4/1/2037             1503.28              1503.28       4/1/2007               204000
581018173                        95             6.83            5/1/2007         4/1/2037             3327.68              3327.68       4/1/2007               565250
581018240                     26.74             9.35            5/1/2007         4/1/2037              904.49               904.49       4/1/2007               114982
581018276                       100              7.8            5/1/2007         4/1/2037              2177.5               2177.5       4/1/2007               335000
581018283                        74             6.65            5/1/2007         4/1/2037             1923.97              1923.97       4/1/2007               299700
581018290                     97.37              8.3            5/1/2007         4/1/2037             1919.38              1919.38       4/1/2007               277500
581018376                     59.74             10.9            5/1/2007         4/1/2037             1738.39              1738.39       4/1/2007               184000
581018415                        80              8.8            5/1/2007         4/1/2037              979.94               979.94       4/1/2007               124000
581018425                        90             8.75            5/1/2007         4/1/2037             2592.19              2592.19       4/1/2007               355500
581018430                        85              7.1            5/1/2007         4/1/2037             1228.14              1228.14       4/1/2007               182750
581018483                        95             7.65            5/1/2007         4/1/2037             1392.94              1392.94       4/1/2007               218500
581018493                     53.33              7.1            5/1/2007         4/1/2037             1005.87              1005.87       4/1/2007               159990
581018497                        95             9.55            5/1/2007         4/1/2037             3008.55              3008.55       4/1/2007               356250
581018512                     48.36               11            5/1/2007         4/1/2037             1266.59              1266.59       4/1/2007               133000
581018578                        85              6.5            5/1/2007         4/1/2037             2025.83              2025.83       4/1/2007               374000
581018591                        95              8.7            5/1/2007         4/1/2037             3310.69              3310.69       4/1/2007               422750
581018845                        80              7.9            5/1/2007         4/1/2037             1961.11              1961.11       4/1/2007               292080
581018939                     85.17            8.075            5/1/2007         4/1/2037             2051.83              2051.83       4/1/2007               277650
581018980                        95            8.335            5/1/2007         4/1/2037             2738.16              2738.16       4/1/2007               380000
581019078                        80              9.5            5/1/2007         4/1/2037             1493.36              1493.36       4/1/2007               177600
581019155                      79.4             5.65            5/1/2007         4/1/2037              1411.4               1411.4       4/1/2007               281870
611025886                        90              9.4           12/1/2006        11/1/2036              902.58               902.58       3/1/2007               112500
611026282                     74.96             6.75            1/1/2007        12/1/2036             3052.99              3052.99       4/1/2007               506000
611026326                     79.52             7.99            2/1/2007         1/1/2037             2402.49              2402.49       4/1/2007               345900
611026360                     75.56              6.5            1/1/2007        12/1/2036             2149.03              2149.03       3/1/2007               340000
611026492                     74.44              7.8            2/1/2007         1/1/2037             2279.16              2279.16       3/1/2007               335000
611026550                     77.76             8.75            2/1/2007         1/1/2037             2202.13              2202.13       3/1/2007               279920
621017765                       100             14.3           10/1/2006         9/1/2036              630.92               630.92       3/1/2007                52200
621019238                     54.78              7.4            4/1/2007         3/1/2037               872.4                872.4       4/1/2007               126000
621019417                       100            14.45            1/1/2007        12/1/2036              463.82               463.82       3/1/2007                38000
621019750                        90             7.67            2/1/2007         1/1/2037             1567.52              1567.52       3/1/2007               220500
621019830                     83.55             8.17            1/1/2007        12/1/2036             1825.35              1825.35       3/1/2007               244800
621019964                       100             12.6            1/1/2007        12/1/2036              354.76               354.76       3/1/2007                33000
621019984                     64.68             7.37            1/1/2007        12/1/2036             1718.93              1718.93       4/1/2007               249000
621020179                        80              7.1            2/1/2007         1/1/2037             1514.67              1514.67       4/1/2007               256000
621020185                       100             11.6            2/1/2007         1/1/2037              638.67               638.67       4/1/2007                64000
621020222                       100             13.6            1/1/2007        12/1/2036              645.84               645.84       3/1/2007                56000
621020252                     49.02              8.4            2/1/2007         1/1/2037              906.87               906.87       2/1/2007               125000
621020282                     95.24            13.35            2/1/2007         1/1/2037              544.14               544.14       4/1/2007                48000
621020315                        80              7.6            2/1/2007         1/1/2037             2598.36              2598.36       3/1/2007               368000
621020327                        70              9.1            2/1/2007         1/1/2037             1390.64              1390.64       3/1/2007               178500
621020395                       100            14.35            2/1/2007         1/1/2037              972.53               972.53       3/1/2007                80200
621020420                        64                7            2/1/2007         1/1/2037             1064.48              1064.48       3/1/2007               160000
621020441                     79.57             8.75            2/1/2007         1/1/2037             2328.63              2328.63       3/1/2007               296000
621020457                     77.61             9.65            1/1/2007        12/1/2036             2933.64              2933.64       3/1/2007               357000
621020721                     88.38            8.125            2/1/2007         1/1/2037             1233.24              1233.24       3/1/2007               175000
621020724                     70.59             9.66            3/1/2007         2/1/2037             2046.08              2046.08       3/1/2007               239995
621020738                     78.85             8.07            2/1/2007         1/1/2037             1514.23              1514.23       3/1/2007               205000
621020757                     67.76             8.45            2/1/2007         1/1/2037             1270.61              1270.61       3/1/2007               166012
621020761                        50             8.47            2/1/2007         1/1/2037             1461.63              1461.63       3/1/2007               200000
621020776                     98.28           12.725            2/1/2007         1/1/2037               867.8                867.8       3/1/2007                80000
621020793                     68.09             8.95            3/1/2007         2/1/2037             2525.24              2525.24       2/1/2007               315250
621020861                        75             8.75            2/1/2007         1/1/2037             1386.56              1386.56       3/1/2007               176250
621020898                        80            7.595            2/1/2007         1/1/2037             1580.84              1580.84       3/1/2007               224000
621020937                        95             11.6            2/1/2007         1/1/2037              261.96               261.96       3/1/2007                26250
621020940                        80             8.55            4/1/2007         3/1/2037              970.21               970.21       3/1/2007               125600
621020956                     79.96             8.35            3/1/2007         2/1/2037             1356.13              1356.13       3/1/2007               187906
621021011                       100             11.6            2/1/2007         1/1/2037              303.37               303.37       3/1/2007                30400
621021052                     58.54             10.2            2/1/2007         1/1/2037              981.63               981.63       3/1/2007               110000
621021061                     67.43             9.35            2/1/2007         1/1/2037                1220                 1220       3/1/2007               147000
621021069                        80             7.37            3/1/2007         2/1/2037              1435.9               1435.9       3/1/2007               208000
621021125                     64.48             6.95            4/1/2007         3/1/2037             2078.52              2078.52       3/1/2007               314000
621021184                     82.78             8.35            3/1/2007         2/1/2037             1920.79              1920.79       3/1/2007               253300
621021251                        80              7.9            3/1/2007         2/1/2037             1771.82              1771.82       4/1/2007               257600
621021297                     17.34            10.44            4/1/2007         3/1/2037              910.58               910.58       4/1/2007               100035
621021324                        80             8.75            3/1/2007         2/1/2037              566.42               566.42       3/1/2007                72000
621021331                     79.26             7.42            4/1/2007         3/1/2037             1484.61              1484.61       4/1/2007               214000
621021375                        55            7.925            3/1/2007         2/1/2037             1119.02              1119.02       3/1/2007               162250
621021403                     69.41             8.35            3/1/2007         2/1/2037             2047.43              2047.43       5/1/2007               270000
621021410                        80             8.05            4/1/2007         3/1/2037              945.14               945.14       3/1/2007               135200
621021525                     63.03             8.75            4/1/2007         3/1/2037             1145.44              1145.44       3/1/2007               145600
621021573                        55             8.62            4/1/2007         3/1/2037             1693.25              1693.25       3/1/2007               217800
621021574                        50              6.6            4/1/2007         3/1/2037              926.06               926.06       3/1/2007               145000
621021584                        65             11.3            5/1/2007         4/1/2037             1114.14              1114.14       4/1/2007               117000
621021596                        80             8.67            3/1/2007         2/1/2037             1749.43              1749.43       3/1/2007               224000
621021626                       100             14.2            3/1/2007         2/1/2037              680.21               680.21       3/1/2007                56650
621021654                     67.05             9.15            3/1/2007         2/1/2037             1427.02              1427.02       3/1/2007               175000
621021668                        95             10.6            3/1/2007         2/1/2037             1294.53              1294.53       3/1/2007               144400
621021685                        90              9.9            4/1/2007         3/1/2037             2756.76              2756.76       4/1/2007               316800
621021689                       100             14.2            3/1/2007         2/1/2037              360.22               360.22       3/1/2007                30000
621021690                     66.67             6.85            3/1/2007         2/1/2037             1244.99              1244.99       4/1/2007               190000
621021707                        80               10            3/1/2007         2/1/2037              2785.2               2785.2       3/1/2007               328000
621021744                      82.7              7.7            4/1/2007         3/1/2037             1090.83              1090.83       3/1/2007               153000
621021753                     80.52              7.3            3/1/2007         2/1/2037             1286.13              1286.13       3/1/2007               187600
621021814                        80             8.25            4/1/2007         3/1/2037             2013.39              2013.39       4/1/2007               268000
621021819                        85             8.25            3/1/2007         2/1/2037             2094.21              2094.21       2/1/2007               293250
621021835                        85             9.85            3/1/2007         2/1/2037             1620.37              1620.37       3/1/2007               187000
621021845                        80             7.85            3/1/2007         2/1/2037              754.13               754.13       3/1/2007               110240
621021846                       100            13.45            3/1/2007         2/1/2037              314.59               314.59       3/1/2007                27560
621021923                        80             6.27            4/1/2007         3/1/2037             1308.06              1308.06       4/1/2007             211997.5
621021934                        85             8.65            3/1/2007         2/1/2037             2425.24              2425.24       3/1/2007               311100
621021936                     60.79             6.77            4/1/2007         3/1/2037             1209.67              1209.67       3/1/2007               200012
621021972                     68.18            8.875            4/1/2007         3/1/2037             1193.47              1193.47       3/1/2007               150000
621021980                        80             7.65            3/1/2007         2/1/2037             2477.21              2477.21       3/1/2007               380000
621022008                        85             8.22            4/1/2007         3/1/2037             1846.68              1846.68       3/1/2007               246500
621022076                        80             8.37            3/1/2007         2/1/2037             1519.44              1519.44       3/1/2007               200000
621022083                        58             8.05            4/1/2007         3/1/2037             1069.02              1069.02       3/1/2007               145000
621022101                     51.28             8.62            4/1/2007         3/1/2037             1554.87              1554.87       3/1/2007               200000
621022103                        85             8.25            4/1/2007         3/1/2037             2138.81              2138.81       4/1/2007               306000
621022125                       100             13.6            3/1/2007         2/1/2037              380.55               380.55       4/1/2007                32997
621022178                        70             6.85            4/1/2007         3/1/2037              1057.7               1057.7       3/1/2007               179200
621022180                       100            9.975            3/1/2007         2/1/2037             1381.18              1381.18       4/1/2007               165000
621022214                        85             8.15            4/1/2007         3/1/2037             2119.25              2119.25       3/1/2007               284750
621022280                        85              8.1            4/1/2007         3/1/2037             2014.83              2014.83       3/1/2007               272000
621022287                     60.83             8.45            3/1/2007         2/1/2037             1330.89              1330.89       4/1/2007               182490
621022329                        90             9.87            4/1/2007         3/1/2037             2070.13              2070.13       3/1/2007               238500
621022332                        65            8.975            4/1/2007         3/1/2037             1889.05              1889.05       4/1/2007               235300
621022337                        85              6.2            4/1/2007         3/1/2037             1645.09              1645.09       4/1/2007               268600
621022382                        75             9.15            4/1/2007         3/1/2037             1620.68              1620.68       4/1/2007               198750
621022418                     62.85             9.87            4/1/2007         3/1/2037             1952.96              1952.96       4/1/2007               225000
621022442                     62.07            7.375            4/1/2007         3/1/2037             1106.25              1106.25       3/1/2007               180000
621022451                        72                7            4/1/2007         3/1/2037             1676.56              1676.56       3/1/2007               252000
621022453                        90             7.97            4/1/2007         3/1/2037             1401.22              1401.22       4/1/2007               207000
621022454                     65.57             6.82            4/1/2007         3/1/2037             1306.52              1306.52       3/1/2007               200000
621022466                        70              9.4            4/1/2007         3/1/2037             1235.53              1235.53       3/1/2007               154000
621022499                        85             7.35            4/1/2007         3/1/2037             2004.41              2004.41       3/1/2007               327250
621022508                     73.11              8.5            4/1/2007         3/1/2037             1191.76              1191.76       3/1/2007             154993.2
621022511                        80             9.15            4/1/2007         3/1/2037             2739.87              2739.87       3/1/2007               336000
621022533                     46.86              9.6            4/1/2007         3/1/2037              915.99               915.99       3/1/2007               112000
621022542                        85              8.1            4/1/2007         3/1/2037              906.53               906.53       3/1/2007               134300
621022599                     56.45              7.5            4/1/2007         3/1/2037             1120.41              1120.41       4/1/2007               175000
621022630                        95            11.35            5/1/2007         4/1/2037             1376.28              1376.28       4/1/2007               140600
621022641                     56.45              8.8            4/1/2007         3/1/2037             1382.98              1382.98       3/1/2007               175000
621022650                        85             8.32            4/1/2007         3/1/2037             1838.31              1838.31       3/1/2007               243100
621022678                        80             7.85            4/1/2007         3/1/2037              850.64               850.64       3/1/2007               117600
621022707                        80             7.99            4/1/2007         3/1/2037              665.83               665.69       3/1/2007               100000
621022712                     54.26              8.2            5/1/2007         4/1/2037             1046.86              1046.86       4/1/2007               140000
621022777                        80              8.3            5/1/2007         4/1/2037             1781.29              1781.29       4/1/2007               236000
621022907                        95             8.55            4/1/2007         3/1/2037             1042.05              1042.05       3/1/2007               134900
621022923                        90             8.75            5/1/2007         4/1/2037             1557.67              1557.67       4/1/2007               198000
621022938                      54.6              7.9            5/1/2007         4/1/2037             1380.93              1380.93       4/1/2007               190000
621023011                     39.22            8.875            4/1/2007         3/1/2037              795.64               795.64       3/1/2007               100000
621023063                     82.29             6.25            5/1/2007         4/1/2037              1748.7               1748.7       4/1/2007               335750
621023098                        80             7.95            5/1/2007         4/1/2037             2044.79              2044.79       4/1/2007               280000
621023110                     51.22             7.87            5/1/2007         4/1/2037             1377.25              1377.25       4/1/2007               210000
621023191                        90            9.775            5/1/2007         4/1/2037             1394.81              1394.81       4/1/2007               162000
621023228                      62.5              8.9            5/1/2007         4/1/2037             1668.75              1668.75       4/1/2007               225000
621023333                        90              9.5            5/1/2007         4/1/2037             2194.63              2194.63       4/1/2007               261000
621023346                        95             10.1            5/1/2007         4/1/2037             2396.06              2396.06       4/1/2007               270750
621023357                     28.57              9.3            5/1/2007         4/1/2037               826.3                826.3       4/1/2007               100000
621023444                        80             8.25            5/1/2007         4/1/2037             2103.55              2103.55       4/1/2007               280000
621023506                        90             8.75            5/1/2007         4/1/2037             2760.78              2760.78       4/1/2007             350931.6
621023566                        90             7.65            5/1/2007         4/1/2037             2477.62              2477.62       4/1/2007               349200
621023808                        75             6.85            5/1/2007         4/1/2037             1049.14              1049.14       4/1/2007               177750
621023896                        85             8.25            5/1/2007         4/1/2037              957.86               957.86       4/1/2007               127500
621023950                      50.2              8.1            5/1/2007         4/1/2037              925.93               925.93       4/1/2007               125000
621024069                        90             7.65            5/1/2007         4/1/2037             2809.68              2809.68       4/1/2007               396000
631015909                        85             7.15            1/1/2007        12/1/2036             1980.63              1980.63       3/1/2007               293250
631016048                     56.25              8.1            1/1/2007        12/1/2036             1897.63              1897.63       2/1/2007               270000
631016064                        70             7.25            2/1/2007         1/1/2037             1791.08              1791.08       3/1/2007               280000
651022040                        90             11.8           12/1/2006        11/1/2036              519.79               519.79       3/1/2007                51300
651023393                     80.71              6.7            1/1/2007        12/1/2036             1255.07              1255.07       3/1/2007               194500
661018921                       100             12.5           11/1/2006        10/1/2036              747.08               747.08       3/1/2007                70000
661019317                       100            14.05            1/1/2007        12/1/2036              689.52               689.52       3/1/2007                58000
661019648                     79.74             6.75            1/1/2007        12/1/2036             1991.19              1991.19       3/1/2007               306999
661019715                        50             7.05            1/1/2007        12/1/2036             1337.33              1337.33       3/1/2007               200000
661019761                     45.81              7.1            1/1/2007        12/1/2036             1353.55              1353.55       3/1/2007               215291
661019950                     87.38              7.2            3/1/2007         2/1/2037             1761.75              1761.75       3/1/2007               277000
661020087                        60             7.45            1/1/2007        12/1/2036             1565.54              1565.54       3/1/2007               225000
661020150                     89.85             7.85            1/1/2007        12/1/2036             1998.41              1998.41       3/1/2007               305490
661020195                      77.9             6.15            1/1/2007        12/1/2036             1481.13              1481.13       3/1/2007               289000
661020249                     69.88            11.25            2/1/2007         1/1/2037             1357.34              1357.34       3/1/2007               139750
661020268                        70              7.9            2/1/2007         1/1/2037             1468.49              1468.49       4/1/2007               213500
661020285                        90                9            4/1/2007         3/1/2037             2570.77              2570.77       3/1/2007               319500
661020341                        80             7.85            2/1/2007         1/1/2037             1149.25              1149.25       3/1/2007               168000
661020370                     72.29             7.05            2/1/2007         1/1/2037              1875.2               1875.2       3/1/2007               300000
661020527                     71.07              5.6            2/1/2007         1/1/2037             1912.69              1912.69       4/1/2007               366000
661020605                        80             7.75            3/1/2007         2/1/2037              1380.3               1380.3       3/1/2007               204000
661020630                        80              6.9            3/1/2007         2/1/2037              1953.1               1953.1       3/1/2007               318000
661020801                     84.36              7.7            2/1/2007         1/1/2037             1654.07              1654.07       3/1/2007               232000
661020846                        80              8.2            2/1/2007         1/1/2037             1477.55              1477.55       3/1/2007               208000
661020918                      52.8             6.85            2/1/2007         1/1/2037             2162.36              2162.36       3/1/2007               330000
661020919                        90             8.15            2/1/2007         1/1/2037              990.23               990.23       3/1/2007               145800
661020939                        80             8.25            2/1/2007         1/1/2037             2856.56              2856.56       3/1/2007               400000
661020952                        95             12.8            2/1/2007         1/1/2037              487.49               487.49       3/1/2007                44700
661020967                     74.45            7.625            4/1/2007         3/1/2037             1351.34              1351.34       3/1/2007               202500
661020981                        80              8.6            3/1/2007         2/1/2037             2370.27              2370.27       2/1/2007               320000
661021004                     79.08             7.35            2/1/2007         1/1/2037             1002.87              1002.87       3/1/2007               155000
661021040                     83.95                7            3/1/2007         2/1/2037             2112.87              2112.87       3/1/2007               340000
661021072                     62.08             6.55            2/1/2007         1/1/2037             1755.29              1755.29       3/1/2007               298000
661021092                     74.14             7.95            2/1/2007         1/1/2037             2230.29              2230.29       4/1/2007               322500
661021154                        80              8.1            2/1/2007         1/1/2037              2121.5               2121.5       3/1/2007               286400
661021241                        80             7.85            3/1/2007         2/1/2037             1764.94              1764.94       4/1/2007               244000
661021246                        80              8.5            3/1/2007         2/1/2037             1291.77              1291.77       3/1/2007               168000
661021296                     61.37              8.9            3/1/2007         2/1/2037              3205.7               3205.7       3/1/2007               402000
661021304                     71.95             9.25            2/1/2007         1/1/2037             2426.89              2426.89       3/1/2007               295000
661021305                     58.45             7.25            3/1/2007         2/1/2037             1521.78              1521.78       3/1/2007               237900
661021389                        80             7.65            3/1/2007         2/1/2037             1793.41              1793.41       3/1/2007               268000
661021392                        75               10            2/1/2007         1/1/2037             2599.81              2599.81       3/1/2007               296250
661021456                     67.68            6.225            3/1/2007         2/1/2037             1774.69              1774.69       4/1/2007               288994
661021458                        85             7.05            3/1/2007         2/1/2037             1847.69              1847.69       3/1/2007               314500
661021490                     73.85              5.6            3/1/2007         2/1/2037             1653.35              1653.35       3/1/2007               288000
661021526                     26.04             7.45            4/1/2007         3/1/2037              869.74               869.74       3/1/2007               125000
661021545                        72              5.6            4/1/2007         3/1/2037                1680                 1680       3/1/2007               360000
661021546                        80              9.6            3/1/2007         2/1/2037             2340.92              2340.92       3/1/2007               276000
661021561                        75              8.1            3/1/2007         2/1/2037             1792.21              1792.21       3/1/2007               255000
661021563                     77.53              6.8            3/1/2007         2/1/2037             1999.93              1999.93       3/1/2007               329500
661021565                     61.09             8.25            3/1/2007         2/1/2037              964.09               964.09       3/1/2007               135000
661021598                     76.53             8.05            3/1/2007         2/1/2037             1382.35              1382.35       4/1/2007               187500
661021755                       100            8.395            3/1/2007         2/1/2037             1923.85              1923.51       4/1/2007               275000
661021756                     73.21              6.5            4/1/2007         3/1/2037             1943.61              1943.61       3/1/2007               307500
661021768                     59.38             8.15            5/1/2007         4/1/2037             1272.66              1272.66       4/1/2007               171000
661021773                        80              7.9            3/1/2007         2/1/2037             1788.33              1788.33       4/1/2007               260000
661021810                     68.85              6.8            3/1/2007         2/1/2037             1086.45              1086.45       4/1/2007               179000
661021831                     83.61             7.55            3/1/2007         2/1/2037             1893.77              1892.43       4/1/2007               300996
661021839                     74.78              7.3            4/1/2007         3/1/2037             1158.61              1158.61       4/1/2007               169000
661021848                        90             7.75            3/1/2007         2/1/2037             2740.31              2740.31       3/1/2007               405000
661021850                        90              9.4            3/1/2007         2/1/2037             1408.02              1408.02       3/1/2007               175500
661021854                        70              7.9            3/1/2007         2/1/2037             2671.01              2671.01       3/1/2007               367500
661021872                     69.43              7.1            3/1/2007         2/1/2037             1527.76              1527.76       3/1/2007               243000
661021878                     74.23             6.75            3/1/2007         2/1/2037             1709.06              1709.06       4/1/2007               263500
661021880                     59.77              6.4            3/1/2007         2/1/2037              1503.7               1503.7       4/1/2007             259999.5
661021884                     75.71             6.35            3/1/2007         2/1/2037              1836.5               1836.5       4/1/2007               319500
661021885                     98.99            9.095            3/1/2007         2/1/2037             2297.11              2297.11       3/1/2007               295000
661021929                     48.64              7.5            4/1/2007         3/1/2037              748.16               748.16       3/1/2007               107000
661021946                        90              7.8            3/1/2007         2/1/2037              2539.7               2539.7       3/1/2007               352800
661021948                        90              8.6            3/1/2007         2/1/2037             1899.68              1899.68       3/1/2007               244800
661021983                     74.74              6.7            3/1/2007         2/1/2037             1313.48              1313.48       3/1/2007               219000
661022042                        85             8.55            3/1/2007         2/1/2037             1969.77              1969.77       3/1/2007               255000
661022052                     60.88              6.7            4/1/2007         3/1/2037             1460.42              1460.42       4/1/2007               243500
661022059                     47.37             7.35            4/1/2007         3/1/2037              1102.5               1102.5       3/1/2007               180000
661022097                     70.27              6.6            4/1/2007         3/1/2037             1540.74              1540.74       3/1/2007               259999
661022131                     84.31              6.9            4/1/2007         3/1/2037             1320.49              1320.49       4/1/2007               215000
661022138                     64.99              6.3            3/1/2007         2/1/2037             1783.03              1783.03       3/1/2007               324950
661022155                        90             7.75            3/1/2007         2/1/2037              1418.5               1418.5       3/1/2007               198000
661022156                     72.33             9.85            4/1/2007         3/1/2037             2000.78              2000.78       3/1/2007               243750
661022168                     42.98             8.45            3/1/2007         2/1/2037              736.59               736.59       3/1/2007               101000
661022186                     62.22             7.55            3/1/2007         2/1/2037              1967.4               1967.4       3/1/2007               280000
661022188                        90             9.35            3/1/2007         2/1/2037             2069.48              2069.48       3/1/2007               259200
661022222                        90               10            4/1/2007         3/1/2037             2077.21              2077.21       3/1/2007               236700
661022232                        80                7            4/1/2007         3/1/2037             1532.86              1532.86       3/1/2007               230400
661022236                        90             7.65            3/1/2007         2/1/2037             2229.49              2229.49       3/1/2007               342000
661022252                        80              5.8            5/1/2007         4/1/2037             1173.51              1173.51       4/1/2007               200000
661022265                        90             8.55            3/1/2007         2/1/2037             2162.06              2162.06       3/1/2007               293400
661022277                     62.78             6.65            4/1/2007         3/1/2037             1646.93              1646.93       3/1/2007               276250
661022295                     70.31              7.3            3/1/2007         2/1/2037             1085.64              1085.64       3/1/2007               168750
661022310                     74.52              7.4            3/1/2007         2/1/2037              955.83               955.83       3/1/2007               155000
661022328                     60.65              6.8            4/1/2007         3/1/2037              1870.7               1870.7       3/1/2007               319000
661022332                        90              8.9            4/1/2007         3/1/2037              2803.5               2803.5       3/1/2007               378000
661022336                     76.61             7.75            4/1/2007         3/1/2037              905.55               905.55       4/1/2007               126400
661022348                        70             9.74            4/1/2007         3/1/2037             1472.19              1472.19       3/1/2007               171500
661022389                        90             7.35            4/1/2007         3/1/2037             2325.28              2325.28       3/1/2007               337500
661022395                      78.4             6.99            4/1/2007         3/1/2037              2283.4               2283.4       3/1/2007               392000
661022473                        65              6.6            4/1/2007         3/1/2037             1503.85              1503.85       3/1/2007               263250
661022500                     71.43             7.65            4/1/2007         3/1/2037             1466.25              1466.25       3/1/2007               230000
661022508                       100            13.45            3/1/2007         2/1/2037              502.25               502.25       3/1/2007                44000
661022542                     56.61              7.7            4/1/2007         3/1/2037             2139.05              2139.05       4/1/2007               300024
661022571                      77.2             6.95            4/1/2007         3/1/2037             2376.26              2376.26       4/1/2007               358980
661022580                      59.8            5.825            4/1/2007         3/1/2037             1566.23              1566.23       4/1/2007               305000
661022600                        85             7.65            4/1/2007         3/1/2037             1404.95              1404.95       3/1/2007               209950
661022614                        65              7.5            4/1/2007         3/1/2037             1411.56              1411.56       4/1/2007               214500
661022623                        75             8.95            4/1/2007         3/1/2037             1501.93              1501.93       4/1/2007               187500
661022628                     60.44             5.75            5/1/2007         4/1/2037             1303.33              1303.33       4/1/2007               272000
661022660                        65            7.975            4/1/2007         3/1/2037             1727.92              1727.92       3/1/2007               260000
661022713                        85             7.25            4/1/2007         3/1/2037             1746.04              1745.71       4/1/2007               289000
661022728                      64.1             7.05            4/1/2007         3/1/2037                1003                 1003       3/1/2007               150000
661022731                     33.33             8.75            4/1/2007         3/1/2037              564.13               564.13       3/1/2007                75000
661022743                     76.05              7.6            4/1/2007         3/1/2037             1412.15              1412.15       3/1/2007               200000
661022754                        95              8.4            4/1/2007         3/1/2037             2136.59              2136.59       3/1/2007               294500
661022768                        80             8.45            4/1/2007         3/1/2037             1163.37              1163.37       3/1/2007               152000
661022844                        80             8.45            4/1/2007         3/1/2037             1808.65              1808.65       3/1/2007               248000
661022864                        80              7.7            4/1/2007         3/1/2037             1642.67              1642.67       4/1/2007               256000
661022886                        80             7.55            5/1/2007         4/1/2037                1661                 1661       4/1/2007               264000
661022898                     72.33              7.8            5/1/2007         4/1/2037             2721.39              2721.39       4/1/2007               400000
661022907                      62.5             6.95            5/1/2007         4/1/2037             1489.38              1489.38       4/1/2007               225000
661022954                        70             6.25            4/1/2007         3/1/2037             1594.71              1594.71       4/1/2007               259000
661022970                     47.25             6.75            4/1/2007         3/1/2037             2123.82              2123.82       3/1/2007               352000
661022971                        90             7.35            4/1/2007         3/1/2037                1764              1763.28       4/1/2007               288000
661022984                     61.84              6.3            3/1/2007         2/1/2037             1875.59              1875.49       4/1/2007               303016
661023029                        95             7.98            5/1/2007         4/1/2037             1515.98              1515.98       4/1/2007               218500
661023056                     75.83             5.99            4/1/2007         3/1/2037             1597.33              1597.33       3/1/2007               320000
661023082                        90            10.99            5/1/2007         4/1/2037              565.23               565.23       4/1/2007                59400
661023089                        95             8.99            4/1/2007         3/1/2037             1316.66              1316.66       3/1/2007               175750
661023138                        95             12.2            4/1/2007         3/1/2037              614.94               614.94       3/1/2007                58900
661023154                     39.06            10.75            4/1/2007         3/1/2037              700.11               700.11       4/1/2007                75000
661023155                     96.23            7.315            4/1/2007         3/1/2037             1900.68              1900.68       3/1/2007               311800
661023172                        60                6            4/1/2007         3/1/2037              821.19               821.19       3/1/2007               156000
661023223                        90             10.5            5/1/2007         4/1/2037             2963.76              2963.76       4/1/2007               324000
661023224                        80            6.875            4/1/2007         3/1/2037             1902.08              1902.08       3/1/2007               332000
661023231                     63.51              8.2            5/1/2007         4/1/2037             1757.22              1757.22       4/1/2007               235000
661023233                        90            11.25            5/1/2007         4/1/2037              524.48               524.48       4/1/2007                54000
661023235                        90            11.25            5/1/2007         4/1/2037              541.96               541.96       4/1/2007                55800
661023271                        95             9.25            4/1/2007         3/1/2037             1484.93              1484.93       3/1/2007               180500
661023333                     77.14              8.7            5/1/2007         4/1/2037             1691.57              1691.57       4/1/2007               216000
661023340                        95              6.5            5/1/2007         4/1/2037             2006.88              2006.88       4/1/2007               370500
661023346                     94.98              8.3            4/1/2007         3/1/2037             2759.09              2759.09       3/1/2007               398905
661023361                       100             7.25            5/1/2007         4/1/2037                2175                 2175       4/1/2007               360000
661023396                      53.3              8.2            4/1/2007         3/1/2037             1911.97              1911.97       3/1/2007               279800
661023400                     53.19             11.2            4/1/2007         3/1/2037             2418.67              2418.67       3/1/2007               250000
661023404                     78.57              7.8            5/1/2007         4/1/2037             1187.79              1187.79       4/1/2007               165000
661023450                      52.6             8.05            4/1/2007         3/1/2037              1341.8               1341.8       3/1/2007               182000
661023451                     72.68              7.6            5/1/2007         4/1/2037             1821.67              1821.67       4/1/2007               258000
661023452                        65              7.4            4/1/2007         3/1/2037             1507.66              1507.66       3/1/2007               217750
661023466                        95              8.8            4/1/2007         3/1/2037             2732.77              2732.77       3/1/2007               345800
661023521                     43.37                9            5/1/2007         4/1/2037             1365.43              1365.43       4/1/2007               180000
661023535                     41.67              6.7            4/1/2007         3/1/2037             1116.67              1116.67       3/1/2007               200000
661023561                        95              8.6            4/1/2007         3/1/2037             2427.68              2427.68       3/1/2007               327750
661023580                        70             6.55            5/1/2007         4/1/2037             1756.77              1756.77       4/1/2007               276500
661023622                        95              9.5            5/1/2007         4/1/2037             1385.21              1385.21       4/1/2007               171000
661023627                        80             7.55            5/1/2007         4/1/2037             2013.33              2013.33       4/1/2007               320000
661023655                        79              6.7            5/1/2007         4/1/2037             1609.95              1609.95       4/1/2007               288350
661023681                        85             8.15            5/1/2007         4/1/2037             1067.99              1067.99       4/1/2007               157250
661023771                     94.97                7            5/1/2007         4/1/2037             1761.67              1761.67       4/1/2007               302000
661023942                     45.83              6.6            5/1/2007         4/1/2037             1404.95              1404.95       4/1/2007               219984
661024073                     84.44             8.25            5/1/2007         4/1/2037              2854.8               2854.8       4/1/2007               379998
661024097                        90              9.1            5/1/2007         4/1/2037              2374.6               2374.6       4/1/2007               292500
661024141                        95            8.475            5/1/2007         4/1/2037             1111.41              1111.41       4/1/2007               152000
661024332                        70              8.1            5/1/2007         4/1/2037             1711.13              1711.13       4/1/2007               231000
661024497                        90              7.2            4/1/2007         3/1/2037             1156.27              1156.27       4/1/2007               181800
661024502                      58.5            6.775            4/1/2007         3/1/2037             2438.38              2438.38       3/1/2007               374985
661024524                        65             7.45            4/1/2007         3/1/2037             1402.02              1402.02       4/1/2007               201500
671016061                     72.55             6.75            2/1/2007         1/1/2037             2081.25              2081.25       3/1/2007               370000
671016188                     84.47             8.15            2/1/2007         1/1/2037             2190.44              2190.44       3/1/2007               310000
671016239                        80             9.35            1/1/2007        12/1/2036             2888.16              2888.16       2/1/2007               348000
671016269                     78.41              6.9            1/1/2007        12/1/2036             2118.92              2118.92       3/1/2007               345000
671016313                        75             8.95            1/1/2007        12/1/2036              2493.2               2493.2       3/1/2007               311250
671016407                     69.52             5.75            1/1/2007        12/1/2036             1748.96              1748.96       3/1/2007               365000
671016449                     65.57             7.05            2/1/2007         1/1/2037             2500.27              2500.27       3/1/2007               400000
671016503                        80             8.14            2/1/2007         1/1/2037             1524.61              1524.61       4/1/2007               216000
671016526                        70             6.95            1/1/2007        12/1/2036             1783.83              1783.83       3/1/2007               308000
671016612                     59.41              7.6            2/1/2007         1/1/2037             1996.42              1996.42       3/1/2007               300000
671016658                     54.05             8.35            2/1/2007         1/1/2037             2262.48              2262.48       3/1/2007               313490
671016681                        90             7.82            2/1/2007         1/1/2037             1626.19              1626.19       3/1/2007               238500
671016683                     72.75             7.95            2/1/2007         1/1/2037              2565.7               2565.7       3/1/2007               371000
671016719                     54.79              7.3            3/1/2007         2/1/2037             1286.68              1286.68       9/1/2007               200000
671016739                     43.75              7.1            2/1/2007         1/1/2037             1760.38              1760.38       3/1/2007               280000
671016758                        75              8.2            2/1/2007         1/1/2037             1465.12              1465.12       3/1/2007               206250
671016803                     65.37              7.7            3/1/2007         2/1/2037             2623.75              2623.75       3/1/2007               368008
671016836                     52.97              6.6            2/1/2007         1/1/2037              740.74               740.74       5/1/2007               125000
671016839                        86              7.8            2/1/2007         1/1/2037             2352.54              2352.54       3/1/2007               326800
671016894                     68.52            6.355            2/1/2007         1/1/2037              1077.7               1077.7       4/1/2007               203500
671016895                     73.73             8.45            2/1/2007         1/1/2037             1166.87              1166.87       3/1/2007               160000
671016906                        75              6.7            3/1/2007         2/1/2037             1556.38              1556.38       3/1/2007               259500
671016929                     89.58            7.925            2/1/2007         1/1/2037             2069.76              2069.76       3/1/2007               300100
671016990                        90              8.1            3/1/2007         2/1/2037             1834.38              1834.38       3/1/2007               261000
671017023                        80              7.5            2/1/2007         1/1/2037             1974.21              1974.21       4/1/2007               300000
671017045                        80              8.6            2/1/2007         1/1/2037             2678.41              2678.41       3/1/2007               361600
671017060                     70.15             9.15            2/1/2007         1/1/2037             1839.88              1839.88       3/1/2007               235000
671017068                     61.78             6.99            2/1/2007         1/1/2037              3873.2               3873.2       3/1/2007               624000
671017133                        65             9.85            2/1/2007         1/1/2037              1279.1               1279.1       2/1/2007               152750
671017146                        85              7.1            3/1/2007         2/1/2037             1603.21              1603.21       4/1/2007               255000
671017194                      62.5             8.85            3/1/2007         2/1/2037             2580.02              2580.02       3/1/2007               325000
671017195                        85             7.15            3/1/2007         2/1/2037             1492.65              1492.65       3/1/2007               221000
671017208                        95              7.6            5/1/2007         4/1/2037             1305.49              1305.49       4/1/2007               196175
671017224                        84              7.9            3/1/2007         2/1/2037             1762.19              1762.19       3/1/2007               256200
671017235                      71.3             6.45            3/1/2007         2/1/2037             1431.47              1431.47       3/1/2007               246000
671017239                        90              8.9            3/1/2007         2/1/2037             2153.08              2153.08       4/1/2007               270000
671017288                        80             6.95            3/1/2007         2/1/2037             1383.88              1383.88       3/1/2007               224000
671017326                        90             8.85            3/1/2007         2/1/2037             3008.94              3008.94       3/1/2007               396000
671017335                        65              8.7            3/1/2007         2/1/2037             3817.77              3817.77       4/1/2007               487500
671017369                     41.55             6.95            3/1/2007         2/1/2037             1853.41              1853.41       3/1/2007               300000
671017380                        80             7.55            3/1/2007         2/1/2037             2043.54              2043.54       3/1/2007               308800
671017384                        90              8.6            3/1/2007         2/1/2037                2193                 2193       3/1/2007               306000
671017442                     66.67                6            4/1/2007         3/1/2037                 800                  800       4/1/2007               160000
671017471                        80             7.85            3/1/2007         2/1/2037             1417.74              1417.74       3/1/2007               196000
671017533                        90            8.275            3/1/2007         2/1/2037             1890.85              1890.85       4/1/2007               251100
671017553                        80              9.6            3/1/2007         2/1/2037             2205.22              2205.22       3/1/2007               260000
671017573                        85              7.2            3/1/2007         2/1/2037              2152.2               2152.2       3/1/2007               358700
671017579                        90              7.8            3/1/2007         2/1/2037              991.95               991.95       3/1/2007               145800
671017653                     39.87             8.25            4/1/2007         3/1/2037             2135.28              2135.28       3/1/2007               299000
671017658                        90             8.75            3/1/2007         2/1/2037             2053.29              2053.29       3/1/2007               261000
671017671                     66.42             8.25            3/1/2007         2/1/2037             1990.86              1990.86       3/1/2007               265000
671017683                        80             7.85            3/1/2007         2/1/2037             1373.63              1373.63       3/1/2007               200800
671017686                       100             8.75            3/1/2007         2/1/2037              2769.8               2769.8       3/1/2007               375000
671017701                        70              6.4            4/1/2007         3/1/2037             2254.95              2254.95       4/1/2007               360500
671017712                     72.19                7            3/1/2007         2/1/2037              838.93               838.93       4/1/2007               135000
671017735                        75              6.6            4/1/2007         3/1/2037             1285.34              1285.34       3/1/2007               225000
671017739                        80              7.7            3/1/2007         2/1/2037             1745.33              1745.33       3/1/2007               272000
671017748                     45.18              6.4            4/1/2007         3/1/2037             1907.51              1907.51       3/1/2007               329820
671017797                        70             7.55            4/1/2007         3/1/2037             1524.73              1524.73       3/1/2007               217000
671017798                     61.16             6.99            3/1/2007         2/1/2037             2223.42              2223.42       3/1/2007               370000
671017840                        90             8.15            4/1/2007         3/1/2037              2659.2               2659.2       3/1/2007               357300
671017868                        95              7.1            4/1/2007         3/1/2037             1157.77              1157.77       4/1/2007               190000
671017879                     72.94              5.6            4/1/2007         3/1/2037             1540.99              1540.99       3/1/2007               310000
671017887                     60.19              7.7            4/1/2007         3/1/2037             2317.12              2317.12       3/1/2007               325000
671017900                     61.19             6.15            4/1/2007         3/1/2037             2101.25              2101.25       4/1/2007               410000
671017911                        75            10.15            4/1/2007         3/1/2037             1566.29              1566.29       3/1/2007               176250
671017940                        80              7.2            4/1/2007         3/1/2037             1777.08              1777.08       3/1/2007               288000
671017943                        85             8.25            4/1/2007         3/1/2037              940.88               940.88       3/1/2007               131750
671017963                        80             7.75            4/1/2007         3/1/2037             1984.37              1984.37       4/1/2007               300800
671017966                        85              7.8            4/1/2007         3/1/2037             1748.59              1748.59       3/1/2007               263500
671017982                        90             6.85            4/1/2007         3/1/2037             1978.23              1978.23       4/1/2007               324000
671018039                        85              6.6            4/1/2007         3/1/2037             1175.08              1175.08       3/1/2007               205700
671018040                     36.42              7.8            4/1/2007         3/1/2022             1633.37              1633.37       4/1/2007               173000
671018046                        80             6.99            4/1/2007         3/1/2037                1165                 1165       3/1/2007               200000
671018048                        95             6.75            4/1/2007         3/1/2037             1726.03              1726.03       3/1/2007               306850
671018049                        85              7.3            4/1/2007         3/1/2037             1672.45              1672.45       3/1/2007               243950
671018056                        95              9.6            4/1/2007         3/1/2037             1595.39              1595.39       4/1/2007               188100
671018066                     46.76              6.6            5/1/2007         4/1/2037             1925.93              1925.93       4/1/2007               325000
671018085                        95              7.8            4/1/2007         3/1/2037             1103.24              1103.24       3/1/2007               166250
671018375                        68              7.5            5/1/2007         4/1/2037             1188.66              1188.66       4/1/2007               170000
671018446                        85            6.645            4/1/2007         3/1/2037             1172.32              1172.32       4/1/2007               204000
671018464                        90             8.95            4/1/2007         3/1/2037             1189.53              1189.53       3/1/2007               148500
671018480                        90              9.7            5/1/2007         4/1/2037              1231.9               1231.9       4/1/2007               144000
671018487                        90              8.3            4/1/2007         3/1/2037             1031.71              1031.71       4/1/2007               136690
671018488                        80              9.3            4/1/2007         3/1/2037             1252.18              1252.18       3/1/2007               157600
671018493                      91.5              9.7            4/1/2007         3/1/2037             1487.26              1487.26       3/1/2007               173850
671018495                     76.19             8.15            4/1/2007         3/1/2037              2261.1               2261.1       3/1/2007               320000
671018540                     81.05              7.4            4/1/2007         3/1/2037             1066.26              1066.26       3/1/2007               154000
671018541                     87.69             8.05            4/1/2007         3/1/2037              1260.7               1260.7       4/1/2007               171000
671018550                        75              7.5            4/1/2007         3/1/2037             1887.88              1887.88       4/1/2007               270000
671018552                       100             8.35            4/1/2007         3/1/2037             1687.24              1687.24       3/1/2007               222500
671018580                     85.87              6.1            4/1/2007         3/1/2037             2007.92              2007.92       4/1/2007               395000
671018621                        85             8.15            5/1/2007         4/1/2037             1739.68              1739.68       4/1/2007               233750
671018635                        75             6.55            4/1/2007         3/1/2037             1854.47              1854.47       3/1/2007               339750
671018638                        85             7.15            4/1/2007         3/1/2037             1343.76              1343.76       4/1/2007               212500
671018644                        80             8.05            4/1/2007         3/1/2037              792.52               792.52       3/1/2007               116000
671018669                        95              9.5            4/1/2007         3/1/2037             1262.12              1262.12       3/1/2007               150100
671018685                     76.53             9.35            5/1/2007         4/1/2037              622.45               622.45       4/1/2007                75000
671018704                        95            7.545            4/1/2007         3/1/2037             2654.09              2654.09       3/1/2007               412300
671018721                     87.85              7.5            4/1/2007         3/1/2037             1046.33              1046.33       3/1/2007               159000
671018756                     89.72              7.3            4/1/2007         3/1/2037              1107.2               1107.2       4/1/2007               161500
671018826                     59.05            6.325            4/1/2007         3/1/2037             1706.79              1706.79       3/1/2007               310000
671018865                        80              8.8            4/1/2007         3/1/2037             1033.68              1033.68       4/1/2007               130800
671018870                       100            8.895            5/1/2007         4/1/2037             2404.36              2404.36       4/1/2007               315000
671018882                        75              6.9            4/1/2007         3/1/2037              948.75               948.75       4/1/2007               165000
671018898                     77.65              6.9            4/1/2007         3/1/2037             1498.32              1498.32       3/1/2007               227500
671018960                     38.22            6.625            4/1/2007         3/1/2037              762.29               762.29       3/1/2007               133000
671018987                        65              9.6            5/1/2007         4/1/2037             2105.98              2105.98       4/1/2007               248300
671018993                        90            5.975            4/1/2007         3/1/2037             1425.75              1425.75       4/1/2007               271800
671019011                        90              8.7            4/1/2007         3/1/2037             1903.01              1903.01       4/1/2007               243000
671019055                        80              6.6            5/1/2007         4/1/2037             1256.77              1256.77       4/1/2007               220000
671019058                        90             8.99            5/1/2007         4/1/2037             4644.95              4644.95       4/1/2007               577800
671019091                        95            7.575            5/1/2007         4/1/2037              939.35               939.35       4/1/2007               141550
671019115                        65              8.6            4/1/2007         3/1/2037             5800.69              5800.69       3/1/2007               747500
671019128                        90             9.25            5/1/2007         4/1/2037             2895.97              2895.97       4/1/2007               352019
671019135                     43.69             7.35            4/1/2007         3/1/2037             1550.21              1550.21       3/1/2007               225004
671019184                        90               10            4/1/2007         3/1/2037             4896.85              4896.85       4/1/2007               558000
671019197                        95              9.6            5/1/2007         4/1/2037             2613.52              2613.52       4/1/2007               323950
671019227                        80             7.95            5/1/2007         4/1/2037              1285.3               1285.3       4/1/2007               176000
671019234                        80             6.55            5/1/2007         4/1/2037             1657.06              1657.06       4/1/2007               292000
671019267                        90              8.2            5/1/2007         4/1/2037             2355.43              2355.43       4/1/2007               315000
671019269                        95              8.5            5/1/2007         4/1/2037             2178.14              2178.14       4/1/2007               303050
671019363                     75.78             7.66            5/1/2007         4/1/2037              796.26               796.26       4/1/2007               122000
671019376                     84.49              7.9            5/1/2007         4/1/2037             1504.49              1504.49       4/1/2007               207000
671019408                        95              9.5            5/1/2007         4/1/2037             3319.06              3319.06       4/1/2007               394725
671019449                        90             9.45            5/1/2007         4/1/2037             1657.67              1657.67       4/1/2007               198000
671019476                        80              8.8            5/1/2007         4/1/2037              916.72               916.72       4/1/2007               116000
671019478                      57.6            10.45            5/1/2007         4/1/2037             3279.61              3279.61       4/1/2007               360000
671019545                        95                6            5/1/2007         4/1/2037             2018.75              2018.75       4/1/2007               403750
671019557                        90              8.7            5/1/2007         4/1/2037             2495.06              2495.06       4/1/2007               318600
671019577                        80             8.99            5/1/2007         4/1/2037              879.01               879.01       4/1/2007               116000
671019604                        95              8.5            5/1/2007         4/1/2037             2219.11              2219.11       4/1/2007               308750
671019992                        95             7.15            5/1/2007         4/1/2037             1864.11              1864.11       4/1/2007               304000
671020077                     66.36             6.25            5/1/2007         4/1/2037             1171.69              1171.69       4/1/2007               215000
681014503                       100            14.05            1/1/2007        12/1/2036              618.19               618.19       3/1/2007                52000
681014550                     89.94             9.89           12/1/2006        11/1/2036             1243.32              1243.32       3/1/2007               143000
681014749                       100             14.1            1/1/2007        12/1/2036               496.2                496.2       3/1/2007                41600
681014756                        80              8.2            1/1/2007        12/1/2036               765.7                765.7       3/1/2007               102400
681014897                     65.57             8.35            1/1/2007        12/1/2036             2274.92              2274.92       3/1/2007               300000
681014940                     68.68              8.4            2/1/2007         1/1/2037              906.87               906.87       4/1/2007               125000
701004428                        90             10.5           11/1/2006        10/1/2036              946.76               946.76       3/1/2007               103500
711010207                     84.52            11.55            7/1/2006         6/1/2036             1302.28              1302.28       3/1/2007               131000
711011266                        85            11.75           11/1/2006        10/1/2036              549.12               549.12       4/1/2007                54400
711011390                      87.1           11.775           11/1/2006        10/1/2036             1365.29              1365.29       3/1/2007               135000
711011394                        90            10.15           11/1/2006        10/1/2036             1487.64              1487.64       3/1/2007               167400
741017663                        90            12.43           11/1/2006        10/1/2036              752.57               752.57       2/1/2007                70875
761017340                        90            10.95           11/1/2006        10/1/2036             1169.56              1169.56       2/1/2007               123300
761017614                     66.37             12.1           11/1/2006        10/1/2036              777.24               777.24       3/1/2007                75000
791007505                        95            11.35           11/1/2006        10/1/2036             1060.11              1060.11       3/1/2007               108300
831069427                        70             6.65           12/1/2006        11/1/2036             1258.25              1258.25       3/1/2007               196000
831070055                     73.96              9.3           11/1/2006        10/1/2036             1356.79              1356.79       2/1/2007               164200
831070060                     58.58             9.35           11/1/2006        10/1/2036             1842.45              1842.45       3/1/2007               222000
831070925                        80            7.375           12/1/2006        11/1/2036             1597.92              1597.92       3/1/2007               260000
831072662                     41.25              8.5            1/1/2007        12/1/2036             2537.41              2537.41       3/1/2007               330000
831072860                        69              6.9            2/1/2007         1/1/2037             1363.31              1363.31       3/1/2007               207000
831072930                      61.4             8.75           12/1/2006        11/1/2036              1316.3               1316.3       3/1/2007               175000
831072931                        75             8.29           12/1/2006        11/1/2036             3025.75              3025.75       3/1/2007               401250
831073209                     55.51            7.275            1/1/2007        12/1/2036             2100.93              2100.93       3/1/2007               327500
831073216                     70.59              8.1            1/1/2007        12/1/2036             1333.35              1333.35       3/1/2007               180000
831073378                       100             12.5            1/5/2007        12/5/2036              490.94               490.94       3/5/2007                46000
831073388                        75            10.85           12/1/2006        11/1/2036             1002.18              1002.18       3/1/2007               106500
831073397                     71.63             8.85            1/1/2007        12/1/2036             1222.54              1222.54       3/1/2007               154000
831073496                     86.96             8.05            1/1/2007        12/1/2036             1474.51              1474.51       3/1/2007               200000
831073691                        80                7           12/1/2006        11/1/2036             2257.04              2257.04       3/1/2007               363200
831073704                        70             10.3            2/1/2007         1/1/2037             2456.51              2456.51       3/1/2007               273000
831073705                        70              8.9            2/1/2007         1/1/2037              1306.2               1306.2       3/1/2007               163800
831073728                     48.74             8.55            2/1/2007         1/1/2037             1490.85              1490.85       3/1/2007               193000
831073729                     77.93             8.99            2/1/2007         1/1/2037             1149.58              1149.58       4/1/2007               143000
831073730                        70              8.5            2/1/2007         1/1/2037             1729.37              1729.37       3/1/2007               235900
831073731                        75             9.25            2/1/2007         1/1/2037             1881.87              1881.87       3/1/2007               228750
831073734                     83.93              9.3            2/1/2007         1/1/2037              933.58               933.58       3/1/2007               117500
831073735                        70             8.92            2/1/2007         1/1/2037             1957.24              1957.24       3/1/2007               245000
831073736                     45.94             8.35            2/1/2007         1/1/2037              1143.9               1143.9       3/1/2007               158500
831073738                        80              9.5            2/1/2007         1/1/2037             1493.36              1493.36       3/1/2007               177600
831073742                        80             9.48            2/1/2007         1/1/2037             1913.82              1913.82       3/1/2007               228000
831073743                        80             8.75            2/1/2007         1/1/2037             1371.96              1371.96       3/1/2007               182400
831073744                     76.92             8.79            2/1/2007         1/1/2037             1579.12              1579.12       3/1/2007               200000
831073745                     63.53             8.41            2/1/2007         1/1/2037              823.55               823.55       3/1/2007               108000
831073746                      54.3             10.2            2/1/2007         1/1/2037             1182.41              1182.41       3/1/2007               132500
831073747                        85             9.15            2/1/2007         1/1/2037             1715.48              1715.48       3/1/2007               210375
831073780                        55             7.99            2/1/2007         1/1/2037             1612.75              1612.75       3/1/2007               220000
831073781                     78.33             8.25            2/1/2007         1/1/2037             1765.48              1765.48       3/1/2007               235000
831073782                        65              8.3            2/1/2007         1/1/2037             1619.01              1619.01       3/1/2007               214500
831073783                        75             8.25            2/1/2007         1/1/2037             1386.09              1386.09       3/1/2007               184500
831073785                     66.67             8.35            2/1/2007         1/1/2037             1364.95              1364.95       4/1/2007               180000
831073786                        70             8.65            2/1/2007         1/1/2037             1485.33              1485.33       3/1/2007               199500
831073789                     77.53             8.45            2/1/2007         1/1/2037             2640.54              2640.54       3/1/2007               345000
831073793                        70             7.33            2/1/2007         1/1/2037             2093.78              2093.78       3/1/2007               304500
831073794                     53.78            10.15            2/1/2007         1/1/2037              1075.3               1075.3       3/1/2007               121000
831073796                     74.47             8.33            2/1/2007         1/1/2037             2649.14              2649.14       3/1/2007               350000
831074172                        75            8.875            2/1/2007         1/1/2037             1521.67              1521.67       3/1/2007               191250
831074173                     66.38             7.75            2/1/2007         1/1/2037              1117.6               1117.6       3/1/2007               156000
831074174                     68.97             8.75            2/1/2007         1/1/2037              3146.8               3146.8       3/1/2007               400000
831074176                     89.89            7.625            2/1/2007         1/1/2037             2831.17              2831.17       3/1/2007               400000
831074177                        80             7.99            3/1/2007         2/1/2037             2639.04              2639.04       3/1/2007               360000
831074208                     74.56             9.25           11/1/2006        10/1/2036             2609.18              2609.18       3/1/2007               330000
831074233                        90             8.75            2/1/2007         1/1/2037             1840.88              1840.88       4/1/2007               234000
831074241                        80            8.625            1/1/2007        12/1/2036             1897.81              1897.81       3/1/2007               244000
831074242                       100             12.5            1/1/2007        12/1/2021              751.84               751.84       3/1/2007                61000
831074265                        85             9.55            2/1/2007         1/1/2037              3208.7               3208.7       3/1/2007               379950
831074275                        85             9.99            2/1/2007         1/1/2037             1378.82              1378.82       3/1/2007               157250
831074294                        85            8.375            2/1/2007         1/1/2037              783.27               783.27       4/1/2007               110500
831074304                        80              6.5            2/1/2007         1/1/2037             1194.33              1194.33       3/1/2007               204000
831074323                        85             8.05            2/1/2007         1/1/2037                1880                 1880       3/1/2007               255000
831074325                     86.65             9.95            2/1/2007         1/1/2037             2037.01              2037.01       3/1/2007               233100
831074329                        85             8.25            2/1/2007         1/1/2037              727.98               727.98       3/1/2007                96900
831074345                        74             8.49            3/1/2007         2/1/2037             2273.89              2273.89       3/1/2007               296000
831074346                     53.96            11.99            2/1/2007         1/1/2022              623.75               623.75       3/1/2007                52000
831074347                        80             9.75            3/1/2007         2/1/2037             1890.14              1890.14       3/1/2007               220000
831074513                        75             8.95            2/1/2007         1/1/2037              907.16               907.16       3/1/2007               113250
831074514                        65             9.25            2/1/2007         1/1/2037             2005.27              2005.27       3/1/2007               243750
831074515                     84.95            8.875            2/1/2007         1/1/2037             1493.82              1493.82       3/1/2007               187750
831074516                        65             8.95            2/1/2007         1/1/2037             3019.87              3019.87       3/1/2007               377000
831074518                     59.88             8.85            2/1/2007         1/1/2037              793.85               793.85       4/1/2007               100000
831074519                        95             7.25            2/1/2007         1/1/2037             1522.96              1522.96       3/1/2007               223250
831074523                        80             9.58            1/1/2007        12/1/2036              1537.6               1537.6       3/1/2007               181600
831074526                        80             9.13            2/1/2007         1/1/2037             2735.02              2735.02       3/1/2007               336000
831074650                     56.73             8.49            2/1/2007         1/1/2037             1651.64              1651.64       3/1/2007               215000
831074651                        65                7            3/1/2007         2/1/2037             1383.96              1383.96       3/1/2007               237250
831074652                        65             7.75            3/1/2007         2/1/2037             1699.69              1699.69       3/1/2007               237250
831074655                     46.43             7.99            3/1/2007         2/1/2037              952.99               952.99       2/1/2007               130000
831074656                        75              9.5            2/1/2007         1/1/2037             2194.63              2194.63       3/1/2007               261000
831074657                        80             8.99            3/1/2007         2/1/2037             1768.59              1768.59       3/1/2007               220000
831074658                        80            10.25            3/1/2007         2/1/2037             2509.08              2509.08       2/1/2007               280000
831074659                     35.09             9.25            3/1/2007         2/1/2037              822.68               822.68       4/1/2007               100000
831074660                        95              8.5            3/1/2007         2/1/2037             1915.21              1915.21       3/1/2007               261250
831074661                        80             8.75            3/1/2007         2/1/2037             1775.12              1775.12       3/1/2007               236000
831074663                        75             9.06            3/1/2007         2/1/2037             2444.35              2444.35       3/1/2007               315000
831074665                     69.61              8.8            3/1/2007         2/1/2037              952.56               952.56       3/1/2007               126000
831074666                     47.38             8.03            3/1/2007         2/1/2037             2266.44              2266.44       2/1/2007               308000
831074667                        70             7.45            3/1/2007         2/1/2037              779.29               779.29       4/1/2007               112000
831074668                      68.2             7.75            3/1/2007         2/1/2037             1490.14              1490.14       3/1/2007               208000
831074669                        65             9.75            3/1/2007         2/1/2037             1021.96              1021.96       3/1/2007               118950
831074670                     26.83             7.99            3/1/2007         2/1/2037              764.02               764.02       3/1/2007               110000
831074671                        65             8.88            2/1/2007         1/1/2037             1862.65              1862.65       3/1/2007               234000
831074678                     51.28             8.49            2/1/2007         1/1/2037             2304.62              2304.62       2/1/2007               300000
831074679                        85             9.59            1/1/2007        12/1/2036             1728.76              1728.76       3/1/2007               204000
831074680                     63.89              8.7            2/1/2007         1/1/2037             2701.81              2701.81       3/1/2007               345000
831074681                     82.87             8.99            2/1/2007         1/1/2037              2075.4               2075.4       4/1/2007               269325
831074682                     69.37             8.45            2/1/2007         1/1/2037             2097.13              2097.13       3/1/2007               274000
831074684                     79.17             9.55            1/1/2007        12/1/2036             1237.21              1237.21       2/1/2007               152000
831074686                     67.37                7            1/1/2007        12/1/2036             1277.39              1277.39       3/1/2007               192000
831074690                        90             7.89            1/1/2007        12/1/2036             1502.63              1502.63       3/1/2007               218700
831074701                        70             8.99            2/1/2007         1/1/2037             1266.15              1266.15       3/1/2007               157500
831074703                        90              7.9            2/1/2007         1/1/2037             1844.73              1844.73       3/1/2007               268200
831074704                     55.14             9.15            2/1/2007         1/1/2037             1618.65              1618.65       3/1/2007               198500
831074705                     88.71              9.9            1/1/2007        12/1/2036             3350.24              3350.24       3/1/2007               385000
831074706                     49.23             8.95            2/1/2007         1/1/2037             1281.65              1281.65       3/1/2007               160000
831074707                     72.22             7.55            2/1/2007         1/1/2037               860.3                860.3       4/1/2007               130000
831074713                        70             9.25            3/1/2007         2/1/2037             1094.16              1094.16       4/1/2007               133000
831074717                        65             9.99            3/1/2007         2/1/2037             2279.77              2279.77       3/1/2007               260000
831074719                     64.41             7.75            3/1/2007         2/1/2037             2454.17              2454.17       4/1/2007               380000
831074724                     44.62             8.99            3/1/2007         2/1/2037             1398.79              1398.79       3/1/2007               174000
831074726                     61.67             9.25            3/1/2007         2/1/2037             1462.72              1462.72       3/1/2007               185000
831074728                        65             8.33            3/1/2007         2/1/2037              890.49               890.49       4/1/2007               117650
831074730                     67.14            7.975            3/1/2007         2/1/2037             1317.53              1317.53       3/1/2007               190000
831074737                     67.83             9.78            3/1/2007         2/1/2037             1946.66              1946.66       3/1/2007               234000
831074746                     78.67             7.25            2/1/2007         1/1/2037             1811.55              1811.55       3/1/2007               283200
831074879                     47.17             8.55            2/1/2007         1/1/2037             1289.57              1289.57       4/1/2007               175000
831074880                        80             9.06            2/1/2007         1/1/2037             1397.85              1397.85       4/1/2007               172800
831074883                        40            11.35            3/1/2007         2/1/2037             1174.64              1174.64       3/1/2007               120000
831074884                     56.92             6.93            3/1/2007         2/1/2037             2280.51              2280.51       3/1/2007               370000
831074885                        80             8.78            3/1/2007         2/1/2037             1135.94              1135.94       3/1/2007               144000
831074887                     37.74              9.3            3/1/2007         2/1/2037              1652.6               1652.6       4/1/2007               200000
831074889                     60.94              9.1            3/1/2007         2/1/2037             1443.22              1443.22       3/1/2007               185250
831074890                     63.67             6.65            3/1/2007         2/1/2037             1058.46              1058.46       4/1/2007               191000
831074891                     59.43             8.79            3/1/2007         2/1/2037              821.14               821.14       3/1/2007               104000
831074894                     82.59              8.6            3/1/2007         2/1/2037             1370.31              1370.31       3/1/2007               185000
831074895                     63.49             8.76            3/1/2007         2/1/2037             1027.76              1027.76       2/1/2007               136500
831074916                     52.81             10.5            2/1/2007         1/1/2037             1159.43              1159.43       3/1/2007               126750
831074917                      61.9            10.99            2/1/2007         1/1/2037              3092.6               3092.6       2/1/2007               325000
831074998                       100           10.625            2/1/2007         1/1/2037               720.8                720.8       2/1/2007                78000
831075010                     63.44              9.5            2/1/2007         1/1/2037             1711.25              1711.25       3/1/2007               211250
831075016                       100            10.99            1/1/2007        12/1/2036              560.47               560.47       3/1/2007                58900
831075017                        95            10.55            2/1/2007         1/1/2037                 938                  938       3/1/2007               102125
831075023                        75             10.1            1/1/2007        12/1/2036             1198.69              1198.69       3/1/2007               135450
831075025                        95            10.75            1/1/2007        12/1/2036              1398.5               1398.5       3/1/2007               149815
831075031                       100             8.55            2/1/2007         1/1/2037              772.46               772.46       3/1/2007               100000
831075032                        85            10.15            1/1/2007        12/1/2036              475.89               475.89       2/1/2007                53550
831075037                        85            10.99            1/1/2007        12/1/2036              626.85               626.85       3/1/2007                65875
831075038                        80            8.875            2/1/2007         1/1/2037             2482.41              2482.41       2/1/2007               312000
831075043                       100             9.99            2/1/2007         1/1/2037              631.32               631.32       3/1/2007                72000
831075046                        80             9.99            2/1/2007         1/1/2037              876.83               876.83       2/1/2007               100000
831075047                       100           11.575            2/1/2007         1/1/2022              577.69               577.69       3/1/2007                58000
831075083                        90             8.25            3/1/2007         2/1/2037             1825.58              1825.58       3/1/2007               243000
831075087                     69.01             7.99            2/1/2007         1/1/2037             1701.68              1701.68       2/1/2007               245000
831075088                      89.5            8.265            1/1/2007        12/1/2036             2465.73              2465.73       3/1/2007               358000
831075095                     62.75             8.14            3/1/2007         2/1/2037             2258.68              2258.68       3/1/2007               320000
831075096                     51.56              6.5            2/1/2007         1/1/2037             1258.73              1258.73       3/1/2007               215000
831075098                        90             6.99            3/1/2007         2/1/2037             1546.54              1546.54       4/1/2007               265500
831075101                        90             7.99           12/1/2006        11/1/2036             3656.87              3656.87       3/1/2007               526500
831075102                     45.98             8.99            3/1/2007         2/1/2037             1607.81              1607.81       4/1/2007               200000
831075106                        80             8.79            3/1/2007         2/1/2037             3069.27              3069.27       3/1/2007               406400
831075108                        80              9.2            3/1/2007         2/1/2037             1293.45              1293.45       3/1/2007               157920
831075109                        80             7.57            2/1/2007         1/1/2037             1179.93              1179.93       4/1/2007               167600
831075110                       100             12.5            2/1/2007         1/1/2037              447.18               447.18       4/1/2007                41900
831075129                     60.64             6.55            3/1/2007         2/1/2037             1556.63              1556.63       4/1/2007               245000
831075130                        65             8.99            3/1/2007         2/1/2037             1672.12              1672.12       3/1/2007               208000
831075131                        70             7.25            3/1/2007         2/1/2037             2650.25              2650.25       4/1/2007               388500
831075132                        80             7.75            3/1/2007         2/1/2037              745.07               745.07       3/1/2007               104000
831075133                     57.83            7.125            3/1/2007         2/1/2037             1616.92              1616.92       3/1/2007               240000
831075134                     57.38             8.99            3/1/2007         2/1/2037             1406.83              1406.83       3/1/2007               175000
831075137                        70             7.84            3/1/2007         2/1/2037              935.82               935.82       3/1/2007               129500
831075139                     57.76            5.875            2/1/2007         1/1/2037             1814.11              1814.11       3/1/2007               335000
831075141                     92.43            6.875            3/1/2007         2/1/2037             2094.31              2094.31       3/1/2007               342000
831075142                     21.43             7.05            3/1/2007         2/1/2037                1003                 1003       3/1/2007               150000
831075143                        70            9.375            3/1/2007         2/1/2037             2096.01              2096.01       3/1/2007               252000
831075145                        65              8.6            3/1/2007         2/1/2037             1538.44              1538.44       3/1/2007               198250
831075146                     64.17             8.12            3/1/2007         2/1/2037             2857.27              2857.27       4/1/2007               385000
831075147                     92.31             9.25            3/1/2007         2/1/2037             1897.59              1897.59       4/1/2007               240000
831075148                        85            10.75            3/1/2007         2/1/2037             1824.96              1824.96       3/1/2007               195500
831075149                        85             9.99            3/1/2007         2/1/2037             1267.03              1267.03       3/1/2007               144500
831075150                        70              7.8            3/1/2007         2/1/2037             1587.32              1587.32       3/1/2007               220500
831075153                        80                9            3/1/2007         2/1/2037              1512.7               1512.7       3/1/2007               188000
831075154                        75             8.35            3/1/2007         2/1/2037             1623.84              1623.84       3/1/2007               225000
831075155                        75             10.8            3/1/2007         2/1/2037              1173.9               1173.9       3/1/2007               125250
831075156                     55.34             8.55            3/1/2007         2/1/2037               997.5                997.5       3/1/2007               140000
831075158                     62.19              8.6            3/1/2007         2/1/2037             1761.55              1761.55       4/1/2007               227000
831075160                     79.66             7.45            3/1/2007         2/1/2037             2261.34              2261.34       3/1/2007               325000
831075161                        80             9.85            3/1/2007         2/1/2037               908.1                908.1       4/1/2007               104800
831075162                     72.38              7.5            3/1/2007         2/1/2037               531.4                531.4       3/1/2007                76000
831075164                        70              8.5            2/1/2007         1/1/2037             1856.93              1856.93       3/1/2007               241500
831075165                        75              8.9            2/1/2007         1/1/2027             1038.47              1038.47       4/1/2007               116250
831075167                     49.23             7.99            3/1/2007         2/1/2037              1111.3               1111.3       4/1/2007               160000
831075171                      59.5             8.92            3/1/2007         2/1/2037             1050.52              1050.52       3/1/2007               131500
831075174                        90             9.75            3/1/2007         2/1/2037             1546.48              1546.48       3/1/2007               180000
831075175                     48.78             6.99            3/1/2007         2/1/2037             1329.26              1329.26       3/1/2007               200000
831075179                     76.92             7.74            3/1/2007         2/1/2037             1431.44              1431.44       4/1/2007               200000
831075180                        75             9.65            3/1/2007         2/1/2037             1022.18              1022.18       3/1/2007               120000
831075183                        70             9.97            3/1/2007         2/1/2037             1856.63              1856.63       3/1/2007               212100
831075192                     67.28             7.43            3/1/2007         2/1/2037             1527.74              1527.74       2/1/2007               220000
831075193                        75             8.57            3/1/2007         2/1/2037              806.77               806.77       2/1/2007               104250
831075195                        75             7.43            3/1/2007         2/1/2037             2369.73              2369.73       2/1/2007               341250
831075202                        75              7.6            2/1/2007         1/1/2037             1270.93              1270.93       3/1/2007               180000
831075204                        80              8.5            1/1/2007        12/1/2036              1847.4               1847.4       4/1/2007               252000
831075205                     73.76            6.999            1/1/2007        12/1/2036                2478                 2478       3/1/2007               372500
831075206                        75             8.75            1/1/2007        12/1/2036             3186.14              3186.14       3/1/2007               405000
831075207                     46.67             7.85            1/1/2007        12/1/2036             1012.67              1012.67       3/1/2007               140000
831075214                        75             8.99            3/1/2007         2/1/2037             2288.66              2288.66       3/1/2007               297000
831075217                     42.55              7.5            3/1/2007         2/1/2037             1316.14              1316.14       4/1/2007               200000
831075218                     40.45              8.6            3/1/2007         2/1/2037             1396.82              1396.82       4/1/2007               180000
831075219                     41.74            6.825            3/1/2007         2/1/2037             1638.79              1638.79       3/1/2007               269200
831075220                     63.64              8.9            2/1/2007         1/1/2037             1395.52              1395.52       4/1/2007               175000
831075221                        80             9.49            2/1/2007         1/1/2037             1176.18              1176.18       3/1/2007               140000
831075225                        90             8.75            2/1/2007         1/1/2037             1961.25              1961.25       3/1/2007               249300
831075226                        85             7.95            3/1/2007         2/1/2037              3103.7               3103.7       3/1/2007               425000
831075228                        75             8.25            3/1/2007         2/1/2037             2507.36              2507.36       3/1/2007               333750
831075229                        75             8.15            2/1/2007         1/1/2037              768.42               768.42       3/1/2007               108750
831075230                        90              8.5            2/1/2007         1/1/2037             1211.04              1211.04       3/1/2007               157500
831075234                     76.09             7.55            2/1/2007         1/1/2037             1229.63              1229.63       4/1/2007               175000
831075235                     91.59              8.4            2/1/2007         1/1/2037             1461.88              1461.88       3/1/2007               201500
831075236                     72.41              8.4            2/1/2007         1/1/2037             1599.86              1599.86       4/1/2007               210000
831075237                        90              7.5            2/1/2007         1/1/2037             2171.07              2171.07       3/1/2007               310500
831075238                     74.38             10.1            2/1/2007         1/1/2037             1592.95              1592.95       3/1/2007               180000
831075240                        80              8.5            2/1/2007         1/1/2037             1783.88              1783.88       3/1/2007               232000
831075242                     84.53             8.85            3/1/2007         2/1/2037              1214.6               1214.6       3/1/2007               153000
831075243                     82.71             7.99            2/1/2007         1/1/2037             1528.04              1528.04       3/1/2007               220000
831075245                        95             8.25            2/1/2007         1/1/2037              2510.2               2510.2       3/1/2007               351500
831075246                     66.25              7.8            2/1/2007         1/1/2037             1907.66              1907.66       4/1/2007               265000
831075247                        68             7.99            2/1/2007         1/1/2037              1121.6               1121.6       3/1/2007               153000
831075248                     69.74             7.75            3/1/2007         2/1/2037              1898.5               1898.5       3/1/2007               265000
831075249                      84.2             7.85            2/1/2007         1/1/2037             1439.99              1439.99       3/1/2007               210500
831075251                        75             9.55            2/1/2007         1/1/2037             1228.76              1228.76       4/1/2007               145500
831075252                     84.98             8.99            2/1/2007         1/1/2037             2049.78              2049.78       3/1/2007               266000
831075253                        70            7.625            3/1/2007         2/1/2037             1238.64              1238.64       3/1/2007               175000
831075255                     74.39              7.1            3/1/2007         2/1/2037             2502.26              2502.26       3/1/2007               398000
831075256                     57.66             7.95            3/1/2007         2/1/2037             2884.61              2884.61       3/1/2007               395000
831075258                     78.05              9.4            3/1/2007         2/1/2037             1333.71              1333.71       3/1/2007               160000
831075263                     30.63             7.99            3/1/2007         2/1/2037              1576.1               1576.1       3/1/2007               215000
831075297                        80             8.97            3/1/2007         2/1/2037              2930.2               2930.2       3/1/2007               392000
831075298                     38.79              7.6            3/1/2007         2/1/2037             1497.31              1497.31       3/1/2007               225000
831075303                        85             6.99            1/1/2007        12/1/2036             1920.78              1920.78       3/1/2007               289000
831075304                        65             6.75            3/1/2007         2/1/2037             1372.64              1372.64       3/1/2007               227500
831075308                        90             8.25            1/1/2007        12/1/2036             2538.76              2538.76       3/1/2007               355500
831075488                        65             11.5            3/1/2007         2/1/2037             1802.33              1802.33       3/1/2007               182000
831075489                        65            10.99            3/1/2007         2/1/2037             1453.52              1453.52       4/1/2007               152750
831075491                        85            8.125            3/1/2007         2/1/2037             1893.37              1893.37       4/1/2007               255000
831075492                        60            11.99            3/1/2007         2/1/2037             2281.81              2281.81       3/1/2007               222000
831075494                        55            10.25            3/1/2007         2/1/2037             2119.28              2119.28       3/1/2007               236500
831075495                     59.28             7.99            3/1/2007         2/1/2037             1334.18              1334.18       3/1/2007               182000
831075496                      64.1             7.99            4/1/2007         3/1/2037             1832.67              1832.67       3/1/2007               250000
831075498                     59.23             8.25            3/1/2007         2/1/2037             2892.38              2892.38       3/1/2007               385000
831075501                     66.18             8.29            3/1/2007         2/1/2037             1696.68              1696.68       3/1/2007               225000
831075503                     33.02              8.5            3/1/2007         2/1/2037             1561.49              1561.49       3/1/2007               213000
831075504                        80             8.75            3/1/2007         2/1/2037             1919.55              1919.55       3/1/2007               244000
831075511                     85.65             7.55            2/1/2007         1/1/2037             1670.44              1670.44       4/1/2007               265500
831075516                        75             9.85            3/1/2007         2/1/2037             2385.06              2385.06       4/1/2007               275250
831075524                        65             9.99            3/1/2007         2/1/2037             1290.92              1290.92       3/1/2007               147225
831075525                        95             9.95            4/1/2007         3/1/2037             2323.74              2323.74       3/1/2007               280250
831075527                        75              9.9            3/1/2007         2/1/2037             1696.87              1696.87       3/1/2007               195000
831075531                       100              8.5            1/1/2007        12/1/2036              1983.8               1983.8       3/1/2007               258000
831075533                       100             8.05            1/1/2007        12/1/2036             2204.39              2204.39       3/1/2007               299000
831075559                        90              8.4            4/1/2007         3/1/2037             1097.05              1097.05       3/1/2007               144000
831075561                        80              9.5            4/1/2007         3/1/2037             3262.52              3262.52       4/1/2007               388000
831075563                     52.63             9.75            4/1/2007         3/1/2037             1116.91              1116.91       3/1/2007               130000
831075564                        65             7.85            4/1/2007         3/1/2037             1880.68              1880.68       4/1/2007               260000
831075565                        90              9.5            4/1/2007         3/1/2037             1157.86              1157.86       3/1/2007               137700
831075567                      69.2              7.2            4/1/2007         3/1/2037             1174.31              1174.31       3/1/2007               173000
831075572                        90             9.15            2/1/2007         1/1/2037             1213.66              1213.66       3/1/2007               157500
831075578                        50             8.83            3/1/2007         2/1/2037              792.42               792.42       3/1/2007               100000
831075582                     54.05             8.25            3/1/2007         2/1/2037              751.27               751.27       3/1/2007               100000
831075584                     79.69            7.875            3/1/2007         2/1/2037             1399.33              1399.33       3/1/2007               204000
831075585                      27.5             8.25            4/1/2007         3/1/2037             2479.18              2479.18       3/1/2007               330000
831075586                        60             8.68            4/1/2007         3/1/2037             1172.56              1172.56       4/1/2007               150000
831075589                        85            10.77            4/1/2007         3/1/2037              556.32               556.32       3/1/2007                59500
831075592                        80             7.81            4/1/2007         3/1/2037             1607.38              1607.38       3/1/2007               236000
831075593                        75              9.2            4/1/2007         3/1/2037              1474.3               1474.3       4/1/2007               180000
831075594                        90             8.35            4/1/2007         3/1/2037             3027.92              3027.92       3/1/2007               399300
831075603                     42.19              9.7            4/1/2007         3/1/2037              1154.9               1154.9       4/1/2007               135000
831075606                        75             8.75            3/1/2007         2/1/2037             2662.68              2662.68       4/1/2007               354000
831075608                     68.14             8.54            3/1/2007         2/1/2037             1840.62              1840.62       4/1/2007               238500
831075609                        80              9.1            3/1/2007         2/1/2037             1532.73              1532.73       3/1/2007               188800
831075611                     83.39              9.6            3/1/2007         2/1/2037             1117.45              1117.45       4/1/2007               131750
831075612                        80             8.87            3/1/2007         2/1/2037              822.28               822.28       4/1/2007               108000
831075615                     66.67             8.99            4/1/2007         3/1/2037             1205.85              1205.85       3/1/2007               150000
831075616                     37.65             9.64            4/1/2007         3/1/2037             1361.74              1361.74       3/1/2007               160000
831075617                     77.33            10.39            3/1/2007         2/1/2037              1472.2               1472.2       4/1/2007               162400
831075618                      61.4             9.71            4/1/2007         3/1/2037              899.03               899.03       4/1/2007               105000
831075619                     47.62             8.06            3/1/2007         2/1/2037             2582.83              2582.83       4/1/2007               350000
831075621                        77            10.25            3/1/2007         2/1/2037                 552                  552       2/1/2007                61600
831075623                     65.11              7.8            3/1/2007         2/1/2037             1040.93              1040.93       4/1/2007               153000
831075625                        75             10.5            3/1/2007         2/1/2037               929.6                929.6       3/1/2007               101625
831075627                        80             10.8            4/1/2007         3/1/2037              940.99               940.99       4/1/2007               100400
831075630                     71.15             7.29            3/1/2007         2/1/2037             1123.88              1123.88       2/1/2007               185000
831075633                      62.5               10            4/1/2007         3/1/2037             1096.96              1096.96       4/1/2007               125000
831075646                     71.63             7.39            2/1/2007         1/1/2037              500.47               500.47       4/1/2007                77000
831075647                        90            7.125            1/1/2007        12/1/2036             4092.84              4092.84       2/1/2007               607500
831075815                        85              8.5            4/1/2007         3/1/2037              718.93               718.93       3/1/2007                93500
831075816                        95             8.94            4/1/2007         3/1/2037              3117.2               3117.2       3/1/2007               389500
831075817                        50            7.425            4/1/2007         3/1/2037             2010.94              2010.94       3/1/2007               325000
831075822                     38.13             10.5            4/1/2007         3/1/2037             2231.96              2231.96       3/1/2007               244000
831075831                     71.23             7.25            4/1/2007         3/1/2037             1579.24              1579.24       3/1/2007               231500
831075836                     30.79            7.875            4/1/2007         3/1/2037              833.83               833.83       3/1/2007               115000
831075873                        95              8.7            4/1/2007         3/1/2037             1450.75              1450.75       3/1/2007               185250
831075877                      81.9             11.7            4/1/2007         3/1/2037             2034.29              2034.29       3/1/2007               202300
831075881                        90             8.99            4/1/2007         3/1/2037              983.98               983.98       3/1/2007               122400
831075889                     77.16              7.8            2/1/2007         1/1/2037              899.84               899.84       2/1/2007               125000
831075893                        80              8.5            3/1/2007         2/1/2037             2152.96              2152.96       2/1/2007               280000
831075895                        65            10.05            3/1/2007         2/1/2037             2377.23              2377.23       2/1/2007               269750
831075900                        80            8.875            3/1/2007         2/1/2037             1368.51              1368.51       2/1/2007               172000
831075921                     64.89                9            3/1/2007         2/1/2037              929.34               929.34       4/1/2007               115500
831076026                        50            7.375            1/1/2007        12/1/2036             1167.93              1167.93       3/1/2007               180000
831076028                        70                8            3/1/2007         2/1/2037             1515.22              1515.22       2/1/2007               206500
831076035                     94.44             8.49            4/1/2007         3/1/2037             1830.77              1830.77       3/1/2007               255000
831076046                     93.75            7.895            4/1/2007         3/1/2037             2467.19              2467.19       3/1/2007               375000
831076052                        90             9.43            4/1/2007         3/1/2037             1748.72              1748.72       3/1/2007               220500
831076082                     69.84             10.3            4/1/2007         3/1/2037             1979.61              1979.61       3/1/2007               220000
831076105                        80             8.15            3/1/2007         2/1/2037             3096.07              3096.07       3/1/2007               416000
831076141                        80             8.35            4/1/2007         3/1/2037              998.84               998.84       3/1/2007               138400
831076142                        80              9.2            4/1/2007         3/1/2037             1548.41              1548.41       3/1/2007               196800
831076228                        95              9.5            4/1/2007         3/1/2037             2636.08              2636.08       3/1/2007               313500
831076247                     93.67             8.99            4/1/2007         3/1/2037             3103.94              3103.94       3/1/2007               402800
831076250                        90              9.5            4/1/2007         3/1/2037             1286.51              1286.51       3/1/2007               153000
831076324                        80             8.95            4/1/2007         3/1/2037              801.03               801.03       3/1/2007               100000
831076331                        80             10.2            5/1/2007         4/1/2037             1827.61              1827.61       4/1/2007               204800
831076349                     50.98             8.65            4/1/2007         3/1/2037              937.08               937.08       3/1/2007               130000
831076350                        95             9.99            4/1/2007         3/1/2037             2498.98              2498.98       3/1/2007               285000
831076399                        90             8.41            4/1/2007         3/1/2037             1793.25              1793.25       3/1/2007               252000
831076400                     67.27             10.5            4/1/2007         3/1/2037             1024.51              1024.51       3/1/2007               112000
831076405                        80             8.52            5/1/2007         4/1/2037             1287.99              1287.99       4/1/2007               167200
831076408                     72.92             8.99            4/1/2007         3/1/2037             1311.04              1311.04       3/1/2007               175000
831076415                        95             9.99            5/1/2007         4/1/2037              1045.4               1045.4       4/1/2007               119225
831076475                        90            7.125            4/1/2007         3/1/2037             2420.65              2420.65       3/1/2007               396000
831076635                        90             10.5            3/1/2007         2/1/2037                2390                 2390       2/1/2007               261277
831076911                        70             8.99            5/1/2007         4/1/2037             2674.53              2674.53       4/1/2007               357000
831077063                     75.24            7.875            3/1/2007         2/1/2037             2034.38              2034.38       3/1/2007               310000
831077066                        85               10            4/1/2007         3/1/2037              1193.5               1193.5       3/1/2007               136000
831077069                        95            10.35            4/1/2007         3/1/2037              1332.6               1332.6       3/1/2007               152000
831077074                        90               11            4/1/2007         3/1/2037             3814.06              3814.06       3/1/2007               400500
841018957                       100             9.83           10/1/2006         9/1/2036              704.92               704.92       3/1/2007                81490
841019443                        95              9.2           11/1/2006        10/1/2036             2139.78              2139.78       3/1/2007               261250
841022000                       100            12.55            1/1/2007        12/1/2036              362.04               362.04       3/1/2007                33800
841022564                        85             9.67            1/1/2007        12/1/2036             1066.18              1066.18       3/1/2007               124950
841023495                        75             9.95            2/1/2007         1/1/2037             1068.32              1068.32       3/1/2007               122250
841023807                       100             11.6            2/1/2007         1/1/2037              429.11               429.11       3/1/2007                43000
841024026                     88.82              8.2            3/1/2007         2/1/2037             1917.98              1917.98       3/1/2007               270000
841024156                        80                9            3/1/2007         2/1/2037             1834.54              1834.54       3/1/2007               228000
841024235                     78.33              9.4            2/1/2007         1/1/2037             1602.57              1602.57       3/1/2007               199750
841024345                        80                8            3/1/2007         2/1/2037             2113.24              2113.24       3/1/2007               288000
841024599                        85             9.05            3/1/2007         2/1/2037             1957.92              1957.92       3/1/2007               242250
841024732                        85             8.45            3/1/2007         2/1/2037             1338.98              1338.98       3/1/2007               183600
841024767                       100           12.125            3/1/2007         2/1/2037              664.48               664.48       3/1/2007                64000
841024795                       100           12.175            3/1/2007         2/1/2037               554.4                554.4       4/1/2007                53200
841024966                       100           11.175            4/1/2007         3/1/2037              838.05               838.05       3/1/2007                88940
871006364                     89.34              9.1           12/1/2006        11/1/2036             4968.39              4968.39       3/1/2007               612000
871006473                     73.53             8.46            1/1/2007        12/1/2021             3683.99              3683.99       3/1/2007               375000
871006596                        70             7.99            2/1/2007         1/1/2037              1385.5               1385.5       3/1/2007               189000
871006700                     72.22            8.125            2/1/2007         1/1/2037              2290.3               2290.3       3/1/2007               325000
871006809                        70             7.65            1/1/2007        12/1/2036             2383.97              2383.97       3/1/2007               336000
871006878                     71.78              8.9            1/1/2007        12/1/2036             2575.72              2575.72       3/1/2007               323000
871006907                       100             13.6            2/1/2007         1/1/2037              392.12               392.12       3/1/2007                34000
871006969                        80            6.925            2/1/2007         1/1/2037             1795.94              1795.94       3/1/2007               272000
871006975                     74.15            7.625            2/1/2007         1/1/2037                1417                 1417       4/1/2007               200200
871006993                        70              7.7            2/1/2007         1/1/2037             2355.14              2355.14       3/1/2007               350000
871007023                     78.89             7.95            2/1/2007         1/1/2037             2702.04              2702.04       3/1/2007               370000
871007088                     39.77             8.05            3/1/2007         2/1/2037             1032.15              1032.15       4/1/2007               140000
871007122                        75             8.75            3/1/2007         2/1/2037             3666.83              3666.83       3/1/2007               487500
871007182                     63.75              8.3            3/1/2007         2/1/2037              1830.7               1830.7       3/1/2007               255000
871007191                        85                9            3/1/2007         2/1/2037             2051.79              2051.79       4/1/2007               255000
871007226                        75              9.3            3/1/2007         2/1/2037             2540.88              2540.88       3/1/2007               307500
871007238                        65             8.55            1/1/2007        12/1/2036             1456.09              1456.09       4/1/2007               188500
871007254                     33.83             8.65            4/1/2007         3/1/2037             1068.01              1068.01       5/1/2007               137000
871007290                        85             7.85            3/1/2007         2/1/2037             2321.47              2321.47       4/1/2007               354875
871007300                       100              9.8            3/1/2007         2/1/2037             1748.43              1748.43       3/1/2007               214094
871007323                        90             9.27            4/1/2007         3/1/2037             1705.94              1705.94       3/1/2007               207000
871007345                        90             8.69            3/1/2007         2/1/2037              2346.3              2346.29       3/1/2007               324000
871007383                        70            7.613            3/1/2007         2/1/2037              1922.6               1922.6       4/1/2007               271950
951000619                     64.52              8.4            3/1/2007         2/1/2037              761.84               761.84       5/1/2007               100000
951000640                        80            10.75            3/1/2007         2/1/2037              933.48               933.48       3/1/2007               100000
951000647                        85             8.75            3/1/2007         2/1/2037             1604.87              1604.87       3/1/2007               204000
951000666                     70.37            10.15            5/1/2007         4/1/2037              844.24               844.24       4/1/2007                95000
951000676                        85             6.75            3/1/2007         2/1/2037             2342.81              2342.81       3/1/2007               416500
951000679                        90             6.65            3/1/2007         2/1/2037             1906.64              1906.64       3/1/2007               297000
951001063                        73              9.3            3/1/2007         2/1/2037              1206.4               1206.4       3/1/2007               146000
951001067                     83.81             8.75            4/1/2007         3/1/2037             1384.59              1384.59       3/1/2007               176000
951001073                        90            8.125            4/1/2007         3/1/2037              950.72               950.72       4/1/2007               134910
951001084                        90             10.4            3/1/2007         2/1/2037              775.72               775.72       3/1/2007                85500
951001090                        60            7.545            3/1/2007         2/1/2037             1601.24              1601.24       3/1/2007               228000
951001115                        75            8.525            3/1/2007         2/1/2037               988.4                988.4       3/1/2007               128250
951001138                        75             7.85            4/1/2007         3/1/2037             2495.51              2495.51       4/1/2007               345000
951001150                       100             9.35            4/1/2007         3/1/2037             1245.52              1245.52       3/1/2007               156000
951001158                        85              9.6            3/1/2007         2/1/2037                2856                 2856       3/1/2007               357000
951001166                        83             7.35            4/1/2007         3/1/2037             2430.35              2430.35       3/1/2007               352750
951001170                     86.96            11.94            4/1/2007         3/1/2037                1024                 1024       3/1/2007               100000
951001173                       100             9.95            3/1/2007         2/1/2037             1111.47              1111.47       3/1/2007               131500
951001175                     72.56            8.075            4/1/2007         3/1/2037             1152.84              1152.84       3/1/2007               156000
951001185                        90             6.95            3/1/2007         2/1/2037             2946.92              2946.92       3/1/2007               477000
951001188                        90            11.55            5/1/2007         4/1/2037              671.02               671.02       4/1/2007                67500
951001190                        90            11.65            4/1/2007         3/1/2037              766.34               766.34       4/1/2007                76500
951001197                        90            8.875            3/1/2007         2/1/2037             1096.92              1096.92       4/1/2007               144000
951001210                        80             8.99            3/1/2007         2/1/2037             1350.56              1350.56       3/1/2007               168000
951001220                        90             12.2            5/1/2007         4/1/2037              629.55               629.55       4/1/2007                60300
951001223                        85             12.4            5/1/2007         4/1/2037              756.49               756.49       4/1/2007                71400
951001255                     88.46            10.05            4/1/2007         3/1/2037              981.03               981.03       3/1/2007               115000
951001611                        75               10            3/1/2007         2/1/2037             1112.32              1112.32       3/1/2007               126750
951001633                        95            11.75            4/1/2007         3/1/2037              920.58               920.58       3/1/2007                91200
951001644                     69.31           10.375            4/1/2007         3/1/2037             1267.57              1267.57       3/1/2007               140000
951001652                        90            8.875            4/1/2007         3/1/2037              1095.6               1095.6       4/1/2007               137700
951001663                        90            9.475            4/1/2007         3/1/2037             1132.69              1132.69       3/1/2007               135000
951001695                       100             11.6            3/1/2007         2/1/2037               433.1                433.1       3/1/2007                43400
951001699                       100            10.83            3/1/2007         2/1/2037             1033.45              1033.45       4/1/2007               110000
951001702                        90            7.775            4/1/2007         3/1/2037             1008.27              1008.27       4/1/2007               140400
951001704                        85            11.95            4/1/2007         3/1/2037              696.84               696.84       3/1/2007                68000
951001741                     71.67             6.95            3/1/2007         2/1/2037             1992.41              1992.41       4/1/2007               322500
951001748                     74.67            8.275            4/1/2007         3/1/2037                2317                 2317       3/1/2007               336000
951001761                        90            9.275            3/1/2007         2/1/2037             1075.96              1075.96       3/1/2007               130500
951001766                        90            11.25            4/1/2007         3/1/2037              874.14               874.14       3/1/2007                90000
951001842                        80            6.775            4/1/2007         3/1/2037             2705.08              2705.08       3/1/2007               416000
951001852                        85             9.05            3/1/2007         2/1/2037             1238.79              1238.79       3/1/2007               159800
951001854                     98.15             9.49            4/1/2007         3/1/2037              2144.6               2144.6       3/1/2007               265000
951001862                     48.44              8.2            4/1/2007         3/1/2037             1101.06              1101.06       3/1/2007               155000
951001872                     78.54            9.425            4/1/2007         3/1/2037             1436.87              1436.87       4/1/2007               172000
951001899                        95            9.425            3/1/2007         2/1/2037             1376.93              1376.93       3/1/2007               164825
951001907                     82.14            10.75            4/1/2007         3/1/2037              966.15               966.15       3/1/2007               103500
951001928                     77.85             9.65            4/1/2007         3/1/2037              988.11               988.11       3/1/2007               116000
951001930                     54.77             8.15            4/1/2007         3/1/2037             1324.76              1324.76       3/1/2007               178000
951001941                        90              9.4            4/1/2007         3/1/2037             1035.29              1035.29       3/1/2007               124200
951002050                     64.94             8.15            4/1/2007         3/1/2037             1116.37              1116.37       3/1/2007               150000
951002056                       100             9.55            4/1/2007         3/1/2037             1435.66              1435.66       3/1/2007               170000
951002064                       100           10.225            4/1/2007         3/1/2037             2503.88              2503.88       3/1/2007               280000
951002071                        90            10.07            5/1/2007         4/1/2037             1827.29              1827.29       4/1/2007               207000
951002074                     94.76              9.2            4/1/2007         3/1/2037             1629.89              1629.89       4/1/2007               198996
951002079                        70            11.65            4/1/2007         3/1/2037              1086.9               1086.9       3/1/2007               108500
951002086                        53             7.35            4/1/2007         3/1/2037             1028.75              1028.75       3/1/2007               159000
951002121                     38.82              7.8            4/1/2007         3/1/2037             1900.46              1900.46       4/1/2007               264000
951002125                     69.66             8.47            4/1/2007         3/1/2037             1548.91              1548.91       3/1/2007               202000
951002138                        60            11.85            4/1/2007         3/1/2037             1360.85              1360.85       3/1/2007               133800
951002156                      61.9            8.375            4/1/2007         3/1/2037              988.09               988.09       3/1/2007               130000
951002160                       100           10.525            4/1/2007         3/1/2037              976.19               976.19       3/1/2007               106500
951002197                     57.03            8.275            4/1/2007         3/1/2037             1129.54              1129.54       4/1/2007               150000
951002235                     89.06           10.175            4/1/2007         3/1/2037             1269.01              1269.01       3/1/2007               142500
951002236                        80             12.2            4/1/2007         3/1/2037             1010.62              1010.62       3/1/2007                96800
951002238                        90            10.05            4/1/2007         3/1/2037             1054.88              1054.88       3/1/2007               119700
951002247                        85             8.25            4/1/2007         3/1/2037             2171.16              2171.16       3/1/2007               289000
951002249                        80             7.15            4/1/2007         3/1/2037             1458.88              1458.88       4/1/2007               216000
951002283                     49.72                6            4/1/2007         3/1/2037                1330                 1330       4/1/2007               266000
951002321                        80             8.65            4/1/2007         3/1/2037             1197.42              1197.42       3/1/2007               153600
951002336                        80            11.05            4/1/2007         3/1/2037             1101.43              1101.43       3/1/2007               115200
951002353                        95              8.3            4/1/2007         3/1/2037             2370.55              2370.55       3/1/2007               337250
951002366                        75             8.35            4/1/2007         3/1/2037             1222.77              1222.77       3/1/2007               161250
951002375                      66.5                7            4/1/2007         3/1/2037                2765                 2765       3/1/2007               415600
951002380                     47.06             7.97            4/1/2007         3/1/2037             1670.05              1670.05       4/1/2007               228250
951002430                      64.2            9.795            4/1/2007         3/1/2037             2076.37              2076.37       3/1/2007               240750
951002437                        80             6.95            4/1/2007         3/1/2037             2383.01              2383.01       3/1/2007               360000
951002453                        80              8.4            4/1/2007         3/1/2037              905.42               905.42       4/1/2007               124800
951002480                        95            11.95            4/1/2007         3/1/2037              627.93               627.93       3/1/2007                61275
951002488                       100             8.73            4/1/2007         3/1/2037              909.34               909.34       3/1/2007               124995
951002518                     86.64             8.27            4/1/2007         3/1/2037             1590.22              1590.22       4/1/2007               227000
951002548                        90             9.95            4/1/2007         3/1/2037              904.46               904.46       3/1/2007               103500
951002569                        76             8.42            4/1/2007         3/1/2037             1740.21              1740.21       3/1/2007               228000
951002604                     64.94             8.55            5/1/2007         4/1/2037              772.46               772.46       4/1/2007               100000
951002642                     93.75            9.275            4/1/2007         3/1/2037                1070                 1070       3/1/2007               135000
951002667                       100            10.35            4/1/2007         3/1/2037             1201.71              1201.71       3/1/2007               133000
951002673                        80              8.7            4/1/2007         3/1/2037              814.46               814.46       3/1/2007               104000
951002684                     68.06              6.4            5/1/2007         4/1/2037             3064.98              3064.98       4/1/2007               490000
951002730                        95            11.95            4/1/2007         3/1/2037              584.12               584.12       3/1/2007                57000
951002739                        90             9.85            4/1/2007         3/1/2037             1224.38              1224.38       3/1/2007               141300
951002767                        95             9.15            5/1/2007         4/1/2037             1541.59              1541.59       4/1/2007               189050
951002771                        90            12.05            5/1/2007         4/1/2037                 617                  617       4/1/2007                59760
951002798                        80              7.9            4/1/2007         3/1/2037             1103.29              1103.29       3/1/2007               151800
951002879                        90             8.65            4/1/2007         3/1/2037             3178.87              3178.87       3/1/2007               441000
951002923                        80             8.15            4/1/2007         3/1/2037             3109.01              3109.01       4/1/2007               440000
951002924                        95            9.875            4/1/2007         3/1/2037             1361.14              1361.14       3/1/2007               156750
951002935                        95            9.375            4/1/2007         3/1/2037             1003.64              1003.64       4/1/2007               125400
951002936                        60             10.6            4/1/2007         3/1/2037             1737.47              1737.47       4/1/2007               188400
951002939                        90             9.25            4/1/2007         3/1/2037              999.55               999.55       3/1/2007               121500
951002950                        70             8.55            4/1/2007         3/1/2037             1703.27              1703.27       3/1/2007               220500
951002958                        70             8.55            4/1/2007         3/1/2037             1703.27              1703.27       3/1/2007               220500
951002964                        65             10.6            4/1/2007         3/1/2037             2967.26              2967.26       3/1/2007               321750
951003012                       100           10.725            4/1/2007         3/1/2037             1305.23              1305.23       3/1/2007               144000
951003017                     58.95             8.24            4/1/2007         3/1/2037             2101.58              2101.58       3/1/2007               280000
951003023                        95            9.275            4/1/2007         3/1/2037              1016.5               1016.5       3/1/2007               128250
951003062                        95             9.88            5/1/2007         4/1/2037             1361.71              1361.71       4/1/2007               156750
951003114                        80              9.7            5/1/2007         4/1/2037             2737.55              2737.55       4/1/2007               320000
951003118                     93.68            10.35            4/1/2007         3/1/2037             1478.35              1478.35       3/1/2007               168625
951003147                        80               10            5/1/2007         4/1/2037              737.16               737.16       4/1/2007                84000
951003157                        75             10.1            5/1/2007         4/1/2037              796.47               796.47       4/1/2007                90000
951003190                        90           11.325            5/1/2007         4/1/2037             1494.75              1494.75       4/1/2007               153000
951003202                        80              8.9            5/1/2007         4/1/2037             1052.62              1052.62       4/1/2007               132000
951003216                      62.5             8.05            5/1/2007         4/1/2037              552.94               552.94       4/1/2007                75000
951003263                        90            8.475            5/1/2007         4/1/2037             1187.54              1187.54       4/1/2007               154800
951003331                     76.92              9.7            5/1/2007         4/1/2037              855.48               855.48       4/1/2007               100000
951003397                        65            11.75            5/1/2007         4/1/2037              1030.1               1030.1       4/1/2007               102050
951003400                      68.6             7.27            5/1/2007         4/1/2037             1537.95              1537.95       4/1/2007               225000
951003437                     79.69              7.3            5/1/2007         4/1/2037              786.69               786.69       4/1/2007               114750
951003447                        90            10.35            4/1/2007         3/1/2037              892.69               892.69       4/1/2007               103500
951003484                        80             10.5            5/1/2007         4/1/2037             1024.51              1024.51       4/1/2007               112000
951003493                        90             8.65            5/1/2007         4/1/2037             3564.19              3564.19       4/1/2007               457200
951003499                        95              8.5            5/1/2007         4/1/2037             1880.39              1880.39       4/1/2007               256500
951003522                        95             10.3            5/1/2007         4/1/2037             1066.36              1066.36       4/1/2007               123500
951003637                     39.84             8.95            5/1/2007         4/1/2037              408.52               408.52       4/1/2007                51000
951003719                        90             7.95            5/1/2007         4/1/2037             1708.86              1708.86       4/1/2007               234000
951003732                     68.75             8.85            5/1/2007         4/1/2037             1746.48              1746.48       4/1/2007               220000
951003747                        90             7.47            5/1/2007         4/1/2037             1512.68              1512.68       4/1/2007               243000
951004565                      87.8              7.6            6/1/2007         5/1/2037             2541.73              2541.73       5/1/2007               359980
961073278                        75            7.375            1/1/2007        12/1/2036             2175.63              2175.63       3/1/2007               315000
961073454                      62.5                8           12/1/2006        11/1/2036              807.14               807.14       3/1/2007               110000
961074336                        55             7.75            2/1/2007         1/1/2037             1544.38              1544.38       3/1/2007               228250
961075199                        85            8.875            3/1/2007         2/1/2037             1142.94              1142.94       3/1/2007               143650
961075266                        80             6.99            2/1/2007         1/1/2037              1794.1               1794.1       4/1/2007               308000
961075296                        80              9.6            3/1/2007         2/1/2037             2045.76              2045.76       3/1/2007               241200
961075331                        65             8.99            2/1/2007         1/1/2037             1332.47              1332.47       3/1/2007               165750
961075332                        80            10.75            3/1/2007         2/1/2037             1194.86              1194.86       3/1/2007               128000
961075484                     40.63            7.625            3/1/2007         2/1/2037              920.13               920.13       4/1/2007               130000
961075499                        65            10.15            3/1/2007         2/1/2037             1039.75              1039.75       3/1/2007               117000
961075509                     68.18            7.475            2/1/2007         1/1/2037             1968.67              1968.67       3/1/2007               300000
961075510                        80             9.53            3/1/2007         2/1/2037             1348.87              1348.87       4/1/2007               160000
961075512                        80             9.57            3/1/2007         2/1/2037              866.27               866.27       4/1/2007               102400
961075575                     88.89             8.79            4/1/2007         3/1/2037             1019.72              1019.72       4/1/2007               129150
961075576                        70             8.29            4/1/2007         3/1/2037             1004.03              1004.03       3/1/2007               140000
961075635                        90            11.99            3/1/2007         2/1/2037             1110.07              1110.07       3/1/2007               108000
961075643                        95            9.375            3/1/2007         2/1/2037             1613.51              1613.51       3/1/2007               193990
961075872                     37.41              9.2            4/1/2007         3/1/2037             1351.44              1351.44       3/1/2007               165000
961075918                        85             8.61            4/1/2007         3/1/2037             1353.44              1353.44       3/1/2007               174250
961076025                        45             9.38            3/1/2007         2/1/2037              954.85               954.85       4/1/2007               114750
961076103                     56.67            10.34            3/1/2007         2/1/2037              767.38               767.38       3/1/2007                85000
961076139                        80              7.5            2/1/2007         1/1/2037             1737.31              1737.31       3/1/2007               264000
961076257                        95             9.35            4/1/2007         3/1/2037             1884.36              1884.36       3/1/2007               227050
961076307                        85             8.99            4/1/2007         3/1/2037             1537.46              1537.46       3/1/2007               191250
961076334                       100             8.49            3/1/2007         2/1/2037              929.53               929.53       3/1/2007               121000
961076345                        80              8.3            4/1/2007         3/1/2037             1479.38              1479.38       3/1/2007               196000
961076347                     71.67             7.95            4/1/2007         3/1/2037             3140.21              3140.21       4/1/2007               430000
961076613                        90             9.64            4/1/2007         3/1/2037             2297.94              2297.94       3/1/2007               270000
961076615                        65             7.44            4/1/2007         3/1/2037             1954.39              1954.39       3/1/2007               299000
961076633                     67.14              8.5            5/1/2007         4/1/2037             3613.89              3613.89       4/1/2007               470000
961076975                        90              9.5            5/1/2007         4/1/2037             1130.04              1130.04       4/1/2007               139500
961076977                        95             7.05            4/1/2007         3/1/2037             2434.63              2434.63       3/1/2007               389500
961076978                        90            8.775            4/1/2007         3/1/2037             2443.23              2443.23       3/1/2007               324000
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       4,291                  79.96             8.55                                                                                                    836,609,048.40
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------

031043050                        80              7.3            7/1/2006         6/1/2036                5183              5182.86       3/1/2007               852000
031045923                       100             12.3            1/1/2007        12/1/2036              915.03               915.03       3/1/2007                87000
051067790                        65              8.9           10/1/2006         9/1/2036             4794.59              4794.59       3/1/2007               601250
051069231                        90            10.99           10/1/2006         9/1/2036              513.85               513.85       3/1/2007                54000
051070422                       100            14.25           11/1/2006        10/1/2036              405.74               405.74       4/1/2007                33680
051071039                        80            10.65           11/1/2006        10/1/2036             5185.44              5185.44       3/1/2007               560000
051071431                       100             8.95           12/1/2006        11/1/2036              229.89               229.89       3/1/2007                28700
051071710                       100            14.05           12/1/2006        11/1/2036              641.97               641.97       3/1/2007                54000
051072011                       100             8.61           12/1/2006        11/1/2036              287.23               287.23       2/1/2007                36980
051072508                       100             8.71           12/1/2006        11/1/2036              238.92               238.92       3/1/2007                30480
051074045                       100           13.225            2/1/2007         1/1/2037              280.95               280.95       3/1/2007                25000
051074301                       100           13.225            2/1/2007         1/1/2037              404.57               404.57       3/1/2007                36000
051074716                       100           10.925            3/1/2007         2/1/2037             1415.26              1415.26       3/1/2007               149500
061071952                        95            10.95           11/1/2006        10/1/2036             1105.67              1105.67       3/1/2007               116565
061072607                        90               12           11/1/2006        10/1/2036              518.42               518.42       3/1/2007                50400
061073287                       100            14.05            1/1/2007        12/1/2036              356.65               356.65       3/1/2007                30000
061075020                     71.43             10.3            2/1/2007         1/1/2037              899.84               899.84       3/1/2007               100002
061075400                        80            11.75            2/1/2007         1/1/2037             1938.07              1938.07       3/1/2007               192000
061075454                       100             9.53            3/1/2007         2/1/2037              763.65               763.65       3/1/2007                94000
061075812                       100             12.6            2/1/2007         1/1/2037              589.11               589.11       3/1/2007                54800
061075844                       100           11.075            2/1/2007         1/1/2037              459.26               459.26       3/1/2007                47940
061076005                       100             8.75            2/1/2007         1/1/2037              312.32               312.32       3/1/2007                39700
061076581                       100              8.5            2/1/2007         1/1/2037              199.15               199.15       4/1/2007                25900
061076643                        95             12.6            2/1/2007         1/1/2037              407.19               407.19       3/1/2007             37876.95
061076865                       100              8.7            3/1/2007         2/1/2037              433.86               433.86       4/1/2007                55400
061076871                       100             8.55            3/1/2007         2/1/2037              213.04               213.04       4/1/2007                27580
061076912                        80             7.15            4/1/2007         3/1/2037             1146.08              1146.08       4/1/2007               181240
061076973                     89.99              8.9            3/1/2007         2/1/2037              860.42               860.42       3/1/2007               107898
061077204                        80            8.575            4/1/2007         3/1/2037              823.79               823.79       3/1/2007               106400
061077263                       100           12.225            3/1/2007         2/1/2037             1236.33              1236.33       3/1/2007               118200
061077350                        80              7.5            3/1/2007         2/1/2037             1447.76              1447.76       4/1/2007               220000
061077365                        75             8.15            5/1/2007         4/1/2037             4577.13              4577.13       4/1/2007               615000
061077479                       100            8.805            3/1/2007         2/1/2037               948.5                948.5       3/1/2007               125400
061077508                        80                8            3/1/2007         2/1/2037             4109.08              4109.08       4/1/2007               560000
061077518                       100           10.425            3/1/2007         2/1/2037              661.98               661.98       3/1/2007                75000
061077573                        80              8.5            4/1/2007         3/1/2037              633.39               633.39       3/1/2007                86400
061077578                       100           10.525            3/1/2007         2/1/2037             1569.19              1569.19       3/1/2007               171195
061077647                       100             8.35            3/1/2007         2/1/2037              204.74               204.74       4/1/2007                27000
061077719                       100             9.93            4/1/2007         3/1/2037             1866.94              1866.94       3/1/2007               214000
061077740                       100             10.6            3/1/2007         2/1/2037                 664                  664       3/1/2007                72000
061077777                        80             9.99            3/1/2007         2/1/2037                5261                 5261       3/1/2007               600000
061077942                       100             13.1            4/1/2007         3/1/2037              479.03               479.03       3/1/2007                43000
061077962                        75             9.35            4/1/2007         3/1/2037             2904.21              2904.21       3/1/2007               363750
061077994                       100            8.575            3/1/2007         2/1/2037             1271.84              1271.84       3/1/2007               175500
061078019                     89.99              9.1            5/1/2007         4/1/2037              694.03               694.03       4/1/2007                85490
061078160                        70            11.25            4/1/2007         3/1/2037             1019.82              1019.82       3/1/2007               105000
061078164                        80              7.3            3/1/2007         2/1/2037              549.78               549.78       3/1/2007                88000
061078246                       100            10.18            3/1/2007         2/1/2037             1014.74              1014.74       3/1/2007               113900
061078386                        80              8.6            3/1/2007         2/1/2037              731.85               731.85       3/1/2007                98804
061078493                        80              7.8            4/1/2007         3/1/2037             1971.65              1971.65       4/1/2007               289800
061078505                        80             7.55            4/1/2007         3/1/2037             3934.79              3934.79       3/1/2007               560000
061078545                       100             10.1            4/1/2007         3/1/2037             1541.08              1541.08       4/1/2007               181900
061078567                        95              9.5            4/1/2007         3/1/2037              1477.8               1477.8       4/1/2007               175750
061078630                       100             12.9            4/1/2007         3/1/2037              548.97               548.97       3/1/2007                49980
061078805                       100            12.17            4/1/2007         3/1/2037              662.53               662.53       4/1/2007                63600
061078863                        90             9.75            4/1/2007         3/1/2037              626.32               626.32       3/1/2007                72900
061078930                        95             8.65            4/1/2007         3/1/2037              722.08               722.08       4/1/2007                92625
061078957                        65             9.45            5/1/2007         4/1/2037              669.35               669.35       4/1/2007                79950
061079053                        95            11.05            5/1/2007         4/1/2037              980.96               980.96       4/1/2007               102600
061079081                        85            11.75            4/1/2007         3/1/2037               643.5                643.5       3/1/2007                63750
061079169                        70             11.1            4/1/2007         3/1/2037             1243.05              1243.05       3/1/2007               129500
061079355                        90            11.35            4/1/2007         3/1/2037              563.82               563.82       4/1/2007                57600
061079357                        80              8.1            5/1/2007         4/1/2037             2305.21              2305.21       4/1/2007               311200
061079398                        80            9.675            4/1/2007         3/1/2037              860.48               860.48       3/1/2007               100800
061079434                        80             8.95            4/1/2007         3/1/2037             1436.71              1436.71       4/1/2007               190400
061079437                        80            7.225            4/1/2007         3/1/2037               843.8                843.8       4/1/2007               124000
061079445                        95             8.65            4/1/2007         3/1/2037             3041.39              3041.39       4/1/2007               408500
061079456                        80             11.6            5/1/2007         4/1/2037              558.84               558.84       4/1/2007                56000
061079573                       100             9.65            4/1/2007         3/1/2037             1076.83              1076.83       3/1/2007             126415.6
061079638                        80              9.1            5/1/2007         4/1/2037             1198.69              1198.69       4/1/2007             147653.6
061079678                        89              9.8            5/1/2007         4/1/2037              729.52               729.52       4/1/2007                84550
061079716                        80            11.55            5/1/2007         4/1/2037              516.94               516.94       4/1/2007                52000
061079719                        89             11.8            5/1/2007         4/1/2037              541.07               541.07       4/1/2007                53400
061079848                        95           11.325            4/1/2007         3/1/2037              672.88               672.88       4/1/2007                68875
061079861                        80              8.6            4/1/2007         3/1/2037             1018.13              1018.13       3/1/2007               131200
061079884                        89              9.9            5/1/2007         4/1/2037              805.45               805.45       4/1/2007                92560
061079896                        95           12.175            4/1/2007         3/1/2037                1584                 1584       3/1/2007               152000
061079926                        95             8.65            5/1/2007         4/1/2037             3112.12              3112.12       4/1/2007               418000
061079986                        85            9.525            5/1/2007         4/1/2037             1418.23              1418.23       4/1/2007               168300
061079987                       100            9.875            4/1/2007         3/1/2037             1059.39              1059.39       3/1/2007               122000
061079997                        80             8.25            4/1/2007         3/1/2037             1273.33              1273.33       4/1/2007               169491
061080171                        95            11.38            5/1/2007         4/1/2037              494.01               494.01       4/1/2007                50350
061080272                        89              9.8            5/1/2007         4/1/2037              568.26               568.26       4/1/2007                65860
061080276                        80            8.025            5/1/2007         4/1/2037              829.25               829.25       4/1/2007               124000
061080505                        89             10.4            5/1/2007         4/1/2037               605.6                605.6       4/1/2007                66750
061081232                        85             7.45            5/1/2007         4/1/2037              2365.7               2365.7       4/1/2007               340000
061081986                        89            10.45            6/1/2007         5/1/2037              729.71               729.71       5/1/2007                80100
061082006                        90            9.625            6/1/2007         5/1/2037             1300.48              1300.48       5/1/2007               153000
061082154                     89.99            11.65            6/1/2007         5/1/2037              811.33               811.33       5/1/2007                80991
061082236                        90             9.75            6/1/2007         5/1/2037             2358.38              2358.38       5/1/2007               274500
101059703                       100             9.99           10/1/2006         9/1/2036               460.4                460.4       3/1/2007                52507
101060735                       100             9.99           10/1/2006         9/1/2036              285.44               285.44       3/1/2007                32553
101061517                       100             9.99           11/1/2006        10/1/2036              333.02               333.02       3/1/2007                37980
101061690                       100            9.425           11/1/2006        10/1/2036              793.62               793.62       3/1/2007                95000
101061813                       100             9.99            1/1/2007        12/1/2036              280.02               280.02       3/1/2007                31935
101061819                       100             9.99           12/1/2006        11/1/2036              323.62               323.62       3/1/2007                36908
101061959                       100             9.99           11/1/2006        10/1/2036              342.84               342.84       4/1/2007                39100
101062093                       100             9.99           11/1/2006        10/1/2036              391.07               391.07       3/1/2007                44600
101062190                       100             9.99           10/1/2006         9/1/2036              298.12               298.12       4/1/2007                34000
101062265                       100             9.99           11/1/2006        10/1/2036               261.3                261.3       2/1/2007                29800
101062338                       100             9.99           11/1/2006        10/1/2036              319.17               319.17       2/1/2007                36400
101062387                       100             9.99           11/1/2006        10/1/2036              219.21               219.21       3/1/2007                25000
101062436                       100             9.99           11/1/2006        10/1/2036              242.63               242.63       3/1/2007                27671
101062571                       100             9.99           11/1/2006        10/1/2036              256.51               256.51       3/1/2007                29254
101062854                       100             9.99           11/1/2006        10/1/2036              283.92               283.92       4/1/2007                32380
101062862                       100             9.99           11/1/2006        10/1/2036              301.63               301.63       3/1/2007                34400
101062877                       100             9.99           11/1/2006        10/1/2036              418.96               418.96       3/1/2007                47781
101062880                       100             9.99           11/1/2006        10/1/2036                 323                  323       3/1/2007                36837
101062930                       100             9.99           11/1/2006        10/1/2036              260.75               260.75       3/1/2007                29738
101063067                       100             9.99           11/1/2006        10/1/2036              278.83               278.83       3/1/2007                31800
101063189                       100             9.99           11/1/2006        10/1/2036              222.14               222.14       4/1/2007                25334
101063236                       100             9.99           11/1/2006        10/1/2036              292.86               292.86       3/1/2007                33400
101063242                       100             9.99           11/1/2006        10/1/2036              304.45               304.45       3/1/2007                34722
101063297                       100            14.65           11/1/2006        10/1/2036              353.39               353.39       3/1/2007                28580
101063434                       100             9.99           12/1/2006        11/1/2036              442.49               442.49       3/1/2007                50465
101063556                       100             9.99           11/1/2006        10/1/2036              249.88               249.88       3/1/2007                28498
101063574                       100             9.99           11/1/2006        10/1/2036              376.16               376.16       4/1/2007                42900
101063589                       100             9.99           12/1/2006        11/1/2036              280.59               280.59       3/1/2007                32000
101063629                       100             9.99           11/1/2006        10/1/2036              237.83               237.83       3/1/2007                27124
101063688                       100             9.99           11/1/2006        10/1/2036              344.13               344.13       3/1/2007                39247
101063689                       100             9.99           11/1/2006        10/1/2036              247.27               247.27       3/1/2007                28200
101063872                       100            14.25           11/1/2006        10/1/2036              433.45               433.45       4/1/2007                35980
101063924                       100             9.99           11/1/2006        10/1/2036              303.72               303.72       3/1/2007                34638
101064083                       100             9.99           12/1/2006        11/1/2036              220.96               220.96       4/1/2007                25200
101064121                       100             9.99           12/1/2006        11/1/2036              315.66               315.66       3/1/2007                36000
101064132                       100             9.99           12/1/2006        11/1/2036               325.3                325.3       3/1/2007                37100
101064179                       100             9.94           12/1/2006        11/1/2036              354.55               354.55       3/1/2007                40606
101064191                       100             9.99            1/1/2007        12/1/2036              964.52               964.52       3/1/2007               110000
101064240                       100             9.94           12/1/2006        11/1/2036              225.27               225.27       3/1/2007                25800
101064305                       100             9.99           12/1/2006        11/1/2036              538.68               538.68       3/1/2007                61435
101064377                       100             9.94           12/1/2006        11/1/2036              255.66               255.66       3/1/2007                29280
101064418                       100             9.99           12/1/2006        11/1/2036              309.48               309.48       3/1/2007                35295
101064456                       100             9.99            1/1/2007        12/1/2036               325.3                325.3       3/1/2007                37100
101064479                       100             9.99           12/1/2006        11/1/2036              266.61               266.61       3/1/2007                30406
101064487                       100             9.99           12/1/2006        11/1/2036              415.62               415.62       3/1/2007                47400
101064525                       100             9.94           12/1/2006        11/1/2036              260.02               260.02       3/1/2007                29780
101064681                       100             9.94           12/1/2006        11/1/2036              242.31               242.31       3/1/2007                27752
101064707                       100             9.99           12/1/2006        11/1/2036              382.98               382.98       3/1/2007                43678
101064710                       100             9.99           12/1/2006        11/1/2036              277.96               277.96       3/1/2007                31700
101064785                       100             9.99           12/1/2006        11/1/2036              243.46               243.46       3/1/2007                27766
101064883                       100             9.99            1/1/2007        12/1/2036              288.78               288.78       3/1/2007                32935
101064961                       100             9.94           12/1/2006        11/1/2036              526.91               526.91       3/1/2007                60346
101064971                       100             9.99            1/1/2007        12/1/2036              573.12               573.12       3/1/2007                65362
101065014                       100             9.99           12/1/2006        11/1/2036              333.59               333.59       3/1/2007                38045
101065099                       100             9.94            1/1/2007        12/1/2036              301.84               301.84       3/1/2007                34570
101065107                       100             9.99           12/1/2006        11/1/2036              377.04               377.04       3/1/2007                43000
101065159                       100             9.94            2/1/2007         1/1/2037              307.69               307.69       4/1/2007                35239
101065177                       100             9.94           12/1/2006        11/1/2036              247.97               247.97       3/1/2007                28400
101065273                       100             9.94            1/1/2007        12/1/2036              238.79               238.79       3/1/2007                27348
101065300                       100             9.99            1/1/2007        12/1/2036              1455.6               1455.6       3/1/2007               166007
101065364                       100             9.99            2/1/2007         1/1/2037              498.04               498.04       3/1/2007                56800
101065457                       100             9.99           12/1/2006        11/1/2036              304.13               304.13       3/1/2007                34685
101065492                       100             9.94           12/1/2006        11/1/2036              230.07               230.07       3/1/2007                26350
101065526                       100             9.99           12/1/2006        11/1/2036              230.67               230.67       3/1/2007                26307
101065536                       100             9.99            1/1/2007        12/1/2036              278.83               278.83       3/1/2007                31800
101065579                       100             9.99            1/1/2007        12/1/2036              220.96               220.96       2/1/2007                25200
101065599                       100             9.99            1/1/2007        12/1/2036              268.31               268.31       4/1/2007                30600
101065620                       100             9.99            1/1/2007        12/1/2036              545.39               545.39       3/1/2007                62200
101065635                       100             9.99           12/1/2006        11/1/2036              298.77               298.77       3/1/2007                34074
101065650                       100             9.99            1/1/2007        12/1/2036              248.85               248.85       3/1/2007                28380
101065741                       100             9.99            1/1/2007        12/1/2036              276.76               276.76       3/1/2007                31564
101065861                       100             9.99            1/1/2007        12/1/2021              279.36               279.36       3/1/2007                26011
101065863                       100             9.99            2/1/2007         1/1/2037              244.64               244.64       3/1/2007                27900
101065889                       100             9.99            1/1/2007        12/1/2036              364.76               364.76       5/1/2007                41600
101065896                       100             9.99            1/1/2007        12/1/2036              471.74               471.74       3/1/2007                53800
101065993                       100             9.99            1/1/2007        12/1/2036              284.87               284.87       4/1/2007                32488
101066068                       100             9.99            1/1/2007        12/1/2036              258.67               258.67       4/1/2007                29500
101066188                       100             9.99            2/1/2007         1/1/2037              384.05               384.05       4/1/2007                43800
101066298                       100             9.99            1/1/2007        12/1/2036              255.15               255.15       3/1/2007                29099
101066299                       100             9.99            1/1/2007        12/1/2036               257.2                257.2       3/1/2007                29333
101066314                       100             9.99            1/1/2007        12/1/2036              277.08               277.08       3/1/2007                31600
101066409                       100             9.99            2/1/2007         1/1/2037              334.07               334.07       3/1/2007                38100
101066498                     69.38              8.6            1/1/2007        12/1/2036             5432.08              5432.08       4/1/2007               700000
101066507                       100             9.99            1/1/2007        12/1/2036              945.23               945.23       3/1/2007               107800
101066525                       100             9.99            1/1/2007        12/1/2036              257.79               257.79       3/1/2007                29400
101066725                        80             9.25            2/1/2007         1/1/2037             7489.64              7489.64       4/1/2007               910400
101066755                       100             9.99            1/1/2007        12/1/2036              373.51               373.51       3/1/2007                42598
101066802                       100             9.99            2/1/2007         1/1/2037              261.28               261.28       3/1/2007                29798
101066862                       100             9.99            1/1/2007        12/1/2036               336.7                336.7       3/1/2007                38400
101066997                       100             9.99            2/1/2007         1/1/2037              242.01               242.01       3/1/2007                27600
101067090                       100             8.89            2/1/2007         1/1/2037              294.79               294.79       3/1/2007                37000
101067129                        80            10.75            2/1/2007         1/1/2037              933.48               933.48       3/1/2007               100000
101067141                     62.23             10.5            4/1/2007         3/1/2037              535.12               535.12       3/1/2007                58500
101067144                       100               10            3/1/2007         2/1/2037             1755.14              1755.14       3/1/2007               200000
101067176                       100             9.99            2/1/2007         1/1/2037              263.05               263.05       3/1/2007                30000
101067269                     91.71             10.7            4/1/2007         3/1/2037              997.59               997.59       3/1/2007               107300
101067276                       100             9.99            2/1/2007         1/1/2037              252.25               252.25       3/1/2007                28768
101067350                     53.39             9.99            3/1/2007         2/1/2037             1008.36              1008.36       3/1/2007               115000
101067352                       100             9.99            2/1/2007         1/1/2037              420.88               420.88       3/1/2007                48000
101067366                       100             9.35            3/1/2007         2/1/2037             1493.88              1493.88       3/1/2007               180000
101067401                       100             9.99            2/1/2007         1/1/2037              310.38               310.38       3/1/2007                35398
101067419                       100             9.99            2/1/2007         1/1/2037              311.77               311.77       3/1/2007                35556
101067439                       100             9.99            2/1/2007         1/1/2037              269.12               269.12       3/1/2007                30692
101067486                        80             8.55            2/1/2007         1/1/2037             4325.77              4325.77       4/1/2007               560000
101067513                       100             9.99            2/1/2007         1/1/2037               295.5                295.5       3/1/2007                33701
101067516                        95             10.4            3/1/2007         2/1/2037              801.57               801.57       4/1/2007                88350
101067556                       100             9.99            2/1/2007         1/1/2037              306.89               306.89       3/1/2007                35000
101067598                       100             9.99            2/1/2007         1/1/2037              243.45               243.45       3/1/2007                27765
101067602                       100             9.99            3/1/2007         2/1/2037              321.39               321.39       3/1/2007                36654
101067614                       100             9.99            2/1/2007         1/1/2037               431.1                431.1       3/1/2007                49166
101067634                       100             9.99            2/1/2007         1/1/2037              324.94               324.94       3/1/2007                37058
101067654                       100             9.99            2/1/2007         1/1/2037              455.95               455.95       3/1/2007                52000
101067662                       100            9.725            3/1/2007         2/1/2037             1217.39              1217.39       3/1/2007               142000
101067668                       100             9.99            2/1/2007         1/1/2037              307.36               307.36       2/1/2007                35053
101067686                       100             9.99            2/1/2007         1/1/2037              239.28               239.28       3/1/2007                27289
101067718                       100           10.825            3/1/2007         2/1/2037              914.36               914.36       3/1/2007               100000
101067724                       100             9.99            2/1/2007         1/1/2037              541.88               541.88       3/1/2007                61800
101067748                       100             9.99            2/1/2007         1/1/2037              319.17               319.17       4/1/2007                36400
101067757                        95                9            2/1/2007         1/1/2037              866.51               866.51       4/1/2007               107692
101067805                       100             9.99            3/1/2007         2/1/2037              675.16               675.16       3/1/2007                77000
101067836                        80             8.35            3/1/2007         2/1/2037             1502.21              1502.21       3/1/2007               198100
101067878                       100             9.99            2/1/2007         1/1/2037              274.76               274.76       3/1/2007                31336
101067884                        80             7.15            3/1/2007         2/1/2037             1443.36              1443.36       3/1/2007               213703
101067947                        95            9.425            4/1/2007         3/1/2037             1421.45              1421.45       3/1/2007               170155
101068018                        95           11.875            3/1/2007         2/1/2037             1742.77              1742.77       3/1/2007               171027
101068031                        95            11.99            4/1/2007         3/1/2037             1659.97              1659.97       4/1/2007               161500
101068038                       100             9.99            3/1/2007         2/1/2037               573.3                573.3       3/1/2007                65383
101068052                       100             9.99            3/1/2007         2/1/2037              678.67               678.67       3/1/2007                77400
101068109                       100              9.5            3/1/2007         2/1/2037             1933.89              1933.88       3/1/2007               229990
101068114                       100             9.75            3/1/2007         2/1/2037             1520.71               1520.7       4/1/2007               177000
101068117                        95            9.625            3/1/2007         2/1/2037             1130.49              1130.49       2/1/2007               133000
101068140                       100             9.99            3/1/2007         2/1/2037              363.01               363.01       3/1/2007                41400
101068143                       100             9.99            3/1/2007         2/1/2037              491.03               491.03       3/1/2007                56000
101068206                        95              9.2            4/1/2007         3/1/2037              2878.1               2878.1       4/1/2007               351393
101068254                       100             9.99            3/1/2007         2/1/2037               227.8                227.8       3/1/2007                25980
101068258                       100              9.2            3/1/2007         2/1/2037             4689.55              4689.55       3/1/2007               572557
101068263                       100           10.825            4/1/2007         3/1/2037             1314.03              1314.03       3/1/2007               145000
101068266                        95           11.225            3/1/2007         2/1/2037             1296.52              1296.52       3/1/2007               133750
101068342                       100             9.05            3/1/2007         2/1/2037             1935.69              1935.69       3/1/2007               239500
101068388                       100             9.99            4/1/2007         3/1/2037             1128.92              1128.92       3/1/2007               128750
101068423                       100            10.05            3/1/2007         2/1/2037               696.2                696.2       3/1/2007                79000
101068432                       100             9.99            3/1/2007         2/1/2037               227.8                227.8       3/1/2007                25980
101068454                        80             8.95            4/1/2007         3/1/2037             2210.84              2210.84       3/1/2007               276000
101068470                       100             9.99            3/1/2007         2/1/2037              357.66               357.66       3/1/2007                40790
101068486                        80              9.3            4/1/2007         3/1/2037             1487.35              1487.34       3/1/2007               180000
101068523                       100            10.58            4/1/2007         3/1/2037             4382.65              4382.65       3/1/2007               476000
101068544                       100             9.99            3/1/2007         2/1/2037              622.55               622.55       4/1/2007                71000
101068546                        95            11.65            4/1/2007         3/1/2037                1073                 1073       3/1/2007               107112
101068576                       100             8.75            4/1/2007         3/1/2037             1063.62              1063.62       3/1/2007               135200
101068605                        80              7.8            4/1/2007         3/1/2037             1186.35              1186.35       3/1/2007               164800
101068622                       100              9.9            3/1/2007         2/1/2037             2335.59              2335.59       2/1/2007               268400
101068646                        95            11.95            3/1/2007         2/1/2037             1041.67              1041.67       4/1/2007               101650
101068743                       100             9.65            3/1/2007         2/1/2037              2219.5               2219.5       3/1/2007               276000
101068790                        95             11.3            4/1/2007         3/1/2037             2223.14              2223.14       3/1/2007               228000
101068806                        95           11.975            4/1/2007         3/1/2037             1490.63              1490.63       3/1/2007               145188
101068824                        95             10.9            3/1/2007         2/1/2037             1795.07              1795.07       3/1/2007               190000
101068828                       100           10.625            3/1/2007         2/1/2037             1568.14              1568.14       3/1/2007               169694
101068868                       100             9.95            3/1/2007         2/1/2037             1660.37              1660.37       3/1/2007               190000
101068872                        95           10.425            3/1/2007         2/1/2037             1265.29              1265.29       3/1/2007               139175
101068883                       100           11.925            3/1/2007         2/1/2037              842.82               842.82       4/1/2007                82400
101068908                        90             8.45            3/1/2007         2/1/2037             1387.91              1387.91       3/1/2007               197100
101069008                        80                9            5/1/2007         4/1/2037             2896.64              2896.64       4/1/2007               360000
101069014                       100            10.45            4/1/2007         3/1/2037             1064.82              1064.82       3/1/2007               116884
101069017                        80             8.85            4/1/2007         3/1/2037             2386.09              2386.09       3/1/2007               319600
101069036                       100           12.075            3/1/2007         2/1/2037              399.07               399.07       4/1/2007                38580
101069050                       100              8.7            4/1/2007         3/1/2037              1801.2               1801.2       3/1/2007               230000
101069054                        95           11.375            4/1/2007         3/1/2037             1248.42              1248.42       4/1/2007               127290
101069089                        95             8.45            4/1/2007         3/1/2037             2036.44              2036.44       4/1/2007               284906
101069094                        95            11.15            4/1/2007         3/1/2037             1043.66              1043.66       4/1/2007               108300
101069105                        80            7.525            4/1/2007         3/1/2037               819.8                819.8       3/1/2007               116960
101069107                       100           11.025            3/1/2007         2/1/2037             1106.11              1106.11       3/1/2007               118900
101069109                       100             9.99            4/1/2007         3/1/2037              256.39               256.39       3/1/2007                29240
101069145                       100              9.9            4/1/2007         3/1/2037             1713.53              1713.53       3/1/2007               196914
101069147                       100             9.99            4/1/2007         3/1/2037              287.51               287.51       4/1/2007                32790
101069151                        95             9.25            4/1/2007         3/1/2037               910.5                910.5       3/1/2007               110675
101069227                       100             8.74            4/1/2007         3/1/2037             2750.95              2750.95       4/1/2007               350000
101069235                        80           10.475            4/1/2007         3/1/2037             1022.42              1022.42       3/1/2007               112000
101069248                        80               10            4/1/2007         3/1/2037              772.26               772.26       3/1/2007                88000
101069311                        95            11.65            4/1/2007         3/1/2037               998.3                998.3       3/1/2007                99655
101069330                        80             7.95            4/1/2007         3/1/2037             1640.98              1640.97       4/1/2007               224704
101069352                     50.51              9.5            5/1/2007         4/1/2037              420.43               420.43       4/1/2007                50000
101069357                        95           11.575            4/1/2007         3/1/2037             1318.08              1318.08       4/1/2007               132335
101069371                        95            9.675            4/1/2007         3/1/2037             1158.27              1158.27       3/1/2007               142500
101069384                        95             9.95            4/1/2007         3/1/2037                1012                 1012       3/1/2007               115805
101069422                        95           11.675            4/1/2007         3/1/2037             1007.83              1007.83       3/1/2007               100415
101069437                        80              9.6            4/1/2007         3/1/2037             1329.91              1329.91       4/1/2007               156800
101069440                       100            11.75            4/1/2007         3/1/2037             3287.03              3287.03       3/1/2007               325639
101069517                        95            11.95            4/1/2007         3/1/2037             1090.35              1090.35       3/1/2007               106400
101069586                       100            11.99            4/1/2007         3/1/2037              513.92               513.92       3/1/2007                50000
101069628                        80            7.125            4/1/2007         3/1/2037             2425.39              2425.39       4/1/2007               360000
101069657                        80             8.45            4/1/2007         3/1/2037             2422.33              2422.33       4/1/2007               344000
101069738                       100           10.075            4/1/2007         3/1/2037             1236.94              1236.94       3/1/2007               140065
101069766                        80           10.625            4/1/2007         3/1/2037             1033.51              1033.51       3/1/2007               111840
101069777                        95           10.925            4/1/2007         3/1/2037             1452.41              1452.41       3/1/2007               153425
101069839                        80             8.85            4/1/2007         3/1/2037             1268.72              1268.72       3/1/2007               159818
101069867                        80              8.6            5/1/2007         4/1/2037             1272.66              1272.66       4/1/2007               164000
101069878                        80            9.675            4/1/2007         3/1/2037              952.68               952.68       3/1/2007               111600
101069895                        80            10.29            4/1/2007         3/1/2037              876.71               876.71       3/1/2007                97512
101069900                        85            7.725            5/1/2007         4/1/2037              777.58               777.58       4/1/2007               108800
101069930                       100             11.4            5/1/2007         4/1/2037              638.73               638.73       4/1/2007                65000
101070002                        95           10.625            5/1/2007         4/1/2037              1290.5               1290.5       4/1/2007               139650
101070003                        95             10.1            4/1/2007         3/1/2037             7986.86              7986.86       3/1/2007               902500
101070016                        80             7.75            4/1/2007         3/1/2037              1461.5               1461.5       3/1/2007               216000
101070036                       100             9.99            4/1/2007         3/1/2037              473.49               473.49       3/1/2007                54000
101070089                        80             9.65            4/1/2007         3/1/2037             1907.43              1907.43       4/1/2007               223924
101070092                       100             9.88            4/1/2007         3/1/2037             1068.52              1068.52       4/1/2007               123000
101070126                        80              9.7            4/1/2007         3/1/2037              691.23               691.23       3/1/2007                80800
101070156                        80             9.65            4/1/2007         3/1/2037              612.63               612.63       3/1/2007                71920
101070179                        80              9.8            4/1/2007         3/1/2037             1331.08              1331.08       4/1/2007               154269
101070181                        95              9.6            4/1/2007         3/1/2037              862.15               862.15       4/1/2007               101650
101070182                        80              9.8            4/1/2007         3/1/2037              931.85               931.85       3/1/2007               108000
101070184                        80               10            5/1/2007         4/1/2037              772.26               772.26       4/1/2007                88000
101070223                        80             9.05            4/1/2007         3/1/2037             1260.83              1260.83       4/1/2007               156000
101070307                        80             9.85            4/1/2007         3/1/2037             1504.26              1504.26       4/1/2007               173600
101070378                       100             9.99            5/1/2007         4/1/2037             2515.63              2515.63       4/1/2007               286900
101070439                        95           11.875            5/1/2007         4/1/2037             1105.01              1105.01       4/1/2007               110675
101070458                        95            10.65            5/1/2007         4/1/2037              879.67               879.67       4/1/2007                95000
101070466                        80              8.9            5/1/2007         4/1/2037             2621.98              2621.98       4/1/2007               328800
101070608                        80             8.65            5/1/2007         4/1/2037             2293.14              2293.14       4/1/2007               308000
101070674                        90            10.95            5/1/2007         4/1/2037               554.9                554.9       4/1/2007                58500
101070697                       100             9.75            5/1/2007         4/1/2037              2069.7               2069.7       4/1/2007               240900
111002715                      81.9             6.55            1/1/2007        12/1/2036             2347.08              2347.08       3/1/2007               430000
111002766                        90            6.825            3/1/2007         2/1/2037             3479.39              3479.39       3/1/2007               532350
111002799                        90            6.925            4/1/2007         3/1/2037             3283.21              3283.21       3/1/2007               497250
111002800                        90            6.325            4/1/2007         3/1/2037             3010.55              3010.55       3/1/2007               485100
111002859                        85              6.5            2/1/2007         1/1/2037             3821.46              3821.43       3/1/2007               705500
111002873                        90            6.775            3/1/2007         2/1/2037             2809.13              2809.13       3/1/2007               432000
111002894                        90            7.575            3/1/2007         2/1/2037             3404.16              3404.16       3/1/2007               483300
111002944                        90            6.925            4/1/2007         3/1/2037             3084.14              3084.14       4/1/2007               467100
111002953                        80              6.4            4/1/2007         3/1/2037              2592.1               2592.1       3/1/2007               414400
111002964                        90            6.825            4/1/2007         3/1/2037             3152.92              3152.92       4/1/2007               482400
111002995                        90             6.95            4/1/2007         3/1/2037             3139.62              3139.62       4/1/2007               474300
111002999                        90            7.825            4/1/2007         3/1/2037             3821.96              3821.96       3/1/2007               529650
111003004                        90            7.475            4/1/2007         3/1/2037             3082.27              3082.27       3/1/2007               441900
111003005                     89.92            7.475            4/1/2007         3/1/2037             3389.87              3389.87       4/1/2007               486000
111003006                        90            7.125            4/1/2007         3/1/2037             3513.78              3513.78       3/1/2007               521550
111003022                        50            8.925            4/1/2007         3/1/2037             5594.62              5594.62       3/1/2007               700000
111003034                      53.3              7.6            4/1/2007         3/1/2037             1826.72              1826.72       4/1/2007               274500
111003041                        90            7.375            4/1/2007         3/1/2037             3350.47              3350.47       3/1/2007               485100
111003105                     89.21              5.6            4/1/2007         3/1/2037                3164                 3164       3/1/2007               678000
111003226                       100              6.4            5/1/2007         4/1/2037             2419.46              2419.46       4/1/2007               435000
121041369                       100                6            8/1/2005         7/1/2035              505.05               305.77       3/1/2007                51000
121049820                       100           10.225           12/1/2006        11/1/2036              482.89               482.89       3/1/2007                54000
121049995                       100             10.2           12/1/2006        11/1/2036              408.71               408.71       3/1/2007                45800
121051169                        85            8.125            2/1/2007         1/1/2037              928.45               928.45       3/1/2007               131750
121051335                       100            10.14            2/1/2007         1/1/2037               490.5                490.5       3/1/2007                55240
121051474                       100             10.1            2/1/2007         1/1/2037              353.81               353.81       4/1/2007                39980
121051616                        80            10.15            2/1/2007         1/1/2037              888.68               888.68       3/1/2007               100000
121051801                        80             11.8            4/1/2007         3/1/2037             1175.36              1175.36       3/1/2007               116000
121051829                     91.96            9.025            5/1/2007         4/1/2037             1290.36              1290.36       4/1/2007               160011
121051861                     74.06            8.625            3/1/2007         2/1/2037              962.43               962.43       3/1/2007               129600
121052029                     78.13             8.05            3/1/2007         2/1/2037              737.25               737.25       3/1/2007               100000
121052113                        80             7.75            4/1/2007         3/1/2037             1891.33              1891.33       3/1/2007               264000
121052129                       100             11.9            4/1/2007         3/1/2037              546.19               546.19       3/1/2007                53500
121052307                       100           10.325            3/1/2007         2/1/2037             1676.23              1676.23       3/1/2007               185900
121052377                       100             9.38            4/1/2007         3/1/2037             1747.44              1747.44       3/1/2007               210000
121052449                        80             5.85            4/1/2007         3/1/2037             1228.57              1228.57       3/1/2007               227600
121052457                       100             12.6            4/1/2007         3/1/2037              611.69               611.69       3/1/2007                56900
121052928                        80             7.35            4/1/2007         3/1/2037             1909.98              1909.98       3/1/2007               295200
121052938                       100               12            4/1/2007         3/1/2037              554.67               554.67       4/1/2007                55000
121053076                        80              8.9            5/1/2007         4/1/2037              781.39               781.39       4/1/2007               102320
121053107                        80            9.275            4/1/2007         3/1/2037              877.25               877.25       3/1/2007               106400
121053137                       100           12.275            4/1/2007         3/1/2037              279.25               279.25       3/1/2007                26600
121053149                        80             8.35            4/1/2007         3/1/2037             1243.63              1243.63       3/1/2007               164000
121053182                        80              7.5            4/1/2007         3/1/2037               982.5                982.5       4/1/2007               157200
121053203                     79.45             11.8            4/1/2007         3/1/2037              575.58               575.58       4/1/2007                58000
121053310                        65               11            4/1/2007         3/1/2037              476.64               476.64       3/1/2007                50050
121054024                        80             8.85            5/1/2007         4/1/2037              980.57               980.57       4/1/2007               123520
141057257                        90              7.5            1/1/2007        12/1/2036             1946.18              1946.18       3/1/2007               295740
141057653                       100             9.99            1/1/2007        12/1/2036              631.14               631.14       3/1/2007                71980
141057925                       100             12.6            2/1/2007         1/1/2037              666.51               666.51       3/1/2007                62000
151036787                        95            10.25           11/1/2006        10/1/2036             1037.73              1037.73       3/1/2007               115805
151037333                     89.84            10.75           11/1/2006        10/1/2036             4496.57              4496.57       2/1/2007               495000
151037943                        90            11.75           11/1/2006        10/1/2036              508.74               508.74       3/1/2007                50400
151038328                       100             8.81            1/1/2007        12/1/2036               280.8                280.8      10/1/2007                35500
151038445                       100            14.05            1/1/2007        12/1/2036              487.42               487.42       3/1/2007                41000
151039183                        80             9.25            2/1/2007         1/1/2037                 849                  849       3/1/2007               103200
151039353                     62.67              8.7            3/1/2007         2/1/2037             3517.23              3517.23       3/1/2007               470000
151039457                       100             13.6            1/1/2007        12/1/2036              380.58               380.58       4/1/2007                33000
151039459                     84.21             7.95            2/1/2007         1/1/2037             4089.58              4089.58       3/1/2007               560000
151039502                        80             10.8            2/1/2007         1/1/2037             2361.85              2361.85       3/1/2007               252000
151039866                       100            11.85            1/1/2007        12/1/2036             1301.86              1301.86       3/1/2007               128000
151040080                        90             9.65            3/1/2007         2/1/2037             4040.18              4040.18       3/1/2007               474300
151040235                        80              8.9            2/1/2007         1/1/2037             3971.09              3971.09       3/1/2007               520000
151040342                        75            11.35            2/1/2007         1/1/2037              976.42               976.42       3/1/2007                99750
151040412                     89.57             7.15            3/1/2007         2/1/2037             3256.63              3256.63       3/1/2007               515000
151040661                     89.29             8.45            3/1/2007         2/1/2037             5105.05              5105.05       3/1/2007               700000
151040722                     78.13              9.6            3/1/2007         2/1/2037             4241.07              4241.07       4/1/2007               500032
151040766                        90             8.85            3/1/2007         2/1/2037             4855.34              4855.34       3/1/2007               639000
151040834                       100              9.5            3/1/2007         2/1/2037              927.36               927.36       3/1/2007               114480
151040938                       100             12.7            3/1/2007         2/1/2037             1316.69              1316.69       4/1/2007               121600
151040965                        80              8.9            3/1/2007         2/1/2037             3940.55              3940.55       3/1/2007               516000
151040998                       100             11.6            3/1/2007         2/1/2037              411.15               411.15       4/1/2007                41200
151041077                        80             6.35            3/1/2007         2/1/2037             2137.83              2137.83       3/1/2007               404000
151041081                        85                9            3/1/2007         2/1/2037             1402.05              1402.05       3/1/2007               174250
151041102                      73.5              8.9            3/1/2007         2/1/2037             5861.17              5861.17       3/1/2007               735000
151041144                       100           10.725            3/1/2007         2/1/2037              2501.7               2501.7       3/1/2007               276000
151041181                        90              7.6            3/1/2007         2/1/2037              856.46               856.46       4/1/2007               128700
151041244                        85             8.65            3/1/2007         2/1/2037             4638.44              4638.44       3/1/2007               595000
151041268                        80             9.25            3/1/2007         2/1/2037             6009.02              6009.02       3/1/2007               760000
151041277                       100            11.35            4/1/2007         3/1/2037             6402.16              6402.16       4/1/2007               669500
151041321                     53.96            6.562            5/1/2007         4/1/2037             2729.09              2729.09       4/1/2007               429000
151041424                        80             8.25            5/1/2007         4/1/2037             1565.11              1565.11       4/1/2007               223920
151041480                        80              9.3            4/1/2007         3/1/2037                3875                 3875       4/1/2007               500000
151041516                       100            12.05            3/1/2007         2/1/2037             1328.81              1328.81       3/1/2007               132000
151041525                        95             9.95            4/1/2007         3/1/2037             3486.78              3486.78       3/1/2007               399000
151041644                        80             7.99            5/1/2007         4/1/2037             1137.72              1137.72       4/1/2007               155200
151041670                        80              9.7            3/1/2007         2/1/2037             1803.22              1803.22       3/1/2007               218400
151041713                       100            13.65            4/1/2007         3/1/2037              562.41               562.41       4/1/2007                48600
151041716                        80             8.99            4/1/2007         3/1/2037             1363.99              1363.99       3/1/2007               180000
151041749                        80             6.95            4/1/2007         3/1/2037             2594.67              2594.67       3/1/2007               448000
151041750                        90              9.9            5/1/2007         4/1/2037              5012.3               5012.3       4/1/2007               576000
151041800                     79.62              9.5            4/1/2007         3/1/2037             1266.13              1266.13       3/1/2007               156300
151041809                       100             9.35            4/1/2007         3/1/2037             2234.75              2234.75       4/1/2007               279900
151041811                        80              9.1            4/1/2007         3/1/2037             2904.37              2904.37       3/1/2007               372800
151041815                        90              7.3            4/1/2007         3/1/2037             2961.67              2961.67       3/1/2007               432000
151041973                     92.54             8.35            4/1/2007         3/1/2037             4701.51              4701.51       4/1/2007               620000
151041992                        80             8.55            4/1/2007         3/1/2037             3212.88              3212.88       3/1/2007               436000
151041994                        90              7.4            4/1/2007         3/1/2037             4050.42              4050.42       3/1/2007               585000
151041999                     89.86              8.8            4/1/2007         3/1/2037              4899.7               4899.7       4/1/2007               620000
151042005                        80             7.95            4/1/2007         3/1/2037             2754.62              2754.62       3/1/2007               407880
151042039                        85            11.35            4/1/2007         3/1/2037              931.88               931.88       3/1/2007                95200
151042084                        80             8.55            4/1/2007         3/1/2037              831.17               831.17       4/1/2007               107600
151042102                        95             11.3            4/1/2007         3/1/2037             3618.58              3618.58       4/1/2007               380000
151042118                        90              8.3            4/1/2007         3/1/2037             2071.88              2071.88       4/1/2007               274500
151042144                       100            10.65            5/1/2007         4/1/2037             3648.33              3648.33       4/1/2007               394000
151042151                       100            9.675            4/1/2007         3/1/2037             2601.02              2601.02       4/1/2007               320000
151042158                       100            12.05            4/1/2007         3/1/2037              928.18               928.18       3/1/2007                89900
151042159                        80              7.4            4/1/2007         3/1/2037             1534.31              1534.31       4/1/2007               221600
151042181                     89.67             8.95            5/1/2007         4/1/2037              3799.2               3799.2       4/1/2007               495000
151042196                        80              8.3            4/1/2007         3/1/2037             2200.94              2200.94       3/1/2007               313120
151042203                        80                8            4/1/2007         3/1/2037             2192.49              2192.49       3/1/2007               298800
151042216                       100           12.275            4/1/2007         3/1/2037              784.22               784.22       3/1/2007                74700
151042226                        80             7.85            4/1/2007         3/1/2037               565.2                565.2       3/1/2007                86400
151042289                     81.56             8.85            4/1/2007         3/1/2037                5310                 5310       3/1/2007               720000
151042308                        80              9.7            4/1/2007         3/1/2037             1238.55              1238.55       3/1/2007               152000
151042317                        95             7.95            4/1/2007         3/1/2037              2125.7               2125.7       3/1/2007               291080
151042364                        80             9.55            4/1/2007         3/1/2037             1013.41              1013.41       4/1/2007               120000
151042395                        73             10.5            4/1/2007         3/1/2037             4073.33              4073.33       3/1/2007               445300
151042416                       100             9.13            4/1/2007         3/1/2037             2726.88              2726.88       3/1/2007               335000
151042419                        95             6.32            5/1/2007         4/1/2037             1150.77              1150.77       4/1/2007               218500
151042479                       100              8.6            4/1/2007         3/1/2037             1358.02              1358.02       4/1/2007               175000
151042481                        90             9.99            5/1/2007         4/1/2037              718.13               718.13       4/1/2007                81900
151042522                      73.2              7.8            5/1/2007         4/1/2037             2555.54              2555.54       4/1/2007               355000
151042551                        90                9            4/1/2007         3/1/2037              4117.5               4117.5       3/1/2007               549000
151042563                        95             9.45            5/1/2007         4/1/2037             2505.35              2505.35       4/1/2007               299250
151042576                        80              8.8            4/1/2007         3/1/2037             1027.74              1027.74       4/1/2007               130048
151042637                        80              8.8            5/1/2007         4/1/2037             1811.94              1811.94       4/1/2007               244000
151042685                        95              9.5            5/1/2007         4/1/2037             1375.27              1375.27       4/1/2007               163556
151042688                        80              7.3            4/1/2007         3/1/2037             1927.23              1927.23       3/1/2007               308480
151042743                        95              8.3            4/1/2007         3/1/2037             2294.55              2294.55       4/1/2007               304000
151042952                     55.83             8.27            5/1/2007         4/1/2037             1610.21              1610.21       4/1/2007               225000
151042994                        80             9.15            5/1/2007         4/1/2037             2544.17              2544.17       4/1/2007               312000
151043000                        95             9.75            5/1/2007         4/1/2037             3264.79              3264.79       4/1/2007               380000
151043026                        80                9            5/1/2007         4/1/2037               888.3                888.3       4/1/2007               110400
151043083                        80             6.72            5/1/2007         4/1/2037             1138.03              1138.03       4/1/2007               176000
151044193                        70             9.35            6/1/2007         5/1/2037             1431.68              1431.68       5/1/2007               182000
151044213                        90             7.47            6/1/2007         5/1/2037             1411.83              1411.83       5/1/2007               226800
151044265                        75            10.65            6/1/2007         5/1/2037             1666.75              1666.75       5/1/2007               180000
161050883                       100            14.05           12/1/2006        11/1/2036              427.98               427.98       3/1/2007                36000
161051775                       100           13.225            2/1/2007         1/1/2037              764.19               764.19       3/1/2007                68000
161052077                        70             8.35            4/1/2007         3/1/2037             3874.96              3874.96       3/1/2007               511000
161052084                       100           13.225            2/1/2007         1/1/2037              348.38               348.38       3/1/2007                31000
161052187                       100             11.6            2/1/2007         1/1/2037             1047.82              1047.82       4/1/2007               105000
161052245                        80            10.22            2/1/2007         1/1/2037             1912.89              1912.89       3/1/2007               214000
161052617                       100           11.925            3/1/2007         2/1/2037              695.53               695.53       3/1/2007                68000
161052621                        80             10.1            3/1/2007         2/1/2037             5663.81              5663.81       3/1/2007               640000
161052758                        90              7.6            4/1/2007         3/1/2037             4575.36              4575.36       4/1/2007               648000
161052765                        65              9.5            4/1/2007         3/1/2037             6558.66              6558.66       4/1/2007               780000
161052963                       100             13.9            3/1/2007         2/1/2037              551.99               551.99       3/1/2007                46900
161052995                     79.93              8.2            3/1/2007         2/1/2037             4553.43              4553.43       3/1/2007               641000
161053061                        80              7.9            4/1/2007         3/1/2037             1499.54              1499.54       3/1/2007               206320
161053095                        80             8.47            4/1/2007         3/1/2037             1329.57              1329.57       4/1/2007               185600
161053213                        80             6.45            4/1/2007         3/1/2037             3641.94              3641.94       3/1/2007               650400
161053241                     79.68             7.82            4/1/2007         3/1/2037              1781.5               1781.5       4/1/2007               247000
161053248                        80              8.5            4/1/2007         3/1/2037             2319.04              2319.04       3/1/2007               301600
161053280                     74.61              7.9            4/1/2007         3/1/2037              1228.3               1228.3       4/1/2007               169000
161053353                        80              7.4            4/1/2007         3/1/2037             2895.87              2895.87       4/1/2007               469600
161053371                        80             7.45            4/1/2007         3/1/2037              1753.4               1753.4       4/1/2007               252000
161053393                       100             8.95            4/1/2007         3/1/2037             5807.45              5807.45       3/1/2007               725000
161053399                        90              9.1            5/1/2007         4/1/2037             3890.25              3890.25       4/1/2007               513000
161053420                        80                8            4/1/2007         3/1/2037              997.17               997.17       3/1/2007               146800
161053464                        80             8.35            4/1/2007         3/1/2037             1809.17              1809.17       4/1/2007               260000
161053496                        65              6.7            4/1/2007         3/1/2037             1715.32              1715.32       3/1/2007               286000
161053522                        90             8.15            4/1/2007         3/1/2037             2880.24              2880.24       4/1/2007               387000
161053561                        80             7.05            4/1/2007         3/1/2037             1579.19              1579.19       3/1/2007               260800
161053610                        80              6.2            5/1/2007         4/1/2037             2645.33              2645.33       4/1/2007               512000
161053658                        95             9.12            5/1/2007         4/1/2037             1705.64              1705.64       4/1/2007               218500
161053721                        90            11.05            5/1/2007         4/1/2037              2796.6               2796.6       4/1/2007               292500
161053772                        90              8.9            5/1/2007         4/1/2037             2425.81              2425.81       4/1/2007               304200
161053812                     68.87             7.85            5/1/2007         4/1/2037             3761.34              3761.34       4/1/2007               520000
171030850                       100             14.4            8/1/2006         7/1/2036              807.59               807.58       4/1/2007                66380
171034395                       100             9.94           12/1/2006        11/1/2036              363.94               363.94       3/1/2007                41681
171034829                        95             10.9            2/1/2007         1/1/2037             1956.94              1956.93       3/1/2007               207132
171034845                       100             9.99            2/1/2007         1/1/2037              248.59               248.58       4/1/2007                28350
171034846                       100             9.99           10/1/2006         9/1/2036              240.27               240.26       3/1/2007                27401
171034882                       100             9.99           11/1/2006        10/1/2036              224.91               224.91       2/1/2007                25650
171035014                       100             14.3           11/1/2006        10/1/2036              639.96               639.96       3/1/2007                52948
171035570                       100             9.94           11/1/2006        10/1/2036               308.8                308.8       3/1/2007                35366
171035708                       100             8.66            3/1/2007         2/1/2037             2229.35              2229.35       3/1/2007               308917
171036181                       100             9.94            1/1/2007        12/1/2036              318.92               318.92       3/1/2007                36525
171036387                       100             13.5            1/1/2007        12/1/2026              569.64               569.64       3/1/2007                47180
171036521                       100           13.125            1/1/2007        12/1/2036             1339.17              1339.17       3/1/2007               120000
171036540                       100             13.5            1/1/2007        12/1/2036              389.21               389.21       3/1/2007                33980
171036550                       100             9.99            1/1/2007        12/1/2036              357.31               357.31       3/1/2007                40750
171036730                       100             13.5            1/1/2007        12/1/2036              696.41               696.41       3/1/2007                60800
171036801                       100            11.65            1/1/2007        12/1/2036              518.91               518.91       3/1/2007                51800
171037211                       100             9.99            1/1/2007        12/1/2036              263.05               263.05       3/1/2007                30000
171037493                       100             13.5            1/1/2007        12/1/2036              443.32               443.32       3/1/2007                38704
171037607                       100             7.21            3/1/2007         2/1/2037             1941.43              1941.43       3/1/2007               304900
171037916                       100           12.125            2/1/2007         1/1/2037             1027.86              1027.86       3/1/2007                99000
171038379                        80             9.35            2/1/2007         1/1/2037             5145.58              5145.58       2/1/2007               620000
171038412                        80             6.35            2/1/2007         1/1/2037             1149.61              1149.61       4/1/2007               200000
171038447                       100            9.999            2/1/2007         1/1/2037              479.99               479.99       4/1/2007                54700
171038519                        80             9.15            2/1/2007         1/1/2037             1377.95              1377.95       3/1/2007               176000
171038619                       100            11.75            2/1/2007         1/1/2037               440.1                440.1       3/1/2007                43600
171038705                       100             9.99            2/1/2007         1/1/2037              347.91               347.91       3/1/2007                39678
171038791                       100            9.625            2/1/2007         1/1/2037              305.83               305.83       3/1/2007                35980
171038858                       100            11.75            3/1/2007         2/1/2037              403.76               403.76       3/1/2007                40000
171038896                        90              7.9            3/1/2007         2/1/2037             2166.57              2166.57       3/1/2007               314991
171038979                       100            11.25            2/1/2007         1/1/2037               458.9                458.9       3/1/2007                47248
171039015                        80              7.5            2/1/2007         1/1/2037              1674.6               1674.6       3/1/2007               267936
171039323                       100             13.5            2/1/2007         1/1/2037              767.25               767.24       3/1/2007                66984
171039494                        80             9.25            3/1/2007         2/1/2037              3826.8               3826.8       3/1/2007               484000
171039497                        85             7.25            4/1/2007         3/1/2037             3539.62              3539.62       3/1/2007               553350
171039587                        90           10.615            3/1/2007         2/1/2037             1475.75              1475.74       3/1/2007               159825
171039639                       100              9.1            4/1/2007         3/1/2037             2824.79              2824.79       3/1/2007               372500
171039754                       100             9.99            3/1/2007         2/1/2037               256.9               256.89       3/1/2007                29298
171039807                       100             10.6            3/1/2007         2/1/2037              461.11               461.11       4/1/2007                50000
171039870                        80             8.55            3/1/2007         2/1/2037             1408.95              1408.95       4/1/2007               191200
171039903                        80             6.55            5/1/2007         4/1/2037             1400.74              1400.74       4/1/2007               256624
171039956                       100            12.55            3/1/2007         2/1/2037              706.95               706.95       4/1/2007                66000
171039988                       100              8.9            3/1/2007         2/1/2037             1680.08              1680.08       4/1/2007               220000
171040116                       100             11.6            3/1/2007         2/1/2037             1337.22              1337.22       2/1/2007               134000
171040145                        90              6.3            3/1/2007         2/1/2037             1541.04              1541.04       3/1/2007               269757
171040352                       100             9.99            3/1/2007         2/1/2037              221.97               221.96       3/1/2007                25314
171040384                     73.32             7.35            3/1/2007         2/1/2037             4871.71              4871.71       3/1/2007               774992
171040397                        80             8.75            4/1/2007         3/1/2037             1384.59              1384.59       4/1/2007               176000
171040418                        80             8.85            4/1/2007         3/1/2037             1618.83              1618.83       3/1/2007               203920
171040487                        95              8.5            4/1/2007         3/1/2037             1706.28              1706.28       4/1/2007               232750
171040536                       100           10.295            3/1/2007         2/1/2037             1147.16              1147.16       3/1/2007               131500
171040703                        80             8.45            3/1/2007         2/1/2037              1112.3               1112.3       3/1/2007               157960
171040708                       100            12.95            3/1/2007         2/1/2037              640.78               640.78       3/1/2007                58132
171040778                        85              7.5            4/1/2007         3/1/2037             3340.15              3340.15       3/1/2007               477700
171040789                        80             7.35            4/1/2007         3/1/2037                1372                 1372       3/1/2007               224000
171040834                     83.41              7.6            4/1/2007         3/1/2037             1242.69              1242.69       3/1/2007               176000
171040842                       100             8.65            4/1/2007         3/1/2037             1945.53              1945.53       3/1/2007               269900
171040950                       100            10.85            3/1/2007         2/1/2037             1790.88              1790.88       3/1/2007               190315
171040960                       100             8.85            5/1/2007         4/1/2037             2163.78              2163.77       4/1/2007               272566
171041046                     67.32             9.49            5/1/2007         4/1/2037             1470.22              1470.22       4/1/2007               175000
171041268                       100            8.825            4/1/2007         3/1/2037             1619.74              1619.74       3/1/2007               204496
171041338                        95              7.9            4/1/2007         3/1/2037             3061.72              3061.72       4/1/2007               456000
171041349                     82.67                8            5/1/2007         4/1/2037             1225.34              1225.34       4/1/2007               166993
171041378                        80              8.7            4/1/2007         3/1/2037             1317.64              1317.64       3/1/2007               179360
171041406                        80            8.825            4/1/2007         3/1/2037              987.14               987.13       3/1/2007               124628
171041441                     78.33              7.4            4/1/2007         3/1/2037              1223.3               1223.3       4/1/2007               188000
171041498                        80                7            4/1/2007         3/1/2037             1143.33              1143.33       3/1/2007               196000
171041540                       100              8.8            4/1/2007         3/1/2037             1392.97              1392.97       4/1/2007               189950
171041541                        95             7.55            4/1/2007         3/1/2037             2260.11              2260.11       3/1/2007               341525
171041584                        80             7.75            4/1/2007         3/1/2037             1504.11              1504.11       3/1/2007               228000
171041641                        95             7.95            4/1/2007         3/1/2037             4336.05              4336.05       3/1/2007               593750
171041659                        95              8.9            4/1/2007         3/1/2037             2174.09              2174.09       3/1/2007               293135
171041742                        95                8            4/1/2007         3/1/2037              1968.2               1968.2       3/1/2007               289750
171041753                        80             7.65            4/1/2007         3/1/2037             1393.35              1393.35       4/1/2007               218565
171041812                     92.17                8            4/1/2007         3/1/2037             1555.58              1555.58       4/1/2007               212000
171041827                        80              7.3            4/1/2007         3/1/2037             1424.05              1422.65       4/1/2007               234091
171041828                       100              8.8            4/1/2007         3/1/2037             2199.27              2199.27       4/1/2007               299900
171041845                       100            10.05            5/1/2007         4/1/2037             1145.65              1145.65       4/1/2007               130000
171041879                        80                6            5/1/2007         4/1/2037              946.37               946.37       4/1/2007               172000
171041934                        90             7.75            5/1/2007         4/1/2037             4598.92              4598.92       4/1/2007               641938
171042032                       100             8.05            4/1/2007         3/1/2037             1564.53              1564.53       3/1/2007               229000
171042048                       100             12.2            4/1/2007         3/1/2037             2349.08              2349.08       3/1/2007               225000
171042081                        80             8.25            4/1/2007         3/1/2037             1923.24              1923.24       3/1/2007               256000
171042096                        80            8.375            4/1/2007         3/1/2037              969.55               969.55       3/1/2007               127560
171042116                       100            8.925            4/1/2007         3/1/2037             1311.54              1311.54       3/1/2007               164100
171042133                        80            9.675            4/1/2007         3/1/2037             1061.47              1061.46       3/1/2007               124344
171042322                        80              6.7            5/1/2007         4/1/2037             1103.95              1103.95       4/1/2007               190720
171042357                        80             9.05            5/1/2007         4/1/2037             1000.26              1000.26       4/1/2007               132631
171042377                       100            7.578            4/1/2007         3/1/2022              1587.2              1587.19       3/1/2007               170400
171042399                        80              8.3            5/1/2007         4/1/2037             1964.33              1964.33       4/1/2007               284000
171042433                        90             8.45            5/1/2007         4/1/2037              861.04               861.04       4/1/2007               112500
171042467                        95              8.6            5/1/2007         4/1/2037             1761.93              1761.93       4/1/2007               227050
171042504                       100              9.7            5/1/2007         4/1/2037             1725.63              1725.63       4/1/2007               213480
171042514                        75             6.95            5/1/2007         4/1/2037              1360.3               1360.3       4/1/2007               205500
171042552                        80             7.25            5/1/2007         4/1/2037             2622.66              2622.66       4/1/2007               422400
171042612                        95             8.15            5/1/2007         4/1/2037             2166.51              2166.51       4/1/2007               313500
171042618                        95            7.875            5/1/2007         4/1/2037              952.62               952.62       4/1/2007               145161
171042625                        80              7.3            5/1/2007         4/1/2037              948.83               948.83       4/1/2007               138400
171042638                        80             8.35            5/1/2007         4/1/2037              1971.6               1971.6       4/1/2007               260000
171043114                        95             8.25            5/1/2007         4/1/2037             1975.79              1975.79       4/1/2007               282676
171043282                        80             6.75            5/1/2007         4/1/2037             1724.57              1724.57       4/1/2007               296000
171043414                        90             6.15            5/1/2007         4/1/2037             1166.96              1166.96       4/1/2007               227700
171043756                        90             8.45            6/1/2007         5/1/2037             1952.85              1952.85       5/1/2007               255150
191034126                       100            14.05            1/1/2007        12/1/2036              344.76               344.76       3/1/2007                29000
191034186                        95            13.05            1/1/2007        12/1/2036              507.87               507.87       3/1/2007                45750
191034731                       100           12.125            1/1/2007        12/1/2036             1033.69              1033.69       3/1/2007                99561
191034827                        85              8.9            2/1/2007         1/1/2037             3258.59              3258.59       3/1/2007               426700
191035217                       100             12.5            1/1/2007        12/1/2036              497.13               497.13       4/1/2007                46580
191035248                       100            12.75            1/1/2007        12/1/2036               392.3                392.3       3/1/2007                36100
191035727                       100             12.5            2/1/2007         1/1/2037              326.58               326.58       3/1/2007                30600
191035756                        80             8.75            2/1/2007         1/1/2037             3159.12              3159.12       4/1/2007               420000
191035768                     57.14             6.85            3/1/2007         2/1/2037             1310.52              1310.52       3/1/2007               200000
191035792                       100           12.225            3/1/2007         2/1/2037              431.46               431.46       3/1/2007                41250
191035850                     78.13                8            2/1/2007         1/1/2037              695.31               695.31       3/1/2007               100000
191035940                        90             7.05            3/1/2007         2/1/2037             2497.48              2497.48       3/1/2007               399555
191036011                       100            11.75            2/1/2007         1/1/2037              333.11               333.11       3/1/2007                33000
191036208                     83.68             7.25            3/1/2007         2/1/2037             5085.39              5085.39       3/1/2007               795000
191036277                     74.91             6.75            3/1/2007         2/1/2037             2788.97              2788.97       3/1/2007               430000
191036288                     94.09              7.2            4/1/2007         3/1/2037             1974.81              1974.81       3/1/2007               310500
191036312                        90              6.3            3/1/2007         2/1/2037             1670.96              1670.96       3/1/2007               292500
191036376                        90             7.75            3/1/2007         2/1/2037             4144.31              4144.31       3/1/2007               641700
191036396                        90              7.8            6/1/2007         5/1/2037             1402.92              1402.92       5/1/2007               211410
191036413                       100            9.495            3/1/2007         2/1/2037             1392.64              1392.64       3/1/2007               172000
191036482                       100             7.19            3/1/2007         2/1/2037             2308.83              2308.83       3/1/2007               385341
191036586                        80             6.25            3/1/2007         2/1/2037             4433.16              4433.16       3/1/2007               720000
191036595                        80             7.45            3/1/2007         2/1/2037             1912.17              1912.17       3/1/2007               308000
191036684                        80             6.85            3/1/2007         2/1/2037             1562.14              1562.14       3/1/2007               238400
191036775                       100             8.66            3/1/2007         2/1/2037             1899.43              1899.43       3/1/2007               263200
191036780                       100               14            3/1/2007         2/1/2037              571.11               571.11       3/1/2007                48200
191036838                        70            6.825            3/1/2007         2/1/2037             2982.93              2982.93       3/1/2007               490000
191036893                        80             7.65            3/1/2007         2/1/2037             3405.51              3405.51       3/1/2007               522400
191036898                        80              8.9            5/1/2007         4/1/2037                8010                 8010       4/1/2007              1080000
191036910                        95             10.5            3/1/2007         2/1/2037             2215.96              2215.96       3/1/2007               242250
191036937                        80             10.3            4/1/2007         3/1/2037             1079.78              1079.78       3/1/2007               120000
191036938                       100             7.55            3/1/2007         2/1/2037             3986.44              3986.44       3/1/2007               618900
191036944                       100            12.85            3/1/2007         2/1/2037              517.47               517.47       3/1/2007                47280
191037018                        80              6.8            4/1/2007         3/1/2037             2334.67              2334.67       3/1/2007               412000
191037050                     81.97              7.1            4/1/2007         3/1/2037             3046.77              3046.77       3/1/2007               500000
191037060                        80            8.225            4/1/2007         3/1/2037              959.37               959.37       3/1/2007               128000
191037066                     82.09             7.85            4/1/2007         3/1/2037             3597.92              3597.92       3/1/2007               550000
191037101                        80             7.75            4/1/2007         3/1/2037             1060.79              1060.79       3/1/2007               160800
191037123                        90             7.75            4/1/2007         3/1/2037             4047.98              4047.98       3/1/2007               613613
191037178                     89.41              7.6            4/1/2007         3/1/2037             4813.33              4813.33       3/1/2007               759999
191037208                        80              6.7            4/1/2007         3/1/2037             1079.57              1079.57       3/1/2007               180000
191037260                        80             7.45            4/1/2007         3/1/2037             1119.99              1119.99       3/1/2007               176000
191037267                        85            10.15            4/1/2007         3/1/2037              804.98               804.98       4/1/2007                93500
191037281                        90              7.7            4/1/2007         3/1/2037             1861.54              1861.54       3/1/2007               283860
191037290                        88              8.8            4/1/2007         3/1/2037             4517.33              4517.33       3/1/2007               616000
191037366                        80              6.5            4/1/2007         3/1/2037             1367.63              1367.63       3/1/2007               233600
191037464                        95              8.8            4/1/2007         3/1/2037             1164.02              1164.02       4/1/2007               156750
191037549                     92.58              7.2            5/1/2007         4/1/2037             2924.78              2924.78       4/1/2007               474000
191037556                        80             7.95            4/1/2007         3/1/2037             1391.22              1391.22       4/1/2007               206000
191037593                     94.94              8.6            4/1/2007         3/1/2037             3278.52              3278.52       3/1/2007               422483
191037691                        95             8.25            5/1/2007         4/1/2037             2456.17              2456.17       4/1/2007               351405
191037724                        80             5.95            4/1/2007         3/1/2037              907.01               907.01       4/1/2007               173520
191037773                        90             8.65            5/1/2007         4/1/2037             4293.87              4293.87       4/1/2007               550800
191037950                     35.16             8.35            4/1/2007         3/1/2037              682.48               682.48       3/1/2007                90000
191037985                        95              9.5            5/1/2007         4/1/2037             2540.22              2540.22       4/1/2007               302100
191037989                        80              8.8            5/1/2007         4/1/2037                2112                 2112       4/1/2007               288000
191038048                        80             7.25            5/1/2007         4/1/2037             1157.35              1157.35       4/1/2007               186400
191038289                       100            11.63            5/1/2007         4/1/2037              630.14               630.14       4/1/2007                63000
191038859                        90              8.1            6/1/2007         5/1/2037             1613.35              1613.35       5/1/2007               217800
211049092                       100             14.6            1/1/2007        12/1/2036              350.04               350.04       3/1/2007                28400
211049307                       100            14.05           12/1/2006        11/1/2036             1099.67              1099.67       3/1/2007                92500
211049846                       100             11.8            1/1/2007        12/1/2036              851.12               851.12       3/1/2007                84000
211050069                     89.01              7.1            1/1/2007        12/1/2036             1142.45              1142.45       3/1/2007               170000
211050745                       100             13.5            2/1/2007         1/1/2037             1145.41              1145.41       3/1/2007               100000
211050965                        70              8.2            2/1/2007         1/1/2037              3386.3               3386.3       3/1/2007               476700
211050971                       100            12.85            2/1/2007         1/1/2037             1346.22              1346.22       4/1/2007               123000
211051014                        95              8.8            3/1/2007         2/1/2037             2815.35              2815.35       3/1/2007               356250
211051104                     89.38              8.5            1/1/2007        12/1/2036              4193.3               4193.3       2/1/2007               572000
211051137                       100           13.225            2/1/2007         1/1/2037              469.75               469.75       4/1/2007                41800
211051224                       100              8.6            2/1/2007         1/1/2037                3225                 3225       3/1/2007               450000
211051300                     79.09             6.85            2/1/2007         1/1/2037              2483.1               2483.1       4/1/2007               434995
211051307                     83.17              8.1            1/1/2007        12/1/2036             3185.22              3185.22       3/1/2007               430000
211051329                        80              6.3            2/1/2007         1/1/2037             2178.78              2178.78       3/1/2007               352000
211051538                       100             11.5            2/1/2007         1/1/2037              376.31               376.31       3/1/2007                38000
211052193                        75                8            2/1/2007         1/1/2037             4999.99              4999.99       3/1/2007               749999
211052194                        85              6.8            3/1/2007         2/1/2037             2889.12              2889.12       3/1/2007               476000
211052236                        70             8.05            3/1/2007         2/1/2037             4335.05              4335.05       3/1/2007               588000
211052296                        80              7.2            2/1/2007         1/1/2037             1023.39              1023.39       3/1/2007               160908
211052300                       100             12.9            2/1/2007         1/1/2037              441.85               441.85       3/1/2007                40227
211052322                       100           13.075            2/1/2007         1/1/2037              781.11               781.11       3/1/2007              70239.4
211052343                       100             11.4            2/1/2007         1/1/2037              396.83               396.83       4/1/2007              40382.8
211052352                        80             9.75            3/1/2007         2/1/2037             4123.94              4123.94       3/1/2007               480000
211052487                       100            8.275            4/1/2007         3/1/2037              1505.3               1505.3       3/1/2007               199900
211052598                       100            12.75            3/1/2007         2/1/2037              912.82               912.82       3/1/2007                84000
211052677                        85             7.35            3/1/2007         2/1/2037             3379.06              3379.06       3/1/2007               490450
211052736                        75              8.2            3/1/2007         2/1/2037             3169.99              3169.99       3/1/2007               446250
211052763                        95              9.2            4/1/2007         3/1/2037             4905.93              4905.93       3/1/2007               598975
211052778                       100            10.79            4/1/2007         3/1/2037             1593.96              1593.96       3/1/2007               170206
211052789                       100             11.6            3/1/2007         2/1/2037              309.36               309.36       4/1/2007                31000
211052798                       100           12.225            3/1/2007         2/1/2037              330.32               330.32       4/1/2007                31580
211052873                       100             9.03            3/1/2007         2/1/2037             1415.82              1415.82       3/1/2007               183000
211052952                        80             7.42            3/1/2007         2/1/2037             1637.24              1637.24       3/1/2007               236000
211052958                       100            9.875            3/1/2007         2/1/2037             2346.95              2346.95       4/1/2007               270277
211052971                     63.72             9.65            3/1/2007         2/1/2037             1166.99              1166.99       3/1/2007               137000
211053015                        70             9.05            3/1/2007         2/1/2037             4341.19              4341.19       3/1/2007               560000
211053066                     99.98            12.85            3/1/2007         2/1/2037              351.88               351.88       3/1/2007                32150
211053093                       100                8            4/1/2007         3/1/2037              1071.3               1071.3       4/1/2007               146000
211053129                     63.89            9.075            3/1/2007         2/1/2037              905.61               905.61       3/1/2007               111800
211053135                        80            6.225            4/1/2007         3/1/2037              859.83               859.83       4/1/2007               151920
211053152                       100           12.075            3/1/2007         2/1/2037              486.16               486.16       3/1/2007                47000
211053166                        85             7.72            3/1/2007         2/1/2037             1214.38              1214.38       4/1/2007               170000
211053202                     22.06             10.4            4/1/2007         3/1/2037              680.45               680.45       3/1/2007                75000
211053269                       100            9.075            3/1/2007         2/1/2037             3891.67              3891.67       3/1/2007               509000
211053278                      62.5              7.1            3/1/2007         2/1/2037              817.32               817.32       3/1/2007               130000
211053305                     66.39              8.1            4/1/2007         3/1/2037             4224.11              4224.11       3/1/2007               570250
211053331                        95             7.75            4/1/2007         3/1/2037             3516.87              3516.87       3/1/2007               490900
211053382                        80             7.25            4/1/2007         3/1/2037             2706.67              2706.67       3/1/2007               448000
211053411                        80              9.1            4/1/2007         3/1/2037              3864.3               3864.3       3/1/2007               476000
211053518                        80              8.5            4/1/2007         3/1/2037             1014.97              1014.97       3/1/2007               132000
211053528                       100             12.8            4/1/2007         3/1/2037              359.89               359.89       3/1/2007                33000
211053544                        85             7.25            4/1/2007         3/1/2037             2593.39              2593.39       3/1/2007               429250
211053572                       100             11.6            3/1/2007         2/1/2037             2684.85              2684.85       2/1/2007               275000
211053597                       100            11.45            3/1/2007         2/1/2037             1953.23              1953.23       3/1/2007               198000
211053629                       100           11.888            4/1/2007         3/1/2037             1273.98              1273.98       4/1/2007               124900
211053637                        80            9.425            4/1/2007         3/1/2037              894.87               894.87       3/1/2007               107120
211053642                       100            13.65            4/1/2007         3/1/2037               309.9                309.9       3/1/2007                26780
211053666                     92.37             8.75            4/1/2007         3/1/2037             4141.98              4141.98       3/1/2007               526500
211053730                        95             8.55            3/1/2007         2/1/2037             2540.32              2540.32       3/1/2007               351500
211053753                     72.25             6.75            4/1/2007         3/1/2037              3487.4               3487.4       4/1/2007               578000
211053798                     89.77              7.7            4/1/2007         3/1/2037             4229.87              4229.87       3/1/2007               645000
211053807                        80              8.2            4/1/2007         3/1/2037             2760.67              2760.67       4/1/2007               404000
211053855                       100           13.775            3/1/2007         2/1/2037              711.92               711.92       4/1/2007                61000
211053874                        85             8.75            4/1/2007         3/1/2037              3873.7               3873.7       3/1/2007               531250
211053896                     84.32              6.7            3/1/2007         2/1/2037             2942.42              2942.42       3/1/2007               527000
211053999                     48.24             8.75            4/1/2007         3/1/2037             1612.74              1612.74       6/1/2007               205000
211054008                        80            10.15            4/1/2007         3/1/2037             3803.53              3803.53       3/1/2007               428000
211054041                        80            10.25            4/1/2007         3/1/2037             4215.26              4215.26       4/1/2007               470400
211054103                       100             12.3            4/1/2007         3/1/2037             1209.53              1209.53       4/1/2007               115000
211054112                        90              8.4            4/1/2007         3/1/2037             4388.18              4388.18       3/1/2007               576000
211054123                        85            5.825            4/1/2007         3/1/2037             2968.14              2968.14       3/1/2007               578000
211054170                        90             8.25            4/1/2007         3/1/2037              3678.2               3678.2       3/1/2007               489600
211054195                        80             6.95            4/1/2007         3/1/2037             3841.03              3841.03       4/1/2007               663200
211054211                      55.1             7.79            4/1/2007         3/1/2037              894.81               894.81       4/1/2007               135000
211054214                       100             9.07            4/1/2007         3/1/2037             1943.19              1943.19       3/1/2007               240000
211054250                        80             6.85            4/1/2007         3/1/2037             1141.67              1141.67       3/1/2007               200000
211054255                        75             11.2            4/1/2007         3/1/2037             1095.66              1095.66       4/1/2007               113250
211054267                        80              8.3            4/1/2007         3/1/2037              2249.3               2249.3       4/1/2007               320000
211054296                       100           11.725            4/1/2007         3/1/2037             1308.31              1308.31       4/1/2007               133900
211054324                        75              8.5            4/1/2007         3/1/2037              968.83               968.83       3/1/2007               126000
211054394                     62.82             6.99            4/1/2007         3/1/2037             1427.13              1427.13       3/1/2007               245000
211054450                        95            9.775            5/1/2007         4/1/2037             1423.22              1423.22       4/1/2007               165300
211054472                        80             7.25            4/1/2007         3/1/2037             2483.58              2483.58       4/1/2007               400000
211054503                     32.61              6.4            4/1/2007         3/1/2022             1298.43              1298.43       4/1/2007               150000
211054559                        80             6.65            5/1/2007         4/1/2037             1195.63              1195.63       4/1/2007               207920
211054571                        80             8.15            4/1/2007         3/1/2037             1309.88              1309.88       3/1/2007               176000
211054611                        95             11.1            4/1/2007         3/1/2037             1027.51              1027.51       3/1/2007               109745
211054615                        80              8.2            4/1/2007         3/1/2037             1950.14              1950.14       3/1/2007               260800
211054627                        80             7.95            4/1/2007         3/1/2037              847.47               847.47       3/1/2007               127920
211054632                        80             8.85            5/1/2007         4/1/2037              1799.5               1799.5       4/1/2007               244000
211054649                        95               10            4/1/2007         3/1/2037             2379.73              2379.73       3/1/2007               280250
211054691                        80             9.55            5/1/2007         4/1/2037             1047.19              1047.19       4/1/2007               124000
211054709                        80             8.75            4/1/2007         3/1/2037             2611.85              2611.85       3/1/2007               332000
211054797                        92            6.612            5/1/2007         4/1/2037             2729.89              2729.89       4/1/2007               460000
211054815                        95             9.95            4/1/2007         3/1/2037             2199.99              2199.99       4/1/2007               251750
211054817                        80             7.15            4/1/2007         3/1/2037             3956.33              3956.33       3/1/2007               664000
211054827                        95             9.05            4/1/2007         3/1/2037             2802.51              2802.51       3/1/2007               346750
211054847                        95            10.35            5/1/2007         4/1/2037             2755.98              2755.98       4/1/2007               314355
211054876                     89.23              7.4            4/1/2007         3/1/2037                3219                 3219       4/1/2007               522000
211054948                        80             8.65            4/1/2007         3/1/2037             1667.14              1667.14       3/1/2007               223920
211054952                        95              9.3            5/1/2007         4/1/2037              957.68               957.68       4/1/2007               115900
211054953                        80            10.85            5/1/2007         4/1/2037             1264.71              1264.71       4/1/2007               134400
211054975                        80              8.9            4/1/2007         3/1/2037              532.53               532.53       3/1/2007                66780
211054985                        80            7.875            5/1/2007         4/1/2037                2123                 2123       4/1/2007               292800
211055225                     71.68              8.2            5/1/2007         4/1/2037              747.75               747.75       4/1/2007               100000
211055448                        95                9            5/1/2007         4/1/2037             4356.27              4356.27       4/1/2007               541405
211055464                        80              8.1            5/1/2007         4/1/2037              1547.1               1547.1       4/1/2007               229200
211055485                        95             9.05            5/1/2007         4/1/2037             1863.48              1863.48       4/1/2007               230565
211055536                       100           10.655            5/1/2007         4/1/2037              1357.1               1357.1       4/1/2007               146500
211055601                        95            10.45            5/1/2007         4/1/2037             1081.82              1081.82       4/1/2007               118750
211055750                        80              9.9            5/1/2007         4/1/2037              765.77               765.77       4/1/2007                88000
211056334                        90             9.69            5/1/2007         4/1/2037             3807.92              3807.92       4/1/2007               445500
211056337                        90             9.69            5/1/2007         4/1/2037             4000.24              4000.24       4/1/2007               468000
211056339                        90             9.69            5/1/2007         4/1/2037             3654.06              3654.06       4/1/2007               427500
211056384                        90              8.7            6/1/2007         5/1/2037             1050.18              1050.18       5/1/2007               134100
211056501                        90              8.9            6/1/2007         5/1/2037             2229.22              2229.22       5/1/2007               297000
231084423                     48.08            10.45           10/1/2006         9/1/2036             4555.02              4555.02       2/1/2007               500000
231085638                       100             9.48           11/1/2006        10/1/2036             2667.26              2667.26       3/1/2007               329900
231085937                       100             14.3           12/1/2006        11/1/2036              667.18               667.18       3/1/2007                55200
231087342                     52.73              7.9            4/1/2007         3/1/2037             3818.33              3818.33       4/1/2007               580000
231087727                       100           13.225            2/1/2007         1/1/2037              809.15               809.15       3/1/2007                72000
231087786                       100            11.85            2/1/2007         1/1/2037              854.35               854.35       4/1/2007                84000
231087827                        80             7.99            4/1/2007         3/1/2037             3811.95              3811.95       3/1/2007               520000
231088644                       100             12.6            2/1/2007         1/1/2037              380.56               380.56       4/1/2007                35400
231088714                       100           13.225            2/1/2007         1/1/2037              578.76               578.76       3/1/2007                51500
231088827                     99.51              9.3            3/1/2007         2/1/2037             5212.14              5212.14       3/1/2007               656000
231088829                        80             7.75            2/1/2007         1/1/2037             3152.21              3152.21       4/1/2007               440000
231088863                        80              8.3            2/1/2007         1/1/2037              784.98               784.98       4/1/2007               104000
231089228                        90             9.24            3/1/2007         2/1/2037             4144.54              4144.54       3/1/2007               524700
231089281                     46.97             6.75            3/1/2007         2/1/2037             3046.47              3046.47       3/1/2007               469700
231089370                       100            12.85            3/1/2007         2/1/2037              404.96               404.96       3/1/2007                37000
231089466                     49.22             7.95            3/1/2007         2/1/2037             3284.92              3284.92       3/1/2007               475000
231089517                        80             8.72            3/1/2007         2/1/2037              1600.5               1600.5       3/1/2007               204000
231089521                        70            8.075            5/1/2007         4/1/2037             2534.77              2534.77       4/1/2007               343000
231089539                       100            10.45            2/1/2007         1/1/2037              386.27               386.27       3/1/2007                42400
231089553                        80             6.95            3/1/2007         2/1/2037             3495.08              3495.08       4/1/2007               528000
231089625                        80             6.95            3/1/2007         2/1/2037             1668.11              1668.11       3/1/2007               252000
231089650                       100             13.6            3/1/2007         2/1/2037              726.57               726.57       3/1/2007                63000
231089660                       100           13.225            3/1/2007         2/1/2037              651.59               651.59       3/1/2007                57980
231089688                       100           12.225            3/1/2007         2/1/2037              899.53               899.53       3/1/2007                86000
231089732                       100             11.6            3/1/2007         2/1/2037              808.32               808.32       3/1/2007                81000
231089797                       100            8.675            3/1/2007         2/1/2037             1422.06              1422.06       4/1/2007               182000
231089851                       100           13.225            3/1/2007         2/1/2037              865.34               865.34       3/1/2007                77000
231089900                        90              7.6            3/1/2007         2/1/2037             3353.98              3353.98       3/1/2007               504000
231090006                        80              7.7            4/1/2007         3/1/2037             2823.32              2823.32       3/1/2007               396000
231090052                       100            13.45            3/1/2007         2/1/2037              353.86               353.86       3/1/2007                31000
231090057                        70             7.15            3/1/2007         2/1/2037             3002.18              3002.18       3/1/2007               444500
231090104                        80             7.65            3/1/2007         2/1/2037              4086.8               4086.8       2/1/2007               576000
231090126                        80             8.32            4/1/2007         3/1/2037              1391.4               1391.4       3/1/2007               184000
231090171                     40.73              7.8            3/1/2007         2/1/2037             4031.27              4031.27       4/1/2007               560000
231090260                        80             7.25            3/1/2007         2/1/2037              707.22               707.22       3/1/2007               110560
231090276                     74.12             6.85            4/1/2007         3/1/2037             1923.28              1923.28       4/1/2007               315000
231090303                        80             7.45            3/1/2007         2/1/2037             4109.43              4109.43       3/1/2007               627990
231090334                       100            13.45            3/1/2007         2/1/2037              440.61               440.61       3/1/2007                38600
231090338                        85             9.75            4/1/2007         3/1/2037             1453.26              1453.26       3/1/2007               169150
231090348                       100            11.93            3/1/2007         2/1/2037              419.52               419.52       3/1/2007                41000
231090405                        85             10.4            4/1/2007         3/1/2037              578.39               578.39       4/1/2007                63750
231090433                        95             9.25            4/1/2007         3/1/2037             3118.35              3118.35       4/1/2007               379050
231090441                        80              8.6            4/1/2007         3/1/2037             2234.91              2234.91       4/1/2007               288000
231090538                        80              6.7            4/1/2007         3/1/2037             1574.48              1574.48       4/1/2007               244000
231090577                        80             9.15            4/1/2007         3/1/2037             1239.47              1239.47       4/1/2007               152000
231090596                       100            11.45            3/1/2007         2/1/2037              295.94               295.94       4/1/2007                30000
231090664                        90            8.772            3/1/2007         2/1/2037             3864.71              3864.71       3/1/2007               522000
231090688                        90             7.75            4/1/2007         3/1/2037             3546.24              3546.24       4/1/2007               495000
231090700                        80            7.625            4/1/2007         3/1/2037             1403.89              1403.89       4/1/2007               216000
231090835                        80              7.9            5/1/2007         4/1/2037             2907.22              2907.22       4/1/2007               400000
231090903                        95             9.45            5/1/2007         4/1/2037             4636.88              4636.88       4/1/2007               553850
231090992                       100            10.45            4/1/2007         3/1/2037              247.79               247.79       4/1/2007                27200
231091112                        90              8.7            5/1/2007         4/1/2037             5644.13              5644.13       4/1/2007               778500
231091121                        95            9.165            5/1/2007         4/1/2037             1939.24              1939.24       4/1/2007               237500
231091128                        85              6.8            4/1/2007         3/1/2037             3111.57              3111.57       3/1/2007               549100
231091226                       100            11.45            4/1/2007         3/1/2037              690.53               690.53       3/1/2007                70000
231091249                      71.5             10.7            4/1/2007         3/1/2037              930.65               930.65       4/1/2007               100100
231091269                        90             7.35            5/1/2007         4/1/2037             2666.32              2666.32       4/1/2007               387000
231091374                      62.7            11.25            4/1/2007         3/1/2037             1126.66              1126.66       3/1/2007               116000
231091475                        80              8.3            4/1/2007         3/1/2037             1117.08              1117.08       3/1/2007               148000
231091535                        80            6.375            4/1/2007         3/1/2037             3668.36              3668.36       4/1/2007               588000
231091582                        90              7.9            5/1/2007         4/1/2037             2866.52              2866.52       4/1/2007               435420
231091648                        80              8.8            5/1/2007         4/1/2037             1106.38              1106.38       4/1/2007               140000
231091766                     84.55            10.95            4/1/2007         3/1/2037             4932.45              4932.45       3/1/2007               520000
231091875                     60.65             10.7            5/1/2007         4/1/2037             6963.64              6963.64       4/1/2007               749000
231091899                        95              7.6            5/1/2007         4/1/2037             1846.81              1846.81       4/1/2007               285000
231091918                        80             7.99            4/1/2007         3/1/2037             2610.07              2610.07       3/1/2007               392000
231091988                        80             7.85            5/1/2007         4/1/2037              1666.4               1666.4       4/1/2007             230377.6
231092017                        50              9.6            5/1/2007         4/1/2037               551.3                551.3       4/1/2007                65000
231092186                        95             8.99            4/1/2007         3/1/2037             2080.46              2080.46       3/1/2007               274550
231092356                        80              7.8            5/1/2007         4/1/2037              1784.7               1784.7       4/1/2007               247920
231092357                        95            10.45            5/1/2007         4/1/2037             1444.87              1444.87       4/1/2007               158602
231092395                       100             7.25            5/1/2007         4/1/2037             2831.03              2831.03       4/1/2007               415000
231092427                     40.38             12.3            6/1/2007         5/1/2037             1104.35              1104.35       5/1/2007               105000
231092618                        90             7.97            6/1/2007         5/1/2037             1777.97              1777.97       5/1/2007               243000
231092630                        90             8.85            5/1/2007         4/1/2037             1250.32              1250.32       4/1/2007               157500
231092801                        90            10.35            5/1/2007         4/1/2037              487.91               487.91       4/1/2007                54000
231093371                        80             8.95            6/1/2007         5/1/2037              833.07               833.07       5/1/2007               104000
231093397                        85             9.47            6/1/2007         5/1/2037             1852.74              1852.74       5/1/2007               220915
231093714                        90             9.95            6/1/2007         5/1/2037             1022.44              1022.44       5/1/2007               117000
231093965                        90             9.79            6/1/2007         5/1/2037              713.81               713.81       5/1/2007                82800
261057814                        90           11.625           10/1/2006         9/1/2036              554.31               554.31       3/1/2007                55440
261058065                        90            12.26           11/1/2006        10/1/2036               670.1                670.1       3/1/2007                63900
261058250                        95            10.75           11/1/2006        10/1/2036             1356.82              1356.82       3/1/2007               145350
291007842                     98.04             9.28           11/1/2006        10/1/2036             1237.28              1237.28       3/1/2007               150000
321036760                       100            13.11           11/1/2006        10/1/2036             1137.08              1137.08       3/1/2007               101998
321037940                        80             7.05            2/1/2007         1/1/2037             2099.57              2099.57       2/1/2007             357374.4
321037968                       100           12.915            2/1/2007         1/1/2037              982.39               982.39       3/1/2007              89343.6
321038990                       100             7.81            1/1/2007        12/1/2036             1263.46              1263.46       3/1/2007               185505
321039289                        90             7.65            2/1/2007         1/1/2037             1842.93              1842.93       4/1/2007               275400
321039537                       100             9.14            3/1/2007         2/1/2037             1292.46              1292.46       4/1/2007               167900
321039634                       100            11.25            2/1/2007         1/1/2037              510.88               510.88       3/1/2007                52600
321039842                        90             8.55            3/1/2007         2/1/2037              3780.3               3780.3       3/1/2007               513000
321040012                       100             11.5            3/1/2007         2/1/2037               663.5                663.5       4/1/2007                67000
321040195                       100           10.495            3/1/2007         2/1/2037              1216.8               1216.8       3/1/2007               137000
321040321                        75              7.2            3/1/2007         2/1/2037             4293.07              4293.07       3/1/2007               675000
321040336                       100            6.545            3/1/2007         2/1/2037             1755.55              1755.55       3/1/2007               321873
321040428                        80              7.7            5/1/2007         4/1/2037             2610.85              2610.85       4/1/2007               388000
321040572                       100           12.225            3/1/2007         2/1/2037             1219.33              1219.33       3/1/2007               116575
321040582                        80              6.3            3/1/2007         2/1/2037             1565.44              1565.44       3/1/2007               285296
321040656                        95             9.22            3/1/2007         2/1/2037             1832.43              1832.43       3/1/2007               232442
331050362                        90             7.75            1/1/2007        12/1/2036             3653.75              3653.75       3/1/2007               540000
331050363                        85            10.35            1/1/2007        12/1/2036             2288.68              2288.68       2/1/2007               253300
331050422                        90             8.15            2/1/2007         1/1/2037             4578.72              4578.72       3/1/2007               648000
331050457                        90             7.95            2/1/2007         1/1/2037             4107.84              4107.84       3/1/2007               562500
331050567                       100            11.85            1/1/2007        12/1/2036              895.03               895.03       3/1/2007                88000
331050579                       100           13.275            2/1/2007         1/1/2037               597.7                597.7       3/1/2007                53000
331050602                       100            11.35            1/1/2007        12/1/2036             1419.35              1419.35       5/1/2007               145000
331050693                      92.1             11.6            1/1/2007        12/1/2036             1017.89              1017.89       3/1/2007               102000
331050755                        85            6.888            4/1/2007         3/1/2037             2935.42              2935.42       4/1/2007               446250
331050835                     89.98              6.8            2/1/2007         1/1/2037             2834.49              2834.49       3/1/2007               467000
331050958                       100             12.6            1/1/2007        12/1/2036              740.69               740.69       3/1/2007                68900
331051045                       100            12.85            2/1/2007         1/1/2037              995.41               995.41       4/1/2007                90948
331051115                     82.84             7.05            2/1/2007         1/1/2037             4012.99              4012.99       4/1/2007               642010
331051184                       100            12.23            2/1/2007         1/1/2037              439.47               439.47       4/1/2007                42000
331051327                        95            10.85            2/1/2007         1/1/2037              628.12               628.12       3/1/2007                66750
331051332                        85             8.85            3/1/2007         2/1/2037             5735.59              5735.59       3/1/2007               722500
331051394                       100             12.6            2/1/2007         1/1/2037             1397.53              1397.53       3/1/2007               130000
331051471                      87.1              7.5            2/1/2007         1/1/2037                3375                 3375       3/1/2007               540000
331051495                        80             6.25            3/1/2007         2/1/2037             2980.07              2980.07       3/1/2007               484000
331051534                       100           13.225            2/1/2007         1/1/2037             1101.34              1101.34       3/1/2007                98000
331051698                        95             12.6            3/1/2007         2/1/2037              660.33               660.33       3/1/2007                61425
331051713                        85             8.59            3/1/2007         2/1/2037             3459.78              3459.78       2/1/2007               446250
331051728                        90                7            2/1/2007         1/1/2037              3622.5               3622.5       3/1/2007               621000
331051758                        90             6.75            3/1/2007         2/1/2037             2769.41              2769.41       3/1/2007               459000
331052035                     69.95              6.9            2/1/2007         1/1/2037             2577.72              2577.72       3/1/2007               419700
331052131                       100             11.6            2/1/2007         1/1/2037             1097.72              1097.72       3/1/2007               110000
331052145                        95              8.5            3/1/2007         2/1/2037             4526.86              4526.86       3/1/2007               617500
331052167                        95             12.6            2/1/2007         1/1/2037              596.93               596.93       3/1/2007             55526.85
331052171                        90             8.75            3/1/2007         2/1/2037             3723.24              3723.24       4/1/2007               495000
331052230                     73.27             6.15            2/1/2007         1/1/2037             2978.47              2978.47       3/1/2007               531200
331052258                       100             9.73            4/1/2007         3/1/2037             4388.38              4388.38       3/1/2007               530000
331052501                        80             9.05            3/1/2007         2/1/2037             4341.19              4341.19       3/1/2007               560000
331052519                       100             11.6            3/1/2007         2/1/2037             1163.58              1163.58       3/1/2007               116600
331052538                       100            11.85            3/1/2007         2/1/2037             1342.55              1342.55       2/1/2007               132000
331052659                       100             11.5            3/1/2007         2/1/2037              934.84               934.84       3/1/2007                94400
331052663                        70             5.99            3/1/2007         2/1/2037             2232.96              2232.96       4/1/2007               406350
331052665                        85             8.99            3/1/2007         2/1/2037             3560.09              3560.09       3/1/2007               442850
331052697                        90              8.7            3/1/2007         2/1/2037             3895.43              3895.43       4/1/2007               537300
331052721                       100             10.6            3/1/2007         2/1/2037              608.67               608.67       3/1/2007                66000
331052743                     80.87                8            4/1/2007         3/1/2037             4094.41              4094.41       3/1/2007               558000
331052768                        80             9.85            5/1/2007         4/1/2037             4505.84              4505.84       4/1/2007               520000
331052793                       100            10.48            3/1/2007         2/1/2037             1726.03              1726.03       3/1/2007               189000
331052916                        80              7.4            3/1/2007         2/1/2037             3240.34              3240.34       3/1/2007               468000
331052927                        85              6.7            3/1/2007         2/1/2037             3559.38              3559.38       3/1/2007               637500
331052962                     94.63                9            3/1/2007         2/1/2037             5672.59              5672.59       3/1/2007               705000
331052999                     40.43              9.9            3/1/2007         2/1/2037             8179.79              8179.79       3/1/2007               940000
331053005                        85             8.15            3/1/2007         2/1/2037             4744.58              4744.58       3/1/2007               637500
331053021                        80             7.85            3/1/2007         2/1/2037             3009.95              3009.95       2/1/2007               440000
331053029                       100            12.85            3/1/2007         2/1/2037             1203.94              1203.94       2/1/2007               110000
331053033                        95             10.6            3/1/2007         2/1/2037              645.19               645.19       4/1/2007                69960
331053037                        95             11.6            3/1/2007         2/1/2037              693.81               693.81       4/1/2007                69525
331053079                        95              8.3            4/1/2007         3/1/2037             2759.05              2759.05       4/1/2007               365541
331053089                        90              8.2            3/1/2007         2/1/2037             5114.61              5114.61       3/1/2007               720000
331053126                       100             11.6            3/1/2007         2/1/2037              1107.7               1107.7       3/1/2007               111000
331053162                       100            11.45            3/1/2007         2/1/2037              976.61               976.61       3/1/2007                99000
331053168                        80             7.95            3/1/2007         2/1/2037             2406.64              2406.64       4/1/2007               348000
331053175                        80             7.55            4/1/2007         3/1/2037             2239.46              2239.46       3/1/2007               347680
331053197                     43.33              7.5            3/1/2007         2/1/2037             4544.89              4544.89       3/1/2007               650000
331053199                       100             11.6            3/1/2007         2/1/2037             1187.53              1187.53       4/1/2007               119000
331053230                        70             6.99            4/1/2007         3/1/2037                4893                 4893       3/1/2007               840000
331053239                        90              6.5            3/1/2007         2/1/2037              3018.7               3018.7       4/1/2007               535500
331053270                        80              7.9            2/1/2007         1/1/2037             3163.97              3163.96       3/1/2007               460000
331053277                        80              6.5            2/1/2007         1/1/2037             2739.94              2739.94       3/1/2007               468000
331053296                        90              7.7            2/1/2007         1/1/2037             2598.74              2598.74       3/1/2007               364500
331053309                        95            10.55            2/1/2007         1/1/2037              805.97               805.97       3/1/2007                87750
331053386                        80             7.99            3/1/2007         2/1/2037              2796.5               2796.5       3/1/2007               420000
331053410                        85                7            4/1/2007         3/1/2037             3010.83              3010.83       3/1/2007               484500
331053433                        80             6.35            3/1/2007         2/1/2037             2538.72              2538.72       3/1/2007               408000
331053443                        80             7.22            4/1/2007         3/1/2037             1305.87              1305.87       3/1/2007               192000
331053449                        85             6.75            3/1/2007         2/1/2037             3107.81              3107.81       3/1/2007               552500
331053458                        75             8.55            3/1/2007         2/1/2037             3476.07              3476.07       4/1/2007               450000
331053462                        75              8.3            4/1/2007         3/1/2037             2830.44              2830.44       4/1/2007               375000
331053487                        80             8.45            4/1/2007         3/1/2037             2278.68              2278.68       4/1/2007               323600
331053513                      88.5             6.75            3/1/2007         2/1/2037              2812.5               2812.5       3/1/2007               500000
331053556                        80             7.95            4/1/2007         3/1/2037                1855                 1855       3/1/2007               280000
331053587                       100            11.95            3/1/2007         2/1/2037              1096.5               1096.5       3/1/2007               107000
331053596                        45            8.375            3/1/2007         2/1/2037             6840.65              6840.65       3/1/2007               900000
331053627                       100             9.15            3/1/2007         2/1/2037             3123.88              3123.88       3/1/2007               399000
331053651                      71.2              6.5            4/1/2007         3/1/2037             2006.83              2006.83       3/1/2007               356000
331053666                        90             5.99            4/1/2007         3/1/2037              2838.6               2838.6       3/1/2007               540000
331053709                        75                8            4/1/2007         3/1/2037             4127.43              4127.43       3/1/2007               562500
331053749                        85              6.8            3/1/2007         2/1/2037             2492.31              2492.31       3/1/2007               425000
331053775                     38.53             8.55            4/1/2007         3/1/2037             5059.61              5059.61       4/1/2007               655000
331053795                       100           13.375            4/1/2007         3/1/2037              999.31               999.31       4/1/2007                88000
331053822                     62.47              6.9            4/1/2007         3/1/2037             3003.22              3003.22       4/1/2007               456000
331053842                        85             6.95            3/1/2007         2/1/2037             3692.19              3692.19       3/1/2007               637500
331053844                        80             7.45            3/1/2007         2/1/2037             1618.89              1618.89       3/1/2007               254400
331053897                        80             9.25            4/1/2007         3/1/2037             1809.89              1809.89       4/1/2007               220000
331053902                        80             8.15            4/1/2007         3/1/2037             3757.94              3757.94       4/1/2007               531840
331053925                     68.91             8.25            4/1/2007         3/1/2037             3313.09              3313.09       4/1/2007               441000
331054012                        75             6.75            4/1/2007         3/1/2037             2687.36              2687.36       4/1/2007               461250
331054021                        75             9.45            4/1/2007         3/1/2037              4897.5               4897.5       3/1/2007               607500
331054023                     69.23              9.5            4/1/2007         3/1/2037                7125                 7125       3/1/2007               900000
331054039                        70             10.6            4/1/2007         3/1/2037             4389.79              4389.79       3/1/2007               476000
331054072                        80             8.95            4/1/2007         3/1/2037             1954.51              1954.51       3/1/2007               244000
331054100                     99.83             8.95            4/1/2007         3/1/2037              4758.1               4758.1       3/1/2007               594000
331054106                        95              8.5            4/1/2007         3/1/2037             5701.41              5701.41       3/1/2007               793250
331054129                        95              9.1            4/1/2007         3/1/2037              5210.6               5210.6       3/1/2007               679725
331054172                        80              6.5            4/1/2007         3/1/2037             2206.93              2206.93       4/1/2007               391496
331054182                       100              8.2            5/1/2007         4/1/2037             3439.67              3439.67       4/1/2007               460000
331054189                     69.55            9.875            4/1/2007         3/1/2037             3768.63              3768.63       4/1/2007               434000
331054214                        85              8.8            4/1/2007         3/1/2037             3802.33              3802.33       3/1/2007               518500
331054247                        95             9.75            4/1/2007         3/1/2037             1631.53              1631.53       4/1/2007               189900
331054265                     89.28             6.99            4/1/2007         3/1/2037             3250.35              3250.35       4/1/2007               558000
331054309                        80              7.5            5/1/2007         4/1/2037             3216.39              3216.39       4/1/2007               460000
331054380                        80              6.7            5/1/2007         4/1/2037             2183.14              2183.14       4/1/2007               364000
331054502                        85             8.99            5/1/2007         4/1/2037             1195.81              1195.81       4/1/2007               148750
331054558                        85             5.99            4/1/2007         3/1/2037             2545.75              2545.75       3/1/2007               510000
331054581                        80                8            4/1/2007         3/1/2037             2255.19              2255.19       3/1/2007               332000
331054624                        95             9.15            4/1/2007         3/1/2037             5764.31              5764.31       3/1/2007               736250
331054648                        90              9.5            5/1/2007         4/1/2037              5221.7               5221.7       4/1/2007               621000
331054653                        95             7.45            5/1/2007         4/1/2037             4289.45              4289.45       4/1/2007               655500
331054654                        90              9.5            5/1/2007         4/1/2037             5335.22              5335.22       4/1/2007               634500
331054662                       100              9.7            5/1/2007         4/1/2037                2037                 2037       4/1/2007               252000
331054709                        95            10.45            4/1/2007         3/1/2037             2605.19              2605.19       3/1/2007               294500
331054711                        80                6            5/1/2007         4/1/2037                1600                 1600       4/1/2007               320000
331054760                        95            10.72            4/1/2007         3/1/2037             2198.39              2198.39       3/1/2007               236075
331054770                        80             8.85            4/1/2007         3/1/2037             3255.12              3255.12       3/1/2007               436000
331054792                        95              8.2            5/1/2007         4/1/2037             3219.44              3219.44       4/1/2007               463220
331054804                        80              9.1            4/1/2007         3/1/2037             2617.67              2617.67       3/1/2007               336000
331054818                        80              6.1            5/1/2007         4/1/2037             2118.16              2118.16       4/1/2007               396800
331054828                        80                8            4/1/2007         3/1/2037             5284.37              5284.37       3/1/2007               760000
331054845                        97             6.99            4/1/2007         3/1/2037             3730.53              3730.53       3/1/2007               620800
331054855                     89.85              8.5            5/1/2007         4/1/2037             2076.07              2076.07       4/1/2007               270000
331054860                     94.87             7.55            4/1/2007         3/1/2037             3452.46              3452.46       4/1/2007               536000
331054866                        80             8.55            4/1/2007         3/1/2037             3094.98              3094.98       4/1/2007               420000
331054929                        80              8.4            5/1/2007         4/1/2037             3446.04              3446.04       4/1/2007               484800
331054935                       100            11.45            5/1/2007         4/1/2037             1195.61              1195.61       4/1/2007               121200
331054992                        95             8.95            4/1/2007         3/1/2037             3715.69              3715.69       3/1/2007               484120
331055027                        95             8.75            4/1/2007         3/1/2037             4069.76              4069.76       3/1/2007               551000
331055033                        90              7.6            5/1/2007         4/1/2037             3018.47              3018.47       4/1/2007               427500
331055038                        80             9.55            5/1/2007         4/1/2037             3917.35              3917.35       4/1/2007               488000
331055043                        70              8.7            5/1/2007         4/1/2037             4933.73              4933.73       4/1/2007               630000
331055067                        95            11.85            5/1/2007         4/1/2037             3615.17              3615.17       4/1/2007             362818.3
331055105                        95                9            4/1/2007         3/1/2037             2100.67              2100.67       3/1/2007               276925
331055113                        80              7.8            5/1/2007         4/1/2037             2059.82              2059.82       4/1/2007               310400
331055157                     94.66             8.65            5/1/2007         4/1/2037             4983.26              4983.26       4/1/2007               691320
331055160                        95             8.95            5/1/2007         4/1/2037              5220.3               5220.3       4/1/2007               651700
331055166                       100             8.79            4/1/2007         3/1/2037             5248.87              5248.87       3/1/2007               695000
331055287                       100             9.65            4/1/2007         3/1/2037             3615.69              3615.69       3/1/2007               440000
331055376                        95             7.25            5/1/2007         4/1/2037             3038.44              3038.44       4/1/2007               475000
331055419                        90             6.99            5/1/2007         4/1/2037             2737.31              2737.31       4/1/2007               441000
331055530                        80                8            5/1/2007         4/1/2037                2208                 2208       4/1/2007               331200
331055546                        80             8.99            5/1/2007         4/1/2037             2573.19              2573.19       4/1/2007             339574.4
331055617                        80              7.3            5/1/2007         4/1/2037             2121.87              2121.87       4/1/2007               348800
331055619                        95             6.99            5/1/2007         4/1/2037             2854.38              2854.38       4/1/2007               475000
331055640                        80              7.7            5/1/2007         4/1/2037             2412.66              2412.66       4/1/2007               338400
331055750                        80             7.55            5/1/2007         4/1/2037             3017.67              3017.67       4/1/2007               456000
331056034                        95              8.7            5/1/2007         4/1/2037             3335.96              3335.96       4/1/2007               454100
331056075                        85                7            5/1/2007         4/1/2037             2454.38              2454.38       4/1/2007               420750
331056276                        90             9.72            6/1/2007         5/1/2037             1712.33              1712.33       5/1/2007               207000
331056304                     89.23            6.412            5/1/2007         4/1/2037             4175.46              4175.46       4/1/2007               749500
331056329                        90             9.99            5/1/2007         4/1/2037             4149.56              4149.56       4/1/2007               495000
331056370                        95             6.99            5/1/2007         4/1/2037             3482.35              3482.35       4/1/2007               579500
331056654                        40             7.72            6/1/2007         5/1/2037             1428.68              1428.68       5/1/2007               200000
331057194                        90              7.2            6/1/2007         5/1/2037             3148.25              3148.25       5/1/2007               495000
341035363                        95             10.8           10/1/2006         9/1/2036             1958.84              1958.84       3/1/2007               209000
341036537                       100            13.55           11/1/2006        10/1/2036              326.02               326.02       3/1/2007                28366
341036604                       100            14.65           12/1/2006        11/1/2036               370.7                370.7       3/1/2007                29980
341036804                       100            14.25            1/1/2007        12/1/2036              606.92               606.92       3/1/2007                50380
341036997                       100            14.05            1/1/2007        12/1/2036              380.43               380.43       3/1/2007                32000
341038041                        70              8.9            1/1/2007        12/1/2036             6698.48              6698.48       3/1/2007               840000
341038093                        90              9.2            4/1/2007         3/1/2037             1503.78              1503.78       3/1/2007               183600
341038177                        80            10.69            2/1/2007         1/1/2037             2504.51              2504.51       3/1/2007               269600
341038473                       100            12.75            2/1/2007         1/1/2037              575.73               575.73       3/1/2007                52980
341038527                       100            9.425            3/1/2007         2/1/2037             2004.93              2004.93       2/1/2007               240000
341038676                       100           12.125            2/1/2007         1/1/2037              609.45               609.45       3/1/2007                58700
341038713                        80             7.12            2/1/2007         1/1/2037             1235.13              1235.13       3/1/2007               196000
341038781                       100             7.99            3/1/2007         2/1/2037             1905.98              1905.98       3/1/2007               260000
341038960                       100           13.125            2/1/2007         1/1/2037              961.97               961.97       3/1/2007                86200
341039204                       100            12.75            2/1/2007         1/1/2037              808.35               808.35       3/1/2007                74386
341039226                       100             13.9            3/1/2007         2/1/2037              1082.8               1082.8       3/1/2007                92000
341039374                       100             12.6            2/1/2007         1/1/2037              784.77               784.77       3/1/2007                73000
341039453                        90            7.925            3/1/2007         2/1/2037             1179.37              1179.37       4/1/2007               171000
341039565                       100            10.75            2/1/2007         1/1/2037              281.72               281.72       3/1/2007                30180
341040056                        95           10.325            3/1/2007         2/1/2037             1164.97              1164.97       3/1/2007               129200
341040246                        95             8.95            5/1/2007         4/1/2037             2697.66              2697.66       4/1/2007               336775
341040248                       100             11.7            3/1/2007         2/1/2037              1087.7               1087.7       3/1/2007               110500
341040252                        75            10.35            4/1/2007         3/1/2037             5428.04              5428.04       4/1/2007               600750
341040290                        80             6.85            4/1/2007         3/1/2037             1187.33              1187.33       3/1/2007               208000
341040296                        90              7.9            3/1/2007         2/1/2037             3807.07              3807.07       3/1/2007               553500
341040353                        80             7.45            3/1/2007         2/1/2037             4449.78              4449.78       3/1/2007               680000
341040381                        80             7.65            4/1/2007         3/1/2037             1245.06              1245.06       3/1/2007               175480
341040421                     84.87              9.8            3/1/2007         2/1/2037              871.46               871.46       3/1/2007               101000
341040432                        80            7.975            3/1/2007         2/1/2037              784.73               784.73       4/1/2007               107200
341040534                       100           11.925            3/1/2007         2/1/2037              404.84               404.84       3/1/2007                39580
341040562                       100             9.75            3/1/2007         2/1/2037             1368.77              1368.77       3/1/2007               165000
341040580                        80              8.1            3/1/2007         2/1/2037                4419                 4419       3/1/2007               596560
341040643                        95              9.1            4/1/2007         3/1/2037             2190.31              2190.31       3/1/2007               269800
341040644                       100           11.925            3/1/2007         2/1/2037             1437.09              1437.09       3/1/2007               140500
341040658                        80            8.525            4/1/2007         3/1/2037             1078.96              1078.96       4/1/2007               140000
341040717                       100            9.975            4/1/2007         3/1/2037             1357.37              1357.37       3/1/2007               155000
341040727                       100             12.6            3/1/2007         2/1/2037              634.05               634.05       3/1/2007                58980
341040735                       100            8.225            3/1/2007         2/1/2037             1637.46              1637.46       4/1/2007               229900
341040813                       100            9.605            3/1/2007         2/1/2037              1431.1               1431.1       4/1/2007               174900
341040915                       100            12.25            3/1/2007         2/1/2037              985.02               985.02       3/1/2007                94000
341040952                        90            9.575            3/1/2007         2/1/2037             1348.21              1348.21       4/1/2007               159300
341041043                        80             7.87            3/1/2007         2/1/2037             1453.42              1453.42       3/1/2007               212000
341041078                        95             7.38            4/1/2007         3/1/2037             2960.44              2960.44       3/1/2007               456000
341041122                        95            10.05            3/1/2007         2/1/2037             4169.28              4169.28       3/1/2007               473100
341041189                     84.42              8.2            4/1/2007         3/1/2037             4136.37              4136.37       4/1/2007               595150
341041484                        90            7.675            5/1/2007         4/1/2037             1036.98              1036.98       4/1/2007               145800
341041493                        80              7.5            4/1/2007         3/1/2037               981.7                981.7       3/1/2007               140400
341041525                        65              9.1            4/1/2007         3/1/2037              659.61               659.61       3/1/2007                81250
341041559                        80              7.1            4/1/2007         3/1/2037             1169.96              1169.96       3/1/2007               192000
341041565                       100            9.925            4/1/2007         3/1/2037             1528.68              1528.68       3/1/2007               175300
341041574                        80              8.4            4/1/2007         3/1/2037                1442                 1442       3/1/2007               206000
341041593                        80              9.5            4/1/2007         3/1/2037                 779                  779       3/1/2007                98400
341041634                       100            9.805            4/1/2007         3/1/2037             1277.53              1277.53       3/1/2007               148000
341041635                        90            9.075            4/1/2007         3/1/2037             1064.37              1064.37       4/1/2007               131400
341041654                        80           11.775            4/1/2007         3/1/2037             1618.12              1618.12       3/1/2007               160000
341041671                        80             8.05            4/1/2007         3/1/2037             1616.06              1616.06       3/1/2007               219200
341041681                       100            11.65            4/1/2007         3/1/2037              548.96               548.96       3/1/2007                54800
341041682                       100               10            4/1/2007         3/1/2037             1071.52              1071.52       4/1/2007               127698
341041767                        95             11.4            4/1/2007         3/1/2037              503.52               503.52       3/1/2007                52820
341041803                       100            8.225            4/1/2007         3/1/2037             1360.36              1360.36       3/1/2007               181500
341041829                       100            9.775            4/1/2007         3/1/2037             2462.69              2462.69       4/1/2007               300000
341041879                        95              9.2            4/1/2007         3/1/2037             1832.24              1832.24       3/1/2007               223702
341041897                        80              8.1            4/1/2007         3/1/2037             4029.67              4029.67       3/1/2007               544000
341041948                        80             8.12            4/1/2007         3/1/2037             1549.53              1549.53       3/1/2007               220000
341041976                        90             8.35            5/1/2007         4/1/2037              832.62               832.62       4/1/2007               109800
341042028                        80            8.625            4/1/2007         3/1/2037              950.55               950.55       3/1/2007               128000
341042228                        95            9.525            5/1/2007         4/1/2037             1276.87              1276.87       4/1/2007               151525
341042340                        80             9.65            5/1/2007         4/1/2037             1479.15              1479.15       4/1/2007               180000
341042364                        80             11.1            4/1/2007         3/1/2037             1797.41              1797.41       3/1/2007               187252
341042439                        95            9.225            5/1/2007         4/1/2037             1261.58              1261.58       4/1/2007               162450
341042469                        90             6.65            4/1/2007         3/1/2037              1611.4               1611.4       3/1/2007               251010
341042628                        80              8.1            4/1/2007         3/1/2037              746.67               746.67       4/1/2007               100800
341042761                        95           11.225            4/1/2007         3/1/2037              681.46               681.46       3/1/2007                70300
341043430                        90             8.55            6/1/2007         5/1/2037             1494.71              1494.71       5/1/2007               193500
341043468                        70             11.5            5/1/2007         4/1/2037               519.9                519.9       4/1/2007                52500
341043686                     42.37             11.3            5/1/2007         4/1/2037              487.53               487.53       4/1/2007                50000
341043844                        80            10.95            6/1/2007         5/1/2037             1023.67              1023.67       5/1/2007               107920
341044023                        90            9.225            6/1/2007         5/1/2037             1007.99              1007.99       5/1/2007               127800
341044331                        90            10.35            6/1/2007         5/1/2037             1813.41              1813.41       5/1/2007               200700
351037846                       100             9.99           10/1/2006         9/1/2036              245.51               245.51       2/1/2007                28000
351038209                       100             9.99           11/1/2006        10/1/2036              241.11               241.11       4/1/2007                27498
351038226                       100             9.99           10/1/2006         9/1/2036              245.34               245.34       3/1/2007                27980
351038370                       100             9.99           10/1/2006         9/1/2036              295.49               295.49       3/1/2007                33700
351038460                       100             9.99           10/1/2006         9/1/2036              249.02               249.02       3/1/2007                28400
351038774                       100             9.99           10/1/2006         9/1/2036              400.71               400.71       3/1/2007                45700
351038947                       100             14.3           11/1/2006        10/1/2036              517.31               517.31       3/1/2007                42800
351038975                       100             9.99           10/1/2006         9/1/2036              363.89               363.89       3/1/2007                41500
351039027                       100             9.99           10/1/2006         9/1/2036              284.09               284.09       3/1/2007                32400
351039157                       100             9.99           10/1/2006         9/1/2036               261.3                261.3       3/1/2007                29800
351039311                       100             9.99           11/1/2006        10/1/2036              317.41               317.41       3/1/2007                36200
351039312                       100             9.99           11/1/2006        10/1/2036              253.54               253.54       4/1/2007                28915
351039348                       100             9.99           11/1/2006        10/1/2036              288.54               288.54       3/1/2007                32907
351039403                       100             9.99           11/1/2006        10/1/2036              238.32               238.32       3/1/2007                27180
351039419                       100             9.99           11/1/2006        10/1/2036              324.25               324.25       3/1/2007                36980
351039438                       100             9.99           11/1/2006        10/1/2036              463.69               463.69       3/1/2007                52882
351039462                       100             9.99           11/1/2006        10/1/2036              370.02               370.02       3/1/2007                42200
351039486                       100             9.99           11/1/2006        10/1/2036              260.42               260.42       4/1/2007                29700
351039518                       100             9.99           11/1/2006        10/1/2036              320.03               320.03       3/1/2007                36498
351039544                       100             9.99           11/1/2006        10/1/2036              254.28               254.28       3/1/2007                29000
351039555                       100             9.99           11/1/2006        10/1/2036              246.39               246.39       3/1/2007                28100
351039669                       100             9.99           11/1/2006        10/1/2036              243.76               243.76       4/1/2007                27800
351039688                       100             9.99           11/1/2006        10/1/2036              297.16               297.16       2/1/2007                33890
351039813                       100             9.99           12/1/2006        11/1/2036              233.24               233.24       3/1/2007                26600
351039883                       100             9.99           11/1/2006        10/1/2036              329.69               329.69       3/1/2007                37600
351039915                       100             9.99           11/1/2006        10/1/2036              257.61               257.61       3/1/2007                29380
351039948                       100             9.99           11/1/2006        10/1/2036              306.72               306.72       3/1/2007                34980
351040132                       100             9.99           11/1/2006        10/1/2036              329.51               329.51       4/1/2007                37580
351040277                       100             9.99           11/1/2006        10/1/2036              520.84               520.84       3/1/2007                59400
351040331                       100             9.99           12/1/2006        11/1/2036              245.58               245.58       3/1/2007                28008
351040460                       100             9.99           12/1/2006        11/1/2036              244.64               244.64       4/1/2007                27900
351040511                       100             9.99           11/1/2006        10/1/2036               301.1                301.1       3/1/2007                34340
351040544                       100             9.99           11/1/2006        10/1/2036              327.67               327.67       2/1/2007                37370
351040562                       100             9.99           12/1/2006        11/1/2036             1025.89              1025.89       3/1/2007               117000
351040574                       100             9.99           12/1/2006        11/1/2036              263.05               263.05       3/1/2007                30000
351040597                       100             9.99           12/1/2006        11/1/2036              229.49               229.49       2/1/2007                26173
351040610                       100             9.99            1/1/2007        12/1/2036              561.17               561.17       3/1/2007                64000
351040621                       100             9.99           12/1/2006        11/1/2036              264.23               264.23       3/1/2007                30135
351040668                       100             9.99            1/1/2007        12/1/2036              258.67               258.67       3/1/2007                29500
351040716                       100             9.99           12/1/2006        11/1/2036              284.09               284.09       3/1/2007                32400
351040719                       100            14.05           12/1/2006        11/1/2036              615.81               615.81       4/1/2007                51800
351040865                       100             9.99           12/1/2006        11/1/2036              407.44               407.44       3/1/2007                46467
351040920                       100             9.99           12/1/2006        11/1/2036               248.9                248.9       3/1/2007                28386
351040948                       100             9.99            1/1/2007        12/1/2036              500.58               500.58       3/1/2007                57090
351040986                       100             9.99           12/1/2006        11/1/2036              578.71               578.71       3/1/2007                66000
351041029                       100             9.99           12/1/2006        11/1/2036              226.92               226.92       4/1/2007                25880
351041057                       100             9.99            1/1/2007        12/1/2036              318.33               318.33       4/1/2007                36304
351041082                       100             9.99           12/1/2006        11/1/2036              278.15               278.15       3/1/2007                31722
351041095                       100             9.99            1/1/2007        12/1/2036              273.57               273.57       3/1/2007                31200
351041097                       100             9.99           12/1/2006        11/1/2036              225.35               225.35       3/1/2007                25700
351041272                       100             9.99           12/1/2006        11/1/2036              232.89               232.89       3/1/2007                26560
351041392                        90              9.7            1/1/2007        12/1/2036             1978.35              1978.35       3/1/2007               231255
351041394                       100             9.99            2/1/2007         1/1/2037              259.54               259.54       3/1/2007                29600
351041537                       100             9.99           12/1/2006        11/1/2036              403.17               403.17       4/1/2007                45980
351041831                       100             9.99            1/1/2007        12/1/2036              222.33               222.33       4/1/2007                25356
351041926                       100             9.99            1/1/2007        12/1/2036              267.43               267.43       3/1/2007                30500
351042030                       100             9.99            1/1/2007        12/1/2036               238.5                238.5       3/1/2007                27200
351042044                       100               10            1/1/2007        12/1/2036              330.67               330.67       3/1/2007                37680
351042102                       100             9.99            1/1/2007        12/1/2036              409.62               409.62       4/1/2007                46716
351042123                       100             9.99            1/1/2007        12/1/2036              260.42               260.42       4/1/2007                29700
351042133                       100             9.99            2/1/2007         1/1/2037              294.62               294.62       3/1/2007                33600
351042150                       100             9.99            1/1/2007        12/1/2036              227.98               227.98       4/1/2007                26000
351042260                       100             9.99            1/1/2007        12/1/2036              242.88               242.88       2/1/2007                27700
351042508                        95             10.2            3/1/2007         2/1/2037              1386.1               1386.1       3/1/2007               155325
351042542                       100             9.85            3/1/2007         2/1/2037             1768.47              1768.47       3/1/2007               204092
351042617                       100             9.99            2/1/2007         1/1/2037              263.47               263.47       4/1/2007                30048
351042641                        80             8.85            3/1/2007         2/1/2037             3924.81              3924.81       3/1/2007               494400
351042659                       100             9.99            2/1/2007         1/1/2037              315.48               315.48       2/1/2007                35980
351042718                       100             9.99            2/1/2007         1/1/2037              280.41               280.41       4/1/2007                31980
351042737                       100             9.99            2/1/2007         1/1/2037              366.52               366.52       3/1/2007                41800
351042749                       100             9.99            2/1/2007         1/1/2037              279.71               279.71       3/1/2007                31900
351042783                        95            11.73            3/1/2007         2/1/2037             1521.75              1521.75       3/1/2007               150986
351042804                       100            11.99            3/1/2007         2/1/2037              1310.5               1310.5       4/1/2007               127500
351042907                       100           11.975            3/1/2007         2/1/2037             1287.72              1287.72       4/1/2007               125425
351042945                        95             11.8            3/1/2007         2/1/2037             1251.36              1251.36       3/1/2007               123500
351042999                       100           11.975            4/1/2007         3/1/2037             1404.51              1404.51       3/1/2007               136800
351043023                       100             11.5            3/1/2007         2/1/2037             1733.01              1733.01       3/1/2007               175000
351043079                       100             9.99            3/1/2007         2/1/2037              377.04               377.04       3/1/2007                43000
351043080                        95           11.675            3/1/2007         2/1/2037             1500.98              1500.98       4/1/2007               149550
351043128                       100             9.99            3/1/2007         2/1/2037               253.8                253.8       3/1/2007                28945
351043136                        95           11.425            4/1/2007         3/1/2037             1543.32              1543.32       3/1/2007               156750
351043286                        95           10.738            3/1/2007         2/1/2037             1398.92              1398.92       3/1/2007               150005
351043315                        95            9.475            4/1/2007         3/1/2037             1274.53              1274.53       3/1/2007               151905
351043429                       100              9.8            3/1/2007         2/1/2037               890.8                890.8       3/1/2007               109077
351043478                        95           11.425            3/1/2007         2/1/2037             1552.67              1552.67       4/1/2007               157700
351043501                        80            9.875            4/1/2007         3/1/2037              981.03               981.03       4/1/2007               112976
351043505                        95            9.525            4/1/2007         3/1/2037             1160.71              1160.71       4/1/2007               137740
351043572                        95             9.99            3/1/2007         2/1/2037              991.26               991.26       4/1/2007               113050
351043580                        95           11.725            4/1/2007         3/1/2037             1435.68              1435.68       3/1/2007               142500
351043605                        95            10.65            4/1/2007         3/1/2037             1054.73              1054.73       4/1/2007               113905
351043643                        95           10.775            3/1/2007         2/1/2037             1480.48              1480.48       4/1/2007               158279
351043653                        80           10.425            4/1/2007         3/1/2037             1272.79              1272.79       3/1/2007               140000
351043698                        80            8.025            4/1/2007         3/1/2037             3530.44              3530.44       3/1/2007               480000
351043722                        95            9.325            4/1/2007         3/1/2037              1266.6               1266.6       4/1/2007               152950
351043760                       100             9.99            3/1/2007         2/1/2037              419.88               419.88       4/1/2007                47886
351043762                        95             8.45            4/1/2007         3/1/2037             1795.22              1795.22       3/1/2007               234555
351043818                        80             8.35            4/1/2007         3/1/2037             2214.26              2214.26       3/1/2007               292000
351043918                        80            8.425            4/1/2007         3/1/2037              949.16               949.16       4/1/2007               124300
351043924                        95           11.425            4/1/2007         3/1/2037              910.09               910.09       4/1/2007                92435
351043926                        95            11.15            4/1/2007         3/1/2037              964.93               964.93       4/1/2007               100130
351043945                       100            9.175            4/1/2007         3/1/2037             1098.48              1098.48       3/1/2007               134412
351043955                        95             10.8            4/1/2007         3/1/2037             1111.48              1111.48       3/1/2007               118590
351043978                        80            8.875            4/1/2007         3/1/2037              843.38               843.38       3/1/2007               106000
351043990                       100            10.93            4/1/2007         3/1/2037              832.45               832.45       3/1/2007                87900
351044014                     79.04            11.35            4/1/2007         3/1/2037              553.55               553.55       4/1/2007                56550
351044030                        80           10.225            4/1/2007         3/1/2037             1102.63              1102.63       3/1/2007               127200
351044051                        90            11.99            4/1/2007         3/1/2037              518.03               518.03       3/1/2007                50400
351044075                        80           10.175            4/1/2007         3/1/2037               949.2                949.2       4/1/2007               110000
351044088                        95           10.225            4/1/2007         3/1/2037             1325.27              1325.27       3/1/2007               148200
351044097                       100           11.075            4/1/2007         3/1/2037             1119.46              1119.46       4/1/2007               116855
351044113                     78.95             9.05            4/1/2007         3/1/2037              606.17               606.17       4/1/2007                75000
351044255                        95            10.65            5/1/2007         4/1/2037             3086.31              3086.31       4/1/2007               347753
351044269                       100            9.725            4/1/2007         3/1/2037             1140.23              1140.23       4/1/2007               133000
351044304                        80           10.675            4/1/2007         3/1/2037              927.85               927.85       3/1/2007               100000
351044337                        95           10.825            5/1/2007         4/1/2037             1204.43              1204.43       4/1/2007               128250
351044373                        80             8.55            4/1/2007         3/1/2037             1412.02              1412.02       3/1/2007               182795
351044385                        95             9.85            5/1/2007         4/1/2037             1852.16              1852.16       4/1/2007               213750
351044451                        95            9.125            4/1/2007         3/1/2037             1061.77              1061.77       4/1/2007               130497
351044459                        95             9.99            4/1/2007         3/1/2037             1541.03              1541.03       3/1/2007               175750
351044481                       100            9.475            4/1/2007         3/1/2037             1600.36              1600.36       3/1/2007               190739
351044515                       100           11.425            4/1/2007         3/1/2037             1198.72              1198.72       3/1/2007               121750
351044571                        95             9.85            5/1/2007         4/1/2037              2716.5               2716.5       4/1/2007               313500
351044602                        95             11.4            5/1/2007         4/1/2037              984.88               984.88       4/1/2007               100225
351044610                        80             9.55            5/1/2007         4/1/2037             1475.37              1475.37       4/1/2007               174702
351044657                        95            9.375            4/1/2007         3/1/2037             1129.14              1129.14       3/1/2007               135755
351044664                        80             8.95            4/1/2007         3/1/2037             3107.82              3107.82       3/1/2007               387979
351044666                        80              8.8            4/1/2007         3/1/2037             1425.65              1425.65       3/1/2007               180400
351044704                        80            9.775            4/1/2007         3/1/2037             1031.47              1031.47       3/1/2007               119800
351044706                        95             8.65            5/1/2007         4/1/2037              1629.3               1629.3       4/1/2007               209000
351044811                        95           10.275            5/1/2007         4/1/2037             1411.82              1411.82       4/1/2007               157225
351044827                        95              9.6            5/1/2007         4/1/2037               896.8                896.8       4/1/2007               105735
351044926                        95           10.925            5/1/2007         4/1/2037             1277.05              1277.05       4/1/2007               134900
351045610                        90             9.05            6/1/2007         5/1/2037              945.62               945.62       5/1/2007               117000
361028790                       100           11.525            1/1/2006        12/1/2035               660.8                660.8       3/1/2007                66600
371038477                        95             9.65           11/1/2006        10/1/2036              1253.5               1253.5       3/1/2007               147155
371038605                       100             14.3           11/1/2006        10/1/2036               521.9                521.9       3/1/2007                43180
371039527                       100             14.7           12/1/2006        11/1/2036              334.93               334.93       3/1/2007                27000
371040885                       100            14.05            1/1/2007        12/1/2036              561.13               561.13       3/1/2007                47200
371041285                       100            12.85            1/1/2007        12/1/2036              636.31               636.31       3/1/2007                58138
371041403                     64.71             8.25            1/1/2007        12/1/2036             6197.95              6197.95       3/1/2007               825000
371041812                       100             13.6            1/1/2007        12/1/2036              603.17               603.17       4/1/2007                52300
371041858                      70.2             11.3            1/1/2007        12/1/2036             1356.97              1356.97       3/1/2007               142500
371041899                        80              9.5            2/1/2007         1/1/2037             7093.33              7093.33       3/1/2007               896000
371041984                       100            14.05            1/1/2007        12/1/2036             1462.26              1462.26       3/1/2007               123000
371042229                       100             8.81            1/1/2007        12/1/2036              263.24               263.24       3/1/2007                33280
371042542                        75              9.7            3/1/2007         2/1/2037             4631.91              4631.91       2/1/2007               561000
371042571                       100           12.225            1/1/2007        12/1/2036              883.88               883.88       3/1/2007                84504
371042627                        80               10            2/1/2007         1/1/2037             5592.23              5592.23       3/1/2007               637239
371042711                     69.57             7.25            2/1/2007         1/1/2037             1023.48              1023.48       3/1/2007               160000
371042736                       100            12.35            2/1/2007         1/1/2037              477.15               477.15       3/1/2007                45200
371042749                        80             9.15            2/1/2007         1/1/2037             2814.37              2814.37       3/1/2007               345136
371042762                       100             13.6            2/1/2007         1/1/2037               995.1                995.1       3/1/2007                86284
371042792                       100             13.6            2/1/2007         1/1/2037               916.1                916.1       3/1/2007                79434
371042886                       100             13.6            2/1/2007         1/1/2037               772.7                772.7       3/1/2007                67000
371043129                       100             12.6            3/1/2007         2/1/2037              610.61               610.61       4/1/2007                56800
371043370                        80               10            2/1/2007         1/1/2037                2000                 2000       3/1/2007               240000
371043394                       100           13.225            2/1/2007         1/1/2037              674.29               674.29       3/1/2007                60000
371043489                        70             7.95            3/1/2007         2/1/2037              3630.7               3630.7       3/1/2007               525000
371043533                        70              6.8            2/1/2007         1/1/2037             2395.83              2395.83       3/1/2007               367500
371043542                        90             8.75            3/1/2007         2/1/2037             3554.01              3554.01       3/1/2007               472500
371043555                       100           10.875            2/1/2007         1/1/2037              333.78               333.78       3/1/2007                35400
371043599                       100             11.6            3/1/2007         2/1/2037              861.31               861.31       3/1/2007                86310
371043701                     89.95              8.6            2/1/2007         1/1/2037             6414.17              6414.17       3/1/2007               895000
371043813                      86.1              6.6            3/1/2007         2/1/2037              901.79               901.79       4/1/2007               141200
371043983                        80             9.17            3/1/2007         2/1/2037             1894.52              1894.52       3/1/2007               231920
371043986                       100             8.71            3/1/2007         2/1/2037              230.61               230.61       3/1/2007                29420
371044109                        70             7.75            3/1/2007         2/1/2037              717.13               717.13       3/1/2007               100100
371044114                       100            13.23            3/1/2007         2/1/2037              741.98               741.98       4/1/2007                66000
371044183                        80              8.1            4/1/2007         3/1/2037              3466.7               3466.7       3/1/2007               468000
371044200                        80              7.8            4/1/2007         3/1/2037              3340.2               3340.2       4/1/2007               464000
371044212                        80              7.9            3/1/2007         2/1/2037             1058.23              1058.23       3/1/2007               145600
371044393                        80              9.7            4/1/2007         3/1/2037             1307.11              1307.11       4/1/2007               152792
371044429                       100             9.58            3/1/2007         2/1/2037             1515.44              1515.44       3/1/2007               185650
371044466                        80              7.7            3/1/2007         2/1/2037             1828.53              1828.53       4/1/2007               271740
371044633                       100             11.7            4/1/2007         3/1/2037             1860.32              1860.32       3/1/2007               185000
371044660                       100            12.23            3/1/2007         2/1/2037              334.83               334.83       3/1/2007                32000
371044675                       100             11.5            3/1/2007         2/1/2037             1584.47              1584.47       3/1/2007               160000
371044727                       100             9.99            3/1/2007         2/1/2037             2269.37              2269.37       3/1/2007               267500
371044802                        90             7.35            3/1/2007         2/1/2037             1004.52              1004.52       3/1/2007               145800
371044843                        80             8.72            4/1/2007         3/1/2037             1289.86              1289.86       4/1/2007               175200
371044859                       100             14.2            4/1/2007         3/1/2037              525.92               525.92       4/1/2007                43800
371044880                        68              6.4            3/1/2007         2/1/2037             5210.46              5210.46       3/1/2007               833000
371044909                       100            10.85            3/1/2007         2/1/2037             1693.81              1693.81       3/1/2007               180000
371044914                       100            12.95            3/1/2007         2/1/2037              578.33               578.33       4/1/2007                52466
371044967                        85             9.25            3/1/2007         2/1/2037             3706.15              3706.15       3/1/2007               450500
371044968                     69.93             8.25            3/1/2007         2/1/2037              761.78               761.78       4/1/2007               101399
371044990                        65              6.9            4/1/2007         3/1/2037             3210.68              3210.68       4/1/2007               487500
371045013                        95             6.45            4/1/2007         3/1/2037             3070.35              3070.35       3/1/2007               488300
371045023                        80            8.599            3/1/2007         2/1/2037             1179.43              1179.43       3/1/2007               152000
371045031                       100            13.45            3/1/2007         2/1/2037              406.58               406.58       3/1/2007                35619
371045129                     88.33              6.7            4/1/2007         3/1/2037                3551                 3551       3/1/2007               636000
371045196                     74.07             8.99            4/1/2007         3/1/2037               803.9                803.9       4/1/2007               100000
371045228                     38.55             9.35            4/1/2007         3/1/2037              838.23               838.23       3/1/2007               101000
371045235                       100             9.41            4/1/2007         3/1/2037             1918.88              1918.88       3/1/2007               230000
371045298                       100            11.32            3/1/2007         2/1/2037             2148.48              2148.48       3/1/2007               220000
371045308                        90             9.65            3/1/2007         2/1/2037             4523.16              4523.16       3/1/2007               531000
371045309                     86.78             5.99            4/1/2007         3/1/2037             2988.55              2988.55       3/1/2007               499000
371045320                        95              9.4            5/1/2007         4/1/2037             3348.75              3348.75       4/1/2007               427500
371045325                     88.13             7.55            4/1/2007         3/1/2037             4644.46              4644.46       3/1/2007               661000
371045358                        80             8.85            4/1/2007         3/1/2037             4224.67              4224.67       3/1/2007               556000
371045376                      79.9             7.55            4/1/2007         3/1/2037             5001.88              5001.88       3/1/2007               795000
371045385                        90              8.1            4/1/2007         3/1/2037             4999.38              4999.38       4/1/2007               674910
371045404                     68.65             8.75            4/1/2007         3/1/2037             1301.49              1301.49       3/1/2007               178490
371045512                        85            10.95            4/1/2007         3/1/2037             1124.74              1124.74       3/1/2007               118575
371045551                        95              9.3            4/1/2007         3/1/2037             4121.18              4121.18       4/1/2007               498750
371045563                        70             7.35            4/1/2007         3/1/2037             1258.75              1258.75       3/1/2007               182700
371045566                        90            10.45            4/1/2007         3/1/2037              983.88               983.88       4/1/2007               108000
371045576                        75            10.35            4/1/2007         3/1/2037             1152.02              1152.02       3/1/2007               127500
371045594                      62.1              7.3            4/1/2007         3/1/2037             1336.86              1336.86       3/1/2007               195000
371045606                        80              8.5            4/1/2007         3/1/2037             3435.58              3435.58       3/1/2007               478000
371045640                     73.33             9.95            4/1/2007         3/1/2037             1487.59              1487.59       3/1/2007               176000
371045671                       100             9.99            3/1/2007         2/1/2037             1928.16              1928.16       3/1/2007               219900
371045679                        80              7.7            4/1/2007         3/1/2037              834.39               834.39       4/1/2007               124000
371045744                        70            10.99            4/1/2007         3/1/2037              934.92               934.92       3/1/2007               100800
371045784                        95            10.95            4/1/2007         3/1/2037             1343.66              1343.66       3/1/2007               147250
371045827                     55.74             8.35            4/1/2007         3/1/2037              644.56               644.56       4/1/2007                85000
371045959                        65            10.65            4/1/2007         3/1/2037              481.51               481.51       3/1/2007                52000
371045994                        80             8.05            4/1/2007         3/1/2037             1912.14              1912.14       3/1/2007               259360
371046047                     71.54            11.17            4/1/2007         3/1/2037             2209.57              2209.57       3/1/2007               228926
371046094                        80             10.8            4/1/2007         3/1/2037             1199.67              1199.67       4/1/2007               128000
371046099                       100            11.22            4/1/2007         3/1/2037             2373.04              2373.04       4/1/2007               244900
371046110                        80             7.75            4/1/2007         3/1/2037             1648.17              1648.17       3/1/2007               255200
371046117                        80              8.9            4/1/2007         3/1/2037                6230              6225.38       4/1/2007               840000
371046128                        95             9.65            4/1/2007         3/1/2037             1497.07              1497.07       3/1/2007               175750
371046235                        95              9.9            4/1/2007         3/1/2037             3596.56              3596.56       4/1/2007               427500
371046261                        95             8.65            4/1/2007         3/1/2037             3644.14              3644.14       3/1/2007               498750
371046336                        95               11            4/1/2007         3/1/2037              1076.6               1076.6       4/1/2007               113050
371046374                        95             9.35            4/1/2007         3/1/2037             1379.76              1379.76       4/1/2007               166250
371046418                        48            10.55            4/1/2007         3/1/2037             1102.09              1102.09       3/1/2007               119991
371046434                        75                8            4/1/2007         3/1/2037                5200                 5200       3/1/2007               780000
371046446                     60.71                7            5/1/2007         4/1/2037             2827.54              2827.54       4/1/2007               425000
371046584                        80              7.1            4/1/2007         3/1/2037              974.97               974.97       3/1/2007               160000
371046681                        95             8.35            4/1/2007         3/1/2037             1512.82              1512.82       3/1/2007               199500
371046727                        95              9.5            5/1/2007         4/1/2037             4393.46              4393.46       4/1/2007               522500
371046767                        75              8.6            4/1/2007         3/1/2037             3321.75              3321.75       3/1/2007               463500
371046787                        80              8.8            4/1/2007         3/1/2037             2275.99              2275.99       3/1/2007               288000
371046792                     65.22              9.8            4/1/2007         3/1/2037              647.15               647.15       3/1/2007                75003
371046936                        80              8.3            5/1/2007         4/1/2037             1518.28              1518.28       4/1/2007               216000
371047023                     77.78             9.75            5/1/2007         4/1/2037             1503.52              1503.52       4/1/2007               175000
371047044                        80             7.75            5/1/2007         4/1/2037              1741.6               1741.6       4/1/2007               264000
371047130                     94.73              9.2            5/1/2007         4/1/2037             5151.03              5151.03       4/1/2007               665000
371047139                     72.92             8.75            5/1/2007         4/1/2037             4130.18              4130.18       4/1/2007               525000
371047186                        80             7.25            4/1/2007         3/1/2037             1489.65              1489.65       4/1/2007               239920
371047430                     29.65             9.65            5/1/2007         4/1/2037              429.32               429.32       4/1/2007                50400
371047502                       100             8.82            5/1/2007         4/1/2037             1238.48              1238.48       4/1/2007               168500
371047609                        75            10.15            5/1/2007         4/1/2037             1166.39              1166.39       4/1/2007               131250
371048043                        90              6.6            5/1/2007         4/1/2037             1868.08              1868.08       4/1/2007               292500
371048335                     78.13             10.8            5/1/2007         4/1/2037              468.62               468.62       4/1/2007                50000
381030460                     74.55             6.65            1/1/2007        12/1/2036             3158.47              3158.47       3/1/2007               492000
381030461                       100             13.6            1/1/2007        12/1/2036              553.58               553.58       3/1/2007                48000
411000958                     86.21            11.25            2/1/2007         1/1/2037              485.63               485.63       3/1/2007                50000
411001186                        72             8.05            1/1/2007        12/1/2036             1194.35              1194.35       3/1/2007               162000
411001455                       100            10.78            3/1/2007         2/1/2037              720.52               720.52       3/1/2007                77000
411001563                        65             10.2            4/1/2007         3/1/2037              899.08               899.08       3/1/2007               100750
411001877                     89.17             7.25            3/1/2007         2/1/2037             4106.69              4106.69       3/1/2007               642000
411001995                        90           10.525            2/1/2007         1/1/2037              618.71               618.71       3/1/2007                67500
411002048                     72.82            7.075            3/1/2007         2/1/2037             2701.88              2701.88       4/1/2007               431000
411002110                     74.01              6.9            3/1/2007         2/1/2037             4136.51              4136.51       3/1/2007               673500
411002164                       100            9.425            3/1/2007         2/1/2037             1025.39              1025.39       3/1/2007               127500
411002302                     66.33             6.69            3/1/2007         2/1/2037             5547.13              5547.13       4/1/2007               995000
411002315                        75              9.6            3/1/2007         2/1/2037             1354.94              1354.94       4/1/2007               159750
411002316                     67.41            7.375            3/1/2007         2/1/2037              691.03               691.03       3/1/2007               106500
411002330                     39.22              7.8            4/1/2007         3/1/2037              719.87               719.87       4/1/2007               100000
411002354                        60              6.2            3/1/2007         2/1/2037             3243.55              3243.55       3/1/2007               574875
411002415                        65              7.3            4/1/2007         3/1/2037              665.09               665.09       4/1/2007               109330
411002432                        80            10.35            3/1/2007         2/1/2037             1713.12              1713.12       3/1/2007               189600
411002460                       100            10.08            3/1/2007         2/1/2037              769.89               769.89       4/1/2007                90000
411002500                        95              9.1            4/1/2007         3/1/2037              729.01               729.01       3/1/2007                93575
411002540                        90            9.475            4/1/2007         3/1/2037             1057.18              1057.18       3/1/2007               126000
411002552                        77             6.75            3/1/2007         2/1/2037             3171.32              3171.32       3/1/2007               488950
411002553                        90             7.35            3/1/2007         2/1/2037             3384.68              3384.68       3/1/2007               552600
411002609                        85             7.45            3/1/2007         2/1/2037              2986.7               2986.7       3/1/2007               429250
411002619                        80             6.55            3/1/2007         2/1/2037             2550.13              2550.13       3/1/2007               467200
411002635                        90             8.15            4/1/2007         3/1/2037              753.55               753.55       4/1/2007               101250
411002660                        85             8.45            4/1/2007         3/1/2037              774.87               774.87       3/1/2007               106250
411002690                        80             7.55            4/1/2007         3/1/2037             1138.24              1138.24       4/1/2007               172000
411002694                     58.95             6.05            4/1/2007         3/1/2037             1781.15              1781.15       3/1/2007               336000
411002708                        75                7            4/1/2007         3/1/2037             1677.86              1677.86       4/1/2007               270000
411002731                      89.1             7.95            4/1/2007         3/1/2037             8257.25              8257.25       4/1/2007              1194000
411002742                     72.76             7.05            3/1/2007         2/1/2037             2150.25              2150.25       3/1/2007               366000
411002765                     83.96             8.15            3/1/2007         2/1/2037              4769.5               4769.5       4/1/2007               675000
411002774                        95             9.85            5/1/2007         4/1/2037              4415.1               4415.1       4/1/2007               527250
411002780                        80              8.9            3/1/2007         2/1/2037             2137.13              2137.13       3/1/2007               268000
411002784                     72.85             9.25            4/1/2007         3/1/2037             3468.75              3468.75       3/1/2007               450000
411002828                        85             7.15            4/1/2007         3/1/2037              849.25               849.25       4/1/2007               134300
411002884                        90              7.2            4/1/2007         3/1/2037             1172.95              1172.95       3/1/2007               172800
411002921                        80             6.65            4/1/2007         3/1/2037             1285.67              1285.67       4/1/2007               232000
411002944                        75             8.95            4/1/2007         3/1/2037             2282.93              2282.93       3/1/2007               285000
411002972                        80             8.25            4/1/2007         3/1/2037              673.13               673.13       3/1/2007                89600
411003107                     40.38              7.8            4/1/2007         3/1/2037              770.26               770.26       3/1/2007               107000
411003144                     59.43             7.25            4/1/2007         3/1/2037             2047.21              2047.21       3/1/2007               300100
411003148                        80             8.95            4/1/2007         3/1/2037              480.62               480.62       4/1/2007                60000
411003246                        65              8.7            4/1/2007         3/1/2037              488.67               488.67       3/1/2007                62400
411003249                        80             8.25            4/1/2007         3/1/2037              781.32               781.32       3/1/2007               104000
411003259                        95             7.55            4/1/2007         3/1/2037             3404.35              3404.35       3/1/2007               484507
411003266                     63.47             6.15            4/1/2007         3/1/2037             3203.03              3203.03       3/1/2007               571250
411003347                        95              8.2            4/1/2007         3/1/2037              838.23               838.23       3/1/2007               112100
411003374                     54.07              6.9            4/1/2007         3/1/2037             1104.92              1104.92       3/1/2007               186000
411003395                        75              9.8            5/1/2007         4/1/2037               517.7                517.7       4/1/2007                60000
411003455                        85             8.25            5/1/2007         4/1/2037             1321.85              1321.85       4/1/2007               175950
411003605                     76.82             6.85            4/1/2007         3/1/2037             3727.54              3727.54       3/1/2007               653000
411003769                     92.02             10.2            5/1/2007         4/1/2037               504.2                504.2       4/1/2007                56500
411004099                      80.2              6.9            5/1/2007         4/1/2037                3634                 3634       4/1/2007               632000
421000448                        90            10.75            3/1/2007         2/1/2037              546.09               546.09       4/1/2007                58500
421000883                        90            10.65           12/1/2006        11/1/2036               591.7                591.7       3/1/2007                63900
421001015                        90                9            1/1/2007        12/1/2036             1267.28              1267.28       3/1/2007               157500
421001589                        90            7.575            2/1/2007         1/1/2037              1470.7               1470.7       3/1/2007               208800
421001733                     41.05               10            4/1/2007         3/1/2037              662.33               662.33       3/1/2007                78000
421001827                        80              9.8            3/1/2007         2/1/2037             1691.14              1691.14       3/1/2007               196000
421001853                     81.97             8.35            2/1/2007         1/1/2037              928.84               928.84       3/1/2007               128700
421002000                        70              9.4            2/1/2007         1/1/2037             1213.67              1213.67       3/1/2007               145600
421002037                     83.33                8            2/1/2007         1/1/2037              733.76               733.76       4/1/2007               100000
421002076                        80              9.3            4/1/2007         3/1/2037              429.68               429.68       3/1/2007                52000
421002101                     83.48              8.5            3/1/2007         2/1/2037             2214.47              2214.47       3/1/2007               288000
421002211                     62.89           10.925            4/1/2007         3/1/2037             1154.93              1154.93       3/1/2007               122000
421002271                     89.26                8            2/1/2007         1/1/2037             3046.67              3046.67       3/1/2007               457000
421002534                        85              9.2            4/1/2007         3/1/2037             1218.34              1218.34       3/1/2007               148750
421002635                     72.77              6.7            3/1/2007         2/1/2037              899.64               899.64       4/1/2007               150000
421002733                        67            11.65            4/1/2007         3/1/2037              758.43               758.43       4/1/2007                75710
421002751                        75             9.15            4/1/2007         3/1/2037              886.79               886.79       4/1/2007               108750
421002858                     87.84             8.65            3/1/2007         2/1/2037              483.94               483.94       3/1/2007                65000
421002863                        70            7.075            3/1/2007         2/1/2037             1206.76              1206.76       4/1/2007               192500
421002927                       100             8.93            3/1/2007         2/1/2037             1235.52              1235.52       3/1/2007               161300
421002944                     84.75             8.35            3/1/2007         2/1/2037              721.71               721.71       3/1/2007               100000
421003054                        80              8.9            4/1/2007         3/1/2037              574.16               574.16       4/1/2007                72000
421003063                        90            10.15            4/1/2007         3/1/2037              583.86               583.86       3/1/2007                65700
421003081                        80            11.65            4/1/2007         3/1/2037             2203.85              2203.85       4/1/2007               220000
421003127                        85              8.7            4/1/2007         3/1/2037              384.84               384.84       4/1/2007                51425
421003137                     74.07            11.75            4/1/2007         3/1/2037             1009.41              1009.41       3/1/2007               100000
421003160                     31.15             7.15            4/1/2007         3/1/2037             1094.16              1094.16       3/1/2007               162000
421003165                        80            9.975            4/1/2007         3/1/2037              910.75               910.75       3/1/2007               104000
421003262                       100             9.83            4/1/2007         3/1/2037              949.15               949.15       3/1/2007               115000
421003337                        80             10.6            4/1/2007         3/1/2037             1846.06              1846.06       3/1/2007               207920
421003408                      68.6             9.75            4/1/2007         3/1/2037             1679.65              1679.65       3/1/2007               195500
421003453                        80            10.75            5/1/2007         4/1/2037              575.02               575.02       4/1/2007                61600
421003525                        70            7.453            5/1/2007         4/1/2037              512.45               512.45       4/1/2007                80500
421003602                        90            11.95            5/1/2007         4/1/2037             1963.55              1963.55       4/1/2007               191610
511047713                       100            13.75            9/1/2006         8/1/2036             1635.82              1635.82       3/1/2007               140400
511052597                       100            12.75            1/1/2007        12/1/2036             1086.69              1086.69       3/1/2007               100000
511053082                        80              8.9            2/1/2007         1/1/2037             5131.87              5131.87       3/1/2007               672000
511053546                       100             9.16            3/1/2007         2/1/2037             4075.24              4075.24       2/1/2007               520000
511053594                        90              7.8            2/1/2007         1/1/2037              3655.5               3655.5       3/1/2007               537300
511053611                     81.73             7.95            2/1/2007         1/1/2037             1126.25               1125.8       3/1/2007               170000
511053726                     84.85             7.25            2/1/2007         1/1/2037             3383.33              3383.33       3/1/2007               560000
511053736                        90             8.75            3/1/2007         2/1/2037             4298.65              4298.65       3/1/2007               571500
511053747                     84.73              5.8            2/1/2007         1/1/2037             1625.74              1625.74       3/1/2007               336361
511053774                     79.93              8.5            4/1/2007         3/1/2037             3613.89              3613.89       3/1/2007               470000
511053804                        90            6.557            2/1/2007         1/1/2037              1114.2               1114.2       3/1/2007               189000
511054280                     81.42              7.5            3/1/2007         2/1/2037             3389.06              3389.06       3/1/2007               515000
511054304                        80             8.35            2/1/2007         1/1/2037             4590.05              4590.05       3/1/2007               636000
511054404                       100             12.5            2/1/2007         1/1/2037             1013.87              1013.87       3/1/2007                94998
511054474                        85             8.85            2/1/2007         1/1/2037             3552.22              3552.22       4/1/2007               467500
511054535                     87.27             7.23            4/1/2007         3/1/2037                2892                 2892       3/1/2007               480000
511054610                     84.15             6.05            3/1/2007         2/1/2037             3820.55              3820.55       3/1/2007               690000
511054612                        90             7.85            2/1/2007         1/1/2037             3694.03              3694.03       3/1/2007               540000
511054624                        80              7.5            3/1/2007         2/1/2037                2900                 2900       3/1/2007               464000
511054636                        75             7.85            3/1/2007         2/1/2037             1154.38              1154.38       3/1/2007               168750
511054723                        85             7.99            2/1/2007         1/1/2037             3282.56              3282.56       3/1/2007               493000
511054847                        85             6.55            2/1/2007         1/1/2037             2653.55              2653.55       3/1/2007               450500
511054946                        85              8.1            3/1/2007         2/1/2037             3337.07              3337.07       3/1/2007               450500
511054952                     83.33              6.7            3/1/2007         2/1/2037             2428.75              2428.75       4/1/2007               435000
511054996                        85             8.99            3/1/2007         2/1/2037             3281.56              3281.56       3/1/2007               425850
511055096                       100             7.38            3/1/2007         2/1/2037              1955.9               1955.9       3/1/2007               310000
511055113                     78.38             6.25            3/1/2007         2/1/2037             1646.44              1646.44       3/1/2007               290000
511055123                        75            5.625            3/1/2007         2/1/2037             2337.89              2337.89       3/1/2007               498750
511055159                        70             6.74            3/1/2007         2/1/2037             1497.55              1497.55       3/1/2007               248500
511055199                       100           10.145            3/1/2007         2/1/2037             3485.21              3485.21       3/1/2007               405000
511055203                        90              5.6            3/1/2007         2/1/2037                2940                 2940       3/1/2007               630000
511055263                     84.97             7.45            3/1/2007         2/1/2037              3108.3               3108.3       3/1/2007               475000
511055300                        78              8.1            3/1/2007         2/1/2037             4111.54              4111.54       4/1/2007               585000
511055314                        90             7.65            3/1/2007         2/1/2037              3324.5               3324.5       3/1/2007               496800
511055371                     48.91              7.6            4/1/2007         3/1/2037             1588.67              1588.67       4/1/2007               225000
511055397                       100            11.83            3/1/2007         2/1/2037              507.77               507.77       3/1/2007                50000
511055415                       100              8.1            3/1/2007         2/1/2037                2970                 2970       3/1/2007               440000
511055422                      59.1              7.5            3/1/2007         2/1/2037              964.92               964.92       3/1/2007               138000
511055442                        95            12.25            3/1/2007         2/1/2037              1021.7               1021.7       3/1/2007                97500
511055454                        80             6.25            3/1/2007         2/1/2037                2875                 2875       3/1/2007               552000
511055548                        90             6.85            3/1/2007         2/1/2037             2879.43              2879.43       3/1/2007               471600
511055560                        90              8.5            3/1/2007         2/1/2037             3265.93              3265.93       2/1/2007               445500
511055594                        80                9            4/1/2007         3/1/2037                1950              1949.51       3/1/2007               260000
511055620                        90              7.5            3/1/2007         2/1/2037                3825                 3825       3/1/2007               612000
511055640                       100              7.5            4/1/2007         3/1/2037             3988.19              3988.19       4/1/2007               638110
511055714                        80              7.2            3/1/2007         2/1/2037             1248.97              1248.97       3/1/2007               184000
511055721                        80             7.35            3/1/2007         2/1/2037             3674.99              3674.99       4/1/2007               599999
511055734                        75             9.95            4/1/2007         3/1/2037             2535.66              2535.66       4/1/2007               300000
511055802                       100            11.93            3/1/2007         2/1/2037             1309.53              1309.53       3/1/2007               127980
511055830                       100            7.145            3/1/2007         2/1/2037             1821.84              1821.84       3/1/2007               305977
511055832                     67.18                6            4/1/2007         3/1/2037                3275                 3275       3/1/2007               655000
511055886                        80              9.1            3/1/2007         2/1/2037             1169.03              1169.03       3/1/2007               144000
511055901                        80              8.6            4/1/2007         3/1/2037             3554.67              3554.67       3/1/2007               496000
511055938                        90              7.2            3/1/2007         2/1/2037             4636.52              4636.52       4/1/2007               729000
511056015                     81.36             6.55            3/1/2007         2/1/2037                2620                 2620       3/1/2007               480000
511056081                        80                8            4/1/2007         3/1/2037             1626.67              1626.67       3/1/2007               244000
511056112                        85              7.4            3/1/2007         2/1/2037             3207.92              3207.92       3/1/2007               493000
511056124                     86.29             7.35            3/1/2007         2/1/2037             3276.97              3276.97       3/1/2007               535015
511056127                       100             6.95            3/1/2007         2/1/2037             2124.01              2124.01       3/1/2007               355267
511056162                     78.13             8.15            4/1/2007         3/1/2037             8489.58              8489.58       3/1/2007              1250000
511056236                     74.99              7.1            3/1/2007         2/1/2037             4031.52              4031.52       3/1/2007               599900
511056241                        80             6.35            4/1/2007         3/1/2037             3011.97              3011.97       3/1/2007               524000
511056254                     87.37            7.575            4/1/2007         3/1/2037             5239.38              5239.38       4/1/2007               830000
511056285                        90             8.25            3/1/2007         2/1/2037             3619.69              3619.69       3/1/2007               526500
511056324                       100             7.25            3/1/2007         2/1/2037             1668.59              1668.59       4/1/2007               276181
511056402                       100              6.5            3/1/2007         2/1/2037             2322.69              2322.69       3/1/2007               428804
511056413                        80             8.95            3/1/2007         2/1/2037             4236.68              4236.68       3/1/2007               552000
511056434                       100              6.7            3/1/2007         2/1/2037             1929.02              1929.02       3/1/2007               345497
511056477                     88.06             8.95            4/1/2007         3/1/2037             3915.02              3915.02       3/1/2007               488750
511056516                     87.27             6.45            4/1/2007         3/1/2037             4031.67              4031.67       3/1/2007               720000
511056536                        80              6.9            4/1/2007         3/1/2037             3469.23              3469.23       3/1/2007               584000
511056624                        80             8.35            4/1/2007         3/1/2037             2505.45              2505.45       3/1/2007               330400
511056632                     97.71             6.59            5/1/2007         4/1/2037             2575.59              2575.59       4/1/2007               469000
511056652                     64.52              8.3            4/1/2007         3/1/2037              717.92               717.92       4/1/2007               100000
511056660                       100             6.26            4/1/2007         3/1/2037             1849.26              1849.26       3/1/2007               354490
511056683                      89.6             7.35            4/1/2007         3/1/2037             3008.61              3008.61       4/1/2007               465000
511056735                        95              7.8            4/1/2007         3/1/2037             4507.75              4507.75       3/1/2007               693500
511056746                     76.92            6.875            4/1/2007         3/1/2037              612.37               612.37       4/1/2007               100000
511056784                        95             9.99            5/1/2007         4/1/2037             4626.62              4626.62       4/1/2007               555750
511056788                        80            10.25            4/1/2007         3/1/2037             4480.51              4480.51       3/1/2007               500000
511056799                        90              7.5            4/1/2007         3/1/2037             2615.63              2615.63       3/1/2007               418500
511056831                        80              6.9            4/1/2007         3/1/2037             2475.98              2475.98       3/1/2007               416800
511056847                      34.5             7.25            5/1/2007         4/1/2037            10710.43             10710.43       4/1/2007              1725000
511056896                        80             7.75            4/1/2007         3/1/2037             4748.17              4748.17       3/1/2007               735200
511056928                       100             7.85            5/1/2007         4/1/2037             1242.92              1242.92       4/1/2007               190000
511056974                      62.5              7.2            4/1/2007         3/1/2037              678.79               678.79       4/1/2007               100000
511057064                     46.61             7.75            4/1/2007         3/1/2037              788.05               788.05       4/1/2007               110000
511057074                        90             6.99            4/1/2007         3/1/2037              3559.1               3559.1       4/1/2007               535500
511057076                        85             10.3            4/1/2007         3/1/2037             5927.57              5927.57       4/1/2007               658750
511057129                       100             6.99            4/1/2007         3/1/2037             1913.72              1913.72       3/1/2007               318463
511057174                        80             7.35            4/1/2007         3/1/2037                3283                 3283       4/1/2007               536000
511057199                     78.14              7.3            4/1/2007         3/1/2037             4349.58              4349.58       4/1/2007               715000
511057254                        80             7.65            4/1/2007         3/1/2037                2550                 2550       3/1/2007               400000
511057281                        75                8            5/1/2007         4/1/2037             4302.24              4302.24       4/1/2007               618750
511057348                        80              7.9            4/1/2007         3/1/2037             1308.25              1308.25       3/1/2007               180000
511057370                        80                8            4/1/2007         3/1/2037             4109.08              4109.08       3/1/2007               560000
511057385                     94.89             6.35            4/1/2007         3/1/2037             3389.31              3389.31       4/1/2007               640500
511057396                        85              6.8            4/1/2007         3/1/2037              2992.3               2992.3       3/1/2007               493000
511057431                        95              6.4            4/1/2007         3/1/2037             2913.33              2913.33       3/1/2007               546250
511057444                        90              8.6            4/1/2007         3/1/2037             4679.35              4679.35       4/1/2007               603000
511057481                     87.62              9.5            4/1/2007         3/1/2037              3572.4               3572.4       3/1/2007               451250
511057540                        95              6.9            5/1/2007         4/1/2037             3004.38              3004.38       4/1/2007               522500
511057541                        80             8.15            4/1/2007         3/1/2037             2716.67              2716.67       4/1/2007               400000
511057552                        90             10.3            5/1/2007         4/1/2037             1749.25              1749.25       4/1/2007               194400
511057609                       100             9.81            5/1/2007         4/1/2037              2573.1               2573.1       4/1/2007               297963
511057632                       100             9.24            4/1/2007         3/1/2037                2156                 2156       4/1/2007               280000
511057830                        80              6.5            5/1/2007         4/1/2037             1848.99              1848.99       4/1/2007               328000
511057873                        80             7.75            4/1/2007         3/1/2037             5301.45              5301.45       4/1/2007               740000
511057888                     93.76              8.4            4/1/2007         3/1/2037             5249.99              5249.99       3/1/2007               749999
511057964                     64.63             6.65            5/1/2007         4/1/2037             2632.29              2632.29       4/1/2007               475000
511057977                        90              6.5            4/1/2007         3/1/2037              2638.2               2638.2       3/1/2007               468000
511057987                        95              6.5            5/1/2007         4/1/2037             2677.66              2677.66       4/1/2007               475000
511058017                     74.17              5.9            4/1/2007         3/1/2037             2552.68              2552.68       4/1/2007               519190
511058031                     89.53              8.3            5/1/2007         4/1/2037             5913.75              5913.75       4/1/2007               855000
511058153                        80             8.45            4/1/2007         3/1/2037              1915.6               1915.6       3/1/2007               268000
511058248                     94.99            6.125            4/1/2007         3/1/2037             1696.98              1696.98       3/1/2007               303600
511058447                        95             8.25            5/1/2007         4/1/2037             6423.33              6423.33       4/1/2007               855000
511058716                        90             8.85            5/1/2007         4/1/2037             5973.75              5973.75       4/1/2007               810000
511059461                       100             6.99            5/1/2007         4/1/2037             2324.44              2324.44       4/1/2007               399046
511059577                        90              6.1            5/1/2007         4/1/2037              3019.5               3019.5       4/1/2007               594000
511059748                        90              8.2            5/1/2007         4/1/2037             3768.68              3768.68       4/1/2007               504000
521044745                       100             14.7           11/1/2006        10/1/2036              619.59               619.59       3/1/2007                49947
521045302                       100            13.13           11/1/2006        10/1/2036               579.4                579.4       3/1/2007                51900
521045380                       100            13.13           12/1/2006        11/1/2036              330.45               330.45       3/1/2007                29600
521045583                       100            14.65           11/1/2006        10/1/2036              436.15               436.15       3/1/2007                35273
521045867                       100            14.25           11/1/2006        10/1/2036              323.62               323.62       3/1/2007                26863
521045930                       100            13.13            1/1/2007        12/1/2036              417.52               417.52       4/1/2007                37400
521046221                       100            13.13           12/1/2006        11/1/2036               546.8                546.8       3/1/2007                48980
521047516                       100             12.8            2/1/2007         1/1/2037             1134.21              1134.21       3/1/2007               104000
521047957                       100            14.25            1/1/2007        12/1/2036              382.86               382.86       2/1/2007                31781
521049037                       100            12.65            2/1/2007         1/1/2037               593.4                593.4       3/1/2007                55000
521049053                        95            10.06            3/1/2007         2/1/2037             3812.48              3812.48       3/1/2007               432250
521049066                     84.15           11.913            2/1/2007         1/1/2037              558.99               558.99       3/1/2007                54700
521049528                      44.5             7.55            3/1/2007         2/1/2037             2944.87              2944.87       3/1/2007               445000
521050469                     82.76             8.99            3/1/2007         2/1/2037             4623.36              4623.36       3/1/2007               599975
521050745                        85             9.25            3/1/2007         2/1/2037              793.03               793.03       4/1/2007               100300
521051123                       100            10.45            4/1/2007         3/1/2037              1002.1               1002.1       3/1/2007               110000
521051256                       100             11.6            3/1/2007         2/1/2037              936.06               936.06       3/1/2007                93800
521051295                        75              9.6            3/1/2007         2/1/2037              1590.3               1590.3       3/1/2007               187500
521051308                       100             11.7            3/1/2007         2/1/2037             1458.09              1458.09       3/1/2007               145000
521051392                       100           10.675            3/1/2007         2/1/2037             1752.01              1752.01       3/1/2007               188825
521051418                       100             9.25            3/1/2007         2/1/2037             1102.39              1102.39       4/1/2007               134000
521051505                      58.7              9.7            4/1/2007         3/1/2037              461.96               461.96       4/1/2007                54000
521051539                       100            11.55            3/1/2007         2/1/2037              1113.4               1113.4       3/1/2007               112000
521051720                        90             8.45            5/1/2007         4/1/2037             1549.19              1549.19       4/1/2007               202410
521051756                        80             8.85            4/1/2007         3/1/2037              916.61               916.61       3/1/2007               115464
521051764                     72.93              6.4            5/1/2007         4/1/2037             3670.91              3670.91       4/1/2007               660000
521051905                        82             10.3            4/1/2007         3/1/2037               723.1                723.1       3/1/2007                80360
521051948                     92.96             12.4            3/1/2007         2/1/2037              487.37               487.37       3/1/2007                46000
521052087                       100            11.95            4/1/2007         3/1/2017              360.82               360.82       3/1/2007                25200
521052109                        80             7.75            3/1/2007         2/1/2037             2977.13              2977.13       3/1/2007               440000
521052181                       100            9.625            3/1/2007         2/1/2037             1911.63              1911.63       2/1/2007               224900
521052232                       100             9.33            4/1/2007         3/1/2037             2021.23              2021.23       4/1/2007               253650
521052263                       100           10.505            3/1/2007         2/1/2037             1226.77              1226.77       3/1/2007               138000
521052289                       100           10.325            4/1/2007         3/1/2037             1929.73              1929.73       3/1/2007               214015
521052300                        95             11.5            3/1/2007         2/1/2037              1626.6               1626.6       3/1/2007               164255
521052304                        80             7.05            5/1/2007         4/1/2037              4220.6               4220.6       4/1/2007               718400
521052313                       100            10.25            4/1/2007         3/1/2037             1137.15              1137.15       4/1/2007               126900
521052357                        95            11.05            3/1/2007         2/1/2037             2732.95              2732.95       3/1/2007               285842
521052410                       100            10.43            4/1/2007         3/1/2037             2319.71              2319.71       4/1/2007               255050
521052416                        90             7.99            4/1/2007         3/1/2037             3760.64              3760.64       3/1/2007               513000
521052445                        80             8.65            4/1/2007         3/1/2037             1696.92              1696.92       4/1/2007               227920
521052473                       100            9.845            4/1/2007         3/1/2037              3455.9               3455.9       3/1/2007               399000
521052487                        80            9.775            3/1/2007         2/1/2037             1204.32              1204.32       4/1/2007               139876
521052625                       100             8.53            4/1/2007         3/1/2037             2022.29              2022.29       3/1/2007               275000
521052697                        95             9.95            4/1/2007         3/1/2037             1087.54              1087.54       4/1/2007               124450
521052717                        95            8.975            4/1/2007         3/1/2037             1102.08              1102.08       3/1/2007               137275
521052789                       100             9.88            4/1/2007         3/1/2037             2519.28              2519.28       3/1/2007               290000
521052792                       100            10.45            4/1/2007         3/1/2037               728.8                728.8       4/1/2007                80000
521052800                        90             11.6            4/1/2007         3/1/2037               529.9                529.9       3/1/2007                53100
521052805                        80              9.7            4/1/2007         3/1/2037             1399.57              1399.57       3/1/2007               163600
521052843                       100           11.625            3/1/2007         2/1/2037              524.92               524.92       3/1/2007                52500
521052899                        95              9.2            5/1/2007         4/1/2037              879.26               879.26       4/1/2007               107350
521052904                        80             7.95            4/1/2007         3/1/2037              1539.8               1539.8       4/1/2007               228000
521052952                       100             10.5            3/1/2007         2/1/2037             1202.88              1202.88       3/1/2007               131500
521052970                        80            10.25            4/1/2007         3/1/2037              547.12               547.12       4/1/2007                61056
521052975                       100           13.075            4/1/2007         3/1/2037              500.43               500.43       3/1/2007                45000
521053021                        80            11.05            4/1/2007         3/1/2037              592.78               592.78       3/1/2007                62000
521053160                        80             7.85            4/1/2007         3/1/2037             1384.58              1384.58       3/1/2007               202400
521053259                        90            10.45            4/1/2007         3/1/2037             1004.38              1004.38       3/1/2007               110250
521053324                     68.97             8.65            4/1/2007         3/1/2037              779.57               779.57       3/1/2007               100000
521053362                       100           11.925            4/1/2007         3/1/2037              547.22               547.22       3/1/2007                53500
521053404                        80             8.85            4/1/2007         3/1/2037             1619.46              1619.46       3/1/2007               204000
521053505                        95            8.925            4/1/2007         3/1/2037             2057.62              2057.62       3/1/2007               257450
521053524                        85            10.45            4/1/2007         3/1/2037             1060.86              1060.86       4/1/2007               116450
521053572                        77             9.75            4/1/2007         3/1/2037              860.01               860.01       3/1/2007               100100
521053623                        95              9.5            4/1/2007         3/1/2037             2915.66              2915.66       4/1/2007               346750
521053662                        80             8.35            4/1/2007         3/1/2037             1593.53              1593.53       3/1/2007               220800
521053705                        80                8            5/1/2007         4/1/2037             5506.87              5506.87       4/1/2007               792000
521053754                        90           10.375            4/1/2007         3/1/2037              977.02               977.02       3/1/2007               107910
521053825                       100            10.93            4/1/2007         3/1/2037              710.28               710.28       4/1/2007                75000
521053841                        80            8.825            4/1/2007         3/1/2037              792.06               792.06       4/1/2007                99999
521053898                        80             7.85            4/1/2007         3/1/2037             1988.67              1988.67       3/1/2007               304000
521053914                        90            10.45            4/1/2007         3/1/2037              573.93               573.93       4/1/2007                63000
521054043                        80            8.825            5/1/2007         4/1/2037              873.17               873.17       4/1/2007               110240
521054095                        80             8.65            4/1/2007         3/1/2037             1172.94              1172.94       4/1/2007               162720
521054182                        95           10.525            4/1/2007         3/1/2037             1358.41              1358.41       4/1/2007               148200
521054296                        95              8.1            4/1/2007         3/1/2037             2047.09              2047.09       4/1/2007               276355
521054657                        80             9.55            4/1/2007         3/1/2037             2296.38              2296.38       3/1/2007               271920
521054694                        95           10.175            5/1/2007         4/1/2037             1302.85              1302.85       4/1/2007               146300
521054746                        80            9.325            4/1/2007         3/1/2037              889.55               889.55       4/1/2007             107418.4
521054774                        80             6.75            4/1/2007         3/1/2037             1584.74              1584.74       3/1/2007               272000
521054798                     86.96             11.6            4/1/2007         3/1/2037              997.93               997.93       4/1/2007               100000
521054809                        95            9.575            5/1/2007         4/1/2037             1099.13              1099.13       4/1/2007               137750
521054851                        95             10.8            4/1/2007         3/1/2037              649.98               649.98       3/1/2007                69350
521054912                        80            8.525            4/1/2007         3/1/2037              949.49               949.49       4/1/2007               123200
521055019                        95             8.45            5/1/2007         4/1/2037             1406.95              1406.95       4/1/2007               183825
521055022                        95             10.3            5/1/2007         4/1/2037             3855.43              3855.43       4/1/2007               441750
521055065                        80              9.8            5/1/2007         4/1/2037             1352.23              1352.23       4/1/2007               156720
521055121                        80            9.825            4/1/2007         3/1/2037             1072.19              1072.19       3/1/2007               124000
521055312                        95             10.2            5/1/2007         4/1/2037              712.12               712.12       4/1/2007                79800
521055409                        80              9.5            5/1/2007         4/1/2037             1735.52              1735.52       4/1/2007               206400
521055463                        80            8.475            5/1/2007         4/1/2037              797.83               797.83       4/1/2007               104000
521055536                        95              9.2            5/1/2007         4/1/2037             1731.11              1731.11       4/1/2007             223487.5
521055558                        80             9.35            5/1/2007         4/1/2037             1427.48              1427.48       4/1/2007               172000
521055628                        80              7.6            5/1/2007         4/1/2037             1811.51              1811.51       4/1/2007               256560
521055784                        90             7.75            5/1/2007         4/1/2037             2229.59              2229.59       4/1/2007             311215.5
521055933                        80             8.99            5/1/2007         4/1/2037              971.12               971.12       4/1/2007               120800
521055956                        90            8.825            5/1/2007         4/1/2037              998.53               998.53       4/1/2007               126067
521056556                        95             8.35            5/1/2007         4/1/2037             1599.72              1599.72       4/1/2007               229900
521057435                        90              9.4            6/1/2007         5/1/2037              2321.9               2321.9       5/1/2007               278550
521057525                        90             9.25            6/1/2007         5/1/2037             3013.19              3013.19       5/1/2007               387000
521057810                        80            10.15            6/1/2007         5/1/2037               803.6                803.6       5/1/2007                94400
551017109                       100             9.99            1/1/2007        12/1/2036               372.8                372.8       3/1/2007                42517
551018267                       100             9.99           10/1/2006         9/1/2036               286.1                286.1       3/1/2007                32629
551018434                       100             9.99           10/1/2006         9/1/2036              255.14               255.14       2/1/2007                29098
551019800                       100             9.99           11/1/2006        10/1/2036              259.05               259.05       3/1/2007                29544
551019973                       100             9.99           10/1/2006         9/1/2036              340.22               340.21       4/1/2007                38800
551020042                       100             9.99           11/1/2006        10/1/2036              267.59               267.59       3/1/2007                30518
551020249                       100             9.99           10/1/2006         9/1/2036              568.19               568.19       3/1/2007                64800
551020446                       100             9.99           10/1/2006         9/1/2036              368.27               368.27       3/1/2007                42000
551020544                       100             9.99           11/1/2006        10/1/2036               340.7                340.7       3/1/2007                38856
551020756                       100             9.99           11/1/2006        10/1/2036              236.74               236.74       3/1/2007                27000
551020777                       100             9.99           11/1/2006        10/1/2036              420.88               420.88       3/1/2007                48000
551020850                       100             9.99           11/1/2006        10/1/2036               227.8                227.8       3/1/2007                25980
551020899                       100             9.99           12/1/2006        11/1/2036              363.01               363.01       3/1/2007                41400
551021026                       100             9.99           12/1/2006        11/1/2036              304.46               304.46       3/1/2007                34723
551021165                       100             9.99           11/1/2006        10/1/2036              249.94               249.94       3/1/2007                28505
551021222                       100             9.99           11/1/2006        10/1/2036              224.47               224.47       3/1/2007                25600
551021283                       100             9.99           11/1/2006        10/1/2036              236.32               236.32       3/1/2007                26952
551021309                       100             9.99           11/1/2006        10/1/2036              555.91               555.91       3/1/2007                63400
551021334                       100             9.99           11/1/2006        10/1/2036              278.66               278.66       4/1/2007                31780
551021418                       100             9.99           11/1/2006        10/1/2036              333.82               333.82       3/1/2007              38070.6
551021478                       100             9.99           12/1/2006        11/1/2036              261.82               261.82       3/1/2007                29860
551021538                        95            11.24           11/1/2006        10/1/2036             1009.56              1009.56       4/1/2007               104025
551021597                       100             9.99           11/1/2006        10/1/2036              306.89               306.89       3/1/2007                35000
551021636                       100             9.99           12/1/2006        11/1/2036              363.01               363.01       3/1/2007                41400
551021690                       100             9.99           11/1/2006        10/1/2036              308.65               308.65       4/1/2007                35200
551021697                       100             9.99           12/1/2006        11/1/2036               662.6                662.6       3/1/2007              75567.8
551021743                       100             9.99           11/1/2006        10/1/2036              256.04               256.04       2/1/2007                29200
551021837                       100             9.99           12/1/2006        11/1/2036              292.86               292.86       3/1/2007                33400
551021940                       100             9.99           11/1/2006        10/1/2036              388.44               388.44       4/1/2007                44300
551022041                       100             9.99           12/1/2006        11/1/2036              384.05               384.05       3/1/2007                43800
551022102                       100             9.99           12/1/2006        11/1/2036              262.33               262.33       3/1/2007                29918
551022135                       100             9.99           12/1/2006        11/1/2036              272.69               272.69       2/1/2007                31100
551022136                       100             9.99           11/1/2006        10/1/2036              294.44               294.44       3/1/2007                33580
551022258                       100             11.5           12/1/2006        11/1/2036              380.27               380.27       3/1/2007                38400
551022458                       100             9.99           12/1/2006        11/1/2036              253.01               253.01       3/1/2007                28855
551022532                       100             9.99           12/1/2006        11/1/2036              263.83               263.83       3/1/2007                30089
551022750                       100             9.99           12/1/2006        11/1/2036              270.74               270.74       3/1/2007              30877.2
551022758                       100             9.99           12/1/2006        11/1/2036              251.65               251.65       4/1/2007                28700
551022805                       100             9.99            1/1/2007        12/1/2036              338.03               338.03       3/1/2007                38551
551022876                       100             9.99            1/1/2007        12/1/2036              341.96               341.96       3/1/2007                39000
551023104                       100             9.99           12/1/2006        11/1/2036              322.25               322.25       5/1/2007                36752
551023153                       100             9.99           12/1/2006        11/1/2036              248.45               248.45       3/1/2007                28335
551023196                       100             9.99           12/1/2006        11/1/2036              682.18               682.18       3/1/2007                77800
551023765                       100             9.99            1/1/2007        12/1/2036              501.55               501.55       2/1/2007                57200
551023944                       100             9.99            1/1/2007        12/1/2036              280.41               280.41       3/1/2007                31980
551023946                       100             9.99            2/1/2007         1/1/2037              272.87               272.87       3/1/2007                31120
551023996                       100             9.99            1/1/2007        12/1/2036              505.06               505.06       4/1/2007                57600
551024060                       100             9.99            1/1/2007        12/1/2036              499.33               499.33       3/1/2007                56947
551024112                       100             9.99            1/1/2007        12/1/2036               234.9                234.9       3/1/2007                26790
551024147                     98.83             9.99            1/1/2007        12/1/2036              478.75               478.75       3/1/2007                54600
551024148                       100             9.99            1/1/2007        12/1/2036              245.54               245.54       3/1/2007                28003
551024232                       100             9.99            1/1/2007        12/1/2036              245.51               245.51       4/1/2007                28000
551024255                       100             9.99            1/1/2007        12/1/2036              438.42               438.42       3/1/2007                50000
551024318                       100             9.99            1/1/2007        12/1/2036              301.63               301.63       3/1/2007                34400
551024336                       100             9.99            1/1/2007        12/1/2036              323.95               323.95       4/1/2007                36946
551024414                       100             9.99            1/1/2007        12/1/2036              324.43               324.43       3/1/2007                37000
551024439                       100             9.99            3/1/2007         2/1/2037              312.94               312.94       3/1/2007              35689.4
551024547                       100             9.99            1/1/2007        12/1/2036              298.12               298.12       3/1/2007                34000
551024572                       100             9.99            1/1/2007        12/1/2036              288.47               288.47       3/1/2007                32899
551024602                       100             9.99            1/1/2007        12/1/2036              324.32               324.32       3/1/2007                36988
551024647                        95            10.75            3/1/2007         2/1/2037              966.62               966.62       3/1/2007               103550
551024706                       100             9.99            2/1/2007         1/1/2037              284.09               284.09       4/1/2007                32400
551024723                       100             9.99            2/1/2007         1/1/2037              313.91               313.91       3/1/2007                35800
551024797                     99.55             9.99            1/1/2007        12/1/2036              309.35               309.35       3/1/2007                35280
551024800                       100             9.99            1/1/2007        12/1/2036              318.29               318.29       3/1/2007                36300
551024879                       100             9.99            1/1/2007        12/1/2036              250.07               250.07       3/1/2007                28520
551024894                       100             9.99            1/1/2007        12/1/2036              224.47               224.47       4/1/2007                25600
551024924                       100             9.99            2/1/2007         1/1/2037              282.34               282.34       4/1/2007                32200
551025054                     84.89            10.25            3/1/2007         2/1/2037              513.47               513.47       3/1/2007             57300.75
551025106                       100             9.99            2/1/2007         1/1/2037              226.22               226.22       4/1/2007                25800
551025112                       100             9.99            2/1/2007         1/1/2037                 289                  289       3/1/2007                32960
551025170                       100             9.99            2/1/2007         1/1/2037              251.58               251.58       3/1/2007                28692
551025262                       100             9.99            2/1/2007         1/1/2037              247.98               247.98       3/1/2007              28281.8
551025273                       100             13.5            3/1/2007         2/1/2037              458.16               458.16       3/1/2007                40000
551025301                       100             9.99            2/1/2007         1/1/2037              259.54               259.54       4/1/2007                29600
551025397                       100             9.99            2/1/2007         1/1/2037              410.36               410.36       3/1/2007                46800
551025432                       100             9.99            2/1/2007         1/1/2037              369.01               369.01       3/1/2007                42084
551025440                       100             9.99            2/1/2007         1/1/2037                 305                  305       3/1/2007                34784
551025509                       100             9.99            2/1/2007         1/1/2037               493.7                493.7       3/1/2007                56305
551025555                       100             9.99            2/1/2007         1/1/2037              259.49               259.49       3/1/2007                29594
551025612                       100             9.99            2/1/2007         1/1/2037              315.66               315.66       3/1/2007                36000
551025616                       100             9.99            2/1/2007         1/1/2037              447.51               447.51       3/1/2007                51037
551025636                     97.36             9.99            2/1/2007         1/1/2037              287.37               287.37       4/1/2007                32774
551025655                       100             9.99            2/1/2007         1/1/2037               297.6                297.6       3/1/2007                33940
551025731                       100             9.99            2/1/2007         1/1/2022              298.57               298.57       3/1/2007                27800
551025743                        95             8.63            2/1/2007         1/1/2037              467.94               467.94       4/1/2007                60135
551025756                       100            12.75            3/1/2007         2/1/2037              305.36               305.36       3/1/2007                28100
551025759                        80             9.55            4/1/2007         3/1/2037              837.07               837.07       4/1/2007                99120
551025807                       100             9.99            2/1/2007         1/1/2037              317.41               317.41       3/1/2007                36200
551025875                       100             9.99            2/1/2007         1/1/2037              219.21               219.21       3/1/2007                25000
551025973                       100             12.6            2/1/2007         1/1/2037              276.28               276.28       3/1/2007                25700
551025984                       100             9.99            2/1/2007         1/1/2037              425.27               425.26       4/1/2007                48500
551026001                       100             9.99            2/1/2007         1/1/2037               292.7                292.7       3/1/2007                33382
551026011                       100             9.99            2/1/2007         1/1/2037              377.04               377.04       3/1/2007                43000
551026087                       100             9.99            2/1/2007         1/1/2037              512.07               512.07       3/1/2007                58400
551026122                       100            11.75            2/1/2007         1/1/2037              363.39               363.39       4/1/2007                36000
551026155                       100             9.99            2/1/2007         1/1/2037              401.71               401.71       3/1/2007                45814
551026179                        80              8.5            3/1/2007         2/1/2037             5443.91              5443.91       3/1/2007               708000
551026272                       100             9.99            3/1/2007         2/1/2037              384.05               384.05       3/1/2007                43800
551026281                       100             10.2            3/1/2007         2/1/2037             1159.21              1159.21       3/1/2007               129900
551026300                      83.8            8.025            3/1/2007         2/1/2037             1103.26              1103.26       4/1/2007               150000
551026306                       100             9.99            3/1/2007         2/1/2037              361.26               361.26       4/1/2007                41200
551026308                       100             11.9            3/1/2007         2/1/2037             1051.55              1051.55       3/1/2007               103000
551026367                       100             9.99            3/1/2007         2/1/2037              269.49               269.49       3/1/2007              30734.8
551026428                       100             9.65            3/1/2007         2/1/2037             2052.89              2052.89       3/1/2007               241000
551026466                       100           10.525            3/1/2007         2/1/2037             1149.43              1149.43       3/1/2007               125400
551026489                       100             14.2            3/1/2007         2/1/2037              930.56               930.56       3/1/2007                77500
551026497                        80            7.375            3/1/2007         2/1/2037              931.03               931.03       4/1/2007               134800
551026525                       100           11.275            3/1/2007         2/1/2037             1455.95              1455.95       3/1/2007               149610
551026606                       100           10.675            3/1/2007         2/1/2037             1521.67              1521.67       3/1/2007               164000
551026627                       100            11.85            3/1/2007         2/1/2037              624.49               624.49       3/1/2007                61400
551026644                       100             10.5            3/1/2007         2/1/2037             1079.39              1079.39       3/1/2007               118000
551026685                       100           10.375            3/1/2007         2/1/2037              1516.1               1516.1       3/1/2007               167450
551026697                       100             9.99            3/1/2007         2/1/2037              315.48               315.48       3/1/2007                35980
551026701                       100              9.6            3/1/2007         2/1/2037             1197.96              1197.96       3/1/2007               141242
551026707                        95           10.075            3/1/2007         2/1/2037             1684.55              1684.55       3/1/2007               190750
551026716                       100             9.99            3/1/2007         2/1/2037              462.19               462.19       3/1/2007              52711.4
551026742                       100              9.6            3/1/2007         2/1/2037             1323.13              1323.13       3/1/2007               156000
551026782                       100             9.99            3/1/2007         2/1/2037              368.27               368.27       3/1/2007                42000
551026794                       100              9.8            3/1/2007         2/1/2037             1369.03              1369.03       3/1/2007               158668
551026806                       100           11.925            3/1/2007         2/1/2037              944.08               944.08       3/1/2007                92300
551026831                       100             10.2            3/1/2007         2/1/2037             1733.39              1733.39       3/1/2007               194242
551026875                       100            9.655            3/1/2007         2/1/2037             1073.75              1073.75       3/1/2007               126000
551026879                        80            7.475            3/1/2007         2/1/2037              882.72               882.72       3/1/2007             126554.4
551026886                       100             9.99            3/1/2007         2/1/2037              277.42               277.42       3/1/2007                31639
551026904                       100              8.2            4/1/2007         3/1/2037             2318.04              2318.04       3/1/2007               310000
551026918                       100            9.725            4/1/2007         3/1/2037             1015.92              1015.92       3/1/2007               118500
551026939                       100             8.98            3/1/2007         2/1/2037             1416.82              1416.82       3/1/2007               176400
551026948                        95            10.95            4/1/2007         3/1/2037              765.95               765.95       3/1/2007                80750
551026949                        95             8.55            3/1/2007         2/1/2037             1708.93              1708.93       3/1/2007               221232
551026964                        80             8.55            4/1/2007         3/1/2037              763.19               763.19       3/1/2007                98800
551027066                       100            8.905            3/1/2007         2/1/2037             1025.17              1025.17       4/1/2007               128500
551027084                        95             12.2            4/1/2007         3/1/2037             1289.38              1289.38       3/1/2007               123500
551027087                        80             7.65            4/1/2007         3/1/2037              3363.1               3363.1       4/1/2007               474000
551027103                       100              9.5            3/1/2007         2/1/2037             2245.08              2245.08       4/1/2007               267000
551027136                       100           10.875            4/1/2007         3/1/2037             1417.65              1417.65       3/1/2007               154371
551027140                       100              7.9            3/1/2007         2/1/2037             2333.05              2333.05       3/1/2007               321000
551027165                       100              9.4            4/1/2007         3/1/2037              906.34               906.34       4/1/2007               108730
551027186                        80            7.375            4/1/2007         3/1/2037              854.84               854.84       3/1/2007               131746
551027187                       100           10.675            3/1/2007         2/1/2037             1907.97              1907.97       3/1/2007               205634
551027200                        95            11.99            4/1/2007         3/1/2037             1689.26              1689.26       3/1/2007               164350
551027202                        90            8.875            4/1/2007         3/1/2037             1342.65              1342.65       3/1/2007               168750
551027216                        95           10.775            3/1/2007         2/1/2037             1558.75              1558.75       3/1/2007               166647
551027234                        95            8.325            4/1/2007         3/1/2037               955.9                955.9       4/1/2007               126350
551027316                       100             9.99            4/1/2007         3/1/2037             1886.16              1886.16       3/1/2007               225000
551027352                        80             9.75            4/1/2007         3/1/2037              687.32               687.32       3/1/2007                80000
551027405                        95            8.575            4/1/2007         3/1/2037             1103.28              1103.28       3/1/2007               142500
551027416                        80            8.925            4/1/2007         3/1/2037              1041.8              1041.79       4/1/2007               130349
551027427                        80            9.025            4/1/2007         3/1/2037              927.89               927.89       3/1/2007               122000
551027439                        80             8.65            4/1/2007         3/1/2037              710.97               710.97       4/1/2007                91200
551027458                       100            10.95            3/1/2007         2/1/2037                1143                 1143       3/1/2007               120500
551027490                       100           11.445            4/1/2007         3/1/2037             1595.39              1595.39       4/1/2007               161788
551027543                       100             9.99            4/1/2007         3/1/2037              251.65               251.65       4/1/2007                28700
551027674                       100            11.05            4/1/2007         3/1/2037             1095.43              1095.43       4/1/2007               117500
551027702                        80           10.175            4/1/2007         3/1/2037              863.88               863.88       4/1/2007               101240
551027763                       100           10.305            4/1/2007         3/1/2037             1294.92              1294.92       3/1/2007               149900
551027780                       100            9.805            4/1/2007         3/1/2037             1102.73              1102.73       4/1/2007               127750
551027781                        80             10.5            4/1/2007         3/1/2037              691.54               691.54       3/1/2007                75600
551027835                        95             10.1            4/1/2007         3/1/2037             1077.76              1077.76       3/1/2007               121785
551027857                        80              7.9            4/1/2007         3/1/2037             2354.27              2354.27       3/1/2007               323920
551027878                        95           11.625            4/1/2007         3/1/2037             1315.54              1315.54       4/1/2007               131575
551027909                        80              9.3            4/1/2007         3/1/2037              849.44               849.44       4/1/2007               102800
551027917                        80              7.9            4/1/2007         3/1/2037             2473.36              2473.35       4/1/2007               375700
551027924                        80            9.875            4/1/2007         3/1/2037              909.21               909.21       3/1/2007               110486
551027984                        80            7.575            4/1/2007         3/1/2037              950.02               950.02       4/1/2007             134877.6
551028006                       100             9.68            4/1/2007         3/1/2037             2177.75              2177.75       3/1/2007               255000
551028009                        95              8.1            5/1/2007         4/1/2037              760.01               760.01       4/1/2007               102600
551028017                        95           10.475            4/1/2007         3/1/2037             1543.66              1543.66       4/1/2007               169100
551028020                        95           10.775            4/1/2007         3/1/2037             1552.73              1552.73       4/1/2007               166003
551028030                        80              8.3            4/1/2007         3/1/2037              616.45               616.45       3/1/2007                81672
551028050                        48              8.7            5/1/2007         4/1/2037             9397.58              9397.58       4/1/2007              1200000
551028085                      40.5              7.8            5/1/2007         4/1/2037              935.83               935.83       4/1/2007               130000
551028136                        80           10.275            4/1/2007         3/1/2037              955.43               955.43       3/1/2007               106400
551028153                        80            9.325            4/1/2007         3/1/2037             1139.42              1139.42       3/1/2007               137592
551028250                        80              8.6            4/1/2007         3/1/2037             2055.16              2055.16       3/1/2007               264836
551028309                        80            9.475            5/1/2007         4/1/2037             1072.57              1072.57       4/1/2007               135840
551028324                     79.98             9.99            4/1/2007         3/1/2037             1142.69              1142.69       4/1/2007               130320
551028339                        95             10.2            4/1/2007         3/1/2037             1598.04              1598.04       4/1/2007               179075
551028378                        80             10.8            5/1/2007         4/1/2037              562.35               562.35       4/1/2007                60000
551028385                        80            8.675            4/1/2007         3/1/2037              953.37               953.37       3/1/2007               122016
551028416                        90            10.75            5/1/2007         4/1/2037              588.09               588.09       4/1/2007                63000
551028433                        80           10.625            5/1/2007         4/1/2037              1227.2               1227.2       4/1/2007               132800
551028477                        80              9.9            4/1/2007         3/1/2037             1616.34              1616.34       4/1/2007               195920
551028599                        95            11.75            5/1/2007         4/1/2037             2273.97              2273.97       4/1/2007               225277
551028643                        90             11.8            5/1/2007         4/1/2037              507.03               507.03       4/1/2007                50040
551028671                        95            8.825            5/1/2007         4/1/2037              1160.7               1160.7       4/1/2007               146541
551028677                        95             9.65            5/1/2007         4/1/2037             1480.08              1480.08       4/1/2007               173755
551028720                        80            7.875            4/1/2007         3/1/2037              738.41               738.41       3/1/2007               101840
551028779                        95             9.05            5/1/2007         4/1/2037             5788.29              5788.29       4/1/2007               759050
551028792                        90            9.545            6/1/2007         5/1/2037             1062.86              1062.86       5/1/2007               125910
551028859                        95              8.8            5/1/2007         4/1/2037             2027.05              2027.05       4/1/2007               256500
551029026                        80               10            5/1/2007         4/1/2037              617.81               617.81       4/1/2007                70400
551029056                        80             9.05            5/1/2007         4/1/2037              1247.1               1247.1       4/1/2007               154301
551029115                        95             9.05            5/1/2007         4/1/2037              836.91               836.91       4/1/2007               103550
551029135                       100            10.63            5/1/2007         4/1/2037              1053.9               1053.9       4/1/2007               114000
551029149                        90            8.975            5/1/2007         4/1/2037             1156.07              1156.07       4/1/2007               144000
551029198                        90             9.95            5/1/2007         4/1/2037              652.79               652.79       4/1/2007                74700
551029359                        80             7.25            5/1/2007         4/1/2037             1582.65              1582.65       4/1/2007               232000
551029546                        90             10.9            6/1/2007         5/1/2037              654.73               654.73       5/1/2007                69300
551030586                        90             10.9            6/1/2007         5/1/2037              892.81               892.81       5/1/2007                94500
571022069                       100             12.5            6/1/2007         5/1/2037              875.15               875.15       5/1/2007                82000
581013182                       100             12.9           12/1/2006        11/1/2036              702.75               702.75       3/1/2007                63980
581014116                     73.66              6.5            1/1/2007        12/1/2036             3817.69              3817.69       3/1/2007               604000
581014627                      78.4             7.95            1/1/2007        12/1/2036             4071.81              4071.81       3/1/2007               588784
581014728                     83.21            7.225            2/1/2007         1/1/2037             3281.35              3281.35       3/1/2007               545000
581014751                        70             7.25            2/1/2007         1/1/2037             3806.05              3806.05       2/1/2007               595000
581014806                     82.78              6.3            2/1/2007         1/1/2037              3311.7               3311.7       3/1/2007               630800
581014851                     75.52              7.2            3/1/2007         2/1/2037                4350                 4350       3/1/2007               725000
581014881                        80             8.85            2/1/2007         1/1/2037             4191.55              4191.55       3/1/2007               528000
581014958                       100             11.5            2/1/2007         1/1/2037              930.87               930.87       4/1/2007                94000
581014973                        85             6.75            2/1/2007         1/1/2037              2830.5               2830.5       3/1/2007               503200
581015028                     87.65             7.15            2/1/2007         1/1/2037             3187.08              3187.08       3/1/2007               504000
581015070                        95             12.6            2/1/2007         1/1/2037              927.21               927.21       3/1/2007                86250
581015105                        60             7.65            2/1/2007         1/1/2037             2810.57              2810.57       3/1/2007               420000
581015119                     80.67              5.6            2/1/2007         1/1/2037                2240                 2240       4/1/2007               480000
581015121                        90              7.2            2/1/2007         1/1/2037                2997                 2997       3/1/2007               499500
581015133                     84.93             6.66            2/1/2007         1/1/2037             3867.86              3867.86       3/1/2007               648000
581015282                        90             6.45            2/1/2007         1/1/2037             2733.19              2733.19       3/1/2007               508500
581015287                        75              8.1            3/1/2007         2/1/2037             6111.17              6111.17       3/1/2007               825000
581015373                        90              7.2            2/1/2007         1/1/2037                3510                 3510       4/1/2007               585000
581015425                        80            11.45            3/1/2007         2/1/2037             4049.94              4049.94       3/1/2007               420000
581015445                       100              7.1            3/1/2007         2/1/2037             3646.51              3646.51       3/1/2007               580000
581015494                        90             8.35            3/1/2007         2/1/2037             5636.25              5636.25       3/1/2007               810000
581015589                        90             6.65            3/1/2007         2/1/2037             2643.38              2643.38       4/1/2007               477000
581015602                       100             12.6            3/1/2007         2/1/2037             1001.92              1001.92       2/1/2007                93200
581015679                       100             11.5            3/1/2007         2/1/2037              439.69               439.69       4/1/2007                44400
581015688                        90             6.75            3/1/2007         2/1/2037             3234.94              3234.94       3/1/2007               575100
581015780                        80              7.6            4/1/2007         3/1/2037             5446.67              5445.06       4/1/2007               860000
581015781                        90              6.8            3/1/2007         2/1/2037             2567.43              2567.43       3/1/2007               423000
581015783                       100             8.95            3/1/2007         2/1/2037             3499.87              3499.87       3/1/2007               456000
581015797                     83.81             5.75            3/1/2007         2/1/2037             2189.79              2189.79       3/1/2007               457000
581015854                     68.23             7.85            3/1/2007         2/1/2037             4737.84              4737.84       4/1/2007               655000
581015951                       100             7.65            3/1/2007         2/1/2037             2492.63              2492.63       3/1/2007               391000
581015973                     77.94             8.25            3/1/2007         2/1/2037              4313.4               4313.4       3/1/2007               604000
581015979                     86.41             5.99            3/1/2007         2/1/2037             2221.29              2221.29       3/1/2007               445000
581016134                        80             8.35            3/1/2007         2/1/2037             4705.52              4705.52       4/1/2007               652000
581016168                        95             7.05            4/1/2007         3/1/2037             3823.16              3823.16       3/1/2007               650750
581016173                     74.63              7.8            3/1/2007         2/1/2037             4319.22              4319.22       3/1/2007               600000
581016193                     93.96              7.5            4/1/2007         3/1/2037             2671.88              2671.88       3/1/2007               427500
581016210                        90             6.99            3/1/2007         2/1/2037             2778.53              2778.53       4/1/2007               477000
581016222                        90              6.9            4/1/2007         3/1/2037             2619.74              2619.74       3/1/2007               441000
581016236                     78.62              8.4            4/1/2007         3/1/2037             4135.33              4135.33       3/1/2007               570000
581016244                     76.32              7.2            3/1/2007         2/1/2037             4921.21              4921.21       3/1/2007               725000
581016269                        90             6.65            3/1/2007         2/1/2037             4140.31              4140.31       3/1/2007               720000
581016294                        90             7.25            3/1/2007         2/1/2037             3344.06              3344.06       4/1/2007               553500
581016312                       100             7.99            4/1/2007         3/1/2037             4927.17              4927.17       3/1/2007               740000
581016326                     82.89             5.99            4/1/2007         3/1/2037              2333.6               2333.6       3/1/2007               467500
581016387                        80                8            4/1/2007         3/1/2037             2746.67              2746.67       3/1/2007               412000
581016411                        90              6.9            4/1/2007         3/1/2037              2587.5               2587.5       3/1/2007               450000
581016433                       100             8.91            4/1/2007         3/1/2037             3210.65              3210.65       3/1/2007               420000
581016440                        75             8.67            4/1/2007         3/1/2037            11108.44             11108.44       3/1/2007              1537500
581016443                     79.69             6.55            4/1/2007         3/1/2037             2827.42              2827.42       3/1/2007               518000
581016451                        85              6.9            4/1/2007         3/1/2037             2603.12              2603.12       3/1/2007               395250
581016460                        80             7.95            4/1/2007         3/1/2037                3392                 3392       4/1/2007               512000
581016496                        77             7.05            4/1/2007         3/1/2037             6037.93              6037.93       3/1/2007               997150
581016505                        90            8.175            4/1/2007         3/1/2037             4199.91              4199.91       3/1/2007               616500
581016540                        85              6.9            4/1/2007         3/1/2037             2688.13              2688.13       3/1/2007               467500
581016541                        80             7.95            4/1/2007         3/1/2037             4206.42              4206.42       3/1/2007               576000
581017099                        80             7.55            4/1/2007         3/1/2037             1610.67              1610.67       3/1/2007               256000
581017122                        80                8            4/1/2007         3/1/2037             1769.92              1769.92       3/1/2007               260560
581017155                       100             8.65            4/1/2007         3/1/2037             1824.19              1824.19       4/1/2007               234000
581017170                        95             8.65            4/1/2007         3/1/2037             1519.95              1519.95       4/1/2007               204150
581017197                        80            9.075            4/1/2007         3/1/2037             1032.04              1032.04       4/1/2007               132800
581017247                       100            9.445            4/1/2007         3/1/2037             1787.13              1787.13       3/1/2007               225000
581017254                        80              6.2            4/1/2007         3/1/2037             2395.98              2395.98       4/1/2007               391200
581017258                       100             9.15            4/1/2007         3/1/2037             1072.61              1072.61       4/1/2007               137000
581017280                        80             7.85            4/1/2007         3/1/2037              1475.6               1475.6       3/1/2007               204000
581017352                     79.68             6.65            4/1/2007         3/1/2037             3196.99              3196.99       4/1/2007               498000
581017397                     76.51              6.6            4/1/2007         3/1/2037                2651                 2651       3/1/2007               482000
581017415                        95             12.6            5/1/2007         4/1/2037              337.83               337.83       4/1/2007                31425
581017449                     84.93             6.95            4/1/2007         3/1/2037             2767.76              2767.76       3/1/2007               448000
581017464                        80              7.2            4/1/2007         3/1/2037                1776                 1776       3/1/2007               296000
581017468                        80             7.15            4/1/2007         3/1/2037              1215.5               1215.5       4/1/2007               204000
581017477                        80              7.1            4/1/2007         3/1/2037                1775                 1775       3/1/2007               300000
581017528                        80             7.85            4/1/2007         3/1/2037             2106.68              2106.68       3/1/2007               315600
581017566                       100             11.6            4/1/2007         3/1/2037              508.94               508.94       4/1/2007                51000
581017587                       100           11.145            4/1/2007         3/1/2037              2890.4               2890.4       3/1/2007               310000
581017630                        90              7.3            4/1/2007         3/1/2037             1283.39              1283.39       4/1/2007               187200
581017645                        80              5.7            4/1/2007         3/1/2037             1738.82              1738.82       3/1/2007               366068
581017690                        80             8.15            4/1/2007         3/1/2037             3363.38              3363.38       3/1/2007               476000
581017742                     84.22             6.01            5/1/2007         4/1/2037             2779.63              2779.63       4/1/2007               555000
581017822                        90             7.25            4/1/2007         3/1/2037             2925.38              2925.38       3/1/2007               484200
581017863                        80              6.4            4/1/2007         3/1/2037             1194.67              1194.28       4/1/2007               224000
581017868                     91.71             6.45            4/1/2007         3/1/2037             3281.91              3281.91       4/1/2007               564000
581017873                      88.9             7.35            4/1/2007         3/1/2037             3114.56              3114.56       4/1/2007               508500
581017890                        95              7.5            5/1/2007         4/1/2037             3740.62              3740.63       5/1/2007               598500
581017915                        95             9.55            5/1/2007         4/1/2037             4794.19              4794.19       4/1/2007               589000
581017930                        80             8.05            5/1/2007         4/1/2037             1464.79              1464.79       4/1/2007               214400
581018035                       100             7.59            4/1/2007         3/1/2037             2815.44              2815.44       3/1/2007               435000
581018167                     73.82              6.3            5/1/2007         4/1/2037             3123.75              3123.75       4/1/2007               595000
581018171                        80             7.75            4/1/2007         3/1/2037             1289.54              1289.54       3/1/2007               180000
581018186                        85                6            5/1/2007         4/1/2037             2981.26              2981.26       4/1/2007               497250
581018311                        90             7.95            5/1/2007         4/1/2037              5962.5               5962.5       4/1/2007               900000
581018321                        95              9.1            5/1/2007         4/1/2037             2035.32              2035.32       4/1/2007               261250
581018594                     74.17             6.99            5/1/2007         4/1/2037             2762.14              2762.14       4/1/2007               445000
581018614                     94.06             8.55            5/1/2007         4/1/2037             3384.38              3384.38       4/1/2007               475000
581019451                        90            8.375            6/1/2007         5/1/2037             1049.36              1049.36       5/1/2007               138060
611026228                       100             13.6            1/1/2007        12/1/2036              936.42               936.42       3/1/2007                81196
621018184                        95            10.25           10/1/2006         9/1/2036             1112.22              1112.22       3/1/2007             124117.5
621019523                     61.54             7.97            2/1/2007         1/1/2037             1756.02              1756.02       3/1/2007               240000
621019801                       100             13.3            1/1/2007        12/1/2036              485.77               485.77       2/1/2007                43000
621019827                        65              6.5            1/1/2007        12/1/2036             1429.74              1429.74       3/1/2007               226200
621020134                     51.28              6.8            2/1/2007         1/1/2037              651.93               651.93       3/1/2007               100000
621020263                       100             13.6            1/1/2007        12/1/2036              853.43               853.43       3/1/2007                74000
621020272                       100           12.725            1/1/2007        12/1/2036              581.21               581.21       3/1/2007                53580
621020363                       100            13.35            1/1/2007        12/1/2036              680.17               680.17       3/1/2007                60000
621020444                        75             8.12            2/1/2007         1/1/2037             3961.87              3961.87       3/1/2007               562500
621020504                        75              9.1            2/1/2007         1/1/2037             1315.16              1315.16       4/1/2007               162000
621020539                        68             7.95            2/1/2007         1/1/2037              1092.5               1092.5       4/1/2007               149600
621020573                     40.73             8.42            2/1/2007         1/1/2037              1526.5               1526.5       3/1/2007               200000
621020625                        75            10.95            2/1/2007         1/1/2037             1129.97              1129.97       3/1/2007               122250
621020641                       100            11.45            3/1/2007         2/1/2037              457.73               457.73       3/1/2007                46400
621020696                       100           13.225            2/1/2007         1/1/2037              528.19               528.19       3/1/2007                47000
621020786                        95           12.225            2/1/2007         1/1/2037              448.74               448.74       3/1/2007             42902.25
621020858                        75             7.95            2/1/2007         1/1/2037             1402.14              1402.14       3/1/2007               192000
621020954                       100             11.6            2/1/2007         1/1/2037               339.3                339.3       3/1/2007                34000
621021170                     82.58             6.35            3/1/2007         2/1/2037                1016                 1016       3/1/2007               192000
621021245                        75             6.05            3/1/2007         2/1/2037               958.4                958.4       4/1/2007               159000
621021382                        80             7.74            4/1/2007         3/1/2037             1487.63              1487.63       4/1/2007               207851
621021392                     56.35            7.625            3/1/2007         2/1/2037             1146.63              1146.63       3/1/2007               162000
621021436                       100            10.33            3/1/2007         2/1/2037             2275.34              2275.34       3/1/2007               260000
621021441                        80             7.77            4/1/2007         3/1/2037              1113.7               1113.7       3/1/2007               172000
621021444                       100            10.55            4/1/2007         3/1/2037              394.95               394.95       3/1/2007                43000
621021456                       100           13.225            3/1/2007         2/1/2037              420.08               420.08       3/1/2007                37380
621021491                       100             9.65            3/1/2007         2/1/2037             1479.15              1479.15       3/1/2007               180000
621021593                       100            11.45            4/1/2007         3/1/2037              491.27               491.27       3/1/2007                49800
621021603                       100           12.225            3/1/2007         2/1/2037               414.2                414.2       3/1/2007                39600
621021649                     77.41              9.2            4/1/2007         3/1/2037             3423.65              3423.65       3/1/2007               418000
621021677                        80              7.9            3/1/2007         2/1/2037             1628.04              1628.04       3/1/2007               224000
621021729                        80             9.22            4/1/2007         3/1/2037             1601.62              1601.62       4/1/2007               195200
621021787                       100             12.6            3/1/2007         2/1/2037              516.01               516.01       3/1/2007                48000
621021843                     71.71              9.3            3/1/2007         2/1/2037             1487.34              1487.34       3/1/2007               180000
621021868                        80              8.1            4/1/2007         3/1/2037             1846.97              1846.97       3/1/2007               268792
621021869                        64             10.1            4/1/2007         3/1/2037             1415.95              1415.95       3/1/2007               160000
621021891                       100            12.35            3/1/2007         2/1/2037             1477.88              1477.88       3/1/2007               140000
621021893                       100             10.9            3/1/2007         2/1/2037             2899.03              2899.03       3/1/2007               315000
621021964                       100             9.79            5/1/2007         4/1/2037             2512.92              2512.92       4/1/2007               291490
621021976                       100            10.85            3/1/2007         2/1/2037             3058.27              3058.27       4/1/2007               325000
621021988                        90             8.45            3/1/2007         2/1/2037             3713.78              3713.78       2/1/2007               527400
621022025                        90             8.25            4/1/2007         3/1/2037             1250.86              1250.86       3/1/2007               166500
621022032                        90             7.35            3/1/2007         2/1/2037             3546.28              3546.28       3/1/2007               548100
621022129                        85              8.9            3/1/2007         2/1/2037             7456.04              7456.04       3/1/2007               935000
621022133                        80             7.95            4/1/2007         3/1/2037                1643                 1643       3/1/2007               248000
621022193                        80              8.8            4/1/2007         3/1/2037             1643.77              1643.77       3/1/2007               208000
621022221                       100            10.45            4/1/2007         3/1/2037              419.06               419.06       4/1/2007                46000
621022238                        80              8.3            4/1/2007         3/1/2037             1855.67              1855.67       3/1/2007               264000
621022259                        65            8.562            4/1/2007         3/1/2037             4614.56              4614.56       4/1/2007               646750
621022260                       100            9.895            4/1/2007         3/1/2037             1702.73              1702.73       3/1/2007               205000
621022262                        60             6.85            4/1/2007         3/1/2037                 747                  747       4/1/2007               114000
621022265                        80             7.87            4/1/2007         3/1/2037             1508.26              1508.26       4/1/2007               220000
621022292                       100            13.45            3/1/2007         2/1/2037              454.31               454.31       3/1/2007                39800
621022363                        90              9.8            4/1/2007         3/1/2037             6911.26              6911.26       3/1/2007               801000
621022388                        65             11.9            5/1/2007         4/1/2037             1048.49              1048.49       4/1/2007               102700
621022394                        80             8.25            4/1/2007         3/1/2037              961.62               961.62       4/1/2007               128000
621022404                        80              8.4            4/1/2007         3/1/2037                3080                 3080       3/1/2007               440000
621022440                        80              9.3            4/1/2007         3/1/2037             2097.42              2097.42       3/1/2007               268000
621022448                        80              8.3            4/1/2007         3/1/2037             1776.95              1776.95       3/1/2007               252800
621022464                        90             9.25            4/1/2007         3/1/2037              999.55               999.55       3/1/2007               121500
621022476                        80             9.17            4/1/2007         3/1/2037             1339.69              1339.69       4/1/2007               164000
621022494                        80              8.2            4/1/2007         3/1/2037             1634.53              1634.53       4/1/2007               239200
621022507                        80             7.55            4/1/2007         3/1/2037             1623.17              1623.17       4/1/2007               252000
621022540                        80              8.7            4/1/2007         3/1/2037             4040.96              4040.96       3/1/2007               516000
621022589                        80             8.35            5/1/2007         4/1/2037              1971.6               1971.6       4/1/2007               260000
621022602                        90             9.25            5/1/2007         4/1/2037              777.43               777.43       4/1/2007                94500
621022604                        80              7.3            4/1/2007         3/1/2037             1661.82              1661.82       3/1/2007               242400
621022633                        80             8.45            5/1/2007         4/1/2037              979.68               979.68       4/1/2007               128000
621022703                        80             9.25            5/1/2007         4/1/2037              756.86               756.86       4/1/2007                92000
621022723                        80            11.85            5/1/2007         4/1/2037             1505.28              1505.28       4/1/2007               148000
621022761                        80              8.4            4/1/2007         3/1/2037             2011.25              2011.25       3/1/2007               264000
621022775                       100             12.7            4/1/2007         3/1/2037              714.65               714.65       3/1/2007                66000
621022800                        90             9.17            4/1/2007         3/1/2037             1708.58              1708.58       3/1/2007               217800
621022872                        80             8.45            5/1/2007         4/1/2037              2877.8               2877.8       4/1/2007               376000
621022897                        80              7.6            4/1/2007         3/1/2037             1892.28              1892.28       3/1/2007               268000
621022935                     87.21             9.85            4/1/2007         3/1/2037              649.88               649.88       4/1/2007                75000
621022974                        80             7.72            4/1/2007         3/1/2037             1657.27              1657.27       3/1/2007               232000
621022989                     54.84             6.99            5/1/2007         4/1/2037             1129.87              1129.87       4/1/2007               170000
621023060                        80              7.4            5/1/2007         4/1/2037             2713.33              2713.33       4/1/2007               440000
621023066                       100              9.7            4/1/2007         3/1/2037             1887.16              1887.16       3/1/2007               231600
621023076                        80             7.85            4/1/2007         3/1/2037             2604.01              2604.01       3/1/2007               360000
621023145                        95                9            5/1/2007         4/1/2037             4251.78              4251.78       4/1/2007               560500
621023214                        60            11.55            5/1/2007         4/1/2037             1043.81              1043.81       4/1/2007               105000
621023223                        80             7.95            5/1/2007         4/1/2037              934.76               934.76       4/1/2007               128000
621023283                        80              8.8            5/1/2007         4/1/2037              706.95               706.95       4/1/2007                95200
621023303                     92.03             9.36            5/1/2007         4/1/2037             2292.62              2292.62       4/1/2007               276000
621023311                     12.44             11.8            5/1/2007         4/1/2037              567.42               567.42       4/1/2007                56000
621023385                        80             8.25            5/1/2007         4/1/2037              2964.5               2964.5       4/1/2007               431200
621023468                        80             7.25            5/1/2007         4/1/2037             2764.58              2764.58       4/1/2007               445257
621023585                        90              8.5            5/1/2007         4/1/2037             3751.82              3751.82       4/1/2007               522000
621023702                        85             7.95            5/1/2007         4/1/2037             4842.88              4842.88       4/1/2007               731000
621023705                        90              9.2            6/1/2007         5/1/2037             3538.32              3538.32       5/1/2007               432000
621024185                     81.56             11.5            6/1/2007         5/1/2037              856.11               856.11       5/1/2007                86450
631015565                      77.7             7.25            2/1/2007         1/1/2037             3473.96              3473.96       3/1/2007               575000
631015679                       100            11.75            1/1/2007        12/1/2036             1939.08              1939.08       3/1/2007               192100
631015936                     72.56            6.375            2/1/2007         1/1/2037             4818.44              4818.44       3/1/2007               907000
631016095                     89.55             7.95            2/1/2007         1/1/2037              3974.9              3974.57       3/1/2007               599985
651023074                       100            13.92            1/1/2007        12/1/2036             1060.69              1060.69       3/1/2007                90000
651023540                       100             13.5            1/1/2007        12/1/2036              425.18               425.18       3/1/2007                37120
661019651                       100            12.92            2/1/2007         1/1/2037              698.47               698.47       3/1/2007                63500
661019700                       100             12.5            2/1/2007         1/1/2037              586.99               586.99       3/1/2007                55000
661020082                     86.87              7.2            3/1/2007         2/1/2037             3176.87              3176.87       4/1/2007               499500
661020166                       100            12.75            1/1/2007        12/1/2036             1086.69              1086.69       4/1/2007               100000
661020227                       100             12.9            2/1/2007         1/1/2037             1109.37              1109.37       3/1/2007               101000
661020239                     73.32              6.8            2/1/2007         1/1/2037             2781.39              2781.39       3/1/2007               458250
661020355                        90              8.3            2/1/2007         1/1/2037             5750.54              5750.54       3/1/2007               801000
661020557                        80             5.95            2/1/2007         1/1/2037              918.51               918.51       3/1/2007               168000
661020613                        75              6.9            2/1/2007         1/1/2037             2602.59              2602.59       5/1/2007               423750
661020817                        90             6.55            2/1/2007         1/1/2037             2996.63              2996.63       2/1/2007               549000
661020833                     55.56              8.1            2/1/2007         1/1/2037              878.53               878.53       3/1/2007               125000
661020874                       100            12.75            2/1/2007         1/1/2037             1075.83              1075.83       3/1/2007                99000
661020906                        85             8.15            2/1/2007         1/1/2037             4144.16              4144.16       3/1/2007               586500
661020935                       100             12.5            2/1/2007         1/1/2037              811.12               811.12       3/1/2007                76000
661020997                        75              7.1            2/1/2007         1/1/2037             1886.12              1886.12       4/1/2007               300000
661021055                        90              7.8            3/1/2007         2/1/2037             3857.57              3857.57       3/1/2007               567000
661021064                        80            7.925            3/1/2007         2/1/2037             3255.33              3255.33       3/1/2007               472000
661021095                        90             6.85            2/1/2007         1/1/2037             2491.69              2491.69       3/1/2007               436500
661021116                        65              8.4            3/1/2007         2/1/2037             3426.75              3426.75       4/1/2007               449800
661021155                       100               12            3/1/2007         2/1/2037             1522.35              1522.35       4/1/2007               148000
661021173                        90             7.35            2/1/2007         1/1/2037             2969.79              2969.79       4/1/2007               459000
661021195                      61.4             7.65            2/1/2007         1/1/2037             2107.93              2107.93       3/1/2007               315000
661021239                        75             9.74            3/1/2007         2/1/2037             6060.43              6060.43       3/1/2007               731250
661021314                        85              7.5            3/1/2007         2/1/2037             5118.15              5118.15       3/1/2007               777750
661021343                        90              7.4            3/1/2007         2/1/2037             2747.25              2747.25       3/1/2007               445500
661021377                      67.4             7.35            2/1/2007         1/1/2037                3358                 3358       3/1/2007               519000
661021435                     82.12              7.4            2/1/2007         1/1/2037             3823.33              3823.33       3/1/2007               620000
661021472                       100            11.75            3/1/2007         2/1/2037              874.15               874.15       4/1/2007                86600
661021515                        90              7.8            4/1/2007         3/1/2037             3306.49              3306.49       4/1/2007               486000
661021566                       100            12.35            3/1/2007         2/1/2037              696.72               696.72       3/1/2007                66000
661021625                       100             11.4            3/1/2007         2/1/2037              963.02               963.02       4/1/2007                98000
661021713                     79.65             7.55            4/1/2007         3/1/2037             1698.75              1698.75       4/1/2007               270000
661021762                       100             8.26            3/1/2007         2/1/2037             3788.94              3788.94       3/1/2007               530000
661021835                        80             5.99            3/1/2007         2/1/2037             8792.27              8792.27       4/1/2007              1600000
661021837                        85             8.09            4/1/2007         3/1/2037             6303.46              6303.46       4/1/2007               935000
661021906                       100             7.76            3/1/2007         2/1/2037              2235.3               2235.3       3/1/2007               330000
661021937                        80             7.45            4/1/2007         3/1/2037             2259.83              2259.83       3/1/2007               364000
661021940                       100             11.5            4/1/2007         3/1/2037              901.17               901.17       3/1/2007                91000
661021998                        80              8.7            4/1/2007         3/1/2037             4385.54              4385.54       4/1/2007               560000
661022027                     89.89             6.58            3/1/2007         2/1/2037             2292.03              2292.03       4/1/2007               418000
661022044                     77.63              7.8            3/1/2007         2/1/2037              3451.5               3451.5       3/1/2007               531000
661022074                     62.79              8.8            3/1/2007         2/1/2037             5334.35              5334.35       3/1/2007               675000
661022085                        90             7.99            3/1/2007         2/1/2037             5904.86              5904.86       3/1/2007               805500
661022095                        95              8.4            4/1/2007         3/1/2037             3582.54              3582.54       3/1/2007               470250
661022132                        80              7.6            4/1/2007         3/1/2037                3002                 3002       3/1/2007               474000
661022162                        90             6.65            3/1/2007         2/1/2037             2468.81              2468.81       3/1/2007               445500
661022205                        90             6.45            3/1/2007         2/1/2037             1136.81              1136.81       3/1/2007               211500
661022216                        95             7.74            4/1/2007         3/1/2037             2757.38              2757.38       3/1/2007               427500
661022275                        80             7.85            4/1/2007         3/1/2037              3689.5               3689.5       3/1/2007               564000
661022298                     55.03             8.39            4/1/2007         3/1/2037              791.58               791.58       4/1/2007               104000
661022311                        90             7.65            4/1/2007         3/1/2037              5108.5               5108.5       3/1/2007               720000
661022372                        80              6.1            3/1/2007         2/1/2037             3454.64              3454.64       4/1/2007               620000
661022403                        80             6.15            4/1/2007         3/1/2037             2354.96              2354.96       3/1/2007               420000
661022429                     92.23              7.1            4/1/2007         3/1/2037              3372.5               3372.5       3/1/2007               570000
661022451                     38.79              8.6            4/1/2007         3/1/2037              606.78               606.78       4/1/2007                83500
661022469                        80              6.9            3/1/2007         2/1/2037              2628.7               2628.7       2/1/2007               428000
661022475                        80             7.65            4/1/2007         3/1/2037             3008.34              3008.34       3/1/2007               424000
661022482                     69.98              7.9            4/1/2007         3/1/2037             3219.75              3219.75       3/1/2007               443000
661022486                       100             9.45            4/1/2007         3/1/2037             5118.75              5118.75       3/1/2007               650000
661022490                        90              7.9            4/1/2007         3/1/2037             1805.38              1805.38       3/1/2007               248400
661022491                       100              9.6            3/1/2007         2/1/2037              2420.3               2420.3       3/1/2007               300000
661022505                        90              6.6            4/1/2007         3/1/2037             3161.93              3161.93       3/1/2007               553500
661022554                        80              7.8            4/1/2007         3/1/2037                1950                 1950       3/1/2007               300000
661022607                        80             7.55            4/1/2007         3/1/2037             2214.67              2214.67       3/1/2007               352000
661022636                        80             8.25            4/1/2007         3/1/2037             1532.58              1532.58       3/1/2007               204000
661022649                       100              6.5            4/1/2007         3/1/2037             2448.28              2448.28       3/1/2007               451990
661022654                        95            10.05            4/1/2007         3/1/2037             6992.73              6992.73       3/1/2007               829350
661022672                       100             7.49            5/1/2007         4/1/2037             1435.58              1435.58       4/1/2007               230000
661022746                        80              7.7            4/1/2007         3/1/2037             1467.62              1467.62       3/1/2007               228720
661022819                        95                6            4/1/2007         3/1/2037                2850                 2850       4/1/2007               570000
661022895                     84.43              6.8            4/1/2007         3/1/2037             3357.41              3357.41       3/1/2007               515000
661022912                        80             7.35            4/1/2007         3/1/2037              2601.9               2601.9       3/1/2007               424800
661022973                        95             9.15            4/1/2007         3/1/2037             3123.88              3123.88       3/1/2007               399000
661022992                        95             7.95            4/1/2007         3/1/2037             2951.28              2951.28       3/1/2007               437000
661023019                        95             8.45            4/1/2007         3/1/2037             3671.99              3671.99       3/1/2007               503500
661023026                        90             7.55            4/1/2007         3/1/2037             3284.25              3284.25       3/1/2007               522000
661023035                        95             8.35            5/1/2007         4/1/2037             3900.15              3900.15       4/1/2007               560500
661023046                        80             7.05            4/1/2007         3/1/2037             2349.99              2349.99       4/1/2007               399999
661023078                        90              7.6            4/1/2007         3/1/2037             3162.33              3162.33       3/1/2007               475200
661023087                        95              8.2            4/1/2007         3/1/2037             3516.32              3516.32       3/1/2007               470250
661023126                        80              7.3            5/1/2007         4/1/2037             1508.67              1508.67       4/1/2007               248000
661023178                     67.93              6.1            4/1/2007         3/1/2037              1001.4               1001.4       3/1/2007               196997
661023241                        30                8            4/1/2007         3/1/2037              770.45               770.45       3/1/2007               105000
661023344                       100             9.44            5/1/2007         4/1/2037             3618.67              3618.67       4/1/2007               460000
661023370                        80             6.95            4/1/2007         3/1/2037             1506.62              1506.62       3/1/2007               252000
661023386                     88.14             8.35            4/1/2007         3/1/2037             2974.69              2974.69       3/1/2007               427500
661023395                        80             7.25            5/1/2007         4/1/2037                2755                 2755       4/1/2007               456000
661023417                        80             7.15            5/1/2007         4/1/2037              2216.5               2216.5       4/1/2007               372000
661023432                     73.25                7            5/1/2007         4/1/2037             2563.75              2563.75       4/1/2007               439500
661023478                        80              5.9            5/1/2007         4/1/2037             1494.67              1494.67       4/1/2007               304000
661023496                     82.73            8.525            5/1/2007         4/1/2037             6464.76              6464.76       4/1/2007               909995
661023497                        90              7.5            5/1/2007         4/1/2037             3431.25              3431.25       4/1/2007               549000
661023517                        95            8.625            5/1/2007         4/1/2037             5399.41              5399.41       4/1/2007               741000
661023697                        95              7.7            5/1/2007         4/1/2037             4632.83              4632.83       4/1/2007               722000
661023753                        95             8.25            5/1/2007         4/1/2037             3579.02              3579.02       4/1/2007               512050
661023780                        95              8.4            5/1/2007         4/1/2037             3135.96              3135.96       4/1/2007               432250
661023816                     93.57              7.3            5/1/2007         4/1/2037             4092.12              4092.12       4/1/2007               655000
661024115                        90             6.05            6/1/2007         5/1/2037              1980.1               1980.1       5/1/2007               328500
671014482                        95           11.375           10/1/2006         9/1/2036             7692.45              7692.45       3/1/2007               802750
671015048                        90              9.4           11/1/2006        10/1/2036                5640                 5640       4/1/2007               720000
671015231                       100            13.13           11/1/2006        10/1/2036             1574.08              1574.08       3/1/2007               141000
671016068                       100            12.75            1/1/2007        12/1/2036             1086.69              1086.69       2/1/2007               100000
671016167                       100            11.75            1/1/2007        12/1/2036             1211.29              1211.29       3/1/2007               120000
671016260                        90             6.65            1/1/2007        12/1/2036             4217.71              4217.71       3/1/2007               657000
671016335                        75              7.9            1/1/2007        12/1/2036             3353.11              3353.11       3/1/2007               487500
671016471                        80              9.4            2/1/2007         1/1/2037             2406.87              2406.87       3/1/2007               300000
671016502                       100            12.93            2/1/2007         1/1/2037             1232.82              1232.82       3/1/2007               112000
671016519                       100             12.5            1/1/2007        12/1/2036              827.91               827.91       4/1/2007                77574
671016550                       100            12.94            2/1/2007         1/1/2037             1013.39              1013.39       2/1/2007                92000
671016600                       100            12.94            3/1/2007         2/1/2037             1123.54              1123.54       2/1/2007               102000
671016637                       100            12.25            2/1/2007         1/1/2037             1550.89              1550.89       3/1/2007               148000
671016654                     89.35             7.25            2/1/2007         1/1/2037             3275.12              3275.12       3/1/2007               512000
671016665                     79.71              6.7            2/1/2007         1/1/2037             3346.68              3346.68       2/1/2007               558000
671016710                        70                7            2/1/2007         1/1/2037             5655.02              5655.02       3/1/2007               910000
671016725                        70              8.7            2/1/2007         1/1/2037             3614.51              3614.51       4/1/2007               483000
671016738                     79.46              9.4            2/1/2007         1/1/2037             4717.46              4717.46       3/1/2007               588000
671016789                       100              6.5            2/1/2007         1/1/2037              4614.1               4614.1       3/1/2007               730000
671016793                        85              8.7            3/1/2007         2/1/2037             6488.16              6488.16       3/1/2007               867000
671016819                     75.68             7.81            2/1/2007         1/1/2037             3814.12              3814.12       3/1/2007               560000
671016828                        85              7.8            2/1/2007         1/1/2037              3916.1               3916.1       3/1/2007               544000
671016847                       100           11.625            2/1/2007         1/1/2037             1403.78              1403.78       3/1/2007               140400
671016889                        90             7.25            3/1/2007         2/1/2037             2964.88              2964.88       3/1/2007               463500
671016919                       100            12.69            2/1/2007         1/1/2037             1190.22              1190.22       3/1/2007               110000
671016967                     81.69             7.25            2/1/2007         1/1/2037             3396.66              3396.66       3/1/2007               531000
671017004                        90             7.75            2/1/2007         1/1/2037             3653.75              3653.75       3/1/2007               540000
671017039                       100             11.5            3/1/2007         2/1/2037               856.8                856.8       3/1/2007                86520
671017095                        75             7.05            2/1/2007         1/1/2037             4262.73              4262.73       3/1/2007               637500
671017099                       100            9.245            2/1/2007         1/1/2037             5279.03              5279.03       3/1/2007               668000
671017132                        75             7.35            2/1/2007         1/1/2037             2814.51              2814.51       3/1/2007               435000
671017139                       100             11.5            3/1/2007         2/1/2037             1336.87              1336.87       4/1/2007               134998
671017225                     79.26             5.95            4/1/2007         3/1/2037             5593.03              5593.03       3/1/2007              1070000
671017243                       100            12.45            3/1/2007         2/1/2037             1329.22              1329.22       3/1/2007               125000
671017260                        85             6.65            3/1/2007         2/1/2037             3040.49              3040.49       3/1/2007               510000
671017360                        90             8.65            3/1/2007         2/1/2037             4288.47              4288.47       3/1/2007               576000
671017386                        80             8.35            4/1/2007         3/1/2037             3926.08              3926.08       4/1/2007               544000
671017431                     74.47             6.95            3/1/2007         2/1/2037             3243.55              3243.55       3/1/2007             525013.5
671017439                     70.49             7.55            3/1/2007         2/1/2037             3335.31              3335.31       4/1/2007               504000
671017489                     88.28              8.1            3/1/2007         2/1/2037             3970.97              3970.97       3/1/2007               565000
671017496                        80             8.65            4/1/2007         3/1/2037             3575.33              3575.33       3/1/2007               496000
671017504                       100             9.25            3/1/2007         2/1/2037             2635.48              2635.48       3/1/2007               341900
671017509                       100            12.23            3/1/2007         2/1/2037             1527.67              1527.67       4/1/2007               146000
671017559                        80             7.65            3/1/2007         2/1/2037             3519.19              3519.19       3/1/2007               496000
671017582                       100            8.595            3/1/2007         2/1/2037             5108.27              5108.27       3/1/2007               690000
671017590                        85              9.1            4/1/2007         3/1/2037             4304.35              4304.35       3/1/2007               552500
671017602                       100           10.445            3/1/2007         2/1/2037             7922.48              7922.48       3/1/2007               870000
671017608                       100             8.65            4/1/2007         3/1/2037             2345.26              2345.26       3/1/2007               315000
671017618                       100            9.495            3/1/2007         2/1/2037             3724.09              3724.09       3/1/2007               459950
671017689                        80             6.45            4/1/2007         3/1/2037              3117.5               3117.5       3/1/2007               580000
671017716                       100             11.5            3/1/2007         2/1/2037             7691.83              7691.83       3/1/2007               800000
671017725                        90              7.8            4/1/2007         3/1/2037             3660.54              3660.54       3/1/2007               508500
671017736                        80              6.5            3/1/2007         2/1/2037             3607.79              3607.79       3/1/2007               640000
671017773                     61.64              7.2            4/1/2007         3/1/2037             2862.05              2862.05       3/1/2007               450000
671017774                      74.2             5.99            4/1/2007         3/1/2037             2770.38              2770.38       3/1/2007               555000
671017794                     79.65                6            3/1/2007         2/1/2037                2720                 2720       3/1/2007               544000
671017805                        80              8.8            4/1/2007         3/1/2037              4989.6               4989.6       3/1/2007               660000
671017855                        90             8.65            4/1/2007         3/1/2037             5918.29              5918.29       4/1/2007               810000
671017904                        80             7.25            4/1/2007         3/1/2037             1445.17              1445.17       3/1/2007               239200
671017927                     80.89              7.3            3/1/2007         2/1/2037             3992.16              3992.16       3/1/2007               639000
671017939                       100            7.945            4/1/2007         3/1/2037             2969.14              2969.14       4/1/2007               439900
671017960                        90             7.15            4/1/2007         3/1/2037             3145.69              3145.69       3/1/2007               513000
671017964                        80              6.8            4/1/2007         3/1/2037             4550.67              4550.67       3/1/2007               776000
671017999                        80              7.6            4/1/2007         3/1/2037             3646.79              3646.79       3/1/2007               548000
671018025                     76.42             7.65            4/1/2007         3/1/2037             3090.64              3090.64       3/1/2007               435600
671018042                        80            7.535            3/1/2007         2/1/2037             2034.83              2034.83       3/1/2007               308000
671018062                        90             7.25            4/1/2007         3/1/2037             4078.13              4078.13       3/1/2007               675000
671018093                     68.06             5.65            4/1/2007         3/1/2037             2453.57              2453.57       3/1/2007               490000
671018094                        80              8.2            4/1/2007         3/1/2037             2529.85              2529.85       4/1/2007               364000
671018384                        95              8.5            4/1/2007         3/1/2037             1884.61              1884.61       4/1/2007               245100
671018440                        75             6.65            4/1/2007         3/1/2037             6234.38              6234.38       3/1/2007              1125000
671018503                        80              6.5            4/1/2007         3/1/2037              685.48               685.48       3/1/2007               121600
671018508                        80              8.6            4/1/2007         3/1/2037             1035.51              1035.51       4/1/2007               133440
671018516                       100             8.99            4/1/2007         3/1/2037             1557.22              1557.22       3/1/2007               205500
671018517                     99.91             9.21            4/1/2007         3/1/2037             1737.93              1737.93       3/1/2007               212000
671018530                        95             10.5            5/1/2007         4/1/2037             2456.45              2456.45       4/1/2007               276450
671018585                     46.82              5.9            4/1/2007         3/1/2037             2827.08              2827.08       4/1/2007               575000
671018594                        80             8.35            4/1/2007         3/1/2037             5790.59              5790.59       3/1/2007               819200
671018603                     69.95             8.45            5/1/2007         4/1/2037              7495.3               7495.3       4/1/2007               979300
671018647                        80              7.6            4/1/2007         3/1/2037             2068.43              2068.43       3/1/2007               319200
671018697                       100              7.4            4/1/2007         3/1/2037             5281.23              5281.23       4/1/2007               835000
671018706                        85             6.75            4/1/2007         3/1/2037             2178.53              2178.53       4/1/2007               373915
671018723                        90              8.5            4/1/2007         3/1/2037             3835.92              3835.92       3/1/2007               533700
671018764                        65             9.65            4/1/2007         3/1/2037             3598.94              3598.94       3/1/2007               422500
671018784                        80              8.7            4/1/2007         3/1/2037             1292.95              1292.95       3/1/2007               176000
671018801                        95             8.05            4/1/2007         3/1/2037              2304.1               2304.1       3/1/2007               337250
671018804                     87.97             7.65            4/1/2007         3/1/2037             4462.85              4462.85       3/1/2007               629000
671018810                        95             9.99            4/1/2007         3/1/2037             6890.81              6890.81       3/1/2007               812250
671018812                        65             8.35            4/1/2007         3/1/2037               985.8                985.8       3/1/2007               130000
671018818                        95             9.15            4/1/2007         3/1/2037             2803.03              2803.03       3/1/2007               363755
671018890                        95              9.7            4/1/2007         3/1/2037             1376.57              1376.57       3/1/2007               166725
671018903                        80             6.95            4/1/2007         3/1/2037              2849.5               2849.5       3/1/2007               492000
671018906                     94.49             7.75            4/1/2007         3/1/2037             5765.75              5765.75       4/1/2007               874000
671018920                        80             8.45            4/1/2007         3/1/2037             1583.94              1583.94       3/1/2007               221600
671018969                        80            7.125            4/1/2007         3/1/2037             2200.59              2200.59       3/1/2007               360000
671018985                     66.67              5.9            5/1/2007         4/1/2037             2698.95              2698.95       4/1/2007               520000
671019023                        95              8.8            4/1/2007         3/1/2037             1904.76              1904.76       3/1/2007               256500
671019025                     56.38              6.7            4/1/2007         3/1/2037             2431.09              2431.09       3/1/2007               420000
671019068                        95             7.75            4/1/2007         3/1/2037             4161.37              4161.37       3/1/2007               630800
671019114                        95             9.55            5/1/2007         4/1/2037             1777.92              1777.92       4/1/2007               221483
671019161                        80              6.8            4/1/2007         3/1/2037             1020.38              1020.38       4/1/2007               174000
671019189                        80             8.05            5/1/2007         4/1/2037             2936.08              2936.08       4/1/2007               420000
671019207                        80             7.99            5/1/2007         4/1/2037             2033.19              2033.19       4/1/2007               305360
671019223                     86.73                8            4/1/2007         3/1/2037             3266.67              3266.67       3/1/2007               490000
671019260                        80             7.85            4/1/2007         3/1/2037             1254.93              1254.93       3/1/2007               188000
671019266                        95             6.85            5/1/2007         4/1/2037             3981.12              3981.12       4/1/2007               674500
671019278                       100           12.225            4/1/2007         3/1/2037               491.6                491.6       3/1/2007                47000
671019350                        80              7.5            5/1/2007         4/1/2037             1929.83              1929.83       4/1/2007               276000
671019369                        80              7.3            5/1/2007         4/1/2037             3183.74              3183.74       4/1/2007               509600
671019374                        95            7.694            5/1/2007         4/1/2037             1326.76              1326.76       4/1/2007               186200
671019503                     94.42             7.05            5/1/2007         4/1/2037             4436.63              4436.63       4/1/2007               732699
671019515                        90             7.55            5/1/2007         4/1/2037             2318.82              2318.82       4/1/2007               360000
671019875                     88.38             6.55            5/1/2007         4/1/2037             3430.94              3430.94       4/1/2007               540000
671019876                     89.93             5.99            5/1/2007         4/1/2037             3285.41              3285.41       4/1/2007               625000
681014014                       100             14.3           11/1/2006        10/1/2036               447.2                447.2       3/1/2007                37000
691010396                       100               14           11/1/2006        10/1/2036              900.27               900.27       3/1/2007                75980
691010561                       100            13.92           12/1/2006        11/1/2036              388.92               388.92       3/1/2007                33000
691010726                       100             13.3            1/1/2007        12/1/2036              901.27               901.27       3/1/2007                79780
691010899                       100             13.6            1/1/2007        12/1/2036              647.92               647.92       3/1/2007                56180
701004555                        90             12.1           12/1/2006        11/1/2036              969.99               969.99       3/1/2007                93600
741016851                     89.42             9.65            9/1/2006         8/1/2036              594.14               594.14       3/1/2007                69750
741017514                        90             11.3           11/1/2006        10/1/2036              788.47               788.47       3/1/2007                82800
761017006                        90            11.85           10/1/2006         9/1/2036              768.91               768.91       3/1/2007                75600
761017385                        80            10.55           10/1/2006         9/1/2036              881.74               881.74       2/1/2007                96000
761017390                        90           11.725           10/1/2006         9/1/2036              652.86               652.86       3/1/2007                64800
761017462                        90             10.4           11/1/2006        10/1/2036             1020.68              1020.68       3/1/2007               112500
791007457                        95               11           11/1/2006        10/1/2036             1411.01              1411.01       3/1/2007               152000
831048835                        95              6.6           10/1/2005         9/1/2035                3344                 3344       3/1/2007               608000
831060482                     59.83              7.4            3/1/2006         2/1/2036             2277.42              2277.42       3/1/2007               350000
831070810                        95              8.5           12/1/2006        11/1/2036             3447.37              3447.37       3/1/2007               470250
831072660                        95             9.59            1/1/2007        12/1/2036             3590.55              3590.55       3/1/2007               423700
831072755                      72.5             8.75            1/1/2007        12/1/2036             5703.58              5703.58       3/1/2007               725000
831072863                        75                9            2/1/2007         1/1/2037             4827.74              4827.74       3/1/2007               600000
831073224                     76.32             9.75            1/1/2007        12/1/2036              4983.1               4983.1       3/1/2007               580000
831073229                        70            7.625            2/1/2007         1/1/2037             4227.52              4227.52       3/1/2007               633500
831073489                        80             7.75            2/1/2007         1/1/2037             2893.33              2893.33       3/1/2007               448000
831073610                     83.19             6.25            2/1/2007         1/1/2037             2810.31              2810.31       3/1/2007               495000
831073645                        80             7.99            2/1/2007         1/1/2037              4111.8               4111.8       4/1/2007               592000
831073706                     79.93             8.55            2/1/2007         1/1/2037             5419.16              5419.16       3/1/2007               735400
831073732                       100             13.5            2/1/2007         1/1/2037              377.53               377.53       3/1/2007                32960
831073733                        80             8.99            2/1/2007         1/1/2037             1015.95              1015.95       3/1/2007               131840
831073739                       100             13.5            2/1/2007         1/1/2037              476.49               476.49       3/1/2007                41600
831073740                        80             9.25            2/1/2007         1/1/2037             1368.93              1368.93       4/1/2007               166400
831073790                        90             7.95            2/1/2007         1/1/2037             3910.66              3910.66       3/1/2007               535500
831073792                        65             7.99            2/1/2007         1/1/2037             4002.55              4002.55       3/1/2007               546000
831073795                     64.79             6.99            2/1/2007         1/1/2037              3057.3               3057.3       4/1/2007               460000
831074142                       100             13.5            2/1/2007         1/1/2037              778.89               778.89       2/1/2007                68000
831074175                        80             7.99            2/1/2007         1/1/2037             3196.17              3196.17       3/1/2007               436000
831074246                        80              8.2            2/1/2007         1/1/2037             6580.24              6580.24       3/1/2007               880000
831074247                        90              7.8            2/1/2007         1/1/2037             4469.88              4469.88       3/1/2007               657000
831074260                        80              8.5            2/1/2007         1/1/2037             2614.31              2614.31       3/1/2007               340000
831074305                        80             8.85            2/1/2007         1/1/2037             1489.27              1489.27       4/1/2007               196000
831074499                        80             9.49           12/1/2006        11/1/2036             3817.36              3817.36       3/1/2007               454380
831074527                        80             8.33            2/1/2007         1/1/2037             1277.64              1277.64       4/1/2007               168800
831074531                       100            13.85            2/1/2007         1/1/2037              495.01               495.01       4/1/2007                42200
831074664                        95             8.38            3/1/2007         2/1/2037             2042.71              2042.71       3/1/2007               282150
831074672                        80             9.28            2/1/2007         1/1/2037             3464.37              3464.37       3/1/2007               420000
831074685                        80             8.55            1/1/2007        12/1/2036              2711.8               2711.8       3/1/2007               368000
831074687                     59.38              8.5            1/1/2007        12/1/2036             7304.68              7304.68       3/1/2007               950000
831074702                        85              8.5            2/1/2007         1/1/2037             3333.24              3333.24       3/1/2007               433500
831074729                     94.29             9.38            3/1/2007         2/1/2037             1499.19              1499.19       3/1/2007               190000
831074731                     59.96             7.99            3/1/2007         2/1/2037             4645.82              4645.82       3/1/2007               633750
831074749                        90            6.625            2/1/2007         1/1/2037             2931.56              2931.56       4/1/2007               531000
831074878                     60.12             7.71            3/1/2007         2/1/2037             3502.94              3502.94       3/1/2007               520000
831074987                        80            7.175            3/1/2007         2/1/2037             2678.67              2678.67       3/1/2007               448000
831074996                       100           11.375            2/1/2007         1/1/2037              833.65               833.65       3/1/2007                85000
831074997                       100           10.875            2/1/2007         1/1/2037             1037.18              1037.18       2/1/2007               110000
831074999                       100            12.55            1/1/2007        12/1/2036              661.92               661.92       3/1/2007                61796
831075090                        70              7.5            2/1/2007         1/1/2037             3193.75              3193.75       3/1/2007               511000
831075093                        75            7.795            2/1/2007         1/1/2037             4283.84              4283.84       4/1/2007               630000
831075094                        90              7.5            3/1/2007         2/1/2037             5004.63              5004.63       4/1/2007               760500
831075097                     64.88             6.85            3/1/2007         2/1/2037             3111.04              3111.04       3/1/2007               545000
831075103                        90             8.75            3/1/2007         2/1/2037             3587.85              3587.85       3/1/2007               477000
831075113                        80             7.77            2/1/2007         1/1/2037              4377.1               4377.1       3/1/2007               676000
831075120                        85             9.49            3/1/2007         2/1/2037             5534.32              5534.32       3/1/2007               658750
831075135                     60.02              6.7            3/1/2007         2/1/2037             3207.03              3207.03       4/1/2007               497000
831075138                        60             8.08            3/1/2007         2/1/2037             7984.97              7984.97       3/1/2007              1080000
831075152                     41.67            8.125            3/1/2007         2/1/2037             9281.22              9281.22       3/1/2007              1250000
831075157                        80              9.2            3/1/2007         2/1/2037             4521.19              4521.18       3/1/2007               552000
831075159                        70              8.2            3/1/2007         2/1/2037             3157.57              3157.57       3/1/2007               444500
831075177                     69.41             9.15            3/1/2007         2/1/2037             3646.49              3646.49       3/1/2007               465750
831075215                        80             7.37            1/1/2007        12/1/2036             1945.45              1945.45       3/1/2007               300000
831075216                     99.97             12.5            1/1/2007        12/1/2036              800.44               800.44       3/1/2007                75000
831075223                        75             7.94            3/1/2007         2/1/2037             3186.38              3186.38       3/1/2007               461250
831075224                     84.94              7.6            3/1/2007         2/1/2037             4804.72              4804.72       3/1/2007               722000
831075232                      59.2              8.7            3/1/2007         2/1/2037             1159.04              1159.04       4/1/2007               148000
831075233                        70              7.8            2/1/2007         1/1/2037             3500.39              3500.39       3/1/2007               514500
831075239                        90             8.35            2/1/2007         1/1/2037             2922.91              2922.91       3/1/2007               405000
831075261                     79.99             7.75            2/1/2007         1/1/2037              1597.6               1597.6       3/1/2007               223000
831075265                       100             12.9            2/1/2007         1/1/2037               612.9                612.9       3/1/2007                55800
831075302                        90             6.75            3/1/2007         2/1/2037             3222.24              3222.24       3/1/2007               496800
831075306                        90             7.89            2/1/2007         1/1/2037             1952.78              1952.78       2/1/2007               297000
831075314                        75             8.92            3/1/2007         2/1/2037             3834.59              3834.59       2/1/2007               480000
831075321                        80             6.63            1/1/2007        12/1/2036             1023.23              1023.23       3/1/2007               185200
831075322                       100            9.875            1/1/2007        12/1/2036              402.05               402.05       3/1/2007                46300
831075326                        80              7.5            2/1/2007         1/1/2037             3524.04              3524.04       3/1/2007               504000
831075507                     55.08             8.65            3/1/2007         2/1/2037              5067.2               5067.2       3/1/2007               650000
831075513                     64.23             7.75            2/1/2007         1/1/2037             5392.71              5392.71       2/1/2007               835000
831075515                     89.79             8.99            3/1/2007         2/1/2037             3161.48              3161.48       3/1/2007               422000
831075517                        90             7.45            3/1/2007         2/1/2037             3725.98              3725.98       3/1/2007               535500
831075520                     69.44             6.69            4/1/2007         3/1/2037             2419.55              2419.55       3/1/2007               434000
831075522                        90              9.3            3/1/2007         2/1/2037              2252.5               2252.5       3/1/2007               283500
831075573                       100             14.5            1/1/2007        12/1/2036              508.19               508.19       2/1/2007                41500
831075574                        80             7.45            1/1/2007        12/1/2036             1056.35              1056.35       2/1/2007               166000
831075577                        70             7.75            3/1/2007         2/1/2037             7396.96              7396.96       3/1/2007              1032500
831075581                        80             8.32            3/1/2007         2/1/2037             3508.74              3508.74       3/1/2007               464000
831075583                        80            6.375            3/1/2007         2/1/2037                2550                 2550       3/1/2007               480000
831075595                        80             8.15            4/1/2007         3/1/2037             1465.07              1465.06       3/1/2007               212000
831075604                     70.36             8.99            4/1/2007         3/1/2037             5993.33              5993.33       3/1/2007               800000
831075628                        70              7.6            4/1/2007         3/1/2037             2911.44              2911.44       3/1/2007               437500
831075644                        80             7.75            4/1/2007         3/1/2037              2557.5               2557.5       3/1/2007               396000
831075645                       100            12.24            4/1/2007         3/1/2037             1036.65              1036.65       3/1/2007                99000
831075821                     77.78             9.12            3/1/2007         2/1/2037             3278.57              3278.57       3/1/2007               420000
831075824                        95             9.99            4/1/2007         3/1/2037             1665.15              1665.15       3/1/2007               189905
831075845                        80             7.15            3/1/2007         2/1/2037             2168.83              2168.83       3/1/2007               364000
831075846                        80              6.8            3/1/2007         2/1/2037             2538.67              2538.67       3/1/2007               448000
831075848                       100             10.9            3/1/2007         2/1/2037             1058.15              1058.15       2/1/2007               112000
831075874                     72.17             8.85            3/1/2007         2/1/2037             1261.32              1261.31       2/1/2007               166000
831075875                     66.67              8.6            3/1/2007         2/1/2037             1086.42              1086.42       2/1/2007               140000
831075876                        95             8.99            2/1/2007         1/1/2037             4320.07              4320.07       2/1/2007               576650
831075878                        90             7.75            4/1/2007         3/1/2037             3159.38              3159.38       3/1/2007               441000
831075887                        80             7.95            3/1/2007         2/1/2037             3253.11              3253.11       2/1/2007               470400
831075894                        85             8.25            4/1/2007         3/1/2037              1402.5               1402.5       3/1/2007               204000
831075922                        80             7.25            4/1/2007         3/1/2037              2392.5               2392.5       3/1/2007               396000
831075923                       100               11            4/1/2007         3/1/2037               942.8                942.8       3/1/2007                99000
831076033                     93.02            10.99            4/1/2007         3/1/2037              951.57               951.57       4/1/2007               100000
831076038                        80             7.85            4/1/2007         3/1/2037              3171.4               3171.4       3/1/2007               484800
831076048                        95             9.58            4/1/2007         3/1/2037                2212                 2212       3/1/2007               261250
831076072                     89.03             8.65            4/1/2007         3/1/2037              2054.9               2054.9       3/1/2007               276000
831076078                        90              9.8            4/1/2007         3/1/2037             2227.87              2227.87       3/1/2007               267300
831076087                        80            10.15            4/1/2007         3/1/2037              568.04               568.04       3/1/2007                63920
831076091                        80             8.35            4/1/2007         3/1/2037             1212.69              1212.69       3/1/2007               159920
831076093                        65             8.25            4/1/2007         3/1/2037              976.65               976.65       3/1/2007               130000
831076095                        90             9.25            4/1/2007         3/1/2037             2163.25              2163.25       3/1/2007               273600
831076100                       100             13.5            4/1/2007         3/1/2037              778.88               778.88       3/1/2007                68000
831076102                       100            12.83            4/1/2007         3/1/2037              436.95               436.95       3/1/2007                39980
831076104                        80             7.99            2/1/2007         1/1/2037             2961.59              2961.59       3/1/2007               404000
831076233                     89.58             6.99            4/1/2007         3/1/2037             2113.53              2113.53       3/1/2007               318000
831076249                        85             9.99            4/1/2007         3/1/2037             4210.99              4210.99       3/1/2007               480250
831076255                     41.11            11.99            4/1/2007         3/1/2037             1901.51              1901.51       3/1/2007               185000
831076258                       100              8.5            4/1/2007         3/1/2037             1770.13              1770.13       3/1/2007               249900
831076261                       100             8.35            4/1/2007         3/1/2037             3026.87              3026.87       3/1/2007               435000
831076274                        80             8.29            4/1/2007         3/1/2037               994.8                994.8       3/1/2007               144000
831076275                       100            12.24            4/1/2007         3/1/2037              376.96               376.96       3/1/2007                36000
831076280                        95              8.4            4/1/2007         3/1/2037             4089.75              4089.75       3/1/2007               584250
831076286                        95             7.99            4/1/2007         3/1/2037             3133.86              3133.86       3/1/2007               427500
831076287                        85             8.97            4/1/2007         3/1/2037             3137.74              3137.74       3/1/2007               408000
831076305                       100             10.4            4/1/2007         3/1/2037             1751.03              1751.03       3/1/2007               193000
831076326                     76.19              8.9            4/1/2007         3/1/2037             3054.69              3054.69       3/1/2007               400000
831076401                        80            10.27            4/1/2007         3/1/2037              940.67               940.67       3/1/2007               104800
831076502                        95             9.15            2/1/2007         1/1/2037             2014.14              2014.14       2/1/2007               247000
831076566                        80              8.9            4/1/2007         3/1/2037             1014.34              1014.34       3/1/2007               127200
831076568                       100             9.75            4/1/2007         3/1/2037              226.82               226.82       3/1/2007                26400
831076642                     93.75             8.99            4/1/2007         3/1/2037             3014.64              3014.64       3/1/2007               375000
831076902                        85             8.75            5/1/2007         4/1/2037             1406.56              1406.56       4/1/2007               187000
831076996                        75            8.875            4/1/2007         3/1/2037              2977.7               2977.7       3/1/2007               374250
831076997                        95             7.39            4/1/2007         3/1/2037             2427.92              2427.92       3/1/2007               394250
831077000                        90            9.475            4/1/2007         3/1/2037              810.95               810.95       3/1/2007               100350
831077064                        90            10.25            4/1/2007         3/1/2037             1305.83              1305.83       3/1/2007               150300
831077067                        80             8.25            3/1/2007         2/1/2037             1913.89              1913.89       3/1/2007               268000
831077080                       100            13.05            3/1/2007         2/1/2037              743.77               743.77       3/1/2007                67000
831077082                     81.96             9.35            5/1/2007         4/1/2037             4470.08              4470.08       4/1/2007               573700
841022959                       100           13.225            1/1/2007        12/1/2036              557.64               557.64       3/1/2007                49620
841022964                       100            12.65            1/1/2007        12/1/2036              464.04               464.04       3/1/2007              43010.2
841024099                       100           13.075            2/1/2007         1/1/2037              463.42               463.42       4/1/2007              41671.6
841024177                     91.49              8.8            3/1/2007         2/1/2037              6501.6               6501.6       3/1/2007               860000
841024366                        90             8.85            3/1/2007         2/1/2037             3023.67              3023.67       3/1/2007               405000
841024486                        80              8.3            3/1/2007         2/1/2037             4996.72              4996.72       3/1/2007               696000
841024650                       100             11.6            4/1/2007         3/1/2037              498.96               498.96       3/1/2007                50000
841025026                       100            11.65            3/1/2007         2/1/2037              334.59               334.59       5/1/2007                33400
871007061                     73.98             6.85            2/1/2007         1/1/2037             2655.96              2655.96       3/1/2007               435000
871007190                       100             11.5            3/1/2007         2/1/2037              495.15               495.15       3/1/2007                50000
871007298                       100            11.85            3/1/2007         2/1/2037             1535.79              1535.79       3/1/2007               151000
871007305                        80             6.75            3/1/2007         2/1/2037              2362.5               2362.5       3/1/2007               420000
871007334                        85             9.35            3/1/2007         2/1/2037              3668.3               3668.3       3/1/2007               442000
871007351                       100             12.5            3/1/2007         2/1/2037              816.45               816.45       3/1/2007                76500
871007362                        89             7.55            4/1/2007         3/1/2037             3239.32              3239.32       3/1/2007               461020
951000556                        80            8.525            3/1/2007         2/1/2037              998.81               998.81       3/1/2007               129600
951000665                        80              8.5            3/1/2007         2/1/2037              3752.3               3752.3       4/1/2007               488000
951001053                       100             10.7            3/1/2007         2/1/2037             1206.78              1206.78       3/1/2007               129800
951001111                        75                6            3/1/2007         2/1/2037                2100                 2100       3/1/2007               420000
951001129                        80              8.9            3/1/2007         2/1/2037             1977.65              1977.65       3/1/2007               248000
951001169                        70              7.2            3/1/2007         2/1/2037             4746.77              4746.77       3/1/2007               699300
951001191                       100            10.43            3/1/2007         2/1/2037             1115.97              1115.97       3/1/2007               122700
951001207                        90             9.25            3/1/2007         2/1/2037             2517.39              2517.39       3/1/2007               306000
951001239                        95            9.375            3/1/2007         2/1/2037             1264.26              1264.26       3/1/2007               152000
951001257                       100           13.825            4/1/2007         3/1/2037              726.04               726.04       3/1/2007                62000
951001634                        90             9.94            3/1/2007         2/1/2037             1163.02              1163.02       3/1/2007               133200
951001659                       100             11.7            4/1/2007         3/1/2037                 541                  541       3/1/2007                53800
951001664                        90            11.85            4/1/2007         3/1/2037              567.53               567.53       3/1/2007                55800
951001690                        80             8.25            4/1/2007         3/1/2037             1346.27              1346.27       3/1/2007               179200
951001694                       100            10.08            3/1/2007         2/1/2037             1638.87              1638.87       3/1/2007               185500
951001701                       100           10.525            3/1/2007         2/1/2037              712.44               712.44       4/1/2007                80000
951001715                     54.17            6.075            3/1/2007         2/1/2037               785.7                785.7       3/1/2007               130000
951001734                        95             11.8            4/1/2007         3/1/2037              693.06               693.06       4/1/2007                68400
951001938                        80              9.9            4/1/2007         3/1/2037             1002.46              1002.46       3/1/2007               115200
951001970                        80             9.15            3/1/2007         2/1/2037              978.53               978.53       4/1/2007               120000
951001990                       100             9.55            3/1/2007         2/1/2037             1114.12              1114.12       3/1/2007               138790
951001999                       100             9.45            3/1/2007         2/1/2037             1130.23              1130.23       3/1/2007               135000
951002065                       100           10.075            3/1/2007         2/1/2037             1404.16              1404.16       4/1/2007               159000
951002072                       100           10.025            3/1/2007         2/1/2037             3077.09              3077.09       3/1/2007               349900
951002088                       100            10.33            4/1/2007         3/1/2037              1055.4               1055.4       3/1/2007               117000
951002097                     94.99            11.55            4/1/2007         3/1/2037              943.41               943.41       3/1/2007                94900
951002104                        90             9.15            4/1/2007         3/1/2037             3596.09              3596.09       3/1/2007               441000
951002287                       100             9.18            4/1/2007         3/1/2037              1634.4               1634.4       4/1/2007               199900
951002326                        95            9.675            4/1/2007         3/1/2037             1220.51              1220.51       4/1/2007               142975
951002365                       100           11.025            3/1/2007         2/1/2037             1767.55              1767.55       3/1/2007               190000
951002377                     53.13             8.75            4/1/2007         3/1/2037             3343.48              3343.48       4/1/2007               425000
951002384                        75               10            5/1/2007         4/1/2037              888.54               888.54       4/1/2007               101250
951002425                        80              7.8            4/1/2007         3/1/2037             2574.78              2574.78       3/1/2007               388000
951002432                        80             9.15            4/1/2007         3/1/2037             1435.17              1435.17       4/1/2007               176000
951002438                        85             6.95            4/1/2007         3/1/2037             1617.07              1617.07       3/1/2007               244290
951002493                        80             8.59            4/1/2007         3/1/2037             1988.98              1988.98       3/1/2007               268800
951002544                        95            8.425            5/1/2007         4/1/2037             1171.56              1171.56       4/1/2007               153425
951002545                        90             7.25            5/1/2007         4/1/2037             3683.75              3683.75       4/1/2007               540000
951002561                      62.5             11.9            4/1/2007         3/1/2037             1020.92              1020.92       3/1/2007               100000
951002603                        90            7.125            4/1/2007         3/1/2037             1018.66              1018.66       4/1/2007               151200
951002605                     63.78             8.65            4/1/2007         3/1/2037             4599.46              4599.46       3/1/2007               590000
951002611                        80            9.175            4/1/2007         3/1/2037              1085.3               1085.3       3/1/2007               132800
951002618                        80             9.15            5/1/2007         4/1/2037             3111.71              3111.71       4/1/2007               381600
951002692                       100             8.98            4/1/2007         3/1/2037              1413.6               1413.6       3/1/2007               176000
951002757                        95             8.28            4/1/2007         3/1/2037             1345.17              1345.17       3/1/2007               178552
951002777                        95            8.445            4/1/2007         3/1/2037             3743.95              3743.95       3/1/2007               532000
951002851                        80             8.75            4/1/2007         3/1/2037             3083.87              3083.87       4/1/2007               392000
951002888                     82.38             7.05            4/1/2007         3/1/2037             3242.55              3242.55       4/1/2007               535500
951002893                        80            8.775            4/1/2007         3/1/2037              939.88               939.88       4/1/2007               119200
951003036                        90              8.2            4/1/2007         3/1/2037             3318.11              3318.11       3/1/2007               467100
951003235                        80             9.05            5/1/2007         4/1/2037             1616.65              1616.65       4/1/2007               212000
951003244                        80            8.225            5/1/2007         4/1/2037             1251.68              1251.68       4/1/2007               167000
951003253                        80              7.9            5/1/2007         4/1/2037             2354.85              2354.85       4/1/2007               324000
951003841                     89.84            10.75            5/1/2007         4/1/2037             4578.73              4578.73       4/1/2007               490500
951003938                        85            7.975            5/1/2007         4/1/2037             5593.75              5593.75       4/1/2007               764150
951004259                        90              7.9            6/1/2007         5/1/2037             1936.21              1936.21       5/1/2007               266400
961073213                        80            8.825            1/1/2007        12/1/2036             2559.25              2559.25       3/1/2007               348000
961075903                        80            7.192            2/1/2007         1/1/2037             3131.38              3131.38       2/1/2007               492800
961076137                        80             9.59            4/1/2007         3/1/2037              830.14               830.14       3/1/2007               101600
961076138                       100            13.75            4/1/2007         3/1/2037              295.94               295.94       3/1/2007                25400
961076289                        65             8.75            4/1/2007         3/1/2037             8433.71              8433.71       3/1/2007              1121250
961076586                        80             8.95            3/1/2007         2/1/2037             3514.37              3514.37       4/1/2007               471200
961076984                        80             7.75            3/1/2007         2/1/2037              3301.9               3301.9       2/1/2007               488000
961076985                       100             12.5            3/1/2007         2/1/2037             1302.05              1302.05       2/1/2007               122000
961076986                        90             9.35            4/1/2007         3/1/2037             2694.63              2694.63       3/1/2007               337500
961076988                        65             8.35            5/1/2007         4/1/2037              1360.4               1360.4       4/1/2007               179400
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       2,492                  84.62            8.386                                                                                                    664,309,526.70
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       6,783                  82.02            8.477                                                                                                  1,500,918,575.10
==========================================================================================================================================================================

----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
   Loan Number   Scheduled 04/01/07 Balance      Loan Purpose      Original Rate      Documentation Program      Risk Grade    Appraisal Value    Review Appraisal     Sale Price
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045956                     345888.12     Cash Out Refinance            6.5     Full Documentation            AA+                   410000              410000              0
051069009                      37953.16     Cash Out Refinance           14.3     Full Documentation            AA+                   190000              190000              0
051069980                      28905.14     Rate/Term Refinance           9.1     Full Documentation            AA+                   145000              145000              0
051071504                      29173.09     Purchase                    14.05     Full Documentation            AA+                   146000              146000         146000
051071605                      30973.98     Purchase                    14.46     Full Documentation            AA+                   161000              161000         155000
051071664                      32706.99     Rate/Term Refinance          8.89     Full Documentation            AA                    164000              164000              0
051072920                      38965.27     Cash Out Refinance           13.3     Full Documentation            AA+                   195000              195000              0
051073502                     159874.03     Rate/Term Refinance         8.325     Stated Income Documentation   AA+                   190000              177500              0
051073704                     140579.31     Cash Out Refinance           9.25     Stated Income Documentation   AA                    227000              176000              0
051074012                     125563.54     Cash Out Refinance           8.37     Stated Income Documentation   AA+                   148000              148000              0
051074018                     137450.65     Cash Out Refinance         10.975     Stated Income Documentation   B                     172000              155000              0
051074087                     151659.45     Rate/Term Refinance           7.5     Stated Income Documentation   AA+                   190000              190000              0
051074128                      59962.83     Rate/Term Refinance          13.5     Full Documentation            AA+                   300000              291000              0
051074163                        117000     Rate/Term Refinance         8.875     Full Documentation            AA+                   140000              140000              0
051074178                      28976.87     Cash Out Refinance         12.375     Lite Documentation            AA+                   145000              145000              0
051074250                     263534.01     Cash Out Refinance           9.55     Stated Income Documentation   AA                    330000              315000              0
051074280                     179803.58     Cash Out Refinance          10.95     Stated Income Documentation   B                     225000              225000              0
051074425                     327778.63     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   410000              410000              0
051074444                      99906.32     Cash Out Refinance           9.75     Full Documentation            AA+                   272000              272000              0
051074492                      224748.5     Cash Out Refinance            7.1     Full Documentation            AA+                   340000              340000              0
051074640                     143831.25     Rate/Term Refinance         9.225     Full Documentation            AA                    144000              140000              0
051074688                      83979.78     Purchase                    10.95     Full Documentation            AA+                    84000               84000          84000
051074692                     143835.58     Purchase                    8.805     Full Documentation            AA+                   145000              145000         144000
061072797                      39368.75     Purchase                     14.7     Full Documentation            AA                    199000              199000         197000
061074681                       25938.9     Purchase                      8.7     Full Documentation            AA+                   130000              127000         130000
061074694                      25680.85     Purchase                     8.81     Full Documentation            AA+                   129000              129000         128700
061074703                      43725.78     Purchase                    8.874     Full Documentation            AA+                   219000              219000         219000
061074852                      62833.96     Cash Out Refinance           11.2     Full Documentation            AA+                    70000               70000              0
061074855                     166995.64     Rate/Term Refinance        10.425     Stated Income Documentation   B                     209000              209000              0
061075468                     153404.06     Cash Out Refinance         10.225     Business Bank Statements      AA                    192000              182000              0
061075640                     303737.01     Cash Out Refinance              8     Full Documentation            AA+                   362000              362000              0
061075654                      119640.5     Rate/Term Refinance          9.45     Full Documentation            AA+                   126000              126000              0
061075711                      29977.98     Rate/Term Refinance         12.75     Full Documentation            AA+                   150000              150000              0
061075811                     116953.22     Cash Out Refinance          9.235     Full Documentation            AA+                   117000              117000              0
061075875                     207677.38     Cash Out Refinance            9.3     Stated Income Documentation   AA                    245000              245000              0
061075959                      92644.05     Cash Out Refinance           10.9     Stated Income Documentation   AA+                   116000              116000              0
061075960                      32543.21     Rate/Term Refinance          8.74     Full Documentation            AA+                   163000              163000              0
061076098                       94522.6     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   250000              250000              0
061076141                      65723.38     Cash Out Refinance          10.65     Stated Income Documentation   AA+                    94000               80000              0
061076191                      149990.7     Rate/Term Refinance        10.925     Full Documentation            AA                    158000              158000              0
061076235                     179797.63     Cash Out Refinance           8.88     Full Documentation            AA+                   180000              180000              0
061076357                     122452.18     Cash Out Refinance           10.5     Full Documentation            AA+                   129000              129000              0
061076789                     245846.31     Rate/Term Refinance          8.35     Full Documentation            AA+                   280000              280000              0
061076812                         85975     Purchase                     12.1     Full Documentation            AA+                    93000               93000          90500
061076839                     154124.38     Cash Out Refinance          8.725     Stated Income Documentation   AA+                   195000              195000              0
061076916                     124879.12     Cash Out Refinance            9.6     Full Documentation            AA+                   125000              125000              0
061076948                     157240.54     Rate/Term Refinance          6.99     Full Documentation            AA+                   187000              187000              0
061077018                     147163.95     Cash Out Refinance          8.675     Full Documentation            AA+                   155000              155000              0
061077062                     118718.58     Cash Out Refinance          12.35     Full Documentation            AA                    125000              125000              0
061077101                     162501.64     Cash Out Refinance         11.825     Stated Income Documentation   C                     300000              300000              0
061077174                     134902.29     Rate/Term Refinance         7.625     Full Documentation            AA+                   150000              150000              0
061077235                      59594.91     Purchase                    11.98     Full Documentation            AA+                    61000               61000          59600
061077243                     287848.26     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   360000              360000              0
061077319                        100000     Cash Out Refinance          11.65     Full Documentation            A                     125000              125000              0
061077346                      33969.37     Rate/Term Refinance         11.65     Full Documentation            AA+                   170000              170000              0
061077360                     139933.91     Cash Out Refinance          8.675     Full Documentation            AA+                   157000              157000              0
061077429                      83986.65     Purchase                    12.23     Full Documentation            AA+                    87500               87500          84000
061077473                     140894.78     Purchase                   11.775     Business Bank Statements      AA                    149000              149000         148400
061077477                     203454.15     Rate/Term Refinance          8.82     Full Documentation            AA                    275000              275000              0
061077495                     125690.02     Cash Out Refinance         10.075     Full Documentation            AA                    148000              148000              0
061077519                      349402.8     Cash Out Refinance           6.95     Full Documentation            AA+                   389000              389000              0
061077565                      88968.95     Cash Out Refinance           11.1     Full Documentation            B                     100000              100000              0
061077568                     159843.62     Cash Out Refinance           9.55     Full Documentation            AA+                   160000              156000              0
061077612                     143424.09     Cash Out Refinance         11.825     Full Documentation            AA                    151000              151000              0
061077619                     168910.97     Cash Out Refinance            8.3     Full Documentation            AA+                   192000              175000              0
061077628                     125010.54     Cash Out Refinance          7.685     Stated Income Documentation   AA+                   139000              139000              0
061077631                     125010.54     Cash Out Refinance          7.685     Stated Income Documentation   AA+                   139000              139000              0
061077638                     199652.78     Cash Out Refinance           9.55     Stated Income Documentation   A                     235000              220000              0
061077639                      62982.57     Cash Out Refinance          12.15     Stated Income Documentation   AA+                    90000               70000              0
061077677                     237566.43     Cash Out Refinance            7.7     Full Documentation            AA+                   297000              297000              0
061077746                     280705.99     Cash Out Refinance          9.225     Full Documentation            AA+                   281000              281000              0
061077756                      95328.24     Purchase                   10.775     Full Documentation            AA+                    96000               96000          95400
061077769                      88981.46     Purchase                      8.1     Full Documentation            AA+                   112000              112000         111300
061077773                     214372.58     Cash Out Refinance          8.595     Full Documentation            C                     335000              335000              0
061077787                        223250     Cash Out Refinance          11.15     Stated Income Documentation   AA+                   235000              235000              0
061077818                     126423.31     Purchase                     9.17     Full Documentation            AA+                   128000              128000         126490
061077843                     215065.55     Cash Out Refinance           8.35     No Documentation              AA+                   289000              269000              0
061077871                     198658.15     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   234000              234000              0
061077872                      64294.22     Purchase                   11.825     Full Documentation            AA+                    64500               64500          64300
061077873                      99940.79     Cash Out Refinance           8.45     Full Documentation            AA+                   163000              163000              0
061077878                     148420.14     Purchase                    9.075     Stated Income Documentation   AA+                   168000              161000         165000
061077895                     112759.34     Rate/Term Refinance         10.95     Full Documentation            C                     141000              141000              0
061077909                      69397.32     Purchase                     11.4     Full Documentation            AA+                    79000               79000          78000
061077911                      57739.79     Purchase                     12.3     Full Documentation            AA+                    65000               65000          60795
061077917                     143953.21     Rate/Term Refinance        11.425     Full Documentation            A                     160000              160000              0
061077925                     115929.73     Rate/Term Refinance           8.5     Full Documentation            AA+                   137000              137000              0
061077939                      64579.13     Cash Out Refinance          11.45     Full Documentation            AA+                    68000               68000              0
061078027                     129941.75     Cash Out Refinance           9.94     Stated Income Documentation   AA+                   130000              130000              0
061078041                     111944.33     Cash Out Refinance           9.45     Full Documentation            AA+                   140000              140000              0
061078042                      99925.79     Cash Out Refinance            7.5     Full Documentation            AA+                   130000              130000              0
061078095                     130092.11     Rate/Term Refinance         9.975     Full Documentation            AA                    137000              137000              0
061078097                      186554.5     Rate/Term Refinance          8.19     Full Documentation            AA                    196500              196500              0
061078100                     106844.47     Cash Out Refinance           7.62     Stated Income Documentation   AA+                   160000              160000              0
061078119                      94468.78     Purchase                    11.35     Stated Income Documentation   AA+                   105000              105000         105000
061078129                      59979.74     Cash Out Refinance          11.25     Business Bank Statements      AA+                    76000               76000              0
061078198                      50384.33     Cash Out Refinance         11.625     Business Bank Statements      AA+                    63000               63000              0
061078199                      50336.22     Cash Out Refinance           12.2     Business Bank Statements      AA+                    77000               53000              0
061078203                       62380.6     Cash Out Refinance         11.625     Business Bank Statements      AA+                    78000               75000              0
061078205                      66479.89     Rate/Term Refinance         11.75     Full Documentation            AA+                    78000               78000          74000
061078228                     180003.92     Rate/Term Refinance          12.5     Full Documentation            CC                    277000              277000              0
061078233                     267782.48     Cash Out Refinance           7.05     Full Documentation            AA+                   335000              335000              0
061078262                      71229.15     Purchase                     11.9     Full Documentation            AA+                    80000               80000          75000
061078276                      76976.45     Rate/Term Refinance          11.7     Full Documentation            AA+                    77000               77000              0
061078302                     112924.61     Purchase                   12.275     Full Documentation            AA                    120000              120000         118900
061078305                     153298.62     Rate/Term Refinance         8.075     Full Documentation            AA+                   185000              185000              0
061078309                     132935.61     Purchase                    9.575     Full Documentation            AA+                   140000              140000         140000
061078336                      54129.83     Cash Out Refinance           10.8     Full Documentation            AA+                    57000               57000              0
061078353                      65840.52     Purchase                    11.85     Full Documentation            AA+                    75000               75000          74000
061078369                      88469.95     Purchase                   11.225     Full Documentation            AA+                    89500               89500          88500
061078381                        342000     Cash Out Refinance            7.2     Stated Income Documentation   AA+                   370000              370000              0
061078418                     127431.28     Cash Out Refinance          9.285     Full Documentation            B                     150000              150000              0
061078423                      94984.35     Rate/Term Refinance         9.865     Full Documentation            AA+                   100000               95000              0
061078454                     170885.84     Purchase                    8.025     Full Documentation            AA+                   191000              191000         190000
061078485                         92220     Purchase                   10.125     Full Documentation            AA+                    95000               95000          92220
061078535                     116073.92     Cash Out Refinance          10.05     Full Documentation            AA                    130000              130000              0
061078554                      55234.02     Purchase                    11.95     Stated Income Documentation   AA+                    65000               59000          65000
061078598                        404000     Cash Out Refinance           7.95     Full Documentation            AA+                   505000              505000              0
061078610                      115982.5     Purchase                    7.525     Full Documentation            AA+                   145000              145000         145000
061078792                        121800     Cash Out Refinance           11.1     Full Documentation            A                     174000              160000              0
061078816                     112942.87     Rate/Term Refinance          9.37     Full Documentation            AA+                   113000              113000              0
061078828                      145769.2     Purchase                   10.675     Full Documentation            AA+                   154000              146000         153500
061078830                         68400     Purchase                     12.2     Full Documentation            A                      76000               76000          76000
061078866                     129931.07     Rate/Term Refinance         8.925     Full Documentation            AA+                   148000              148000              0
061078938                        124186     Cash Out Refinance          10.15     Full Documentation            A                     138000              138000              0
061078986                     191658.63     Cash Out Refinance           9.65     Full Documentation            B                     295000              295000              0
061078996                      55244.78     Purchase                     8.75     Full Documentation            AA+                    85000               85000          85000
061079011                     105551.25     Cash Out Refinance            9.8     Full Documentation            C                     132000              132000              0
061079022                        150989     Purchase                   10.425     Full Documentation            AA+                   161000              161000         159000
061079044                        207000     Rate/Term Refinance          8.05     Full Documentation            AA+                   276000              276000              0
061079047                         75000     Cash Out Refinance            8.8     Full Documentation            AA+                   133000              133000              0
061079050                      79170.18     Purchase                    10.75     Full Documentation            AA+                   102000               88000          88000
061079074                     151919.61     Cash Out Refinance          9.155     Business Bank Statements      AA+                   160000              160000              0
061079077                     129124.51     Cash Out Refinance          8.675     Full Documentation            AA+                   168000              168000              0
061079134                        132000     Rate/Term Refinance         9.675     Full Documentation            AA+                   140000              140000              0
061079181                      59178.66     Cash Out Refinance          10.95     Stated Income Documentation   AA+                    74000               71000              0
061079197                      376996.1     Cash Out Refinance           9.05     Stated Income Documentation   A                     471500              471500              0
061079222                        190000     Purchase                   10.825     Business Bank Statements      AA+                   265000              200000         200000
061079224                       55083.9     Purchase                   11.903     Full Documentation            AA+                    58000               58000          58000
061079250                      98050.44     Cash Out Refinance          10.55     Full Documentation            AA+                   109000              109000              0
061079309                      68014.99     Purchase                    12.45     Full Documentation            AA+                    72000               68500          71600
061079312                     185156.95     Cash Out Refinance            9.4     Full Documentation            AA+                   195000              195000              0
061079372                      73576.74     Cash Out Refinance          11.55     Full Documentation            A                      92000               78000              0
061079390                      116962.2     Cash Out Refinance          11.45     Business Bank Statements      AA+                   130000              130000              0
061079422                     195920.07     Purchase                    10.38     Full Documentation            AA+                   197000              197000         196000
061079433                        102500     Cash Out Refinance             12     Full Documentation            CC                    205000              205000              0
061079475                     274805.52     Cash Out Refinance           7.74     Full Documentation            AA+                   275000              275000              0
061079486                     121543.27     Rate/Term Refinance          9.75     Full Documentation            AA                    128000              128000              0
061079586                      99968.33     Purchase                    11.54     Full Documentation            B                     154000              154000         152000
061079622                      104795.2     Purchase                   10.337     Full Documentation            AA+                   117000              117000         116500
061079648                     127852.63     Purchase                    9.175     Full Documentation            AA+                   160000              160000         159900
061079656                        100750     Rate/Term Refinance         11.95     Full Documentation            CC                    155000              155000              0
061079657                     237376.88     Cash Out Refinance           9.25     Full Documentation            AA+                   250000              238000              0
061079705                        114950     Purchase                     9.55     Full Documentation            AA+                   126000              126000         121000
061079804                     125381.77     Purchase                   10.275     Full Documentation            AA+                   133000              133000         132000
061079867                        234000     Rate/Term Refinance         10.75     Full Documentation            CC                    360000              360000              0
061079913                      75892.03     Cash Out Refinance          10.85     Stated Income Documentation   A                      94900               94900              0
061080016                        108000     Purchase                    9.175     Full Documentation            AA+                   135000              135000         135000
061080065                        390000     Cash Out Refinance            9.5     Full Documentation            C                     520000              520000              0
061080067                         54000     Cash Out Refinance          12.25     Full Documentation            B                      60000               60000              0
061080118                      94464.81     Purchase                     10.8     Stated Income Documentation   AA+                   105000              100000         105000
061080128                        165300     Cash Out Refinance           9.45     Full Documentation            AA+                   174000              174000              0
061080130                      89943.19     Purchase                      8.3     Full Documentation            AA+                   120000              120000         112500
061080163                        120650     Purchase                    10.05     Full Documentation            AA+                   127000              127000         127000
061080184                        114000     Cash Out Refinance           9.55     Full Documentation            AA+                   120000              120000              0
061080196                        194845     Rate/Term Refinance          9.45     Full Documentation            A                     205100              205100              0
061080274                         65600     Cash Out Refinance           9.95     Full Documentation            AA+                    82000               82000              0
061080278                         81600     Cash Out Refinance          11.25     Stated Income Documentation   AA+                   102000              102000              0
061080517                        141000     Cash Out Refinance         10.225     Stated Income Documentation   AA+                   188000              188000              0
061080524                        147000     Cash Out Refinance          9.275     Full Documentation            C                     204000              204000              0
061080538                         55385     Purchase                    12.15     Full Documentation            AA+                    60000               60000          58300
061080699                        116000     Purchase                    11.95     Full Documentation            B                     148000              148000         145000
061080746                     149834.25     Purchase                    9.475     Full Documentation            AA+                   220000              166501         166501
061080929                        160200     Cash Out Refinance          8.525     Stated Income Documentation   AA+                   180000              180000              0
061081006                         99000     Cash Out Refinance          11.55     Stated Income Documentation   AA+                   110000              110000              0
061081039                        283500     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   315000              315000              0
061081610                         71992     Purchase                     12.2     Full Documentation            AA+                    80000               80000          80000
061081835                         79200     Purchase                    10.05     Full Documentation            AA+                    92500               88000          88000
101061168                      41885.92     Purchase                     9.99     Full Documentation            AA+                   213000              213000         210000
101061249                      28688.92     Purchase                     9.99     Full Documentation            AA+                   144000              144000         143900
101061729                      31833.35     Purchase                     9.99     Full Documentation            AA+                   175000              175000         159600
101062227                      33907.67     Purchase                     9.99     Full Documentation            AA+                   170000              166900         170000
101062304                       33887.7     Purchase                     9.99     Full Documentation            AA+                   173000              173000         169900
101062348                      28921.25     Purchase                     9.99     Full Documentation            AA+                   145000              145000         146000
101062511                      27291.93     Purchase                     9.99     Full Documentation            AA+                   137000              137000         136900
101062714                      28322.88     Purchase                     9.99     Full Documentation            AA+                   145000              145000         142000
101062734                      31564.02     Purchase                     9.99     Business Bank Statements      AA+                   160000              160000         158250
101062910                      25340.38     Purchase                     9.99     Full Documentation            AA+                   132500              132500         127000
101063120                      25409.78     Purchase                     9.99     Full Documentation            AA+                   130000              130000         127399
101063148                       29898.6     Purchase                     9.99     Full Documentation            AA+                   150000              149900         149900
101063657                     165463.42     Cash Out Refinance           8.25     Full Documentation            AA+                   220000              220000              0
101063909                      25534.08     Purchase                     9.99     Full Documentation            AA+                   129000              129000         127900
101064679                      24955.11     Purchase                     9.99     Full Documentation            AA+                   125000              125000         125000
101064700                      31109.06     Purchase                     9.99     Full Documentation            AA+                   157000              157000         155823
101064818                      99898.87     Rate/Term Refinance          11.3     Full Documentation            A                     125000              125000              0
101064925                     295803.25     Rate/Term Refinance          8.58     Full Documentation            B                     315000              315000              0
101065353                      34702.98     Purchase                     9.99     Full Documentation            AA+                   190000              190000         174000
101065382                      33464.41     Purchase                     9.99     Full Documentation            AA+                   175000              175000         167700
101065421                      25041.36     Purchase                     9.94     Full Documentation            AA+                   126900              126000         126000
101065751                     401763.28     Cash Out Refinance            8.5     Full Documentation            AA+                   600000              600000              0
101065907                      38490.75     Purchase                     9.99     Full Documentation            AA+                   192800              192800         192800
101065909                      26152.96     Purchase                     9.99     Full Documentation            AA+                   137000              137000         131000
101066081                     127593.91     Cash Out Refinance          7.975     Full Documentation            AA+                   160000              160000              0
101066221                     132801.15     Rate/Term Refinance         9.475     Full Documentation            AA+                   142000              142000              0
101066361                      99844.06     Cash Out Refinance          10.65     Stated Income Documentation   AA                    125000              125000              0
101066474                      26951.55     Purchase                     9.99     Full Documentation            AA+                   135000              135000         135000
101066479                     123243.96     Rate/Term Refinance         11.85     Full Documentation            AA                    130000              130000              0
101066529                      54926.24     Purchase                     9.99     Full Documentation            AA+                   277500              277500         275000
101066732                      25454.22     Purchase                     9.99     Full Documentation            AA+                   127500              127500         127500
101066956                      31258.02     Purchase                     9.99     Full Documentation            AA+                   156500              156500         156500
101066994                     281130.25     Cash Out Refinance           8.95     Full Documentation            B                     352000              352000              0
101067061                     117800.25     Rate/Term Refinance          9.05     Full Documentation            AA+                   125000              125000              0
101067115                     130994.79     Rate/Term Refinance        10.475     Full Documentation            AA                    138000              138000              0
101067118                     118287.87     Cash Out Refinance           11.6     Full Documentation            C                     148000              148000              0
101067271                      39946.36     Purchase                     9.99     Full Documentation            AA+                   200000              200000         200000
101067414                     112049.07     Rate/Term Refinance         9.875     Full Documentation            AA                    118000              118000              0
101067416                      26153.29     Purchase                     9.99     Full Documentation            AA+                   131000              131000         131000
101067443                      27712.79     Purchase                     9.99     Full Documentation            AA+                   145000              145000         138822
101067454                     134716.61     Rate/Term Refinance         7.825     Full Documentation            AA+                   150000              150000              0
101067504                     166126.29     Rate/Term Refinance        10.825     Full Documentation            AA                    175000              175000              0
101067553                     134637.02     Rate/Term Refinance           6.4     Full Documentation            AA+                   205000              205000              0
101067579                      27444.16     Purchase                     9.99     Full Documentation            AA+                   137500              137500         137405
101067592                      29959.77     Purchase                     9.99     Full Documentation            AA+                   162000              162000         150000
101067643                      36967.06     Purchase                     9.99     Full Documentation            AA+                   185000              185000         185000
101067657                     117457.69     Rate/Term Refinance         9.585     Full Documentation            AA                    118000              118000              0
101067659                     191761.71     Cash Out Refinance            8.4     Full Documentation            AA+                   240000              240000              0
101067689                         64800     Purchase                    10.95     Stated Income Documentation   AA+                    72000               72000          72000
101067698                         77400     Purchase                    10.25     Stated Income Documentation   AA+                    86000               86000          86000
101067699                         77400     Purchase                    10.25     Stated Income Documentation   AA+                    86000               86000          86000
101067734                     303613.33     Cash Out Refinance           8.28     Full Documentation            AA                    320000              320000              0
101067789                      29373.83     Purchase                     9.99     Full Documentation            AA+                   149000              149000         147000
101067957                      74970.86     Cash Out Refinance          10.15     Stated Income Documentation   AA+                   115000              115000              0
101067999                      195416.1     Rate/Term Refinance          9.58     Full Documentation            AA+                   200000              200000              0
101068113                     115868.78     Cash Out Refinance           8.85     Full Documentation            AA                    145000              145000              0
101068120                     311491.29     Rate/Term Refinance          11.1     Full Documentation            AA                    328000              315000              0
101068132                       28170.9     Purchase                     9.99     Full Documentation            AA+                   146000              146000         140980
101068152                        189896     Rate/Term Refinance          8.99     Full Documentation            AA+                   200000              200000              0
101068198                      170844.8     Rate/Term Refinance           9.9     Full Documentation            AA+                   180000              180000              0
101068211                     299530.39     Rate/Term Refinance          8.68     Full Documentation            AA+                   300000              300000              0
101068227                     127903.18     Rate/Term Refinance         10.75     Full Documentation            AA+                   128000              128000              0
101068238                      141892.6     Rate/Term Refinance         10.75     Full Documentation            A                     142000              142000              0
101068353                     131896.33     Cash Out Refinance         10.575     Stated Income Documentation   A                     165000              165000              0
101068373                       58359.5     Cash Out Refinance          11.15     Stated Income Documentation   AA+                    73000               73000              0
101068392                     219788.36     Cash Out Refinance          9.625     Full Documentation            AA+                   220000              220000              0
101068395                      26756.14     Purchase                     9.99     Business Bank Statements      AA+                   140000              140000         133900
101068398                      90754.49     Cash Out Refinance           8.77     Full Documentation            B                     130000              130000              0
101068401                      70521.44     Cash Out Refinance            9.5     Full Documentation            B                     101000              101000              0
101068403                      67728.51     Cash Out Refinance            9.5     Full Documentation            B                      97000               97000              0
101068406                     139923.13     Cash Out Refinance          8.975     Full Documentation            AA                    176000              176000              0
101068415                     277713.34     Rate/Term Refinance           9.5     Full Documentation            AA+                   365000              300000              0
101068442                     104811.65     Purchase                    10.25     Full Documentation            AA+                   106000              106000         104900
101068451                     138784.87     Purchase                   10.325     Full Documentation            AA+                   140000              140000         138900
101068469                     186382.29     Rate/Term Refinance           8.3     Full Documentation            AA+                   212500              212500              0
101068506                      226775.8     Rate/Term Refinance           9.5     Full Documentation            AA                    227000              227000              0
101068530                     104932.37     Purchase                     11.5     Full Documentation            AA+                   108000              108000         106000
101068573                      79966.44     Cash Out Refinance          10.25     Full Documentation            B                     100000              100000              0
101068631                      91962.45     Purchase                   10.375     Full Documentation            AA+                   116000              116000         115000
101068647                     219402.72     Purchase                     8.23     Full Documentation            AA+                   220000              220000         219685
101068659                       54578.3     Cash Out Refinance           10.5     Full Documentation            AA+                    78000               78000              0
101068668                     187446.23     Cash Out Refinance          11.99     Stated Income Documentation   C                     250000              250000              0
101068684                     110167.76     Purchase                     11.9     Full Documentation            AA                    116000              116000         116000
101068691                         95000     Rate/Term Refinance          9.95     Business Bank Statements      AA+                   113000              113000              0
101068694                      99930.13     Cash Out Refinance            7.8     Full Documentation            AA+                   126000              126000              0
101068695                     104261.58     Rate/Term Refinance         10.85     Business Bank Statements      A                     131000              131000              0
101068721                      93990.14     Cash Out Refinance          11.33     Full Documentation            AA+                    94000               94000              0
101068779                     111874.61     Cash Out Refinance            8.9     Full Documentation            AA+                   140000              140000              0
101068789                     107132.34     Cash Out Refinance            8.3     Full Documentation            AA+                   134000              134000              0
101068825                     287812.57     Cash Out Refinance           8.15     Full Documentation            AA+                   345000              345000              0
101068848                      35668.21     Purchase                     9.99     Full Documentation            AA+                   180000              180000         178500
101068867                     150331.67     Cash Out Refinance          9.875     Full Documentation            AA+                   188000              188000              0
101068869                      91155.61     Cash Out Refinance           9.55     Stated Income Documentation   AA+                   114000              114000              0
101068885                      139340.6     Cash Out Refinance         10.175     Business Bank Statements      AA+                   164000              164000              0
101068942                     100821.64     Purchase                    10.95     Full Documentation            AA+                   109000              109000         106167
101068952                      88939.06     Cash Out Refinance            7.9     Full Documentation            AA+                   111300              111300              0
101068964                        143921     Purchase                     9.05     Full Documentation            AA+                   189000              189000         180000
101068975                      99954.08     Purchase                    9.825     Full Documentation            AA+                   133000              133000         125000
101069032                     109761.66     Purchase                      9.3     Stated Income Documentation   AA                    139000              139000         137273
101069034                     288637.25     Cash Out Refinance           8.85     Stated Income Documentation   AA                    361000              361000              0
101069059                     155754.42     Purchase                     11.9     Full Documentation            AA                    165000              165000         164000
101069095                     364810.77     Purchase                     9.25     Full Documentation            AA+                   375000              375000         365000
101069125                      147176.8     Cash Out Refinance           9.45     Full Documentation            AA+                   155000              155000              0
101069176                         88000     Cash Out Refinance           9.75     Full Documentation            AA+                   110000              110000              0
101069178                     178965.15     Purchase                   10.425     Full Documentation            AA+                   185000              185000         178990
101069190                     123454.25     Purchase                   10.825     Full Documentation            AA+                   133000              133000         130000
101069192                      90183.03     Purchase                    10.75     Full Documentation            AA+                   127000              127000         112771
101069212                     236080.55     Cash Out Refinance           7.67     Full Documentation            C                     315000              315000              0
101069213                     125528.11     Cash Out Refinance          8.775     Full Documentation            AA                    157000              157000              0
101069246                     103951.98     Cash Out Refinance            9.8     Stated Income Documentation   AA+                   130000              130000              0
101069259                        107200     Cash Out Refinance            8.8     Full Documentation            AA                    134000              134000              0
101069306                     126964.06     Cash Out Refinance          12.05     Stated Income Documentation   B                     160000              160000              0
101069360                     235861.39     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   295000              295000              0
101069376                     119951.06     Cash Out Refinance          10.38     Full Documentation            AA+                   120000              120000              0
101069378                     105406.25     Purchase                     10.3     Full Documentation            AA+                   111500              111500         111000
101069393                      66579.18     Purchase                     11.6     Full Documentation            AA+                    74000               74000          74000
101069468                     381500.47     Rate/Term Refinance           6.9     Full Documentation            AA+                   449000              449000              0
101069474                      94962.25     Rate/Term Refinance          10.5     Full Documentation            AA                    260000              260000              0
101069497                      81577.17     Cash Out Refinance           12.1     Stated Income Documentation   AA+                   100000               90000              0
101069522                      116448.7     Cash Out Refinance           10.5     Stated Income Documentation   B                     223000              223000              0
101069543                        140000     Cash Out Refinance          9.225     Full Documentation            AA                    148000              148000              0
101069564                        128000     Rate/Term Refinance          8.55     Full Documentation            AA+                   160000              160000              0
101069565                     137953.41     Cash Out Refinance          11.25     Full Documentation            B                     184000              184000              0
101069578                     118400.51     Rate/Term Refinance             8     Full Documentation            AA                    129000              129000              0
101069598                     147906.59     Purchase                      8.3     Full Documentation            AA+                   190000              185000         185000
101069603                     113006.98     Purchase                     10.7     Full Documentation            AA+                   122000              122000         119000
101069615                     122364.19     Cash Out Refinance           11.9     Full Documentation            C                     136000              136000              0
101069622                      80476.83     Rate/Term Refinance         11.25     Full Documentation            AA+                    85000               85000              0
101069641                        119900     Purchase                     10.9     Full Documentation            AA+                   126000              126000         119900
101069645                     213020.64     Rate/Term Refinance          10.8     Full Documentation            B                     260000              260000              0
101069661                      76463.16     Cash Out Refinance            9.6     Full Documentation            AA+                    90000               90000              0
101069666                     163324.17     Cash Out Refinance          9.775     Full Documentation            AA+                   172000              172000              0
101069681                      156720.4     Purchase                     9.35     Full Documentation            AA+                   263000              263000         196000
101069706                     113859.38     Rate/Term Refinance            11     Full Documentation            B                     134000              134000              0
101069717                     131004.16     Rate/Term Refinance         7.575     Full Documentation            AA+                   140000              140000              0
101069744                     114715.68     Cash Out Refinance           11.8     Full Documentation            B                     135000              135000              0
101069815                     100738.93     Cash Out Refinance            8.5     Full Documentation            AA+                   126000              126000              0
101069818                        100000     Rate/Term Refinance          9.65     Full Documentation            AA+                   125000              125000              0
101069832                        178900     Rate/Term Refinance          8.43     Full Documentation            AA+                   190000              190000              0
101069845                        201400     Purchase                     9.93     Business Bank Statements      AA+                   212000              212000         220000
101069852                     190815.37     Rate/Term Refinance          9.99     Full Documentation            AA+                   210000              210000              0
101069870                        124150     Rate/Term Refinance          11.5     Full Documentation            CC                    191000              191000              0
101069899                         96000     Cash Out Refinance           9.35     Full Documentation            AA+                   120000              120000              0
101069901                         60000     Purchase                     10.8     Full Documentation            AA+                    75000               75000          75000
101069944                     140530.84     Rate/Term Refinance           9.5     Full Documentation            AA+                   148000              148000              0
101069948                        152800     Rate/Term Refinance         8.975     Full Documentation            AA+                   173000              173000              0
101070024                        147350     Rate/Term Refinance          6.75     Full Documentation            AA+                   180000              180000              0
101070030                        213750     Rate/Term Refinance           7.8     Full Documentation            AA                    225000              225000              0
101070038                     159916.62     Cash Out Refinance          9.225     Business Bank Statements      B                     200000              200000              0
101070041                        164000     Purchase                     9.05     Full Documentation            AA+                   205000              205000         205000
101070077                     182246.91     Rate/Term Refinance          6.88     Full Documentation            AA+                   228000              228000              0
101070083                        137600     Cash Out Refinance          7.675     Full Documentation            AA+                   172000              172000              0
101070116                      79967.17     Purchase                    10.35     Full Documentation            AA+                   100000              100000         100000
101070123                       95960.6     Purchase                    10.35     Full Documentation            AA+                   120800              120800         120000
101070136                     136170.42     Purchase                     8.99     Stated Income Documentation   AA+                   148000              148000         146500
101070148                        126350     Purchase                      8.9     Full Documentation            AA+                   135000              135000         133000
101070157                         89550     Cash Out Refinance           9.85     Stated Income Documentation   AA+                    99500               99500              0
101070178                         65600     Purchase                     11.8     Stated Income Documentation   AA+                    83000               83000          82000
101070197                        107350     Purchase                     9.05     Full Documentation            AA+                   114000              114000         113000
101070203                        117800     Purchase                     9.05     Full Documentation            AA+                   125000              125000         124000
101070213                     135595.01     Purchase                    9.625     Full Documentation            AA                    143000              143000         142800
101070238                        102000     Purchase                    10.59     Full Documentation            AA+                   102000              102000         102000
101070245                        107500     Rate/Term Refinance         12.05     Full Documentation            A                     122000              122000              0
101070295                        166500     Purchase                    9.275     Full Documentation            AA+                   194000              194000         185000
101070350                         63200     Cash Out Refinance          10.15     Full Documentation            AA+                    79000               79000              0
101070421                         87510     Rate/Term Refinance         10.05     Full Documentation            B                     116000              116000              0
101070432                        109250     Purchase                     7.45     Full Documentation            AA+                   115000              115000         115000
101070655                         67500     Purchase                     12.1     Full Documentation            AA+                    75000               75000          75000
101070776                        126000     Rate/Term Refinance         7.875     Full Documentation            AA+                   140000              140000              0
101070985                        104769     Purchase                   10.625     Full Documentation            AA+                   116500              116500         116410
101071109                      87937.27     Cash Out Refinance            7.7     Full Documentation            AA+                   130000              130000              0
101071147                        112500     Purchase                     8.85     Full Documentation            AA+                   127000              125000         125000
111002711                     570909.38     Purchase                      8.3     Stated Income Documentation   AA+                   725000              725000         715000
111002751                     354629.17     Cash Out Refinance            7.2     Full Documentation            AA                    425000              425000              0
111002791                     297172.09     Cash Out Refinance           7.15     Full Documentation            A                     350000              350000              0
111002809                      215788.9     Cash Out Refinance           9.55     Stated Income Documentation   A                     270000              270000              0
111002822                     598890.97     Cash Out Refinance            6.4     Stated Income Documentation   AA                    905000              905000              0
111002825                        308000     Purchase                      9.8     Full Documentation            AA+                   308000              308000         308000
111002850                     484482.39     Cash Out Refinance              7     Stated Income Documentation   AA+                   606300              606300              0
111002855                      341337.9     Cash Out Refinance          8.225     Stated Income Documentation   AA+                   380000              380000              0
111002882                     368714.05     Cash Out Refinance           6.95     Full Documentation            AA                    410000              410000              0
111002904                        453600     Purchase                    6.825     Full Documentation            AA+                   511000              511000         504000
111002912                     499744.13     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   870000              870000              0
111002947                     546541.87     Cash Out Refinance            6.9     Full Documentation            AA+                   685000              685000              0
111002952                     259743.51     Cash Out Refinance          6.075     Business Bank Statements      AA+                   325000              325000              0
111002975                     387330.31     Cash Out Refinance            6.5     Full Documentation            AA+                   670000              670000              0
111002986                        485014     Cash Out Refinance           5.95     Stated Income Documentation   AA+                   555000              555000              0
111003011                     449899.76     Cash Out Refinance          5.625     Stated Income Documentation   AA+                   600000              600000              0
111003044                     249917.42     Cash Out Refinance          11.35     Full Documentation            CC                    550000              550000              0
111003047                      159977.4     Purchase                      7.7     Stated Income Documentation   AA+                   214000              214000         200000
111003052                        261000     Cash Out Refinance           6.45     Stated Income Documentation   AA+                   290000              290000              0
111003056                     374909.84     Cash Out Refinance            8.6     Stated Income Documentation   A                     900000              900000              0
111003066                     369946.48     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   425000              425000              0
111003071                        200000     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   425000              425000              0
111003074                     522341.02     Rate/Term Refinance           7.8     Full Documentation            B                     550000              550000              0
111003102                     369658.96     Rate/Term Refinance           6.4     Full Documentation            AA+                   534000              534000              0
111003212                        315000     Purchase                      6.2     Full Documentation            AA+                   350000              350000         350000
111003251                        325800     Cash Out Refinance           7.55     Full Documentation            AA+                   362000              362000              0
111003273                        320024     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   545000              545000              0
111003304                        414000     Cash Out Refinance            6.4     Full Documentation            AA+                   460000              460000              0
121048492                     100515.56     Cash Out Refinance           11.2     Full Documentation            AA+                   112000              112000              0
121048709                      57460.37     Cash Out Refinance           12.4     Stated Income Documentation   A                      72000               72000              0
121049293                      37523.65     Cash Out Refinance           12.8     Full Documentation            AA+                   188000              188000              0
121049992                      37319.39     Purchase                     10.2     Full Documentation            AA+                   195000              195000         187000
121050125                      33722.38     Purchase                      9.9     Full Documentation            AA+                   170000              170000         169000
121050414                      43903.09     Rate/Term Refinance          10.1     Full Documentation            AA+                   220000              220000              0
121050447                      35922.39     Cash Out Refinance           10.2     Full Documentation            AA                    180000              180000              0
121050450                      48213.44     Purchase                       10     Full Documentation            AA+                   250000              250000         241500
121050794                      46635.44     Cash Out Refinance          10.23     Full Documentation            AA+                   234000              234000              0
121050923                      27940.54     Purchase                    10.05     Full Documentation            AA+                   145000              145000         140000
121051024                      26783.92     Purchase                       10     Full Documentation            AA+                   142000              142000         134160
121051044                      35967.33     Cash Out Refinance            9.9     Stated Income Documentation   AA+                   210500              180000              0
121051102                     136575.11     Cash Out Refinance          9.175     Full Documentation            AA                    165000              152000              0
121051385                      26514.45     Cash Out Refinance             10     Stated Income Documentation   AA+                   177000              177000              0
121051435                     170076.77     Cash Out Refinance          8.325     Stated Income Documentation   AA                    213000              213000              0
121051713                     119771.21     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   150000              150000              0
121051752                     279899.17     Rate/Term Refinance           7.2     Full Documentation            AA+                   350000              320000              0
121051790                      25945.24     Purchase                       10     Full Documentation            AA+                   130000              130000         129900
121051799                     140008.86     Rate/Term Refinance        10.325     Full Documentation            AA                    147500              141000              0
121051863                     389817.19     Cash Out Refinance          8.699     Stated Income Documentation   A                     526000              526000              0
121051876                      214521.1     Rate/Term Refinance          10.3     Full Documentation            AA                    226000              226000              0
121051899                     165929.33     Cash Out Refinance          9.025     Stated Income Documentation   AA+                   228000              228000              0
121051928                     219476.25     Cash Out Refinance           8.85     Full Documentation            A                     244000              233000              0
121051980                       71987.4     Purchase                   11.925     Full Documentation            AA+                    73000               73000          72000
121052000                     359500.35     Cash Out Refinance           7.85     Stated Income Documentation   AA+                   501000              400000              0
121052023                     123384.29     Cash Out Refinance           9.75     Full Documentation            AA+                   130000              130000              0
121052027                     173622.77     Cash Out Refinance          8.425     Full Documentation            AA+                   183000              183000              0
121052033                     351601.82     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   440000              400000              0
121052059                     304803.52     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   390000              390000              0
121052075                     148466.09     Cash Out Refinance          8.775     Stated Income Documentation   B                     198000              198000              0
121052101                     202828.92     Cash Out Refinance           9.25     Full Documentation            AA                    203000              203000              0
121052107                     113859.24     Purchase                    10.45     Full Documentation            AA+                   121000              121000         119900
121052133                     233444.71     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   275000              250000              0
121052147                     109974.42     Cash Out Refinance            8.7     Full Documentation            A                     147000              147000              0
121052149                     180420.67     Cash Out Refinance           8.85     Stated Income Documentation   AA                    212500              212500              0
121052154                     257895.12     Rate/Term Refinance          9.18     Full Documentation            AA+                   258000              258000              0
121052175                     318254.35     Cash Out Refinance           8.65     Stated Income Documentation   A                     430000              430000              0
121052186                     231858.01     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   290000              265000              0
121052194                     207997.09     Cash Out Refinance              9     Stated Income Documentation   AA+                   245000              235000              0
121052227                     142302.67     Cash Out Refinance          8.425     Stated Income Documentation   AA                    167500              167500              0
121052228                        223200     Cash Out Refinance           8.99     Full Documentation            A                     248000              240000              0
121052230                     105896.31     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   138000              138000              0
121052233                     229657.16     Cash Out Refinance            7.5     Full Documentation            AA                    300000              300000              0
121052246                     236496.96     Rate/Term Refinance          8.25     Stated Income Documentation   AA+                   296000              296000              0
121052247                     211728.12     Cash Out Refinance           8.75     Full Documentation            AA+                   223000              223000              0
121052251                        136500     Rate/Term Refinance         9.275     Full Documentation            AA+                   150000              150000              0
121052262                     185070.85     Cash Out Refinance            9.6     Full Documentation            AA+                   195000              195000              0
121052361                     134948.24     Cash Out Refinance          9.375     Full Documentation            AA                    150000              145000              0
121052369                     214919.06     Purchase                    10.75     Full Documentation            AA+                   226000              226000         215000
121052371                      58979.37     Purchase                    11.09     Full Documentation            AA+                    60800               59000          59000
121052393                        188000     Purchase                    9.225     Full Documentation            AA+                   192000              192000         188000
121052420                     134332.14     Cash Out Refinance         10.025     Full Documentation            B                     168000              168000              0
121052441                     159979.83     Cash Out Refinance              8     Full Documentation            AA+                   200000              200000              0
121052446                      39981.96     Rate/Term Refinance          9.91     Full Documentation            AA+                   200000              200000              0
121052453                     103970.57     Cash Out Refinance          12.05     Full Documentation            B                     130000              130000              0
121052470                     237784.85     Cash Out Refinance            6.5     Full Documentation            AA                    285000              285000              0
121052485                     318406.99     Cash Out Refinance            8.5     Stated Income Documentation   A                     354000              354000              0
121052489                     127857.74     Purchase                     9.55     Stated Income Documentation   AA+                   160000              160000         159900
121052490                     185933.32     Purchase                   10.975     Full Documentation            AA+                   186000              186000         186000
121052497                     260040.16     Cash Out Refinance           8.75     Full Documentation            A                     306000              306000              0
121052506                     178803.07     Cash Out Refinance           8.55     Full Documentation            AA+                   230000              230000              0
121052524                      303937.9     Cash Out Refinance           9.15     Business Bank Statements      AA+                   320000              305000              0
121052892                     128215.48     Purchase                   12.275     Full Documentation            AA                    137000              137000         135000
121052916                     143024.64     Purchase                    9.175     Full Documentation            AA+                   167000              167000         159000
121052945                       75976.5     Purchase                    11.65     Full Documentation            AA+                    95000               95000          95000
121052998                     232823.59     Cash Out Refinance            7.4     Full Documentation            B                     512000              512000              0
121053031                      91473.67     Purchase                   11.975     Full Documentation            AA+                    92000               92000          91500
121053042                      80749.45     Cash Out Refinance           8.35     No Documentation              AA+                   101000              101000              0
121053066                        237500     Cash Out Refinance           8.55     Full Documentation            AA+                   250000              240000              0
121053067                     210794.06     Cash Out Refinance            9.4     Full Documentation            AA+                   222000              222000              0
121053187                     103436.62     Cash Out Refinance            9.7     Full Documentation            AA+                   115000              115000              0
121053191                     240199.85     Cash Out Refinance           8.35     Full Documentation            AA                    253000              253000              0
121053199                      83110.48     Purchase                     8.25     Full Documentation            AA+                   110000              110000         103900
121053212                     228963.78     Cash Out Refinance            7.4     Full Documentation            AA+                   289600              289600              0
121053255                         84000     Cash Out Refinance           10.3     Stated Income Documentation   AA+                   105000              105000              0
121053265                         82500     Purchase                    11.98     Full Documentation            AA+                    82500               82500          82500
121053305                     116044.68     Purchase                     9.65     Stated Income Documentation   AA+                   129000              129000         129000
121053314                        112900     Purchase                    10.17     Full Documentation            AA+                   113000              113000         112900
121053315                       67982.1     Purchase                   12.375     Full Documentation            AA+                    68000               68000          68000
121053358                     129530.31     Cash Out Refinance          9.075     Stated Income Documentation   AA+                   162000              162000              0
121053465                      127746.7     Purchase                   10.275     Stated Income Documentation   AA+                   155000              155000         142000
121053475                      143612.9     Purchase                    9.275     Full Documentation            AA+                   155000              151200         151250
121053481                      143612.9     Purchase                    9.275     Full Documentation            AA+                   155000              151200         151250
121053485                      78825.36     Purchase                     11.8     Full Documentation            AA+                    83500               83500          83000
121053539                        132000     Cash Out Refinance          6.525     Full Documentation            AA+                   165000              165000              0
121053562                        100000     Cash Out Refinance           10.8     Full Documentation            C                     134000              134000              0
121053600                        100800     Cash Out Refinance          10.15     Lite Documentation            AA+                   112000              112000              0
121053628                        346500     Cash Out Refinance          9.075     Full Documentation            A                     385000              385000              0
121053630                        200000     Cash Out Refinance            7.3     Full Documentation            AA+                   271000              271000              0
121053696                         50000     Cash Out Refinance           11.7     Full Documentation            CC                    215000              215000              0
121053702                        178125     Purchase                     7.93     Full Documentation            AA+                   191400              191400         187500
121053704                        137600     Cash Out Refinance         10.875     Full Documentation            B                     172000              172000              0
121053780                         53910     Purchase                     10.4     Full Documentation            AA+                    60000               60000          59900
121053955                        145800     Cash Out Refinance          8.525     Full Documentation            AA+                   162000              162000              0
121054075                        108800     Cash Out Refinance             11     Full Documentation            C                     128000              128000              0
121054420                        121500     Cash Out Refinance          10.35     Stated Income Documentation   AA+                   135000              135000              0
141057248                      26177.98     Purchase                    14.45     Full Documentation            AA+                   135000              135000         131000
141057368                      64933.17     Rate/Term Refinance         12.55     Full Documentation            AA+                   325000              325000              0
151036099                       95149.5     Cash Out Refinance          10.15     Full Documentation            AA+                   106000              106000              0
151037670                     421765.97     Cash Out Refinance           9.65     Stated Income Documentation   AA+                   470000              470000              0
151037716                      233348.2     Cash Out Refinance           9.87     Stated Income Documentation   AA+                   260000              260000              0
151038991                     166082.74     Cash Out Refinance            8.3     Full Documentation            C                     208000              208000              0
151039182                      31874.09     Purchase                     13.6     Full Documentation            AA+                   160000              160000         159500
151039196                     130947.94     Purchase                     10.5     Full Documentation            AA+                   135000              135000         131000
151039247                     156960.53     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   295000              295000              0
151039302                     215752.25     Cash Out Refinance          10.72     Stated Income Documentation   AA                    270000              270000              0
151039309                     306584.23     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   375000              375000              0
151039326                     247560.31     Cash Out Refinance          10.05     Stated Income Documentation   AA                    346000              346000              0
151039458                     179920.37     Cash Out Refinance             10     Full Documentation            A                     275000              275000              0
151039462                      64947.22     Purchase                     13.6     Full Documentation            AA+                   325000              325000         325000
151039509                     105478.35     Cash Out Refinance           10.7     Full Documentation            AA                    132000              121000              0
151039582                      71939.63     Cash Out Refinance          12.15     Full Documentation            A                      80000               80000              0
151039597                     107946.31     Cash Out Refinance           9.45     Full Documentation            A                     135000              135000              0
151039632                      68928.25     Cash Out Refinance           12.5     Full Documentation            AA+                   345000              345000              0
151039667                     193534.12     Cash Out Refinance           7.15     Full Documentation            AA                    216000              216000              0
151039761                     211326.59     Cash Out Refinance           7.37     Full Documentation            AA                    249000              249000              0
151039771                      65641.13     Cash Out Refinance          11.85     Stated Income Documentation   AA                    438000              438000              0
151039800                     117437.54     Cash Out Refinance           9.85     Stated Income Documentation   A                     147000              147000              0
151039908                       99865.9     Cash Out Refinance           9.99     Stated Income Documentation   AA+                   125000              119000              0
151040100                     359177.24     Cash Out Refinance            7.4     Full Documentation            AA                    490000              490000              0
151040103                      274328.5     Purchase                     8.35     Full Documentation            AA+                   305000              305000         305000
151040122                     103831.83     Cash Out Refinance            9.1     Full Documentation            C                     130000              130000              0
151040131                     115949.76     Cash Out Refinance           10.1     Full Documentation            AA                    145000              145000              0
151040146                     339730.36     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   425000              425000              0
151040160                     317059.09     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   397000              397000              0
151040199                      234824.2     Cash Out Refinance            8.5     Stated Income Documentation   AA                    310000              310000              0
151040210                         85500     Purchase                    10.99     Full Documentation            AA+                    90000               90000          90000
151040274                      199881.8     Cash Out Refinance           8.62     Stated Income Documentation   A                     270000              270000              0
151040291                     319203.38     Cash Out Refinance           7.95     Full Documentation            A                     400000              400000              0
151040301                        100000     Cash Out Refinance              8     Full Documentation            AA+                   315000              315000              0
151040319                     255258.71     Cash Out Refinance           8.15     Full Documentation            AA+                   365000              365000              0
151040376                     323832.03     Purchase                     9.25     Stated Income Documentation   AA+                   360000              360000         360000
151040379                     401782.37     Rate/Term Refinance          9.35     Stated Income Documentation   AA                    503000              503000              0
151040383                     409516.26     Cash Out Refinance           8.65     Full Documentation            AA+                   410000              410000              0
151040390                     159707.16     Purchase                      8.5     Stated Income Documentation   B                     200000              200000         200000
151040418                      31480.95     Purchase                     13.6     Full Documentation            AA+                   158000              158000         157500
151040469                     140410.31     Rate/Term Refinance          7.99     Full Documentation            AA+                   148000              148000              0
151040623                     143806.33     Purchase                    10.35     Full Documentation            AA+                   151500              151500         151500
151040673                     369743.82     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   570000              570000              0
151040784                        121200     Cash Out Refinance           8.55     Full Documentation            AA+                   202000              202000              0
151040805                     137871.38     Purchase                    9.775     Full Documentation            AA+                   155000              138000         138000
151040811                     188929.14     Cash Out Refinance           9.45     Stated Income Documentation   AA+                   210000              210000              0
151040852                     403508.78     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   729000              670000              0
151040866                     189921.17     Cash Out Refinance           10.3     Full Documentation            B                     240000              240000              0
151040930                     197667.99     Cash Out Refinance            6.9     Full Documentation            AA+                   270000              220000              0
151040950                     173250.56     Cash Out Refinance          7.675     Full Documentation            AA+                   193000              193000              0
151040967                     183912.49     Cash Out Refinance           8.65     Full Documentation            AA                    230000              230000              0
151040985                     104912.03     Purchase                   10.275     Full Documentation            AA+                   105000              105000         105000
151041000                     199860.26     Rate/Term Refinance           7.8     Stated Income Documentation   AA+                   245000              235000              0
151041055                      99949.24     Cash Out Refinance           9.35     Full Documentation            A                     125000              125000              0
151041067                     196450.32     Cash Out Refinance           8.29     Full Documentation            B                     281000              281000              0
151041078                         79200     Cash Out Refinance          12.15     Stated Income Documentation   AA+                    88000               88000              0
151041079                         77400     Cash Out Refinance          12.15     Stated Income Documentation   AA+                    86000               86000              0
151041082                         63000     Cash Out Refinance           12.3     Stated Income Documentation   AA+                    80000               70000              0
151041097                        201000     Cash Out Refinance           7.57     Full Documentation            AA+                   260000              260000              0
151041103                        216720     Purchase                    10.32     Stated Income Documentation   AA+                   350000              350000         270900
151041118                       43981.2     Purchase                   13.325     Stated Income Documentation   AA+                   220000              220000         220000
151041132                     222181.58     Cash Out Refinance           9.12     Stated Income Documentation   AA+                   247000              247000              0
151041146                     259830.78     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   325000              325000              0
151041147                         66000     Cash Out Refinance         11.625     Full Documentation            AA+                    88000               80000              0
151041152                     199955.59     Cash Out Refinance           8.87     Stated Income Documentation   AA+                   285000              285000              0
151041159                     184875.24     Cash Out Refinance          7.975     Full Documentation            AA+                   300000              300000              0
151041160                     147175.25     Purchase                     9.35     Full Documentation            AA+                   155000              155000         155000
151041180                     106190.12     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   125000              125000              0
151041186                     132926.59     Cash Out Refinance           8.95     Stated Income Documentation   AA                    190000              190000              0
151041228                     135932.96     Cash Out Refinance           9.49     Full Documentation            B                     170000              170000              0
151041233                     387731.36     Cash Out Refinance           7.35     Stated Income Documentation   A                     575000              575000              0
151041235                     174168.43     Cash Out Refinance           9.55     Full Documentation            AA+                   200000              200000              0
151041242                     298804.43     Cash Out Refinance           7.55     Full Documentation            A                     380000              380000              0
151041247                       75576.1     Cash Out Refinance          11.55     Stated Income Documentation   AA                     84000               84000              0
151041282                     489701.63     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   830000              830000              0
151041284                      224656.2     Cash Out Refinance           7.37     Full Documentation            AA+                   300000              300000              0
151041319                      32937.09     Purchase                     13.7     Full Documentation            AA+                   165000              165000         164750
151041358                        115600     Cash Out Refinance            7.9     Full Documentation            AA                    255000              255000              0
151041375                     139918.07     Cash Out Refinance            8.7     Full Documentation            B                     295000              295000              0
151041382                      235747.6     Purchase                     9.12     Stated Income Documentation   AA+                   295000              295000         295000
151041390                      99954.81     Cash Out Refinance            9.9     Full Documentation            B                     201000              201000              0
151041391                       74974.4     Cash Out Refinance           11.2     Stated Income Documentation   AA+                   100000              100000              0
151041393                     306722.47     Cash Out Refinance            6.5     Full Documentation            AA+                   420000              420000              0
151041394                     197915.08     Cash Out Refinance              9     Full Documentation            A                     220000              220000              0
151041402                      82417.77     Purchase                    11.35     Stated Income Documentation   C                     152000              152000         149900
151041403                     166876.41     Purchase                      9.5     Full Documentation            AA+                   167000              167000         166900
151041405                     151934.88     Rate/Term Refinance         10.15     Full Documentation            B                     190000              190000              0
151041410                     149320.08     Rate/Term Refinance           9.1     Full Documentation            A                     166000              160000              0
151041442                     234919.47     Cash Out Refinance          7.375     Full Documentation            AA+                   375000              375000              0
151041451                        166250     Rate/Term Refinance         11.65     Full Documentation            AA+                   175000              175000              0
151041457                      223206.4     Rate/Term Refinance           9.3     Business Bank Statements      AA+                   235000              235000              0
151041460                      139803.4     Rate/Term Refinance          9.31     Full Documentation            C                     186500              186500              0
151041476                     161847.03     Cash Out Refinance          6.275     Full Documentation            AA+                   185000              185000              0
151041479                        298000     Rate/Term Refinance         10.55     Full Documentation            B                     335000              335000              0
151041482                        240445     Cash Out Refinance           8.77     Stated Income Documentation   B                     370000              340000              0
151041483                     129133.02     Purchase                     9.25     Full Documentation            AA+                   137000              137000         136000
151041484                     196341.11     Purchase                    10.44     Full Documentation            AA+                   200000              200000         196500
151041502                     143847.75     Cash Out Refinance            6.6     Full Documentation            AA+                   160000              160000              0
151041528                     127429.63     Cash Out Refinance           8.95     Full Documentation            AA+                   150000              150000              0
151041536                     171388.38     Cash Out Refinance           8.15     Full Documentation            AA+                   245000              245000              0
151041543                     149913.87     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   275000              275000              0
151041558                     162423.38     Rate/Term Refinance           9.7     Stated Income Documentation   C                     250000              250000              0
151041560                     348208.66     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   410000              410000              0
151041576                     183581.01     Cash Out Refinance            8.4     Full Documentation            AA                    245000              221000              0
151041582                     138680.89     Purchase                    10.45     Full Documentation            AA+                   210000              210000         146000
151041590                     309855.37     Cash Out Refinance           9.75     Full Documentation            AA+                   670000              670000              0
151041599                     263884.45     Cash Out Refinance          10.05     Full Documentation            B                     330000              330000              0
151041601                     125976.96     Cash Out Refinance           9.52     Full Documentation            AA+                   126000              126000              0
151041602                     195605.75     Purchase                      9.6     Full Documentation            AA+                   212000              212000         206000
151041636                     303405.54     Cash Out Refinance          10.25     Full Documentation            B                     357000              357000              0
151041653                        153500     Cash Out Refinance          7.175     Full Documentation            A                     210000              210000              0
151041683                      51835.81     Rate/Term Refinance          12.2     Stated Income Documentation   A                      61000               61000              0
151041696                     279955.59     Cash Out Refinance           9.99     Stated Income Documentation   B                     352000              352000              0
151041724                      66961.22     Purchase                    11.97     Full Documentation            AA+                    67000               67000          67000
151041729                      339771.4     Cash Out Refinance           7.99     Stated Income Documentation   A                     425000              425000              0
151041742                     124305.36     Purchase                      9.7     Full Documentation            AA+                   135000              135000         130910
151041763                     223858.47     Cash Out Refinance          8.295     Stated Income Documentation   AA+                   280000              280000              0
151041770                     203897.95     Cash Out Refinance           9.42     Full Documentation            A                     445000              405000              0
151041781                      199881.8     Cash Out Refinance           8.62     Full Documentation            C                     250000              250000              0
151041784                     113995.42     Purchase                     10.9     Full Documentation            AA+                   114000              114000         114000
151041786                     226922.79     Cash Out Refinance           8.89     Full Documentation            AA+                   239000              239000              0
151041788                     139916.91     Cash Out Refinance            8.6     Full Documentation            AA+                   405000              405000              0
151041791                        222000     Cash Out Refinance           9.57     Full Documentation            B                     318000              290000              0
151041813                     142318.07     Cash Out Refinance           8.75     Full Documentation            AA                    178000              178000              0
151041821                     149408.18     Cash Out Refinance           8.99     Full Documentation            AA+                   166100              166100              0
151041914                     229422.35     Cash Out Refinance           7.42     Full Documentation            A                     310000              310000              0
151041923                      99963.95     Cash Out Refinance          10.95     Stated Income Documentation   B                     245000              245000              0
151041963                     229579.04     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   465000              435000              0
151041968                         92000     Purchase                     8.25     Stated Income Documentation   AA+                   115000              115000         115000
151041981                     283328.25     Purchase                      8.5     Full Documentation            AA+                   323000              323000         315000
151042001                     324848.38     Cash Out Refinance           9.75     Stated Income Documentation   A                     500000              500000              0
151042003                     339943.73     Cash Out Refinance           9.85     Stated Income Documentation   AA                    420000              420000              0
151042020                     177854.81     Cash Out Refinance          7.025     Full Documentation            AA+                   335000              335000              0
151042029                     159987.57     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   301000              301000              0
151042034                     136921.58     Cash Out Refinance          8.775     Full Documentation            A                     250000              250000              0
151042043                     144040.96     Purchase                     10.6     Full Documentation            AA+                   155000              155000         144097
151042063                      89969.45     Purchase                   11.225     Full Documentation            AA+                    91000               91000          90000
151042081                      83990.66     Purchase                   11.145     Full Documentation            AA+                    86000               86000          84000
151042091                      90069.41     Purchase                   11.225     Full Documentation            AA+                    91000               91000          90100
151042099                        111200     Cash Out Refinance          10.65     Stated Income Documentation   AA                    139000              139000              0
151042110                     299920.08     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   405000              405000              0
151042117                     159934.08     Purchase                     6.72     Full Documentation            AA+                   200000              200000         200000
151042149                     119942.21     Cash Out Refinance            9.6     Full Documentation            B                     195000              195000              0
151042175                     569731.24     Rate/Term Refinance           9.7     Stated Income Documentation   AA+                   600000              600000              0
151042179                     147876.27     Purchase                      6.9     Full Documentation            AA+                   187000              185000         185000
151042192                        495000     Cash Out Refinance           8.25     Full Documentation            AA+                   550000              525000              0
151042229                     207921.18     Cash Out Refinance          10.72     Full Documentation            B                     260000              260000              0
151042236                     214862.37     Rate/Term Refinance          7.82     Full Documentation            AA+                   245000              245000              0
151042260                     147192.74     Purchase                     10.6     Full Documentation            AA+                   155000              155000         155000
151042264                         99000     Cash Out Refinance           10.5     Stated Income Documentation   AA+                   110000              110000              0
151042273                        380000     Purchase                     9.45     Full Documentation            AA+                   400000              400000         400000
151042284                      83261.54     Rate/Term Refinance           9.8     Full Documentation            AA+                    98000               98000              0
151042286                     114822.22     Purchase                     8.35     Full Documentation            AA+                   144000              144000         143617
151042292                      349943.6     Cash Out Refinance           7.35     Stated Income Documentation   AA+                  1000000             1000000              0
151042319                     133992.11     Cash Out Refinance           9.95     Full Documentation            AA                    142000              142000              0
151042341                        148750     Cash Out Refinance              9     No Documentation              AA+                   175000              175000              0
151042353                        481988     Cash Out Refinance           9.75     Stated Income Documentation   AA+                   515000              515000              0
151042362                     159921.92     Cash Out Refinance          9.538     Full Documentation            B                     200000              200000              0
151042377                      169972.7     Cash Out Refinance           9.95     Full Documentation            B                     245000              245000              0
151042378                        191900     Cash Out Refinance           9.95     Full Documentation            A                     202000              202000              0
151042381                        246038     Cash Out Refinance           7.72     Full Documentation            AA+                   260000              260000              0
151042422                        310175     Purchase                     9.85     Full Documentation            AA+                   333000              333000         326500
151042441                        406000     Rate/Term Refinance           6.6     Full Documentation            AA                    510000              470000              0
151042460                      63728.24     Cash Out Refinance           11.2     Stated Income Documentation   AA+                    85000               85000              0
151042470                        168750     Cash Out Refinance           10.9     Stated Income Documentation   A                     225000              225000              0
151042487                     183862.62     Cash Out Refinance           7.47     Full Documentation            AA+                   230000              230000              0
151042495                        110000     Cash Out Refinance            7.7     Full Documentation            AA+                   185000              185000              0
151042524                     110419.62     Cash Out Refinance            7.6     Full Documentation            B                     170000              170000              0
151042552                        210000     Cash Out Refinance           8.72     Full Documentation            AA+                   267000              267000              0
151042597                     175901.33     Cash Out Refinance          8.875     Stated Income Documentation   AA+                   221000              221000              0
151042636                        144900     Purchase                     9.65     Full Documentation            AA+                   190000              181000         161000
151042655                     110336.48     Purchase                     8.75     Full Documentation            AA+                   138000              138000         138000
151042752                     134936.35     Cash Out Refinance            9.7     Full Documentation            AA+                   150000              150000              0
151042758                        168000     Cash Out Refinance          10.35     Stated Income Documentation   AA                    250000              210000              0
151042890                        100100     Purchase                     10.3     Full Documentation            AA                    143000              143000         143000
151042896                         84800     Purchase                     8.65     Full Documentation            AA+                   130000              130000         106000
151042902                        212800     Purchase                    10.42     Full Documentation            AA+                   228000              228000         224025
151042934                         92625     Purchase                     11.6     Full Documentation            AA+                    98000               98000          97500
151042982                        337500     Cash Out Refinance           7.35     Full Documentation            AA                    375000              375000              0
151043025                        109600     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   137000              137000              0
151043095                        135000     Cash Out Refinance           7.95     Full Documentation            A                     182500              182500              0
151043103                        110000     Cash Out Refinance           9.95     Full Documentation            B                     180000              180000              0
151043170                        205200     Purchase                     9.65     Full Documentation            AA+                   221000              221000         216000
151043173                        204000     Cash Out Refinance           9.12     Full Documentation            A                     240000              240000              0
151043174                        125000     Cash Out Refinance            8.1     Full Documentation            AA+                   197000              197000              0
151043184                        225000     Purchase                    8.945     Full Documentation            AA+                   255000              255000         250000
151043211                        377000     Cash Out Refinance            8.5     Full Documentation            AA                    590000              590000              0
151043251                        128250     Purchase                      9.8     Stated Income Documentation   AA+                   160000              160000         142500
151043317                         92500     Cash Out Refinance           9.99     Full Documentation            A                     250000              255000              0
151043528                        328000     Rate/Term Refinance         7.356     Full Documentation            AA+                   410000              410000              0
151043658                        138000     Cash Out Refinance           8.75     Full Documentation            C                     325000              325000              0
151043781                        418500     Cash Out Refinance             10     Stated Income Documentation   AA+                   465000              465000              0
151044013                        117000     Cash Out Refinance          8.875     Full Documentation            AA+                   130000              130000              0
161051489                     131670.03     Cash Out Refinance            8.4     Full Documentation            A                     215000              215000              0
161051528                      41946.71     Cash Out Refinance           11.6     Full Documentation            AA+                   210000              210000              0
161051664                      53902.54     Rate/Term Refinance         11.35     Lite Documentation            AA+                   360000              342000              0
161051687                      67327.21     Rate/Term Refinance          12.5     Stated Income Documentation   AA+                   337000              337000              0
161051695                     249582.94     Cash Out Refinance           8.95     Stated Income Documentation   AA                    300000              300000              0
161051703                     389571.63     Rate/Term Refinance           7.6     Full Documentation            AA+                   600000              600000              0
161051711                     256334.76     Cash Out Refinance           8.55     Full Documentation            AA                    321000              321000              0
161051717                     299209.29     Cash Out Refinance          6.675     Full Documentation            AA+                   510000              510000              0
161051773                     199871.68     Cash Out Refinance           8.22     Stated Income Documentation   AA+                   600000              600000              0
161051839                      159931.3     Cash Out Refinance          10.14     Full Documentation            CC                    500000              500000              0
161051840                     288753.12     Cash Out Refinance            6.6     Stated Income Documentation   AA+                   422000              422000              0
161052068                     265447.13     Cash Out Refinance           8.85     Full Documentation            AA+                   281000              281000              0
161052132                     235664.87     Cash Out Refinance           9.72     Full Documentation            B                     295000              295000              0
161052186                     280189.46     Cash Out Refinance           7.65     Full Documentation            AA+                   351000              351000              0
161052206                     335833.01     Rate/Term Refinance           8.5     Stated Income Documentation   AA+                   420000              400000              0
161052214                      169716.4     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   222000              222000              0
161052223                     336704.06     Cash Out Refinance            6.5     Business Bank Statements      AA+                   450000              450000              0
161052273                     350655.67     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   390000              390000              0
161052313                     248798.99     Cash Out Refinance           9.37     Stated Income Documentation   AA+                   311200              311200              0
161052317                     324787.42     Cash Out Refinance           7.55     Full Documentation            AA+                   375000              375000              0
161052327                     422338.04     Cash Out Refinance           7.25     Full Documentation            AA+                   471000              471000              0
161052341                     283388.83     Cash Out Refinance            9.3     Stated Income Documentation   AA                    315000              315000              0
161052400                     382165.85     Cash Out Refinance          8.125     Stated Income Documentation   AA+                   430000              430000              0
161052437                     121359.69     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   155000              155000              0
161052460                        400000     Rate/Term Refinance         11.05     Full Documentation            CC                    630000              630000              0
161052484                        216600     Cash Out Refinance          11.47     Full Documentation            B                     228000              228000              0
161052493                     347772.37     Cash Out Refinance           7.55     Full Documentation            AA+                   409000              390000              0
161052496                     252755.35     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   355000              355000              0
161052520                     165625.57     Purchase                     10.6     Stated Income Documentation   AA+                   258000              258000         184100
161052577                     314613.06     Cash Out Refinance           8.45     Stated Income Documentation   B                     460000              460000              0
161052600                     279783.01     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   350000              350000              0
161052601                      71954.76     Cash Out Refinance           11.6     Full Documentation            AA+                   360000              350000              0
161052627                     449343.25     Cash Out Refinance            7.6     Full Documentation            AA                    572000              572000              0
161052642                      31180.41     Purchase                     11.6     Stated Income Documentation   AA+                   174000              174000         156000
161052653                      258853.9     Rate/Term Refinance           8.4     Full Documentation            A                     290000              290000              0
161052657                      69964.78     Cash Out Refinance           12.6     Stated Income Documentation   AA+                   350000              350000              0
161052698                     305977.59     Cash Out Refinance            9.4     Stated Income Documentation   AA                    365000              365000              0
161052740                     337703.14     Cash Out Refinance            6.5     Full Documentation            AA+                   378000              378000              0
161052756                     195416.17     Rate/Term Refinance             9     Full Documentation            AA+                   230000              230000              0
161052766                     199811.44     Cash Out Refinance           9.72     Stated Income Documentation   AA                    498000              400000              0
161052768                        355200     Rate/Term Refinance           8.6     Full Documentation            AA+                   444000              390000              0
161052801                      49976.74     Purchase                    12.95     Full Documentation            AA+                   255000              255000         250000
161052802                     235656.95     Cash Out Refinance           7.62     Full Documentation            AA+                   340000              340000              0
161052805                      241280.2     Rate/Term Refinance          6.37     Full Documentation            AA+                   324000              324000              0
161052810                     346169.61     Rate/Term Refinance           6.2     Full Documentation            AA+                   385000              385000              0
161052832                     284657.02     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   417000              360000              0
161052833                        316800     Cash Out Refinance            6.3     Full Documentation            AA+                   352000              352000              0
161052848                     162922.48     Cash Out Refinance           8.65     Full Documentation            A                     258000              258000              0
161052851                     119894.52     Cash Out Refinance          10.05     Full Documentation            AA                    150000              150000              0
161052893                     311028.23     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   389000              389000              0
161052894                     323824.86     Cash Out Refinance           9.05     Stated Income Documentation   AA+                   360000              360000              0
161052896                     301626.23     Cash Out Refinance           9.15     Stated Income Documentation   A                     355000              355000              0
161052925                     187452.89     Cash Out Refinance           8.45     Full Documentation            B                     250000              250000              0
161052937                       33964.2     Purchase                    12.95     Full Documentation            AA+                   169900              169900         169900
161052950                     292102.17     Cash Out Refinance           7.95     Full Documentation            AA+                   325000              325000              0
161052951                     355110.18     Purchase                        9     Stated Income Documentation   AA+                   395000              395000         395000
161053013                     382317.73     Cash Out Refinance           9.65     Stated Income Documentation   AA+                   450000              415000              0
161053019                     339970.29     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   400000              360000              0
161053043                     399847.18     Cash Out Refinance           6.99     Stated Income Documentation   AA+                  1100000             1100000              0
161053049                     292381.23     Cash Out Refinance           10.4     Stated Income Documentation   AA+                   325000              325000              0
161053050                     310781.59     Cash Out Refinance            7.3     Full Documentation            AA                    399000              399000              0
161053051                     204864.12     Rate/Term Refinance          8.77     Stated Income Documentation   AA+                   293000              293000              0
161053059                     124955.91     Cash Out Refinance          11.05     Stated Income Documentation   A                     225000              225000              0
161053069                        381945     Cash Out Refinance           7.65     Full Documentation            AA+                   425000              405000              0
161053076                      229462.6     Purchase                     7.32     Full Documentation            AA+                   275000              275000         270000
161053084                     259874.78     Cash Out Refinance            9.6     Business Bank Statements      AA                    403000              403000              0
161053094                     199965.46     Cash Out Refinance           7.99     Stated Income Documentation   A                     550000              550000              0
161053145                     184974.83     Cash Out Refinance            7.8     Full Documentation            AA+                   225000              205000              0
161053149                     131928.65     Cash Out Refinance           9.05     Stated Income Documentation   AA                    182500              182500              0
161053151                     320372.64     Rate/Term Refinance          10.5     Full Documentation            CC                    665000              665000              0
161053160                     149891.98     Cash Out Refinance           7.65     Full Documentation            AA+                   270000              270000              0
161053172                     174868.82     Cash Out Refinance           7.45     Full Documentation            AA+                   340000              340000              0
161053179                      160967.6     Rate/Term Refinance          6.75     Stated Income Documentation   AA+                   216000              216000              0
161053196                     400760.95     Cash Out Refinance           6.85     Full Documentation            AA+                   502000              470000              0
161053234                     341826.38     Purchase                     9.35     Stated Income Documentation   AA+                   375000              360000         360000
161053287                     149801.86     Cash Out Refinance           6.99     Full Documentation            AA+                   199900              199900              0
161053290                     356742.91     Cash Out Refinance           7.65     Full Documentation            AA                    440000              440000              0
161053291                     198687.92     Cash Out Refinance            7.7     Full Documentation            A                     265000              265000              0
161053304                     179791.26     Purchase                     7.77     Full Documentation            AA+                   235000              235000         224770
161053341                        330600     Purchase                     9.95     Stated Income Documentation   AA+                   355000              355000         348000
161053350                     166916.99     Cash Out Refinance           9.45     Full Documentation            B                     240000              240000              0
161053368                     338783.84     Rate/Term Refinance          8.25     Stated Income Documentation   AA+                   448000              448000              0
161053407                     224833.68     Rate/Term Refinance          7.52     Stated Income Documentation   AA+                   368000              368000              0
161053411                      373792.5     Cash Out Refinance          8.925     Stated Income Documentation   A                     440000              440000              0
161053432                     328283.85     Cash Out Refinance            9.2     Full Documentation            AA+                   368000              368000              0
161053438                      44941.35     Purchase                   12.075     Full Documentation            AA+                   235000              235000         224770
161053443                        226000     Cash Out Refinance           7.27     Full Documentation            AA+                   358000              358000              0
161053451                        360000     Cash Out Refinance            9.7     Full Documentation            C                     450000              450000              0
161053455                        205500     Cash Out Refinance           9.32     No Documentation              AA+                   245000              245000              0
161053467                        228000     Cash Out Refinance           9.47     Full Documentation            AA+                   240000              240000              0
161053487                        250705     Purchase                      7.9     Full Documentation            AA+                   264000              264000         263900
161053501                        186900     Cash Out Refinance          7.975     Full Documentation            AA+                   267000              267000              0
161053514                     228656.56     Cash Out Refinance          8.333     Full Documentation            A                     352000              352000              0
161053617                        157950     Purchase                     9.75     Stated Income Documentation   AA+                   225500              176000         175500
161053644                        148000     Purchase                     7.05     Full Documentation            AA+                   205000              205000         203000
161053657                        280000     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   350000              350000              0
161053678                        199800     Rate/Term Refinance          10.1     Stated Income Documentation   AA+                   222000              211000              0
161053698                        480000     Cash Out Refinance           6.95     Full Documentation            AA+                   600000              600000              0
161053739                        315000     Purchase                     9.25     Stated Income Documentation   AA+                   350000              350000         350000
161053782                        105000     Cash Out Refinance          12.25     Full Documentation            CC                    245000              245000              0
161053878                        254490     Rate/Term Refinance           7.8     Full Documentation            AA+                   300000              300000              0
161053930                        274500     Purchase                     9.95     Full Documentation            AA+                   305000              305000         305000
161053987                        204000     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   255000              255000              0
161054227                        396000     Cash Out Refinance           10.5     Stated Income Documentation   AA                    440000              418000              0
171034945                       73123.1     Cash Out Refinance           14.3     Full Documentation            AA                    366000              366000              0
171035880                     131134.29     Cash Out Refinance           10.5     Stated Income Documentation   B                     219000              219000              0
171035982                     216146.89     Cash Out Refinance          6.225     Full Documentation            AA+                   255000              255000              0
171036966                      46361.48     Purchase                     13.5     Full Documentation            AA+                   240000              240000         232000
171036994                        227200     Cash Out Refinance           8.75     Full Documentation            C                     284000              284000              0
171037147                     163665.46     Cash Out Refinance           8.65     Full Documentation            AA                    205000              205000              0
171037627                     207353.61     Rate/Term Refinance           8.7     Full Documentation            AA+                   239000              239000              0
171037730                      38610.89     Purchase                    12.75     Full Documentation            AA+                   193500              193500         193500
171037962                      27650.25     Purchase                     9.99     Full Documentation            AA+                   143000              143000         138500
171037978                     111851.71     Cash Out Refinance          10.05     Stated Income Documentation   AA+                   140000              140000              0
171038124                     337314.07     Cash Out Refinance            7.9     Full Documentation            B                     405000              405000              0
171038163                      35973.59     Cash Out Refinance          12.75     Full Documentation            AA+                   180000              180000              0
171038175                      43967.71     Cash Out Refinance          12.75     Full Documentation            AA+                   220000              220000              0
171038182                     119953.33     Rate/Term Refinance          10.6     Full Documentation            B                     150000              150000              0
171038215                        200000     Cash Out Refinance            6.2     Full Documentation            AA+                   250000              250000              0
171038220                     383599.97     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   480000              480000              0
171038358                     170705.75     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   210000              210000              0
171038417                     219636.02     Rate/Term Refinance          8.99     Stated Income Documentation   AA                    275000              275000              0
171038578                        290000     Cash Out Refinance            6.2     Full Documentation            AA+                   350000              350000              0
171038759                     368806.44     Cash Out Refinance            6.6     Full Documentation            AA+                   434000              434000              0
171038762                        220000     Cash Out Refinance            5.9     Full Documentation            AA+                   270000              270000              0
171039075                      54981.02     Cash Out Refinance          11.15     Full Documentation            AA+                    60000               60000              0
171039088                     199644.38     Cash Out Refinance            6.6     Full Documentation            A                     270000              270000              0
171039094                     305821.55     Cash Out Refinance           7.95     Full Documentation            AA                    360000              360000              0
171039155                     158901.68     Rate/Term Refinance           8.4     Full Documentation            C                     265000              265000              0
171039170                     139604.54     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   215000              215000              0
171039233                       50972.1     Cash Out Refinance         12.225     Full Documentation            AA+                    51000               51000              0
171039256                     100938.18     Cash Out Refinance           8.45     Full Documentation            AA+                   225000              225000              0
171039269                      40991.82     Rate/Term Refinance          13.6     Full Documentation            AA+                   220000              205000              0
171039274                     191121.68     Cash Out Refinance              8     Stated Income Documentation   AA+                   255000              255000              0
171039283                       99932.9     Cash Out Refinance           11.3     Stated Income Documentation   B                     160000              135000              0
171039285                     189622.68     Cash Out Refinance              8     Stated Income Documentation   AA+                   253000              253000              0
171039290                     153651.96     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   205000              205000              0
171039377                     229368.08     Cash Out Refinance              8     Full Documentation            AA+                   255000              255000              0
171039545                        132960     Rate/Term Refinance        11.775     Full Documentation            AA                    140000              133000              0
171039546                     215868.47     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   270000              270000              0
171039575                     287874.65     Cash Out Refinance           8.95     Full Documentation            AA                    320000              320000              0
171039626                     111846.89     Purchase                    7.925     Full Documentation            AA+                   209300              209300         206000
171039664                      99964.15     Cash Out Refinance         10.975     Full Documentation            C                     136000              136000              0
171039700                     209736.15     Rate/Term Refinance          8.34     Stated Income Documentation   B                     300000              300000              0
171039702                      75158.92     Purchase                        9     Full Documentation            AA                     95000               95000          94000
171039912                     199922.13     Purchase                   10.595     Full Documentation            AA+                   200000              200000         200000
171039917                      32369.14     Purchase                     9.99     Full Documentation            AA+                   162500              162500         161990
171039970                     191064.22     Rate/Term Refinance           9.6     Full Documentation            AA                    225000              225000              0
171040074                     175926.74     Cash Out Refinance            9.1     Stated Income Documentation   B                     235000              235000              0
171040084                      207691.2     Cash Out Refinance           9.42     Full Documentation            AA                    231000              231000              0
171040092                        318400     Cash Out Refinance           8.25     Business Bank Statements      AA+                   398000              398000              0
171040109                     259126.72     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   310000              310000              0
171040150                      93447.31     Purchase                     8.85     Full Documentation            AA+                   105000              105000         103900
171040194                     199323.13     Cash Out Refinance            6.6     Full Documentation            AA+                   285000              285000              0
171040265                     179914.22     Cash Out Refinance           9.65     Full Documentation            C                     240000              240000              0
171040268                     201842.35     Purchase                     8.26     Full Documentation            AA+                   202000              202000         201950
171040319                     163886.45     Cash Out Refinance           7.35     Full Documentation            A                     235000              235000              0
171040322                      72766.04     Cash Out Refinance           9.75     Full Documentation            AA+                   108600              108600              0
171040359                      47981.13     Purchase                    10.55     Full Documentation            AA+                   255000              255000         240000
171040381                      224899.4     Cash Out Refinance           9.95     Stated Income Documentation   B                     300000              300000              0
171040408                     235332.26     Cash Out Refinance           7.25     Full Documentation            B                     341000              341000              0
171040469                     224844.22     Purchase                    7.845     Full Documentation            AA+                   225000              225000         225000
171040474                        275000     Cash Out Refinance           7.55     Full Documentation            AA+                   435000              435000              0
171040495                     269882.48     Cash Out Refinance           8.95     Full Documentation            AA                    300000              300000              0
171040572                      49780.01     Purchase                     13.6     Full Documentation            AA+                   250000              250000         249000
171040595                      178666.6     Cash Out Refinance           9.75     Full Documentation            C                     275000              275000              0
171040600                     167949.02     Cash Out Refinance            7.8     Full Documentation            AA+                   224000              224000              0
171040606                     232890.64     Purchase                    8.695     Full Documentation            AA+                   240000              240000         233000
171040680                     316964.05     Cash Out Refinance           7.75     Full Documentation            AA+                   440000              440000              0
171040707                      99967.26     Cash Out Refinance           10.5     Full Documentation            AA                    165000              165000              0
171040755                     281928.38     Rate/Term Refinance          7.99     Full Documentation            AA                    282000              282000              0
171040785                      99984.18     Cash Out Refinance             10     Stated Income Documentation   A                     174000              174000              0
171040809                     201840.85     Cash Out Refinance            7.2     Stated Income Documentation   AA+                   330000              330000              0
171040830                      116767.5     Purchase                      8.1     Stated Income Documentation   AA+                   155000              155000         146000
171040852                     151946.79     Cash Out Refinance            7.3     Full Documentation            AA+                   250000              250000              0
171040858                        175000     Cash Out Refinance           7.75     Full Documentation            AA                    210000              210000              0
171040870                     189980.03     Purchase                   10.245     Full Documentation            AA+                   275000              275000         190000
171040877                     259965.95     Rate/Term Refinance           7.9     Stated Income Documentation   AA+                   325000              325000              0
171040904                     220458.68     Cash Out Refinance            8.4     Full Documentation            A                     245000              245000              0
171040921                     302233.09     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   336000              336000              0
171040943                     189915.94     Cash Out Refinance             10     Business Bank Statements      AA+                   213000              213000              0
171040954                        212500     Cash Out Refinance           7.25     Full Documentation            AA+                   250000              250000              0
171040990                     289822.32     Cash Out Refinance          8.445     Full Documentation            A                     290000              290000              0
171041068                      94799.98     Purchase                    10.01     Full Documentation            AA+                    98000               98000          94830
171041096                      126298.5     Purchase                     9.55     Full Documentation            AA                    243000              243000         243000
171041101                        179963     Cash Out Refinance            6.7     Full Documentation            AA+                   225000              225000              0
171041152                     183958.35     Cash Out Refinance           7.75     Full Documentation            AA+                   325000              325000              0
171041157                     230245.41     Cash Out Refinance              8     Stated Income Documentation   AA                    256000              256000              0
171041161                     183828.76     Rate/Term Refinance          6.35     Full Documentation            AA+                   230000              230000              0
171041183                     194589.64     Purchase                    7.725     Full Documentation            AA+                   233000              233000         229000
171041203                     139444.57     Cash Out Refinance           10.5     Stated Income Documentation   AA+                   155000              155000              0
171041243                      169063.7     Cash Out Refinance          7.088     Full Documentation            AA+                   211500              211500              0
171041253                     169928.79     Purchase                   10.255     Full Documentation            AA+                   175000              175000         170000
171041259                        183000     Rate/Term Refinance         11.25     Full Documentation            CC                    268000              268000              0
171041292                     109546.09     Cash Out Refinance            9.5     Stated Income Documentation   B                     149000              135000              0
171041309                     159918.78     Cash Out Refinance           9.35     Full Documentation            A                     215000              215000              0
171041419                     199454.11     Cash Out Refinance           8.75     Full Documentation            AA+                   210000              210000              0
171041451                      285955.6     Rate/Term Refinance          7.45     Full Documentation            AA                    305000              305000              0
171041455                     215359.74     Rate/Term Refinance          8.15     Full Documentation            AA+                   236000              236000              0
171041503                        137599     Purchase                      7.8     Stated Income Documentation   AA+                   176000              176000         171999
171041534                        127500     Cash Out Refinance           10.5     Full Documentation            AA+                   127500              127500              0
171041547                     267950.33     Rate/Term Refinance           7.2     Stated Income Documentation   AA+                   346000              346000              0
171041566                        167200     Purchase                      7.7     Full Documentation            AA+                   210000              210000         209000
171041638                     255431.95     Purchase                      8.1     Stated Income Documentation   AA+                   313000              313000         284000
171041639                        153900     Cash Out Refinance           9.75     Full Documentation            AA+                   162000              162000              0
171041701                        150500     Purchase                    8.125     Full Documentation            AA+                   215000              215000         215000
171041743                        181600     Cash Out Refinance            7.4     Full Documentation            AA+                   227000              215000              0
171041798                        300000     Cash Out Refinance           7.35     Full Documentation            AA+                   550000              470000              0
171041808                     260196.04     Cash Out Refinance            6.2     Full Documentation            AA+                   400000              400000              0
171041833                     142474.18     Cash Out Refinance           9.55     Full Documentation            B                     200000              200000              0
171041850                     143984.96     Purchase                   11.345     Full Documentation            AA+                   144000              144000         144000
171041871                        399500     Rate/Term Refinance           7.4     Full Documentation            AA+                   455000              455000              0
171041883                        190000     Cash Out Refinance            7.5     Full Documentation            AA+                   190000              190000              0
171041909                     179889.83     Cash Out Refinance           8.45     Full Documentation            B                     320000              320000              0
171041926                        396950     Cash Out Refinance           7.35     Full Documentation            AA+                   467000              467000              0
171042104                        144500     Cash Out Refinance            9.3     Full Documentation            AA+                   170000              170000              0
171042136                     174889.55     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   355000              355000              0
171042172                        151200     Cash Out Refinance            8.1     Full Documentation            AA+                   189000              189000              0
171042222                     128927.31     Purchase                     8.85     Full Documentation            AA+                   129000              129000         129000
171042346                        183200     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   229000              229000              0
171042402                        250000     Cash Out Refinance           7.85     Full Documentation            C                     418000              418000              0
171042605                        130000     Purchase                     11.4     Full Documentation            CC                    250000              250000         230000
171042613                        242250     Cash Out Refinance            8.3     Full Documentation            AA+                   255000              255000              0
171042769                        208000     Cash Out Refinance           7.95     Full Documentation            C                     260000              260000              0
171042780                        192500     Cash Out Refinance          12.25     Full Documentation            CC                    275000              275000              0
171043212                        288900     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   321000              321000              0
191033192                        229950     Purchase                     8.68     Business Bank Statements      AA+                   230100              230100         229950
191033443                        198575     Cash Out Refinance          10.85     Full Documentation            AA                    209500              209500              0
191033875                     317001.95     Rate/Term Refinance         11.65     Full Documentation            CC                    453000              453000              0
191034613                     167908.23     Cash Out Refinance              9     Full Documentation            A                     210000              190000              0
191034846                      46511.34     Purchase                     13.5     Full Documentation            AA+                   233000              233000         232750
191034875                      28778.19     Purchase                     13.9     Full Documentation            AA+                   148500              148500         144000
191034884                      58938.67     Rate/Term Refinance          12.5     Stated Income Documentation   AA+                   295000              295000              0
191034956                     240148.92     Cash Out Refinance           9.09     Full Documentation            AA                    267000              267000              0
191035044                     219793.48     Cash Out Refinance           7.85     Full Documentation            AA+                   294000              294000              0
191035097                     287170.74     Cash Out Refinance            7.7     Full Documentation            AA+                   415000              415000              0
191035147                       59350.7     Cash Out Refinance           13.5     Full Documentation            AA+                   297000              297000              0
191035231                        265157     Cash Out Refinance            6.8     Full Documentation            AA+                   332000              311000              0
191035236                      40097.11     Purchase                     12.5     Stated Income Documentation   AA+                   212000              212000         200900
191035237                        261560     Rate/Term Refinance           6.4     Full Documentation            AA+                   327000              327000              0
191035383                      36036.97     Purchase                    11.75     Stated Income Documentation   AA+                   180360              180360         180350
191035386                     363513.89     Cash Out Refinance            8.4     Lite Documentation            A                     420000              400000              0
191035400                        260000     Cash Out Refinance           6.75     Full Documentation            AA+                   325000              325000              0
191035490                     134961.99     Purchase                   10.395     Full Documentation            AA+                   137000              137000         135000
191035596                     213030.91     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   260000              260000              0
191035603                     227550.78     Rate/Term Refinance          8.95     Full Documentation            AA                    253000              253000              0
191035608                     195365.28     Cash Out Refinance            8.8     Full Documentation            AA                    230000              230000              0
191035643                     280277.54     Cash Out Refinance            8.3     Full Documentation            AA+                   330000              330000              0
191035778                      65354.65     Cash Out Refinance         12.999     Full Documentation            AA+                   327000              327000              0
191035794                     234798.14     Cash Out Refinance            8.2     Stated Income Documentation   AA                    385000              385000              0
191035820                     264873.99     Cash Out Refinance           8.65     Stated Income Documentation   AA                    390000              390000              0
191035875                      354674.7     Cash Out Refinance            7.8     Stated Income Documentation   A                     525000              525000              0
191035934                     252796.67     Cash Out Refinance           6.75     Full Documentation            A                     324000              324000              0
191036019                        276281     Cash Out Refinance          6.975     Full Documentation            AA                    464000              464000              0
191036102                     278855.12     Cash Out Refinance           8.35     Full Documentation            A                     310000              310000              0
191036104                        270750     Cash Out Refinance           11.1     Full Documentation            AA                    285000              285000              0
191036163                      149804.1     Cash Out Refinance           8.15     Full Documentation            AA+                   236000              236000              0
191036182                     299732.89     Cash Out Refinance           9.99     Stated Income Documentation   AA                    400000              400000              0
191036229                        280000     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   350000              340000              0
191036237                     170897.47     Cash Out Refinance           8.55     Full Documentation            AA+                   212000              212000              0
191036257                      42909.63     Purchase                     11.5     Business Bank Statements      AA+                   215000              215000         214900
191036264                     386543.25     Cash Out Refinance           8.25     Stated Income Documentation   B                     455000              455000              0
191036267                     234898.63     Purchase                     8.98     Full Documentation            AA+                   235000              235000         235000
191036269                     157059.79     Cash Out Refinance          8.525     Stated Income Documentation   AA+                   185000              170000              0
191036321                      56211.85     Cash Out Refinance          11.25     Full Documentation            AA+                   375000              375000              0
191036339                     188861.96     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   210000              210000              0
191036355                        265419     Rate/Term Refinance          5.95     Full Documentation            AA+                   295000              295000              0
191036360                     140169.13     Cash Out Refinance           7.99     Full Documentation            AA+                   185000              185000              0
191036374                     269833.22     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   360000              360000              0
191036382                        245600     Cash Out Refinance           6.75     Full Documentation            AA+                   310000              310000              0
191036426                     355782.86     Cash Out Refinance          7.875     Full Documentation            AA                    450000              450000              0
191036435                     161413.67     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   191000              191000              0
191036436                     149944.98     Purchase                    10.87     Full Documentation            AA+                   155000              155000         150000
191036457                     255803.83     Cash Out Refinance           6.99     Stated Income Documentation   AA                    325000              325000              0
191036458                     123883.99     Purchase                     7.95     Full Documentation            AA+                   155000              155000         154900
191036472                        260000     Cash Out Refinance           6.75     Full Documentation            AA+                   330000              330000              0
191036473                     202296.13     Cash Out Refinance              6     Stated Income Documentation   AA+                   270000              270000              0
191036477                      30970.31     Purchase                     11.6     Full Documentation            AA+                   155000              155000         154900
191036483                     213365.24     Cash Out Refinance            8.3     Stated Income Documentation   AA                    305000              305000              0
191036488                     145309.99     Cash Out Refinance            7.1     Full Documentation            AA+                   171000              171000              0
191036512                        212400     Cash Out Refinance           7.29     Full Documentation            AA                    236000              236000              0
191036553                     250781.08     Cash Out Refinance           6.35     Stated Income Documentation   AA+                   335000              335000              0
191036604                     130914.14     Cash Out Refinance            8.5     Full Documentation            AA+                   165000              165000              0
191036616                      34983.35     Rate/Term Refinance         12.85     Full Documentation            AA+                   175000              175000              0
191036626                     233800.11     Cash Out Refinance            6.6     Full Documentation            AA+                   260000              260000              0
191036643                     232362.43     Cash Out Refinance            7.9     Full Documentation            B                     310000              310000              0
191036669                     159920.47     Rate/Term Refinance          9.45     Full Documentation            AA+                   250000              200000              0
191036680                     252872.61     Cash Out Refinance           5.99     Full Documentation            AA+                   345000              345000              0
191036706                      99956.43     Cash Out Refinance           8.95     Full Documentation            B                     125000              125000              0
191036727                     130982.52     Cash Out Refinance           7.85     Full Documentation            AA+                   178000              178000              0
191036728                        316000     Cash Out Refinance            8.5     Full Documentation            AA+                   316000              316000              0
191036730                      49974.27     Purchase                     12.5     Stated Income Documentation   AA+                   250000              250000         250000
191036738                     208830.78     Cash Out Refinance           8.22     Full Documentation            AA                    246000              246000              0
191036744                     233842.51     Cash Out Refinance           7.45     Full Documentation            AA+                   260000              260000              0
191036747                     250294.67     Cash Out Refinance              7     Stated Income Documentation   AA+                   334000              334000              0
191036765                        351000     Rate/Term Refinance          7.65     Stated Income Documentation   AA+                   390000              390000              0
191036768                     180900.93     Cash Out Refinance           8.99     Stated Income Documentation   B                     229000              229000              0
191036770                        337500     Cash Out Refinance           6.05     Full Documentation            AA+                   375000              375000              0
191036783                     212177.22     Cash Out Refinance            7.4     Full Documentation            AA+                   250000              250000              0
191036797                     232440.72     Cash Out Refinance            8.4     Full Documentation            C                     310000              310000              0
191036808                      133560.6     Purchase                      7.9     Full Documentation            AA+                   168000              168000         167000
191036811                      130333.8     Cash Out Refinance           9.35     Stated Income Documentation   AA                    225000              225000              0
191036822                     161307.63     Cash Out Refinance            8.6     Full Documentation            AA+                   170000              170000              0
191036833                     129907.32     Cash Out Refinance            7.7     Full Documentation            AA+                   230000              230000              0
191036840                     204011.66     Purchase                      8.7     Full Documentation            AA+                   300000              300000         215000
191036846                     144956.93     Rate/Term Refinance         7.875     Full Documentation            AA+                   175500              175500              0
191036849                     188895.98     Cash Out Refinance           8.15     Full Documentation            A                     210000              210000              0
191036852                     122288.92     Cash Out Refinance            9.9     Full Documentation            A                     136000              136000              0
191036854                     101962.42     Cash Out Refinance          10.85     Full Documentation            AA                    120000              120000              0
191036865                     126911.47     Cash Out Refinance         11.125     Stated Income Documentation   A                     160000              160000              0
191036866                        327250     Cash Out Refinance           6.15     Full Documentation            AA+                   390000              385000              0
191036881                     280981.42     Cash Out Refinance           8.55     Full Documentation            B                     335000              335000              0
191036884                        226900     Cash Out Refinance            7.2     Full Documentation            AA+                   267000              267000              0
191036886                        344000     Rate/Term Refinance         6.175     Full Documentation            AA+                   430000              430000              0
191036889                        433600     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   542000              542000              0
191036899                      90954.28     Cash Out Refinance            9.4     Stated Income Documentation   B                     160000              160000              0
191036923                        320000     Cash Out Refinance           6.35     Full Documentation            AA+                   380000              380000              0
191036924                        315000     Cash Out Refinance            6.5     Stated Income Documentation   AA+                   427000              427000              0
191036925                        256500     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   292000              292000              0
191036952                     152700.74     Purchase                     9.95     Stated Income Documentation   AA+                   230000              230000         230000
191036957                     193435.07     Cash Out Refinance           7.25     Full Documentation            AA+                   215000              215000              0
191036958                     161477.18     Cash Out Refinance            7.7     Full Documentation            AA+                   170000              170000              0
191036959                     151931.31     Cash Out Refinance            9.9     Stated Income Documentation   B                     215000              190000              0
191036960                     261510.38     Cash Out Refinance           9.75     Stated Income Documentation   B                     327000              327000              0
191036963                     271721.91     Cash Out Refinance           7.99     Full Documentation            A                     302000              302000              0
191036988                     252678.26     Cash Out Refinance           8.99     Full Documentation            AA+                   266000              266000              0
191036995                     178660.21     Rate/Term Refinance           9.4     Full Documentation            B                     265000              265000              0
191037013                        236000     Cash Out Refinance           8.55     Full Documentation            AA+                   295000              295000              0
191037030                     180383.72     Cash Out Refinance            8.2     Full Documentation            AA+                   270000              190000              0
191037051                     115989.21     Cash Out Refinance           8.35     Full Documentation            A                     155000              155000              0
191037082                     254931.58     Purchase                    7.845     Full Documentation            AA+                   255000              255000         255000
191037125                     220470.57     Cash Out Refinance           7.85     Full Documentation            AA+                   245000              245000              0
191037130                     198375.46     Cash Out Refinance           8.05     Full Documentation            AA+                   248000              248000              0
191037134                      334957.6     Cash Out Refinance           7.99     Full Documentation            AA+                   365000              365000              0
191037142                     195472.89     Cash Out Refinance           7.75     Full Documentation            AA+                   230000              230000              0
191037146                     164988.38     Purchase                      9.5     Full Documentation            AA+                   165000              165000         165000
191037147                     287937.56     Cash Out Refinance           8.95     Stated Income Documentation   A                     326000              326000              0
191037159                        110004     Cash Out Refinance           11.3     Full Documentation            C                     235000              235000              0
191037169                      189987.4     Rate/Term Refinance          9.65     Full Documentation            AA                    200000              200000              0
191037171                     241912.07     Purchase                    7.275     Full Documentation            AA+                   270000              270000         269000
191037202                     272792.27     Cash Out Refinance          7.375     Full Documentation            A                     390000              390000              0
191037235                      244944.7     Cash Out Refinance           9.87     Full Documentation            A                     325000              325000              0
191037257                     206273.67     Cash Out Refinance           8.45     Stated Income Documentation   A                     258000              258000              0
191037278                     215806.62     Cash Out Refinance           6.55     Full Documentation            AA+                   300000              300000              0
191037288                     175971.11     Purchase                      7.3     Full Documentation            AA+                   220000              220000         220000
191037289                      265970.1     Cash Out Refinance            8.3     Full Documentation            AA+                   280000              280000              0
191037297                     403689.64     Cash Out Refinance           7.55     Full Documentation            AA+                   478000              478000              0
191037305                     367758.05     Cash Out Refinance            8.1     Stated Income Documentation   AA                    460000              460000              0
191037306                     230946.87     Cash Out Refinance           8.75     Full Documentation            C                     330000              330000              0
191037322                     225873.11     Purchase                     8.15     Full Documentation            AA+                   226000              226000         225900
191037324                     214979.69     Cash Out Refinance           8.75     Full Documentation            AA                    230000              230000              0
191037345                     167978.41     Cash Out Refinance           7.95     Full Documentation            AA+                   240000              210000              0
191037364                        310500     Cash Out Refinance            7.9     Full Documentation            AA+                   345000              345000              0
191037365                        202500     Rate/Term Refinance           7.4     Stated Income Documentation   AA+                   225000              225000              0
191037397                     156991.63     Purchase                     10.2     Full Documentation            AA+                   161000              161000         157000
191037402                     215978.79     Purchase                     8.65     Full Documentation            AA+                   270000              270000         270000
191037413                        315000     Purchase                     7.81     Stated Income Documentation   AA+                   350000              350000         350000
191037435                      219930.2     Purchase                     7.65     Full Documentation            A                     305000              305000         275000
191037440                        165750     Cash Out Refinance          7.015     Stated Income Documentation   AA+                   195000              195000              0
191037446                     224901.47     Rate/Term Refinance           6.5     Full Documentation            AA+                   300000              300000              0
191037453                     197395.89     Cash Out Refinance           7.25     Full Documentation            AA+                   219500              219500              0
191037465                      151886.5     Purchase                      6.5     Full Documentation            AA+                   192000              192000         189900
191037479                        160992     Cash Out Refinance          6.925     Full Documentation            AA                    215000              215000              0
191037485                     269868.06     Cash Out Refinance            6.1     Full Documentation            AA+                   300000              300000              0
191037489                      37969.66     Purchase                   12.225     Full Documentation            AA+                   192000              192000         189900
191037496                     328446.06     Rate/Term Refinance           7.3     Full Documentation            A                     365000              348000              0
191037520                     332791.96     Purchase                     8.35     Stated Income Documentation   AA+                   378000              378000         370000
191037543                     234108.24     Cash Out Refinance            6.9     Full Documentation            A                     285000              285000              0
191037544                     161210.08     Cash Out Refinance            8.5     Full Documentation            AA                    215000              215000              0
191037588                      99838.41     Cash Out Refinance           9.55     Full Documentation            A                     159000              159000              0
191037601                     199365.87     Cash Out Refinance           7.99     No Documentation              AA+                   210000              210000              0
191037612                     200332.26     Cash Out Refinance           8.65     Full Documentation            A                     211000              211000              0
191037645                        193600     Cash Out Refinance           9.25     Full Documentation            AA                    242000              242000              0
191037665                         75000     Cash Out Refinance           9.45     Full Documentation            AA                    110000              110000              0
191037673                        125000     Cash Out Refinance            7.5     Full Documentation            AA                    480000              480000              0
191037681                     131024.35     Purchase                      9.3     Full Documentation            AA+                   140000              140000         138000
191037721                     135145.04     Cash Out Refinance         10.395     Full Documentation            B                     208000              208000              0
191037728                        334400     Cash Out Refinance            8.2     Full Documentation            AA                    352000              352000              0
191037731                     155731.07     Purchase                       10     Full Documentation            AA+                   166500              166500         164000
191037744                     368403.85     Purchase                    9.125     Stated Income Documentation   AA+                   388000              388000         388000
191037761                         71600     Purchase                     9.15     Full Documentation            AA+                    94000               94000          89500
191037771                     215873.13     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   274000              274000              0
191037779                        232000     Rate/Term Refinance          8.45     Stated Income Documentation   AA+                   290000              276000              0
191037868                        294400     Cash Out Refinance           6.99     Full Documentation            AA+                   368000              368000              0
191037953                     186894.62     Purchase                     8.85     Stated Income Documentation   AA+                   245000              245000         237000
191037962                        369750     Rate/Term Refinance           6.3     Full Documentation            AA+                   435000              435000              0
191037983                        194000     Purchase                    7.625     Full Documentation            AA+                   243000              243000         242500
191038004                        175200     Cash Out Refinance            7.2     Full Documentation            AA+                   219000              219000              0
191038087                        147750     Cash Out Refinance            9.3     Full Documentation            C                     197500              197500              0
191038316                        184500     Purchase                    8.175     Full Documentation            AA+                   214000              214000         205000
191038357                        342000     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   380000              380000              0
191038453                        247000     Cash Out Refinance           9.05     Stated Income Documentation   AA+                   260000              260000              0
191038461                        324000     Cash Out Refinance            7.4     Full Documentation            AA+                   360000              360000              0
191038660                        369000     Purchase                      9.5     Stated Income Documentation   AA+                   410000              410000         410000
191038909                        192000     Purchase                     7.65     Full Documentation            AA+                   240000              240000         240000
211049199                      199446.4     Cash Out Refinance            9.9     Stated Income Documentation   AA                    250000              250000              0
211049371                     139363.37     Cash Out Refinance          6.525     Full Documentation            AA+                   165000              165000              0
211049714                      54540.39     Cash Out Refinance           13.3     Full Documentation            AA+                   273000              273000              0
211049734                     287422.27     Purchase                     8.05     Full Documentation            AA                    375000              375000         360000
211049967                     298968.43     Cash Out Refinance            9.4     Stated Income Documentation   AA                    375000              375000              0
211050418                       50963.5     Purchase                    14.15     Stated Income Documentation   AA+                   260000              260000         255000
211050577                     107056.35     Cash Out Refinance          11.35     Stated Income Documentation   B                     134000              134000              0
211050695                     346503.03     Cash Out Refinance           7.25     Full Documentation            AA+                   365000              365000              0
211050726                     143946.95     Rate/Term Refinance         10.85     Full Documentation            B                     180000              180000              0
211050751                     271787.41     Cash Out Refinance           8.35     Stated Income Documentation   B                     340000              310000              0
211050813                      28376.96     Cash Out Refinance           13.6     Full Documentation            AA+                   142000              142000              0
211051006                       49984.2     Cash Out Refinance          11.55     Stated Income Documentation   AA+                    85000               60000              0
211051139                        128000     Cash Out Refinance           10.5     Stated Income Documentation   AA                    160000              160000              0
211051165                     275381.66     Cash Out Refinance            7.5     Full Documentation            A                     345000              345000              0
211051174                     252308.09     Rate/Term Refinance           8.2     Full Documentation            A                     316000              316000              0
211051210                     187788.07     Cash Out Refinance           10.8     Stated Income Documentation   AA                    235000              235000              0
211051211                     211680.86     Cash Out Refinance          7.445     Full Documentation            AA+                   265000              265000              0
211051327                     317086.42     Cash Out Refinance            9.1     Stated Income Documentation   B                     397000              397000              0
211051586                     185557.71     Cash Out Refinance            7.2     Full Documentation            A                     269000              269000              0
211051604                     199675.67     Cash Out Refinance           7.07     Full Documentation            AA+                   261000              261000              0
211051610                      59948.04     Rate/Term Refinance        12.225     Full Documentation            AA+                   300000              300000              0
211051753                     359609.33     Cash Out Refinance           9.05     Stated Income Documentation   AA                    480000              455000              0
211051902                      210875.1     Cash Out Refinance           6.62     Full Documentation            AA                    325000              325000              0
211051936                     140636.11     Cash Out Refinance            7.2     Full Documentation            AA+                   170000              170000              0
211051991                        100000     Rate/Term Refinance          9.85     Full Documentation            C                     148000              148000              0
211051997                     106193.16     Rate/Term Refinance           9.1     Full Documentation            AA+                   125000              125000              0
211052036                     231399.14     Cash Out Refinance              6     Full Documentation            A                     257500              257500              0
211052040                       33586.2     Rate/Term Refinance          13.5     Full Documentation            AA+                   168000              168000              0
211052134                     220726.85     Cash Out Refinance           8.42     Stated Income Documentation   A                     340000              340000              0
211052223                      35000.92     Purchase                    10.85     Full Documentation            AA+                   175500              175500         175200
211052280                     246329.66     Cash Out Refinance           8.77     Stated Income Documentation   AA                    290000              290000              0
211052285                       29171.1     Rate/Term Refinance          13.5     Full Documentation            AA+                   146000              146000              0
211052416                     335867.91     Cash Out Refinance          10.55     Full Documentation            B                     480000              480000              0
211052423                     154858.55     Cash Out Refinance          8.425     Stated Income Documentation   AA                    221500              221500              0
211052529                     144593.92     Purchase                    7.725     Full Documentation            AA                    184000              184000         181000
211052531                     208471.29     Cash Out Refinance           7.22     Full Documentation            AA+                   232000              232000              0
211052538                     319518.77     Cash Out Refinance           7.45     Stated Income Documentation   AA                    430600              430600              0
211052550                     188746.38     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   220000              220000              0
211052552                     291673.09     Cash Out Refinance            8.9     Full Documentation            B                     365000              365000              0
211052554                      25388.96     Cash Out Refinance           13.6     Full Documentation            AA+                   127000              127000              0
211052569                     255071.59     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   365000              356000              0
211052572                     134936.35     Cash Out Refinance            9.7     Full Documentation            B                     245000              245000              0
211052618                     175941.49     Cash Out Refinance              9     Full Documentation            AA                    199000              199000              0
211052623                     264903.08     Cash Out Refinance            8.9     Stated Income Documentation   AA                    340000              340000              0
211052657                     239798.72     Rate/Term Refinance         10.27     Stated Income Documentation   AA                    311000              311000              0
211052748                     199774.69     Cash Out Refinance           8.87     Full Documentation            AA+                   290000              290000              0
211052756                     360822.41     Cash Out Refinance           8.55     Full Documentation            AA                    380000              380000              0
211052765                     184692.83     Cash Out Refinance           6.95     Full Documentation            AA+                   305000              305000              0
211052782                      299907.5     Cash Out Refinance           7.75     Full Documentation            A                     450000              450000              0
211052808                       50579.7     Rate/Term Refinance          13.6     Full Documentation            AA+                   253000              247000              0
211052857                        315000     Cash Out Refinance            8.4     Full Documentation            B                     500000              500000              0
211052881                     199884.21     Cash Out Refinance           8.72     Stated Income Documentation   AA+                   280000              280000              0
211052897                     119907.31     Cash Out Refinance            7.3     Full Documentation            C                     173000              173000              0
211052933                     117259.08     Purchase                     11.1     Stated Income Documentation   AA+                   138000              138000         138000
211052934                     336463.84     Cash Out Refinance           9.45     Stated Income Documentation   A                     421000              421000              0
211052942                     394767.99     Cash Out Refinance          7.925     Full Documentation            AA+                   395000              385000              0
211052962                     288734.91     Cash Out Refinance           9.85     Full Documentation            A                     340000              340000              0
211052980                     172405.06     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   230000              230000              0
211052989                      25584.52     Rate/Term Refinance        11.775     Full Documentation            AA+                   128000              128000              0
211053006                      175806.6     Cash Out Refinance           8.99     Full Documentation            AA                    220000              220000              0
211053046                     164828.27     Cash Out Refinance           9.25     Stated Income Documentation   AA                    242000              242000              0
211053049                     294993.74     Cash Out Refinance            7.8     Full Documentation            AA+                   378000              370000              0
211053055                     198465.69     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   265000              265000              0
211053058                     172639.81     Rate/Term Refinance           9.8     Full Documentation            B                     216000              216000              0
211053063                     321107.35     Cash Out Refinance           8.55     Full Documentation            A                     357500              357500              0
211053074                      50576.47     Cash Out Refinance          12.95     Full Documentation            AA                    253000              253000              0
211053088                     199699.85     Cash Out Refinance            8.8     Full Documentation            AA+                   240000              240000              0
211053117                        169429     Cash Out Refinance           6.75     Full Documentation            AA+                   205000              205000              0
211053124                     224751.73     Cash Out Refinance           8.97     Full Documentation            AA                    425000              425000              0
211053136                     179741.26     Cash Out Refinance           9.35     Business Bank Statements      AA                    233000              233000              0
211053153                      265426.5     Purchase                    10.45     Full Documentation            AA+                   268000              268000         265500
211053156                     312782.65     Cash Out Refinance            8.8     Full Documentation            B                     470000              470000              0
211053163                        165500     Cash Out Refinance         10.375     Stated Income Documentation   C                     265000              265000              0
211053170                     146914.11     Cash Out Refinance          8.675     Stated Income Documentation   AA+                   210000              210000              0
211053171                     116231.76     Purchase                     10.3     Stated Income Documentation   AA+                   155000              155000         129200
211053175                        223200     Cash Out Refinance           5.87     Full Documentation            A                     279000              279000              0
211053186                     325321.39     Cash Out Refinance            7.3     Full Documentation            AA+                   383000              374500              0
211053189                     105878.66     Purchase                   11.475     Full Documentation            AA+                   115000              115000         105900
211053243                     144037.93     Purchase                   10.225     Business Bank Statements      AA+                   144400              144400         144160
211053257                     131055.26     Cash Out Refinance            7.2     Full Documentation            A                     305000              305000              0
211053262                     275346.35     Cash Out Refinance            8.9     Full Documentation            AA+                   290000              290000              0
211053265                     180306.15     Cash Out Refinance            9.1     Full Documentation            AA+                   190000              190000              0
211053268                     162767.57     Purchase                     7.87     Full Documentation            AA+                   210000              210000         203520
211053270                     336432.73     Cash Out Refinance            8.5     Stated Income Documentation   AA                    374000              374000              0
211053279                      36953.64     Purchase                   12.225     Full Documentation            AA+                   186000              186000         185000
211053304                     214631.56     Cash Out Refinance           6.72     Full Documentation            AA+                   358000              358000              0
211053324                        142000     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   192000              192000              0
211053343                     361271.97     Rate/Term Refinance           7.6     Full Documentation            AA+                   402000              402000              0
211053356                     227882.42     Cash Out Refinance          9.275     Full Documentation            AA+                   240000              240000              0
211053363                     123057.73     Cash Out Refinance           8.75     Full Documentation            C                     176000              176000              0
211053394                        212000     Purchase                     8.25     Full Documentation            AA+                   270000              270000         265000
211053410                     166413.69     Cash Out Refinance           9.25     Full Documentation            AA+                   185000              185000              0
211053415                      41574.38     Purchase                    11.69     Full Documentation            AA+                   208000              208000         208000
211053416                        168547     Purchase                     6.35     Full Documentation            AA+                   215000              215000         210684
211053423                      42979.55     Purchase                    12.85     Full Documentation            AA+                   215500              215500         215000
211053426                      28550.45     Purchase                     13.7     Full Documentation            AA+                   143000              143000         142900
211053438                        131900     Purchase                   10.475     Full Documentation            AA+                   132000              132000         131900
211053488                     269846.26     Cash Out Refinance            8.8     Lite Documentation            AA                    380000              380000              0
211053491                        208000     Cash Out Refinance           8.27     Full Documentation            AA+                   280000              280000              0
211053521                        144500     Purchase                     6.45     Full Documentation            AA+                   220000              220000         220000
211053534                     134333.08     Rate/Term Refinance           8.4     Full Documentation            AA+                   168200              168200              0
211053541                       74963.5     Purchase                     9.55     Full Documentation            AA+                   122650              100000         100000
211053550                     159908.33     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   275000              275000              0
211053557                     282440.99     Cash Out Refinance            8.5     Full Documentation            AA+                   370000              370000              0
211053571                     202451.31     Cash Out Refinance            8.6     Stated Income Documentation   A                     270000              270000              0
211053574                     106945.68     Cash Out Refinance           9.35     Full Documentation            AA+                   149900              149000              0
211053584                     313891.63     Cash Out Refinance           7.35     Full Documentation            AA                    421000              421000              0
211053593                        167000     Purchase                    11.15     Full Documentation            AA+                   167000              167000         167000
211053595                        195500     Cash Out Refinance           9.35     Full Documentation            B                     230000              230000              0
211053606                     107955.85     Cash Out Refinance           10.4     Full Documentation            AA                    135000              135000              0
211053609                     364401.48     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   405000              405000              0
211053654                      212380.3     Cash Out Refinance           8.07     Full Documentation            AA+                   250000              250000              0
211053658                      27976.53     Purchase                     12.8     Full Documentation            AA+                   140000              140000         139950
211053668                     213596.62     Rate/Term Refinance         10.87     Stated Income Documentation   AA+                   310000              310000              0
211053696                     224788.08     Purchase                    9.725     Full Documentation            AA+                   228000              228000         225000
211053707                      94223.33     Rate/Term Refinance         12.05     Full Documentation            CC                    145000              145000              0
211053712                     413922.59     Cash Out Refinance           6.95     Stated Income Documentation   AA                    530000              530000              0
211053723                        108750     Cash Out Refinance           9.45     Full Documentation            A                     149300              149300              0
211053731                     308632.04     Cash Out Refinance           6.99     Full Documentation            AA+                   325000              325000              0
211053737                     329802.13     Cash Out Refinance           8.55     Full Documentation            AA                    398000              398000              0
211053744                     147200.29     Purchase                    11.25     Full Documentation            AA                    174000              166000         155000
211053747                     221867.44     Cash Out Refinance           8.57     Stated Income Documentation   AA+                   370000              370000              0
211053749                      119924.8     Purchase                      7.7     Full Documentation            AA+                   192000              192000         192000
211053754                     365726.21     Cash Out Refinance            9.7     Stated Income Documentation   AA+                   385000              385000              0
211053758                        180000     Purchase                      8.4     Full Documentation            AA+                   202000              202000         200000
211053806                     229939.17     Cash Out Refinance          8.275     Stated Income Documentation   AA+                   272000              255000              0
211053813                     158311.66     Cash Out Refinance            8.9     Full Documentation            AA                    176000              176000              0
211053816                     175328.48     Cash Out Refinance           9.55     Full Documentation            C                     234000              234000              0
211053818                     246457.99     Cash Out Refinance            7.2     Full Documentation            AA+                   290000              290000              0
211053825                      83954.02     Purchase                     8.99     Stated Income Documentation   AA+                   113000              113000         105000
211053845                     174913.47     Rate/Term Refinance         9.475     Full Documentation            CC                    290000              290000              0
211053850                      331954.4     Cash Out Refinance          7.775     Full Documentation            AA+                   415000              415000              0
211053888                     292335.17     Cash Out Refinance           8.85     Full Documentation            AA+                   325000              325000              0
211053893                     177900.11     Rate/Term Refinance          8.87     Stated Income Documentation   AA+                   278000              278000              0
211053911                         61100     Cash Out Refinance            9.7     Full Documentation            AA+                   235000              235000              0
211053915                     168513.99     Cash Out Refinance            8.8     Full Documentation            AA                    259400              259400              0
211053923                     103443.47     Cash Out Refinance              9     Full Documentation            AA+                   115000              115000              0
211053933                     144927.93     Cash Out Refinance           9.45     Full Documentation            AA                    202800              202800              0
211053946                        340000     Cash Out Refinance            5.9     Full Documentation            A                     400000              400000              0
211053965                     243826.74     Cash Out Refinance           7.72     Full Documentation            AA+                   320000              320000              0
211053968                     202422.43     Cash Out Refinance          10.67     Stated Income Documentation   C                     270000              270000              0
211053981                      218341.7     Cash Out Refinance           7.62     Full Documentation            AA+                   230000              230000              0
211053994                        260000     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   328000              328000              0
211053997                     212880.18     Cash Out Refinance          10.77     Stated Income Documentation   B                     266200              250000              0
211054002                     116193.42     Cash Out Refinance           9.55     Full Documentation            B                     155000              155000              0
211054009                     324769.46     Cash Out Refinance          7.725     Full Documentation            AA                    500000              500000              0
211054010                        218400     Purchase                      6.5     Full Documentation            AA+                   273000              273000         273000
211054011                     299810.65     Cash Out Refinance            8.3     Full Documentation            AA                    500000              500000              0
211054021                        117650     Cash Out Refinance           9.05     Full Documentation            AA                    181000              181000              0
211054024                     312781.31     Rate/Term Refinance           7.8     Full Documentation            A                     377000              377000              0
211054031                      79832.49     Cash Out Refinance          9.125     Full Documentation            AA+                   106500              106500              0
211054053                        260000     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   325000              325000              0
211054087                      207829.5     Purchase                        7     Full Documentation            AA+                   265000              265000         260000
211054090                      99992.53     Purchase                     9.35     Full Documentation            AA+                   182000              182000         125000
211054097                     539771.11     Purchase                     10.2     Stated Income Documentation   AA+                   600000              600000         600000
211054098                     111944.33     Purchase                     9.45     Stated Income Documentation   AA+                   170000              170000         140000
211054106                      149432.3     Cash Out Refinance           9.89     Full Documentation            C                     230000              230000              0
211054115                     164717.65     Cash Out Refinance          9.425     Full Documentation            B                     206000              206000              0
211054131                     147677.41     Cash Out Refinance           6.94     Stated Income Documentation   AA+                   227500              227500              0
211054198                     199957.01     Cash Out Refinance           6.57     Full Documentation            AA+                   337000              337000              0
211054221                     199872.47     Cash Out Refinance           8.25     Full Documentation            AA+                   250000              250000              0
211054234                      179864.4     Rate/Term Refinance         7.425     Full Documentation            AA                    285000              285000              0
211054240                     193909.01     Cash Out Refinance          9.725     Full Documentation            AA                    445000              445000              0
211054244                        133600     Purchase                      8.8     Stated Income Documentation   AA+                   167000              167000         167000
211054260                        325000     Cash Out Refinance           5.65     Full Documentation            AA+                   500000              500000              0
211054329                      99929.42     Cash Out Refinance           7.75     No Documentation              AA+                   158000              158000              0
211054374                     104938.59     Purchase                     8.67     Full Documentation            AA+                   105000              105000         105000
211054401                     161453.74     Cash Out Refinance              8     Full Documentation            B                     219000              219000              0
211054417                        296400     Cash Out Refinance            9.9     Full Documentation            AA                    312000              312000              0
211054436                     184425.89     Rate/Term Refinance         10.45     Stated Income Documentation   AA+                   205000              205000              0
211054458                     207061.54     Cash Out Refinance           8.02     Stated Income Documentation   AA+                   296000              296000              0
211054462                     121383.38     Cash Out Refinance           10.7     Stated Income Documentation   AA+                   135000              135000              0
211054545                     127327.46     Cash Out Refinance            8.8     Business Bank Statements      A                     196000              196000              0
211054551                     327857.97     Cash Out Refinance           10.1     Stated Income Documentation   AA+                   410000              410000              0
211054552                        246905     Purchase                      9.4     Full Documentation            AA+                   260000              260000         262776
211054576                        129000     Purchase                    9.825     Full Documentation            AA+                   130000              130000         129000
211054599                     167898.23     Cash Out Refinance            8.5     Full Documentation            AA                    210000              210000              0
211054619                     179887.62     Cash Out Refinance            8.9     Full Documentation            A                     265000              265000              0
211054645                      191901.5     Purchase                      9.3     Full Documentation            B                     245000              245000         240000
211054647                     342254.86     Cash Out Refinance           7.95     Full Documentation            AA+                   478000              478000              0
211054656                     110661.38     Rate/Term Refinance          11.1     Stated Income Documentation   C                     206000              206000              0
211054657                      247831.9     Purchase                     7.95     Full Documentation            AA+                   313000              313000         310000
211054674                      147916.6     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   185000              185000              0
211054700                        221400     Cash Out Refinance           9.32     Full Documentation            AA+                   246000              246000              0
211054706                     224946.08     Cash Out Refinance           6.27     Full Documentation            AA                    360000              360000              0
211054711                        222300     Cash Out Refinance           9.32     Full Documentation            AA+                   247000              247000              0
211054746                        252000     Cash Out Refinance            6.4     Full Documentation            AA                    315000              315000              0
211054750                        135000     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   215000              215000              0
211054754                     101930.86     Cash Out Refinance           7.95     Full Documentation            AA+                   215000              215000              0
211054762                     134929.28     Purchase                      9.2     Business Bank Statements      AA+                   159000              159000         150000
211054770                        255500     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   365000              365000              0
211054787                      148851.1     Purchase                     9.95     Full Documentation            A                     200000              200000         198500
211054789                     220393.13     Cash Out Refinance           9.57     Stated Income Documentation   AA+                   245000              245000              0
211054805                        119700     Purchase                     8.65     Full Documentation            AA+                   145000              133000         133000
211054825                        123500     Cash Out Refinance           7.15     Full Documentation            AA+                   172000              172000              0
211054884                     147647.72     Cash Out Refinance           7.35     Full Documentation            A                     211300              211300              0
211054891                        100000     Cash Out Refinance           8.95     No Documentation              AA+                   304000              304000              0
211054912                        240000     Cash Out Refinance           6.12     Full Documentation            AA+                   354000              354000              0
211054915                     159510.99     Cash Out Refinance            8.9     Full Documentation            AA+                   168000              168000              0
211055033                        289750     Cash Out Refinance            8.7     Full Documentation            AA                    338000              305000              0
211055037                        408500     Purchase                     8.75     Full Documentation            AA+                   432000              432000         430000
211055060                        132000     Purchase                    10.15     Stated Income Documentation   AA+                   165000              165000         165000
211055067                        285000     Purchase                     9.55     Full Documentation            AA+                   343000              300000         343000
211055106                     181663.61     Cash Out Refinance           8.85     Full Documentation            AA                    280000              280000              0
211055114                     203815.24     Cash Out Refinance           7.85     Full Documentation            AA+                   246000              246000              0
211055118                     111991.96     Purchase                     9.45     Full Documentation            AA+                   147500              147500         140000
211055164                         81000     Purchase                    12.48     Full Documentation            AA+                    93000               93000          81000
211055218                     268081.11     Purchase                      6.6     Full Documentation            AA+                   350000              350000         336000
211055232                     163917.62     Cash Out Refinance            9.4     Full Documentation            AA                    205000              205000              0
211055294                     116793.13     Purchase                     9.55     Full Documentation            AA+                   123000              123000         123000
211055297                        240000     Purchase                     9.25     Stated Income Documentation   AA+                   313500              313500         305000
211055306                        146000     Cash Out Refinance            7.7     Full Documentation            AA+                   195000              195000              0
211055363                        142505     Cash Out Refinance           9.65     Full Documentation            C                     191000              191000              0
211055420                        405000     Cash Out Refinance            7.7     Full Documentation            AA+                   460000              460000              0
211055492                        148750     Purchase                    10.45     Full Documentation            AA+                   149000              145000         148750
211055605                        169200     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   188000              188000              0
211055660                        179100     Cash Out Refinance            9.7     Full Documentation            AA+                   199000              199000              0
211055661                        135000     Cash Out Refinance         10.775     Full Documentation            C                     150000              150000              0
211055693                         69750     Purchase                    11.35     Stated Income Documentation   AA+                   104000              104000          77500
211055825                        112000     Purchase                    9.675     Full Documentation            AA+                   142000              142000         140000
211055851                        185000     Cash Out Refinance           6.25     Full Documentation            AA+                   325000              325000              0
211055855                        111150     Cash Out Refinance            9.3     Full Documentation            AA+                   117000              117000              0
211055857                        139000     Purchase                    10.25     Full Documentation            AA+                   140000              140000         139000
211055900                        272700     Cash Out Refinance           7.88     Full Documentation            AA+                   303000              303000              0
211055959                        130000     Cash Out Refinance           10.9     Full Documentation            B                     250000              250000              0
211055976                        216000     Cash Out Refinance           7.47     Stated Income Documentation   AA+                   270000              270000              0
211056187                        227250     Cash Out Refinance           9.12     Stated Income Documentation   AA+                   252500              252500              0
211056278                        325000     Cash Out Refinance           11.4     Full Documentation            CC                    500000              500000              0
211056416                        148500     Cash Out Refinance          9.125     No Documentation              AA+                   165000              165000              0
211056575                         75000     Purchase                     9.95     Stated Income Documentation   AA+                   107000              107000         105000
231084886                      59305.33     Cash Out Refinance          12.45     Full Documentation            AA+                    66000               66000              0
231085926                     121156.12     Cash Out Refinance            8.9     Full Documentation            AA+                   135000              135000              0
231086057                      36967.83     Purchase                     14.3     Full Documentation            AA+                   205000              187000         185000
231086899                      231713.1     Purchase                    10.37     Stated Income Documentation   AA+                   290000              290000         290000
231087046                     375468.92     Cash Out Refinance           9.75     Stated Income Documentation   AA                    470000              470000              0
231087165                     151805.06     Cash Out Refinance           10.2     Stated Income Documentation   B                     190000              190000              0
231087295                     132516.31     Rate/Term Refinance           8.3     Full Documentation            AA                    156000              156000              0
231087305                     224575.36     Cash Out Refinance           8.35     Full Documentation            AA+                   270000              270000              0
231087414                     166627.72     Purchase                    7.525     Full Documentation            AA+                   260000              260000         257000
231087481                      87890.24     Cash Out Refinance           10.4     Stated Income Documentation   AA+                   110000              110000              0
231087498                      35972.69     Purchase                     12.6     Stated Income Documentation   AA+                   186000              186000         180000
231087565                      132559.4     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   166000              166000              0
231087570                      99855.89     Cash Out Refinance           9.65     Full Documentation            B                     125000              125000              0
231087641                      44972.76     Cash Out Refinance           13.6     Full Documentation            A                     225000              225000              0
231087694                     405427.11     Cash Out Refinance           9.75     Stated Income Documentation   A                     615000              615000              0
231087706                     207929.19     Purchase                     9.77     Full Documentation            AA+                   208000              208000         208000
231087713                     117866.96     Rate/Term Refinance          10.8     Stated Income Documentation   B                     147500              147500              0
231087762                        441150     Cash Out Refinance            6.2     Business Bank Statements      AA+                   519000              519000              0
231087773                     216275.89     Cash Out Refinance           7.62     Full Documentation            AA+                   256000              256000              0
231087788                     139895.06     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   175000              175000              0
231087792                     360601.24     Cash Out Refinance           6.95     Full Documentation            AA+                   401000              401000              0
231087835                      155772.8     Cash Out Refinance            9.6     Stated Income Documentation   A                     195000              195000              0
231087837                     211803.49     Cash Out Refinance           8.22     Stated Income Documentation   AA                    265000              265000              0
231087883                     114734.87     Purchase                      9.2     Full Documentation            AA+                   135000              135000         127550
231087928                     327808.73     Cash Out Refinance           7.95     Full Documentation            A                     410000              410000              0
231087939                        234000     Purchase                    10.92     Full Documentation            AA+                   299000              260000         260000
231087947                     144926.77     Cash Out Refinance          9.375     Full Documentation            CC                    280000              280000              0
231088566                     101453.45     Cash Out Refinance            9.7     Stated Income Documentation   AA                    127000              127000              0
231088575                     199675.93     Cash Out Refinance           9.09     Stated Income Documentation   AA                    250000              250000              0
231088580                     241703.35     Cash Out Refinance           6.77     Full Documentation            AA                    273000              273000              0
231088589                     324787.03     Rate/Term Refinance          8.95     Stated Income Documentation   AA+                   385000              385000              0
231088614                     414200.63     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   500000              500000              0
231088673                     374689.37     Cash Out Refinance           8.15     Stated Income Documentation   AA                    450000              450000              0
231088683                      123863.2     Cash Out Refinance           10.9     Stated Income Documentation   AA                    155000              155000              0
231088712                     159823.48     Cash Out Refinance           10.9     Stated Income Documentation   B                     200000              200000              0
231088771                      74946.14     Rate/Term Refinance         10.99     Full Documentation            CC                    178000              178000              0
231088809                     209530.65     Purchase                     11.2     Full Documentation            B                     298000              298000         262000
231088822                     103881.49     Rate/Term Refinance         10.75     Stated Income Documentation   AA                    130000              130000              0
231088912                      50969.11     Cash Out Refinance           13.6     Full Documentation            AA+                   255000              255000              0
231088959                     449429.98     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   575000              500000              0
231088976                     341292.86     Rate/Term Refinance           7.9     Full Documentation            AA                    410000              410000              0
231088980                     210016.47     Cash Out Refinance           8.52     Stated Income Documentation   AA                    252000              252000              0
231089030                     319509.08     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   505000              400000              0
231089045                     332172.75     Cash Out Refinance           7.55     Stated Income Documentation   AA                    450000              450000              0
231089060                     296041.97     Cash Out Refinance            7.3     Stated Income Documentation   AA+                   395000              395000              0
231089064                      47643.86     Cash Out Refinance           10.6     Full Documentation            AA+                   318000              318000              0
231089075                     143821.28     Cash Out Refinance            8.4     Stated Income Documentation   C                     180000              180000              0
231089091                      250907.5     Cash Out Refinance          10.65     Full Documentation            B                     314000              314000              0
231089092                     251345.42     Purchase                     6.75     Full Documentation            AA+                   315000              315000         315000
231089118                     481193.93     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   535000              535000              0
231089199                     275723.66     Cash Out Refinance           7.49     Full Documentation            AA+                   307000              307000              0
231089206                     467459.27     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   520000              500000              0
231089247                      47564.29     Cash Out Refinance          12.65     Full Documentation            AA+                   238000              238000              0
231089264                     404679.49     Cash Out Refinance          6.875     Stated Income Documentation   AA+                   450000              450000              0
231089307                      203887.4     Rate/Term Refinance          8.95     Full Documentation            C                     510000              510000              0
231089353                     321370.72     Cash Out Refinance            7.7     Full Documentation            AA+                   402000              402000              0
231089412                      53184.78     Purchase                       12     Full Documentation            AA+                    53500               53500          53200
231089428                     185861.74     Purchase                    10.83     Full Documentation            AA+                   186000              180500         186000
231089469                     203724.77     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   240000              240000              0
231089470                     184427.96     Cash Out Refinance          9.315     Stated Income Documentation   AA+                   205000              205000              0
231089504                     152453.44     Cash Out Refinance            6.9     Full Documentation            AA+                   270000              270000              0
231089509                     161796.88     Cash Out Refinance           8.35     Stated Income Documentation   AA                    202500              202500              0
231089537                     157885.58     Purchase                    10.95     Full Documentation            AA+                   160000              160000         158000
231089541                      45954.32     Cash Out Refinance          11.85     Stated Income Documentation   AA+                   230000              230000              0
231089543                     241708.77     Cash Out Refinance           8.55     Stated Income Documentation   A                     330000              330000              0
231089554                     339749.68     Cash Out Refinance           7.54     Full Documentation            B                     498000              498000              0
231089558                      30892.16     Purchase                    11.93     Full Documentation            AA+                   175000              175000         154600
231089574                     266720.37     Cash Out Refinance           7.45     Full Documentation            AA                    314000              292000              0
231089578                     152902.44     Rate/Term Refinance          8.25     Stated Income Documentation   AA+                   170000              170000              0
231089593                     212280.78     Cash Out Refinance           5.91     Full Documentation            A                     250000              250000              0
231089597                     164851.27     Cash Out Refinance            9.7     Stated Income Documentation   A                     245000              245000              0
231089619                     112439.82     Rate/Term Refinance           9.1     Full Documentation            AA                    150000              150000              0
231089630                     202844.77     Cash Out Refinance           7.35     Full Documentation            B                     400000              400000              0
231089631                      230282.2     Purchase                      6.1     Business Bank Statements      AA+                   290000              290000         288000
231089652                     275930.46     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   380000              325000              0
231089673                     224682.65     Cash Out Refinance           7.77     Stated Income Documentation   AA                    250000              250000              0
231089692                     399312.65     Cash Out Refinance          6.775     Stated Income Documentation   AA+                   474500              474500              0
231089697                     139798.76     Cash Out Refinance           9.35     Business Bank Statements      A                     238000              238000              0
231089720                     254799.04     Cash Out Refinance           6.89     Full Documentation            AA+                   300000              300000              0
231089743                      144825.5     Cash Out Refinance           8.55     Full Documentation            AA                    326000              326000              0
231089763                     282381.53     Purchase                    9.075     Full Documentation            AA+                   285000              285000         282500
231089769                     389733.78     Cash Out Refinance            7.4     Business Bank Statements      AA+                   528000              528000              0
231089776                        368000     Cash Out Refinance           6.55     Full Documentation            AA+                   460000              460000              0
231089784                     170781.17     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   190000              190000              0
231089788                     179752.69     Cash Out Refinance            7.9     Full Documentation            A                     225000              203000              0
231089793                     369614.88     Cash Out Refinance           9.25     Stated Income Documentation   AA                    470000              440000              0
231089804                     344795.89     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   448000              448000              0
231089866                      53884.75     Purchase                    12.05     Full Documentation            AA+                    70000               70000          68900
231089892                     299795.95     Cash Out Refinance           7.65     Full Documentation            C                     460000              460000              0
231089898                     319964.72     Cash Out Refinance           8.35     Full Documentation            AA+                   400000              400000              0
231089914                        274500     Cash Out Refinance           6.79     Full Documentation            AA                    305000              305000              0
231089931                        100000     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   139000              135000              0
231089955                      31679.64     Rate/Term Refinance          11.5     Stated Income Documentation   AA+                   158500              158500              0
231089973                     259653.46     Cash Out Refinance           8.05     Stated Income Documentation   A                     400000              400000              0
231089992                     403533.43     Cash Out Refinance           8.75     Stated Income Documentation   AA                    505000              505000              0
231090011                     296821.73     Cash Out Refinance           7.85     Full Documentation            AA+                   330000              315000              0
231090013                     363775.14     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   560000              560000              0
231090016                     235755.31     Cash Out Refinance           9.22     Stated Income Documentation   AA                    425000              425000              0
231090022                     134941.29     Cash Out Refinance          10.08     Full Documentation            AA+                   135000              135000              0
231090047                     129895.53     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   236000              236000              0
231090061                     384627.68     Cash Out Refinance            9.6     Stated Income Documentation   AA                    550000              550000              0
231090088                      189820.1     Cash Out Refinance            9.7     Stated Income Documentation   AA                    350000              350000              0
231090090                     220057.36     Cash Out Refinance           5.97     Business Bank Statements      AA+                   315000              315000              0
231090170                     140937.05     Rate/Term Refinance          8.75     Stated Income Documentation   AA+                   166000              166000              0
231090179                      56978.31     Cash Out Refinance           10.7     Full Documentation            AA+                   285000              285000              0
231090204                     134850.41     Cash Out Refinance           8.95     Stated Income Documentation   AA                    215000              190000              0
231090216                     237757.12     Rate/Term Refinance          5.87     Full Documentation            AA+                   280000              280000              0
231090219                     153851.07     Cash Out Refinance            9.6     Stated Income Documentation   A                     220000              220000              0
231090223                     192826.73     Cash Out Refinance           7.95     Full Documentation            AA+                   405000              405000              0
231090252                     120957.91     Cash Out Refinance            9.7     Stated Income Documentation   A                     237000              237000              0
231090253                     181856.61     Purchase                      7.2     Full Documentation            AA+                   230000              230000         227500
231090259                     139920.29     Cash Out Refinance            8.8     Stated Income Documentation   A                     218000              218000              0
231090269                      27626.39     Purchase                     12.7     Full Documentation            AA+                   143000              143000         138200
231090288                     319436.04     Cash Out Refinance            9.3     Full Documentation            AA+                   376000              376000              0
231090304                      51966.24     Purchase                    11.45     Stated Income Documentation   AA+                   266000              260000         260000
231090308                     171738.99     Rate/Term Refinance           7.6     Stated Income Documentation   AA                    270000              270000              0
231090311                     109946.46     Cash Out Refinance           9.55     Lite Documentation            C                     220000              220000              0
231090322                      219201.7     Cash Out Refinance           8.85     Stated Income Documentation   A                     258000              233000              0
231090339                        318250     Cash Out Refinance           6.55     Full Documentation            AA+                   335000              335000              0
231090347                     194842.41     Cash Out Refinance            6.8     Stated Income Documentation   AA+                   315000              315000              0
231090349                     153947.43     Rate/Term Refinance          11.2     Stated Income Documentation   B                     290000              290000              0
231090355                      65891.71     Cash Out Refinance         12.025     Full Documentation            AA+                   330000              330000              0
231090356                     119402.02     Purchase                   10.375     Full Documentation            AA+                   120000              120000         119500
231090357                      130257.9     Purchase                    11.45     Stated Income Documentation   B                     168000              168000         162900
231090359                     319856.92     Cash Out Refinance           9.95     Business Bank Statements      AA                    400000              400000              0
231090364                      143831.4     Purchase                        9     Full Documentation            AA+                   159900              159900         159900
231090367                     337241.37     Cash Out Refinance           6.99     Full Documentation            AA+                   375000              375000              0
231090381                     251636.83     Purchase                    9.925     Full Documentation            AA+                   265000              265000         265000
231090392                     159788.89     Cash Out Refinance            8.1     Full Documentation            AA+                   205000              205000              0
231090396                     254655.96     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   300000              300000              0
231090397                     274324.96     Purchase                     8.25     Stated Income Documentation   AA+                   352000              352000         305000
231090418                     175898.74     Cash Out Refinance           8.75     Full Documentation            A                     220000              220000              0
231090420                     254164.16     Cash Out Refinance            9.8     Stated Income Documentation   B                     318000              318000              0
231090444                     311827.79     Cash Out Refinance           8.95     Full Documentation            B                     450000              450000              0
231090461                     179834.91     Cash Out Refinance           9.85     Stated Income Documentation   AA                    203000              203000              0
231090470                        245000     Cash Out Refinance           7.99     Full Documentation            AA+                   245000              245000              0
231090487                      99949.76     Cash Out Refinance            9.4     Full Documentation            AA+                   970000              970000              0
231090488                        333000     Cash Out Refinance          7.825     Full Documentation            AA+                   365000              365000              0
231090499                     306838.48     Cash Out Refinance           9.05     Full Documentation            AA+                   341000              325000              0
231090502                     599632.76     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   750000              750000              0
231090503                     378782.51     Rate/Term Refinance         7.725     Full Documentation            AA+                   421000              421000              0
231090508                      99950.82     Cash Out Refinance            9.5     Full Documentation            A                     125000              125000              0
231090511                      29271.06     Purchase                      9.5     Full Documentation            AA+                   169000              169000         146500
231090521                     199913.77     Cash Out Refinance          10.12     Stated Income Documentation   B                     350000              350000              0
231090527                      224847.5     Cash Out Refinance           7.95     Full Documentation            AA                    310000              310000              0
231090536                     130430.19     Cash Out Refinance            9.1     Business Bank Statements      AA+                   145000              145000              0
231090542                     124130.37     Rate/Term Refinance         8.875     Business Bank Statements      AA+                   138000              138000              0
231090562                      94470.13     Cash Out Refinance          11.55     Stated Income Documentation   AA+                   106000              101000              0
231090564                     387764.95     Cash Out Refinance            8.5     Full Documentation            AA+                   485000              485000              0
231090567                     284663.59     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   335000              335000              0
231090576                     279211.28     Purchase                      6.6     Full Documentation            AA+                   324000              324000         310500
231090582                     179910.52     Rate/Term Refinance          9.45     Full Documentation            AA+                   200000              200000              0
231090641                     253572.79     Cash Out Refinance           6.55     Full Documentation            AA                    282000              282000              0
231090648                     271935.56     Cash Out Refinance           8.65     Full Documentation            AA+                   352000              352000              0
231090666                      99944.23     Cash Out Refinance            8.9     Full Documentation            AA+                   280000              280000              0
231090678                     225160.87     Rate/Term Refinance         10.52     Stated Income Documentation   A                     270000              270000              0
231090683                      169904.2     Cash Out Refinance           8.85     Stated Income Documentation   A                     340000              340000              0
231090691                        430000     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   540000              540000              0
231090702                         63750     Purchase                     9.99     Full Documentation            AA+                    82000               82000          75000
231090714                     285439.05     Purchase                     8.85     Stated Income Documentation   AA+                   363000              363000         362000
231090721                     428847.69     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   660000              600000              0
231090722                         87600     Purchase                     8.55     Full Documentation            AA+                   109500              109500         109500
231090724                        162400     Cash Out Refinance            7.2     Full Documentation            AA+                   232000              232000              0
231090732                        348000     Cash Out Refinance            7.7     Full Documentation            AA+                   435000              435000              0
231090739                     149909.13     Cash Out Refinance            8.5     Full Documentation            AA+                   261500              261500              0
231090756                     193481.72     Purchase                     8.75     Stated Income Documentation   AA+                   215000              215000         215000
231090759                      27992.12     Cash Out Refinance         12.075     Full Documentation            AA+                   140000              140000              0
231090763                        119250     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   210000              210000              0
231090764                     102331.98     Purchase                     8.05     Full Documentation            AA+                   128000              128000         128000
231090778                     179924.92     Purchase                   10.275     Full Documentation            AA+                   210000              180000         180000
231090783                        173400     Rate/Term Refinance           6.2     Full Documentation            AA+                   335000              335000              0
231090784                        144000     Purchase                     10.5     Stated Income Documentation   AA+                   265000              230000         160000
231090787                     187403.82     Cash Out Refinance            9.3     Full Documentation            A                     254200              254200              0
231090789                      251935.8     Rate/Term Refinance           6.1     Full Documentation            AA+                   315000              315000              0
231090816                         88000     Cash Out Refinance           7.65     Full Documentation            AA+                   205000              205000              0
231090833                     101950.16     Cash Out Refinance           8.99     Full Documentation            A                     133000              133000              0
231090857                     395954.63     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   440000              440000              0
231090861                     132661.83     Cash Out Refinance           8.05     Full Documentation            AA+                   177000              177000              0
231090862                         54000     Cash Out Refinance           11.8     Full Documentation            AA                     60000               60000              0
231090868                        315000     Purchase                      9.5     Full Documentation            AA+                   315000              315000         315000
231090877                      32966.75     Purchase                    10.45     Full Documentation            AA+                   165000              165000         164900
231090884                     153914.12     Cash Out Refinance            8.9     Stated Income Documentation   AA                    220000              220000              0
231090894                     148710.78     Purchase                     8.55     Full Documentation            AA+                   186000              186000         186000
231090904                     124969.82     Cash Out Refinance           6.25     Full Documentation            AA+                   294000              294000              0
231090908                        171000     Purchase                     9.95     Business Bank Statements      AA+                   195000              195000         190000
231090933                     207868.44     Cash Out Refinance           8.29     Full Documentation            AA                    260000              260000              0
231090948                     140974.46     Cash Out Refinance           9.55     Stated Income Documentation   AA+                   248000              248000              0
231090970                      262272.4     Purchase                    11.85     Full Documentation            C                     375000              375000         349800
231090986                     301856.08     Rate/Term Refinance          9.65     Stated Income Documentation   AA+                   368000              335000              0
231091002                     345886.99     Purchase                      8.9     Stated Income Documentation   AA+                   446000              433000         432600
231091102                     157886.22     Cash Out Refinance           7.65     Full Documentation            AA+                   270000              270000              0
231091108                        440000     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   550000              500000              0
231091115                     229800.03     Cash Out Refinance            6.7     Full Documentation            AA+                   445000              445000              0
231091126                      52975.28     Purchase                     9.75     Full Documentation            AA+                    68000               68000          68000
231091146                     286229.16     Cash Out Refinance          8.575     Stated Income Documentation   AA                    358000              358000              0
231091185                     218374.29     Cash Out Refinance           8.75     Full Documentation            AA+                   230000              230000              0
231091189                      103942.3     Cash Out Refinance          8.925     Full Documentation            B                     160000              160000              0
231091192                        200750     Cash Out Refinance           8.79     Full Documentation            AA+                   230000              212000              0
231091222                     199791.92     Cash Out Refinance           8.22     Full Documentation            C                     400000              350000              0
231091225                     119923.48     Purchase                     8.25     Full Documentation            AA+                   150000              150000         150000
231091228                     169510.22     Cash Out Refinance           9.15     Lite Documentation            B                     212000              212000              0
231091229                     199848.08     Rate/Term Refinance          6.97     Full Documentation            AA+                   330000              330000              0
231091235                     204879.75     Purchase                     9.54     Full Documentation            AA+                   236000              236000         205000
231091237                        244800     Cash Out Refinance           9.92     Full Documentation            C                     306000              306000              0
231091247                        398000     Purchase                      8.4     Full Documentation            AA+                   431500              431500         425000
231091259                        270000     Cash Out Refinance            7.4     Full Documentation            AA+                   480000              480000              0
231091273                      99953.35     Purchase                     9.75     Stated Income Documentation   A                     135000              135000         125000
231091297                     193218.72     Cash Out Refinance            6.9     Full Documentation            AA+                   259000              246000              0
231091298                     177876.33     Cash Out Refinance           7.99     Full Documentation            AA+                   210000              210000              0
231091304                     171838.04     Purchase                    10.95     Stated Income Documentation   AA+                   215000              215000         191000
231091306                     147884.55     Cash Out Refinance           7.25     Full Documentation            AA+                   251000              251000              0
231091323                        118750     Purchase                     10.5     Stated Income Documentation   AA+                   127000              127000         125000
231091337                     212726.35     Cash Out Refinance           7.34     Full Documentation            AA+                   224000              224000              0
231091344                      53976.86     Purchase                    10.15     Full Documentation            AA+                    69000               69000          69000
231091350                        120000     Cash Out Refinance              8     Full Documentation            AA+                   185000              185000              0
231091355                     309941.14     Cash Out Refinance              6     Full Documentation            AA+                   365000              365000              0
231091367                        134190     Purchase                     10.3     Stated Income Documentation   AA+                   159000              159000         149100
231091371                        219600     Purchase                     7.62     Full Documentation            AA+                   264000              264000         244000
231091382                        175500     Purchase                      9.9     Stated Income Documentation   AA+                   199000              199000         195000
231091388                     164879.98     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   330000              330000              0
231091407                     103869.95     Purchase                      9.6     Stated Income Documentation   AA+                   133000              133000         129900
231091415                     206824.21     Cash Out Refinance           6.82     Full Documentation            AA+                   375000              375000              0
231091424                      65576.61     Purchase                       11     Full Documentation            AA+                    82000               82000          82000
231091431                        164800     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   206000              206000              0
231091436                        416000     Cash Out Refinance            6.9     Stated Income Documentation   AA                    595000              595000              0
231091445                     411891.84     Cash Out Refinance            8.3     Full Documentation            A                     485000              485000              0
231091446                     109963.51     Cash Out Refinance           7.49     Full Documentation            AA+                   270000              270000              0
231091460                        162400     Purchase                     8.52     Full Documentation            AA+                   205000              205000         203000
231091471                         92000     Cash Out Refinance            9.5     Stated Income Documentation   AA                    160000              160000              0
231091478                        300000     Cash Out Refinance            6.4     Full Documentation            AA+                   500000              500000              0
231091485                     283942.04     Cash Out Refinance          6.712     Full Documentation            AA+                   395000              395000              0
231091508                     143431.62     Purchase                     9.65     Full Documentation            A                     161000              161000         160000
231091510                        118750     Purchase                    10.05     Full Documentation            AA+                   125000              125000         125000
231091514                     160824.69     Cash Out Refinance          5.625     Full Documentation            AA+                   280000              252000              0
231091525                     154866.55     Cash Out Refinance           6.75     Full Documentation            AA+                   281000              281000              0
231091526                     208924.74     Cash Out Refinance            7.2     Full Documentation            AA+                   220000              220000              0
231091542                         85104     Purchase                    10.45     Full Documentation            AA+                   108000              108000         106380
231091544                       59972.3     Purchase                      9.8     Full Documentation            AA+                    77000               77000          75000
231091572                         75000     Cash Out Refinance            8.6     No Documentation              AA+                   189500              189500              0
231091585                        212000     Cash Out Refinance           9.75     Stated Income Documentation   A                     410000              410000              0
231091598                     206740.83     Purchase                     7.32     Full Documentation            AA+                   254000              254000         229900
231091607                     239818.37     Purchase                     7.67     Full Documentation            AA+                   275000              275000         275000
231091611                      309230.9     Cash Out Refinance            6.7     Full Documentation            AA+                   375000              350000              0
231091617                     258302.32     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   470000              470000              0
231091620                     239847.58     Cash Out Refinance           8.27     Stated Income Documentation   AA+                   370000              300000              0
231091623                     289735.28     Rate/Term Refinance          6.45     Full Documentation            AA+                   320000              290000              0
231091633                      159538.6     Cash Out Refinance          10.65     No Documentation              AA+                   168000              168000              0
231091638                     314129.31     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   393000              393000              0
231091657                     144898.69     Cash Out Refinance            7.8     Full Documentation            AA+                   232000              230000              0
231091671                     130358.09     Purchase                      7.6     Full Documentation            AA+                   165000              165000         163000
231091673                        205000     Cash Out Refinance           9.22     Full Documentation            C                     319000              319000              0
231091679                     195909.53     Purchase                      9.8     Stated Income Documentation   AA+                   300000              300000         245000
231091681                        121410     Purchase                    10.55     Stated Income Documentation   AA+                   150000              150000         134900
231091699                     162936.95     Purchase                   10.625     Full Documentation            AA+                   163000              163000         163000
231091700                     115948.57     Purchase                     9.99     Full Documentation            AA+                   116000              116000         116000
231091716                        207000     Purchase                      7.8     Stated Income Documentation   AA+                   232000              232000         230000
231091719                        257500     Cash Out Refinance            7.6     Full Documentation            AA                    275000              275000              0
231091723                        120000     Cash Out Refinance            7.5     Full Documentation            AA+                   265000              265000              0
231091724                     224925.59     Cash Out Refinance            7.5     Full Documentation            AA+                   290000              290000              0
231091730                      74978.54     Cash Out Refinance             12     Full Documentation            CC                    207000              207000              0
231091741                     374799.39     Cash Out Refinance            9.1     Full Documentation            C                     500000              500000              0
231091743                      310486.4     Cash Out Refinance           7.99     Full Documentation            AA+                   332000              332000              0
231091748                     167904.74     Purchase                     8.82     Full Documentation            AA+                   210000              210000         210000
231091756                        148500     Purchase                     9.33     Stated Income Documentation   AA+                   168000              168000         165000
231091768                        132960     Purchase                     8.85     Full Documentation            AA+                   167000              167000         166200
231091778                        168000     Cash Out Refinance            8.6     Full Documentation            AA+                   210000              210000              0
231091781                        254600     Cash Out Refinance            7.2     Full Documentation            AA+                   268000              268000              0
231091785                     145460.18     Cash Out Refinance           12.2     Full Documentation            C                     194000              194000              0
231091794                     318738.01     Cash Out Refinance           6.99     Full Documentation            AA+                   355000              355000              0
231091804                     324818.75     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   680000              680000              0
231091815                        251910     Purchase                      8.9     Full Documentation            AA+                   279900              279900         279900
231091817                        228500     Cash Out Refinance           7.99     Full Documentation            C                     390000              375000              0
231091822                      113940.9     Purchase                     9.25     Stated Income Documentation   AA+                   146000              146000         146000
231091837                        274921     Cash Out Refinance           7.99     Full Documentation            AA+                   275000              275000              0
231091841                        172800     Purchase                      6.8     Full Documentation            AA+                   216000              222000         216000
231091878                        142500     Cash Out Refinance          10.55     Stated Income Documentation   AA+                   150000              150000              0
231091905                     123339.31     Purchase                      9.5     Stated Income Documentation   AA+                   133000              133000         129900
231091915                        284400     Cash Out Refinance            8.9     Full Documentation            AA+                   316000              316000              0
231091924                        159600     Purchase                    10.95     Full Documentation            AA+                   175000              175000         168000
231091938                        127500     Cash Out Refinance           6.99     Full Documentation            AA+                   170000              170000              0
231091975                         75000     Rate/Term Refinance         11.55     Full Documentation            A                      79000               79000              0
231091985                      74979.25     Purchase                    12.15     Full Documentation            AA+                    88000               88000          75000
231092058                        137750     Purchase                    9.725     Full Documentation            AA+                   145000              145000         145000
231092063                        310500     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   345000              345000              0
231092097                     175840.26     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   220000              220000              0
231092115                        133000     Purchase                    10.03     Full Documentation            AA+                   135000              135000         133000
231092165                        346400     Cash Out Refinance           6.15     Full Documentation            AA+                   415000              415000              0
231092184                        168000     Purchase                      8.4     Full Documentation            AA+                   210000              210000         210000
231092198                        151500     Cash Out Refinance           10.1     Full Documentation            AA+                   217000              217000              0
231092218                        125000     Cash Out Refinance          11.05     Full Documentation            B                     610000              610000              0
231092224                        413250     Cash Out Refinance           8.45     Full Documentation            AA+                   435000              435000              0
231092243                        175750     Cash Out Refinance           9.45     Full Documentation            AA+                   185000              185000              0
231092259                      358222.5     Purchase                     9.05     Stated Income Documentation   AA+                   465000              465000         398025
231092271                         92800     Purchase                    10.25     Stated Income Documentation   AA+                   190000              190000         116000
231092347                         31470     Cash Out Refinance           12.2     Stated Income Documentation   AA+                   209800              209800              0
231092373                        175500     Cash Out Refinance            8.1     Full Documentation            AA+                   195000              195000              0
231092408                         73400     Cash Out Refinance           8.99     Full Documentation            AA+                   367000              367000              0
231092410                        240000     Cash Out Refinance          8.495     Stated Income Documentation   AA+                   300000              300000              0
231092414                        297000     Purchase                     8.95     Stated Income Documentation   AA+                   350000              350000         330000
231092465                        168150     Purchase                    10.35     Stated Income Documentation   AA+                   185000              185000         177000
231092529                        135850     Cash Out Refinance           7.85     Full Documentation            AA+                   230000              230000              0
231092579                        280250     Purchase                     8.05     Full Documentation            AA+                   300000              300000         295000
231092635                         50350     Purchase                    12.05     Stated Income Documentation   AA+                    53000               53000          53000
231092650                        280250     Purchase                      9.5     Full Documentation            AA+                   295000              295000         295000
231092705                        117000     Cash Out Refinance           8.07     Full Documentation            B                     280000              280000              0
231092744                        261330     Cash Out Refinance           7.85     Full Documentation            AA+                   281000              270000              0
231092775                        109000     Cash Out Refinance           9.45     Full Documentation            AA+                   136500              136500              0
231093134                         69600     Cash Out Refinance          10.35     Stated Income Documentation   AA+                    87000               87000         103000
231093304                        201500     Cash Out Refinance           9.42     Stated Income Documentation   AA+                   310000              310000              0
231093897                        160003     Cash Out Refinance            9.8     Full Documentation            B                     430000              430000              0
271029535                       77876.7     Cash Out Refinance         12.225     Full Documentation            B                      86700               86700              0
271029696                      67357.61     Cash Out Refinance           11.9     Full Documentation            A                      75000               75000              0
291007265                      71846.42     Cash Out Refinance          11.85     Full Documentation            AA+                    80000               80000              0
321037288                      71894.28     Purchase                     14.3     Full Documentation            AA+                   362000              362000         359850
321037520                      49956.49     Rate/Term Refinance          14.3     Full Documentation            AA+                   250000              250000              0
321038053                      35975.93     Purchase                    14.45     Full Documentation            AA+                   180000              180000         180000
321038854                     175667.84     Cash Out Refinance           8.35     Stated Income Documentation   AA                    220000              220000              0
321038905                     135878.92     Rate/Term Refinance          9.99     Full Documentation            AA                    136000              136000              0
321039073                      195689.1     Purchase                    6.865     Full Documentation            AA+                   217000              217000         196002
321039081                     259678.59     Cash Out Refinance            7.2     Full Documentation            AA+                   295000              295000              0
321039295                     168870.77     Cash Out Refinance            8.2     Stated Income Documentation   AA                    211500              211500              0
321039356                      69948.88     Cash Out Refinance          12.94     Business Bank Statements      AA+                   350000              350000              0
321039392                     328514.73     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   411000              411000              0
321039512                      63956.84     Cash Out Refinance         13.125     Stated Income Documentation   AA+                   320000              320000              0
321039582                     279824.54     Purchase                      7.7     Stated Income Documentation   AA+                   350000              350000         350000
321039588                       44661.2     Purchase                    11.25     Full Documentation            AA+                   238000              238000         223535
321039607                     275796.54     Cash Out Refinance           8.55     Stated Income Documentation   AA                    345000              315000              0
321039670                      35936.73     Purchase                     10.5     Full Documentation            AA+                   182000              182000         179900
321039702                     247945.31     Purchase                    8.375     Full Documentation            A                     430000              430000         413759
321039748                      39979.98     Cash Out Refinance         12.625     Full Documentation            AA+                   200000              200000              0
321039767                      379096.4     Purchase                      7.2     Stated Income Documentation   AA+                   490000              490000         475000
321039858                      37384.65     Rate/Term Refinance          13.5     Full Documentation            AA+                   187000              187000              0
321039925                     162158.21     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   203000              203000              0
321039971                     219069.34     Cash Out Refinance            9.2     Business Bank Statements      AA+                   258000              258000         208000
321039974                     159761.78     Cash Out Refinance            7.5     Lite Documentation            AA+                   200000              200000              0
321040026                     212382.02     Cash Out Refinance           8.12     Full Documentation            AA+                   250000              250000              0
321040045                      52378.48     Cash Out Refinance           13.5     Full Documentation            AA+                   262000              262000              0
321040072                      45477.86     Purchase                    12.75     Full Documentation            AA+                   230000              230000         227500
321040073                        122469     Purchase                    10.74     Full Documentation            AA+                   124000              124000         122500
321040104                     216771.66     Cash Out Refinance            7.9     Full Documentation            AA+                   241000              241000              0
321040114                     218428.57     Rate/Term Refinance           8.4     Business Bank Statements      AA                    243000              243000              0
321040116                     192801.21     Cash Out Refinance            9.3     Stated Income Documentation   B                     249000              249000              0
321040158                     413811.63     Rate/Term Refinance           8.8     Business Bank Statements      AA+                   460000              460000              0
321040175                     115451.76     Cash Out Refinance            9.5     Stated Income Documentation   AA                    144500              144500              0
321040212                     327437.19     Cash Out Refinance            8.5     Stated Income Documentation   AA                    420000              420000              0
321040245                     188555.91     Cash Out Refinance            8.2     Full Documentation            AA                    212000              212000              0
321040265                      314492.2     Cash Out Refinance            7.1     Full Documentation            AA+                   350000              350000              0
321040288                     245561.54     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   273000              273000              0
321040296                     203869.92     Rate/Term Refinance          8.25     Full Documentation            AA+                   233000              233000              0
321040297                     191759.27     Rate/Term Refinance          8.35     Full Documentation            AA+                   246000              246000              0
321040359                      50984.05     Purchase                    10.05     Full Documentation            AA+                    52000               52000          51000
321040384                     127956.76     Purchase                    7.425     Full Documentation            AA+                   165000              160000         160000
321040442                     239597.57     Rate/Term Refinance           6.9     Stated Income Documentation   AA+                   300000              300000              0
321040477                     209902.75     Rate/Term Refinance          8.74     Full Documentation            AA+                   210000              210000              0
321040494                      73970.31     Cash Out Refinance           13.6     Business Bank Statements      A                     370000              370000              0
321040512                        185500     Purchase                     9.26     Full Documentation            AA+                   185500              185500         185500
321040523                     155415.66     Cash Out Refinance            8.2     Full Documentation            A                     175000              175000              0
321040534                     296690.86     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   330000              315000              0
321040538                     179787.98     Cash Out Refinance            8.7     Full Documentation            A                     260000              260000              0
321040546                     191687.42     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   255000              230000              0
321040568                     223642.45     Cash Out Refinance           7.15     Business Bank Statements      AA+                   280000              268000              0
321040585                     320221.08     Cash Out Refinance            8.1     Full Documentation            AA+                   356000              356000              0
321040611                     164975.83     Cash Out Refinance          10.25     Full Documentation            AA+                   165000              165000              0
321040616                     142027.11     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   158000              158000              0
321040622                     165868.75     Purchase                     8.85     Full Documentation            AA+                   172000              172000         165900
321040626                     182691.27     Rate/Term Refinance           7.6     Full Documentation            AA+                   215000              215000              0
321040653                     170915.89     Cash Out Refinance            9.5     Full Documentation            AA                    180000              180000              0
321040764                     157457.72     Purchase                      6.4     Full Documentation            AA+                   199000              199000         197000
321040785                     248449.98     Cash Out Refinance           6.75     Business Bank Statements      AA+                   355000              355000              0
321040806                      29987.95     Purchase                     13.6     Full Documentation            AA+                   160000              160000         150000
321040850                      98966.58     Cash Out Refinance          11.25     Full Documentation            AA+                    99000               99000              0
321040860                     159985.46     Rate/Term Refinance          8.85     Business Bank Statements      AA                    200000              200000              0
331047292                     174532.21     Cash Out Refinance          11.45     Full Documentation            CC                    321000              321000              0
331050405                     526446.87     Cash Out Refinance           7.85     Full Documentation            A                     660000              660000              0
331050651                      327286.5     Cash Out Refinance            6.5     Full Documentation            AA+                   635000              635000              0
331050729                     230680.89     Rate/Term Refinance          9.85     Full Documentation            C                     655000              655000              0
331050862                     369510.49     Cash Out Refinance           7.15     Full Documentation            AA                    443000              443000              0
331050901                      90940.03     Cash Out Refinance         13.225     Stated Income Documentation   AA+                   455000              455000              0
331050923                     516571.74     Cash Out Refinance           8.15     Full Documentation            AA                    575000              575000              0
331050939                     159764.86     Cash Out Refinance           7.99     Full Documentation            AA+                   178000              178000              0
331050949                     192060.05     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   230000              230000              0
331051076                      316576.5     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   352000              352000              0
331051078                     187340.38     Cash Out Refinance           10.2     Stated Income Documentation   AA                    250000              250000              0
331051198                     183831.39     Cash Out Refinance            7.8     Business Bank Statements      AA+                   230000              230000              0
331051203                     121363.38     Cash Out Refinance            8.2     Full Documentation            AA                    152000              152000              0
331051207                     265817.87     Cash Out Refinance            7.9     Full Documentation            A                     380000              380000              0
331051242                     254739.95     Cash Out Refinance          7.425     Full Documentation            AA+                   410000              410000              0
331051303                      522349.9     Cash Out Refinance           7.99     Full Documentation            AA+                   550000              550000              0
331051434                     305824.61     Cash Out Refinance            9.4     Stated Income Documentation   AA                    360000              334000              0
331051448                     328755.54     Cash Out Refinance            7.1     Full Documentation            A                     470000              470000              0
331051465                     389235.11     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   465000              465000              0
331051513                     264593.26     Cash Out Refinance           9.35     Stated Income Documentation   AA+                   295000              295000              0
331051552                     368970.15     Cash Out Refinance            6.4     Full Documentation            AA+                   540000              540000              0
331051580                     419482.29     Cash Out Refinance           6.75     Full Documentation            AA+                   560000              560000              0
331051654                     344805.59     Cash Out Refinance           8.85     Full Documentation            A                     570000              570000              0
331051667                      39973.62     Cash Out Refinance         13.225     Stated Income Documentation   AA+                   200000              200000              0
331051709                     210381.84     Cash Out Refinance           7.37     Stated Income Documentation   AA+                   234000              234000              0
331051731                     279592.97     Cash Out Refinance              9     Stated Income Documentation   AA+                   331000              331000              0
331051786                     155780.44     Cash Out Refinance          8.375     Stated Income Documentation   AA+                   183500              183500              0
331052045                     308500.33     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   380000              380000              0
331052102                     298868.49     Cash Out Refinance           8.95     Stated Income Documentation   AA                    352000              352000              0
331052198                     279874.48     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   400000              400000              0
331052263                     121432.44     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   135000              135000              0
331052334                     323342.12     Cash Out Refinance           7.99     Full Documentation            B                     405000              405000              0
331052349                     349723.03     Cash Out Refinance          6.875     Full Documentation            AA                    419000              419000              0
331052360                     237239.03     Rate/Term Refinance          8.99     Full Documentation            AA+                   250000              250000              0
331052363                     231524.05     Cash Out Refinance          6.875     Full Documentation            AA+                   350000              350000              0
331052421                     362481.12     Cash Out Refinance           7.95     Full Documentation            AA                    420000              420000              0
331052440                      59382.04     Purchase                    11.75     Stated Income Documentation   AA+                    66000               66000          66000
331052456                     324793.42     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   600000              540000              0
331052471                     411991.67     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   485000              485000              0
331052475                     384823.09     Cash Out Refinance          6.325     Full Documentation            AA+                   640000              640000              0
331052492                     255749.81     Rate/Term Refinance          9.55     Stated Income Documentation   AA+                   320000              320000              0
331052512                     178839.27     Cash Out Refinance           9.95     Full Documentation            B                     299000              299000              0
331052537                     315237.85     Rate/Term Refinance           6.7     Stated Income Documentation   AA+                   410000              410000              0
331052556                     326992.82     Cash Out Refinance            6.9     Full Documentation            AA+                   385000              385000              0
331052567                     285985.41     Cash Out Refinance           8.99     Stated Income Documentation   AA                    415000              415000              0
331052621                      49568.85     Purchase                     11.6     Full Documentation            AA+                   257000              257000         248000
331052654                     311770.18     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   367000              367000              0
331052666                     404742.56     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   515000              515000              0
331052684                     380493.47     Cash Out Refinance           6.55     Full Documentation            AA                    635000              635000              0
331052707                     256669.44     Purchase                        7     Full Documentation            AA+                   360000              360000         338000
331052708                        390000     Cash Out Refinance           6.25     Stated Income Documentation   AA+                   470000              470000              0
331052761                     199742.48     Rate/Term Refinance          8.22     Full Documentation            AA                    250000              250000              0
331052762                     175400.07     Purchase                      8.8     Stated Income Documentation   AA                    220000              220000         195000
331052776                        369750     Cash Out Refinance            9.3     Stated Income Documentation   AA                    435000              435000              0
331052833                     375529.29     Cash Out Refinance          7.925     Full Documentation            AA                    475000              475000              0
331052852                     367908.88     Cash Out Refinance            8.5     Stated Income Documentation   B                     460000              415000              0
331052878                      259812.2     Cash Out Refinance           8.85     Stated Income Documentation   A                     520000              520000              0
331052884                     511635.33     Cash Out Refinance           7.25     Full Documentation            AA+                   640000              640000              0
331052920                     344912.04     Cash Out Refinance            8.4     Stated Income Documentation   AA                    455000              455000              0
331052939                     374490.37     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   500000              500000              0
331052945                     402726.64     Cash Out Refinance            7.6     Full Documentation            AA                    485000              485000              0
331052949                     334750.88     Cash Out Refinance           7.49     Full Documentation            C                     450000              450000              0
331052996                     158059.15     Cash Out Refinance           9.99     Stated Income Documentation   A                     226000              226000              0
331053003                      271850.3     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   320000              320000              0
331053034                     637019.62     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   750000              750000              0
331053064                     399767.47     Cash Out Refinance            8.7     Stated Income Documentation   B                     575000              520000              0
331053104                     211314.63     Cash Out Refinance            7.5     Full Documentation            A                     249000              249000              0
331053105                     407925.11     Cash Out Refinance              7     Stated Income Documentation   AA+                   440000              440000              0
331053108                      484128.7     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   570000              570000              0
331053137                     429601.06     Cash Out Refinance            6.3     Full Documentation            AA+                   585000              585000              0
331053145                     281203.66     Cash Out Refinance            8.7     Stated Income Documentation   AA                    352000              352000              0
331053164                     157403.73     Cash Out Refinance          7.925     Stated Income Documentation   AA+                   235000              235000              0
331053233                        334000     Purchase                     6.75     Stated Income Documentation   AA+                   417500              417500         417500
331053238                      479503.5     Cash Out Refinance            5.9     Full Documentation            AA+                   535000              535000              0
331053254                     187942.95     Cash Out Refinance            7.8     Full Documentation            AA+                   305000              305000              0
331053263                     439793.62     Cash Out Refinance           6.25     Full Documentation            AA+                   550000              550000              0
331053278                     412377.17     Cash Out Refinance           7.85     Stated Income Documentation   AA+                   635000              635000              0
331053321                     424894.77     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   550000              550000              0
331053336                     180275.47     Purchase                    10.99     Full Documentation            AA                    190000              190000         189900
331053351                     231822.58     Rate/Term Refinance          7.35     Stated Income Documentation   AA+                   290000              290000              0
331053364                      269844.8     Cash Out Refinance              8     Stated Income Documentation   AA+                   575000              575000              0
331053379                     359735.49     Purchase                     7.55     Stated Income Documentation   AA+                   660000              660000         400000
331053395                     412161.97     Cash Out Refinance           6.75     Full Documentation            A                     550000              550000              0
331053444                     109939.29     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   915000              915000              0
331053481                      45561.07     Purchase                    13.45     Full Documentation            AA+                   230000              230000         227900
331053484                     355807.86     Cash Out Refinance            8.4     Stated Income Documentation   A                     475000              475000              0
331053489                     157276.96     Purchase                     7.75     Full Documentation            AA+                   175000              175000         175000
331053502                     196719.29     Cash Out Refinance           9.15     Stated Income Documentation   AA                    246000              246000              0
331053520                     107919.85     Cash Out Refinance            7.5     Full Documentation            AA+                   415000              415000              0
331053535                     157186.84     Cash Out Refinance          10.45     Stated Income Documentation   AA+                   235000              185000              0
331053553                     447698.79     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   560000              560000              0
331053589                     303869.75     Cash Out Refinance          10.15     Stated Income Documentation   B                     380000              380000              0
331053591                        317900     Cash Out Refinance          7.725     Stated Income Documentation   AA+                   374000              374000              0
331053617                     149973.23     Cash Out Refinance            9.6     Stated Income Documentation   B                     315000              315000              0
331053661                        675000     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   900000              900000              0
331053663                     177907.56     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   470000              470000              0
331053686                        153000     Cash Out Refinance           8.75     Full Documentation            AA                    570000              570000              0
331053693                     339833.64     Cash Out Refinance          9.525     Full Documentation            AA+                   340000              330000              0
331053784                     349844.84     Cash Out Refinance           9.99     Stated Income Documentation   A                     500000              500000              0
331053788                      416674.7     Cash Out Refinance           7.25     Full Documentation            A                     530000              530000              0
331053790                     599889.63     Cash Out Refinance            9.5     Stated Income Documentation   B                     750000              750000              0
331053807                     359740.75     Cash Out Refinance           7.65     Business Bank Statements      A                     650000              650000              0
331053847                        290000     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   450000              450000              0
331053869                     181978.83     Cash Out Refinance             11     Stated Income Documentation   B                     280000              280000              0
331053883                        253000     Cash Out Refinance           6.25     Full Documentation            AA+                   500000              500000              0
331053888                     335794.35     Cash Out Refinance           8.45     Stated Income Documentation   AA                    420000              420000              0
331053926                     302059.57     Purchase                     9.85     Full Documentation            CC                    465000              465000         465000
331053934                     181903.15     Purchase                    9.125     Stated Income Documentation   B                     260000              260000         260000
331053943                     384883.16     Cash Out Refinance            7.8     Full Documentation            A                     595000              595000              0
331053944                        417000     Cash Out Refinance              7     Stated Income Documentation   AA+                   440000              440000              0
331053949                        178500     Cash Out Refinance            7.7     Full Documentation            AA+                   210000              210000              0
331053978                     364905.56     Cash Out Refinance           8.35     Full Documentation            B                     595000              595000              0
331053992                      389761.3     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   530000              530000              0
331054008                        395000     Rate/Term Refinance          8.65     Full Documentation            AA+                   420000              420000              0
331054035                     419837.73     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   560000              560000              0
331054052                     286764.75     Cash Out Refinance              7     Full Documentation            AA                    410000              375000              0
331054057                     335942.68     Cash Out Refinance           9.75     Full Documentation            B                     420000              420000              0
331054118                        138400     Rate/Term Refinance        11.675     Full Documentation            CC                    299000              299000              0
331054137                     370887.12     Cash Out Refinance            5.6     Full Documentation            AA+                   530000              530000              0
331054152                     324660.68     Rate/Term Refinance          5.75     Full Documentation            AA                    530000              530000              0
331054160                     271840.24     Cash Out Refinance           8.65     Full Documentation            A                     321000              321000              0
331054162                     371796.38     Cash Out Refinance           8.99     Full Documentation            C                     465000              465000              0
331054221                     306915.99     Rate/Term Refinance          12.2     Full Documentation            CC                    460000              460000              0
331054227                      178431.8     Cash Out Refinance           6.99     Full Documentation            AA+                   210000              210000              0
331054236                     218449.74     Cash Out Refinance           8.75     Full Documentation            AA+                   230000              230000              0
331054237                     133050.99     Purchase                     9.99     Stated Income Documentation   AA+                   166000              166000         147900
331054239                     467695.42     Cash Out Refinance           8.15     Stated Income Documentation   A                     585000              585000              0
331054243                      299926.8     Cash Out Refinance           8.55     Full Documentation            B                     430000              430000              0
331054256                     339302.65     Cash Out Refinance            8.7     Full Documentation            C                     485000              485000              0
331054267                     324869.45     Cash Out Refinance          10.45     Stated Income Documentation   AA                    500000              500000              0
331054287                     272816.82     Rate/Term Refinance             8     Full Documentation            AA+                   420000              420000              0
331054296                     139870.96     Cash Out Refinance            6.4     Stated Income Documentation   AA+                   345000              345000              0
331054320                     219849.97     Cash Out Refinance           7.92     Full Documentation            AA+                   245000              235000              0
331054325                     195963.89     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   350000              350000              0
331054337                     162210.67     Cash Out Refinance            9.7     Full Documentation            A                     250000              225000              0
331054422                     368769.79     Cash Out Refinance            7.7     Full Documentation            AA+                   388300              388300              0
331054423                        435000     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   580000              580000              0
331054428                     314356.35     Cash Out Refinance           9.85     Stated Income Documentation   AA+                   370000              370000              0
331054438                        214500     Cash Out Refinance            8.9     Full Documentation            C                     390000              390000              0
331054441                     390760.68     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   460000              420000              0
331054445                        275000     Cash Out Refinance           6.35     Full Documentation            AA+                   540000              490000              0
331054447                     207848.69     Rate/Term Refinance           7.6     Full Documentation            AA+                   260000              260000              0
331054463                     559482.83     Cash Out Refinance           6.39     Full Documentation            AA+                   995000              995000              0
331054465                     414896.16     Cash Out Refinance           6.15     Full Documentation            AA+                   710000              710000              0
331054479                     411855.77     Purchase                      7.3     Full Documentation            AA+                   515000              515000         515000
331054485                     286868.91     Cash Out Refinance           9.85     Stated Income Documentation   B                     425000              425000              0
331054488                        288000     Cash Out Refinance          7.475     Full Documentation            AA+                   360000              360000              0
331054524                     133050.99     Purchase                     9.99     Stated Income Documentation   AA+                   166000              166000         147900
331054532                     244894.36     Cash Out Refinance          10.12     Full Documentation            AA                    260000              260000              0
331054536                     227947.86     Purchase                     8.77     Stated Income Documentation   AA+                   240000              240000         240000
331054548                     227370.73     Cash Out Refinance           8.81     Full Documentation            B                     338000              338000              0
331054591                     314809.17     Cash Out Refinance            8.5     Full Documentation            B                     825000              825000              0
331054649                     253553.28     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   317000              317000              0
331054694                     164941.17     Cash Out Refinance             11     Full Documentation            C                     415000              415000              0
331054753                        100580     Rate/Term Refinance           8.7     Full Documentation            AA+                   110000              110000              0
331054759                     458735.13     Purchase                     8.85     Stated Income Documentation   AA+                   510000              510000         510000
331054766                     299935.92     Cash Out Refinance              9     Full Documentation            B                     500000              500000              0
331054787                     348204.54     Cash Out Refinance           6.35     Full Documentation            AA+                   420000              420000              0
331054833                     185887.32     Cash Out Refinance            8.5     Stated Income Documentation   A                     588000              588000              0
331054854                     137387.07     Cash Out Refinance           6.99     Full Documentation            AA+                   250000              210000              0
331054856                        364000     Cash Out Refinance            6.5     Stated Income Documentation   AA+                   437000              437000              0
331054857                        335000     Cash Out Refinance          7.475     Full Documentation            AA+                   650000              650000              0
331054893                        231000     Cash Out Refinance            6.8     Full Documentation            A                     360000              360000              0
331054912                        278800     Cash Out Refinance            6.5     Full Documentation            AA+                   328000              328000              0
331054936                     389383.49     Cash Out Refinance           7.85     Stated Income Documentation   AA                    410000              410000              0
331054938                        190000     Cash Out Refinance              9     Full Documentation            AA+                   205000              205000              0
331054952                     100752.72     Cash Out Refinance          9.725     Full Documentation            AA+                   112000              112000              0
331054988                     503774.65     Cash Out Refinance           9.95     Stated Income Documentation   A                     630000              630000              0
331055058                     458735.13     Purchase                     8.85     Stated Income Documentation   AA+                   510000              510000         510000
331055073                      99962.76     Cash Out Refinance           10.8     Stated Income Documentation   B                     455000              455000              0
331055097                        123750     Cash Out Refinance          12.05     Full Documentation            B                     165000              165000              0
331055131                        200000     Cash Out Refinance           7.67     Full Documentation            A                     600000              600000              0
331055182                        202800     Cash Out Refinance           8.75     Full Documentation            AA+                   253500              253500              0
331055208                        300000     Cash Out Refinance            7.6     Full Documentation            AA                    430000              430000              0
331055218                        330000     Rate/Term Refinance          6.65     Stated Income Documentation   AA+                   390000              390000              0
331055243                        507000     Cash Out Refinance           5.99     Stated Income Documentation   AA+                   700000              700000              0
331055266                        420000     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   560000              560000              0
331055275                        416000     Rate/Term Refinance          6.65     Full Documentation            AA+                   520000              520000              0
331055327                         72000     Cash Out Refinance           12.3     Full Documentation            AA+                    80000               80000              0
331055441                         74000     Purchase                    10.42     Full Documentation            AA+                    97000               97000          92500
331055457                        102000     Cash Out Refinance          10.65     Full Documentation            A                     425000              425000              0
331055458                        448000     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   645000              645000              0
331055515                      119991.5     Cash Out Refinance           10.6     Full Documentation            A                     215000              215000              0
331055521                        306000     Cash Out Refinance           8.35     Full Documentation            AA+                   360000              360000              0
331055574                        492000     Cash Out Refinance            8.8     Full Documentation            AA                    615000              615000              0
331055581                        123300     Cash Out Refinance              9     Business Bank Statements      AA+                   137000              137000              0
331055595                        373350     Cash Out Refinance            7.5     Full Documentation            AA+                   393000              393000              0
331055722                        275000     Cash Out Refinance           6.85     No Documentation              AA+                   522000              522000              0
331055784                        247000     Cash Out Refinance            7.5     Full Documentation            AA+                   260000              260000              0
331056284                        477000     Purchase                        7     Full Documentation            AA+                   530000              530000         530000
331056315                        292500     Purchase                      8.9     Stated Income Documentation   AA+                   360000              360000         325000
341035602                      87962.71     Cash Out Refinance          12.55     Full Documentation            CC                    218000              218000              0
341035624                     101432.11     Purchase                    8.575     Full Documentation            AA+                   102000              102000         101900
341035717                     213212.15     Cash Out Refinance          10.35     Full Documentation            AA+                   225000              225000              0
341036232                      67231.64     Cash Out Refinance           12.5     Stated Income Documentation   AA+                    75000               75000              0
341036792                      77591.51     Cash Out Refinance           12.2     Stated Income Documentation   A                     111000              111000              0
341036983                      33977.26     Purchase                    14.45     Full Documentation            AA+                   170000              170000         170000
341037342                     191123.83     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   226000              226000              0
341037855                     147767.69     Rate/Term Refinance         10.62     Stated Income Documentation   A                     185000              185000              0
341038101                      80648.69     Cash Out Refinance          11.65     Stated Income Documentation   AA+                    95000               95000              0
341038434                     101203.27     Cash Out Refinance            9.8     Full Documentation            AA                    135000              135000              0
341038549                     267687.91     Cash Out Refinance          10.65     Stated Income Documentation   AA                    335000              335000              0
341038574                     164483.81     Cash Out Refinance          8.125     Full Documentation            AA                    183000              183000              0
341038765                     239553.48     Cash Out Refinance           8.42     Stated Income Documentation   AA                    300000              300000              0
341038822                     220340.54     Cash Out Refinance            9.4     Stated Income Documentation   AA+                   255000              255000              0
341038841                     113390.87     Cash Out Refinance          8.625     Full Documentation            B                     142000              142000              0
341038940                      28975.55     Cash Out Refinance         12.125     Full Documentation            AA+                   145000              145000              0
341038958                     183847.58     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   230000              230000              0
341039000                     122300.08     Cash Out Refinance            8.2     Stated Income Documentation   AA                    144000              144000              0
341039012                     106095.26     Cash Out Refinance            9.6     Full Documentation            AA                    128000              128000              0
341039061                      59941.94     Cash Out Refinance           11.5     Full Documentation            AA+                    75000               75000              0
341039067                       66958.5     Rate/Term Refinance          13.5     Full Documentation            AA+                   335000              335000              0
341039107                      34770.66     Rate/Term Refinance        12.125     Full Documentation            AA+                   174000              174000              0
341039135                      43148.34     Rate/Term Refinance         12.75     Full Documentation            AA                    215900              215900              0
341039166                     215755.66     Rate/Term Refinance          8.85     Stated Income Documentation   AA+                   256800              256800              0
341039314                     169839.89     Cash Out Refinance          9.725     Stated Income Documentation   B                     213000              213000              0
341039513                      111866.6     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   140000              140000              0
341039563                      35979.88     Purchase                    12.13     Full Documentation            AA+                   189000              189000         180000
341039578                     269772.09     Rate/Term Refinance         10.24     Full Documentation            AA                    300000              300000              0
341039697                     124123.27     Cash Out Refinance           9.45     Full Documentation            AA+                   146100              146100              0
341039705                     234510.71     Cash Out Refinance            9.4     Stated Income Documentation   AA                    276000              276000              0
341040012                      49884.73     Cash Out Refinance         10.125     Full Documentation            AA+                    86500               70000              0
341040052                     119924.26     Cash Out Refinance          7.675     Full Documentation            AA+                   150000              146500              0
341040083                      101885.8     Cash Out Refinance            8.9     Full Documentation            AA+                   102000              102000              0
341040125                     224740.15     Cash Out Refinance           8.75     Stated Income Documentation   AA                    250000              250000              0
341040284                     167810.14     Purchase                    8.855     Full Documentation            AA+                   170000              170000         168000
341040286                     168925.77     Cash Out Refinance          8.375     Stated Income Documentation   AA                    200000              200000              0
341040293                      83575.27     Purchase                    11.85     Full Documentation            AA+                    96000               96000          88000
341040309                     184427.44     Cash Out Refinance           9.29     Full Documentation            AA                    205000              205000              0
341040367                     193220.41     Cash Out Refinance           7.65     Full Documentation            AA+                   220000              220000              0
341040387                     127228.77     Cash Out Refinance          9.675     Full Documentation            AA+                   141500              141500              0
341040417                     161487.82     Purchase                      9.7     Full Documentation            AA+                   202000              202000         201955
341040427                        152000     Cash Out Refinance            9.2     Full Documentation            AA+                   190000              190000              0
341040478                     158545.29     Rate/Term Refinance        11.375     Full Documentation            AA                    167000              167000              0
341040480                     322056.89     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   435000              435000              0
341040486                     106200.95     Rate/Term Refinance           9.8     Full Documentation            B                     125000              125000              0
341040513                     164275.33     Rate/Term Refinance         9.875     Full Documentation            AA+                   173000              173000              0
341040514                        240000     Rate/Term Refinance         11.35     Full Documentation            CC                    345000              345000              0
341040551                     216162.07     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   309000              309000              0
341040553                      79969.55     Cash Out Refinance           10.7     Stated Income Documentation   AA+                   110000              110000              0
341040556                      76467.22     Rate/Term Refinance         10.15     Stated Income Documentation   AA+                   110000              110000              0
341040563                      88719.04     Rate/Term Refinance          11.1     Stated Income Documentation   AA+                   122000              122000              0
341040598                     134876.84     Purchase                    8.525     Full Documentation            A                     150000              150000         149900
341040675                     193274.22     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   215000              215000              0
341040678                     279666.49     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   350000              350000              0
341040703                     121121.12     Cash Out Refinance           8.15     Full Documentation            AA+                   151500              151500              0
341040707                     276719.27     Cash Out Refinance            7.9     Full Documentation            AA                    326000              326000              0
341040769                     179886.97     Cash Out Refinance          8.325     Stated Income Documentation   A                     325000              325000              0
341040779                     197829.53     Rate/Term Refinance          6.75     Full Documentation            AA+                   220000              220000              0
341040781                     188767.67     Cash Out Refinance           8.55     Stated Income Documentation   AA                    210000              210000              0
341040845                     233618.96     Cash Out Refinance          8.875     Full Documentation            AA+                   275000              275000              0
341040854                     123381.82     Cash Out Refinance           9.65     Full Documentation            AA                    130000              130000              0
341040857                      82942.96     Purchase                   11.225     Full Documentation            AA+                    83000               83000          83000
341040881                     151956.75     Cash Out Refinance         12.025     Stated Income Documentation   B                     190000              190000              0
341040883                     130386.03     Rate/Term Refinance         8.425     Full Documentation            A                     163000              163000              0
341040892                     127324.89     Cash Out Refinance         10.175     Full Documentation            B                     170000              170000              0
341040911                     146207.18     Rate/Term Refinance         8.275     Stated Income Documentation   AA+                   190000              190000              0
341040940                     139864.62     Cash Out Refinance            9.6     Full Documentation            AA+                   140000              140000              0
341040974                     104903.66     Cash Out Refinance           9.85     Full Documentation            A                     117000              117000              0
341041012                       67979.8     Purchase                    11.83     Full Documentation            AA+                    68500               68000          68000
341041048                     323715.38     Rate/Term Refinance         10.95     Full Documentation            AA                    341000              341000              0
341041063                     219816.22     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   274800              248000              0
341041085                     167228.47     Cash Out Refinance          9.325     Full Documentation            AA+                   186000              186000              0
341041086                     152932.18     Cash Out Refinance           9.99     Stated Income Documentation   AA+                   170000              170000              0
341041099                     115957.73     Cash Out Refinance           10.9     Full Documentation            B                     145000              145000              0
341041117                     255848.08     Rate/Term Refinance           8.6     Full Documentation            AA+                   325000              325000              0
341041119                     116863.15     Purchase                   10.025     Full Documentation            AA+                   121000              121000         116900
341041125                     249985.74     Purchase                    10.03     Full Documentation            AA+                   260000              260000         250000
341041150                     126140.62     Purchase                    9.755     Full Documentation            AA+                   126200              126200         126200
341041155                     153884.14     Rate/Term Refinance         8.525     Stated Income Documentation   AA+                   171000              171000              0
341041196                         56700     Purchase                    11.35     Stated Income Documentation   AA+                    63000               60000          63000
341041216                        155937     Cash Out Refinance         10.425     Full Documentation            B                     195000              195000              0
341041218                     215919.56     Cash Out Refinance           10.8     Stated Income Documentation   AA+                   270000              270000              0
341041224                     129841.12     Cash Out Refinance          8.475     Full Documentation            A                     193000              193000              0
341041226                     150237.13     Cash Out Refinance          8.275     Stated Income Documentation   AA                    177000              177000              0
341041278                     174896.15     Cash Out Refinance            8.6     Business Bank Statements      AA+                   357500              357500              0
341041283                     181945.57     Purchase                     11.8     Full Documentation            AA+                   182000              182000         182000
341041286                     222263.37     Purchase                      8.8     Stated Income Documentation   AA+                   247500              247500         247100
341041297                      80720.89     Rate/Term Refinance         10.95     Full Documentation            AA+                    85000               85000              0
341041311                     129533.16     Cash Out Refinance          9.275     Stated Income Documentation   AA+                   162000              150000              0
341041329                      149274.2     Cash Out Refinance          9.675     Stated Income Documentation   AA+                   175700              175700              0
341041333                     405377.29     Rate/Term Refinance         8.975     Business Bank Statements      AA+                   676000              676000              0
341041335                     118950.63     Rate/Term Refinance          10.3     Full Documentation            AA+                   140000              140000              0
341041339                     405377.29     Rate/Term Refinance         8.975     Business Bank Statements      AA+                   676000              676000              0
341041344                      72279.19     Purchase                   11.975     Full Documentation            AA+                    73000               73000          72300
341041384                     236799.92     Cash Out Refinance           6.85     Full Documentation            AA+                   316000              316000              0
341041396                      99954.32     Cash Out Refinance           9.85     Full Documentation            AA+                   130000              130000              0
341041401                     400315.12     Cash Out Refinance            9.8     Full Documentation            A                     445000              445000              0
341041447                     100514.99     Cash Out Refinance           11.1     Stated Income Documentation   B                     133000              133000              0
341041460                     324681.55     Cash Out Refinance           7.99     Business Bank Statements      AA+                   386000              342000              0
341041492                     139885.02     Cash Out Refinance           6.99     Full Documentation            AA+                   175000              175000              0
341041509                     146965.83     Rate/Term Refinance         8.775     Full Documentation            AA                    173000              173000              0
341041569                      76461.57     Cash Out Refinance            9.4     Stated Income Documentation   AA+                    90000               81000              0
341041616                     135939.51     Cash Out Refinance          9.975     Full Documentation            AA+                   160000              160000              0
341041620                     223210.75     Cash Out Refinance           9.65     Stated Income Documentation   AA+                   270000              235000              0
341041628                      84975.95     Purchase                    12.05     Full Documentation            AA+                    87000               83000          85000
341041695                     224078.19     Cash Out Refinance            6.8     Full Documentation            AA+                   255000              255000              0
341041734                      69588.99     Purchase                       10     Full Documentation            AA+                    90000               90000          87000
341041735                      98776.59     Purchase                     8.65     Full Documentation            AA+                   123650              123650         123500
341041736                     143793.02     Cash Out Refinance          6.625     Full Documentation            AA+                   183000              179900              0
341041744                       76897.3     Purchase                    11.23     Full Documentation            AA+                    80000               80000          76900
341041797                     100648.88     Purchase                     9.35     Full Documentation            AA+                   106000              106000         106000
341041807                      63909.51     Purchase                    11.95     Full Documentation            AA+                    73000               73000          67292
341041815                      69971.88     Cash Out Refinance          10.45     Full Documentation            AA+                   115000              115000              0
341041838                     230220.27     Cash Out Refinance           7.25     Full Documentation            AA+                   318000              318000              0
341041844                     173335.14     Cash Out Refinance          10.78     Full Documentation            B                     204000              204000              0
341041851                      207863.8     Purchase                      8.2     Full Documentation            AA+                   265000              259900         259900
341041905                     100587.41     Cash Out Refinance          11.44     Full Documentation            AA                    117000              117000              0
341041912                        117000     Cash Out Refinance           9.95     Stated Income Documentation   AA+                   132000              130000              0
341041961                       85377.7     Purchase                     11.5     Full Documentation            AA+                    92000               92000          89900
341041965                        121500     Cash Out Refinance           8.95     Full Documentation            AA+                   135000              135000              0
341041981                     218454.01     Cash Out Refinance           9.05     Full Documentation            A                     230000              230000              0
341042040                      68379.77     Cash Out Refinance          11.85     Stated Income Documentation   AA+                    76000               76000              0
341042056                     127225.61     Cash Out Refinance          8.675     Full Documentation            AA+                   134000              134000              0
341042057                     123937.71     Purchase                      9.4     Lite Documentation            AA                    155000              150000         150000
341042090                        133000     Rate/Term Refinance         7.856     Full Documentation            AA+                   140000              140000              0
341042093                       97717.8     Purchase                     10.7     Full Documentation            AA+                   103000              103000         102900
341042141                        163200     Cash Out Refinance          8.275     Stated Income Documentation   AA+                   204000              204000              0
341042172                     219984.35     Rate/Term Refinance         9.475     Full Documentation            AA+                   220000              220000              0
341042226                        257850     Cash Out Refinance            7.5     Full Documentation            AA                    286500              286500              0
341042313                     241568.36     Cash Out Refinance            7.9     Full Documentation            AA+                   302000              302000              0
341042339                      68375.61     Purchase                       11     Full Documentation            AA+                    98000               98000          76000
341042405                       79972.7     Purchase                     11.2     Full Documentation            CC                    145000              145000         137900
341042410                      55064.93     Purchase                     12.2     Stated Income Documentation   AA+                    65000               65000          61200
341042487                        130500     Cash Out Refinance         11.125     Stated Income Documentation   AA+                   180000              145000              0
341042519                      191355.7     Rate/Term Refinance           7.6     Full Documentation            AA                    204000              204000              0
341042540                        137000     Rate/Term Refinance          9.55     Full Documentation            AA                    145000              145000              0
341042556                     139884.97     Purchase                    8.416     Stated Income Documentation   AA+                   144000              144000         139900
341042565                     111101.61     Purchase                   10.075     Full Documentation            AA+                   119000              119000         117000
341042571                        105783     Purchase                     9.55     Stated Income Documentation   AA+                   135000              135000         124451
341042576                        116000     Purchase                    8.075     Full Documentation            AA+                   145000              145000         145000
341042587                        148500     Purchase                    8.875     Stated Income Documentation   AA+                   165000              165000         165000
341042592                         85215     Purchase                    10.65     Full Documentation            AA+                    95000               95000          89700
341042605                        100500     Cash Out Refinance          11.65     Full Documentation            C                     134000              134000              0
341042654                        117505     Purchase                   10.275     Stated Income Documentation   AA+                   138000              138000      130561.36
341042689                        130500     Cash Out Refinance          8.275     Full Documentation            AA+                   145000              145000              0
341042697                     143903.87     Cash Out Refinance          8.025     Stated Income Documentation   AA+                   160000              160000              0
341042737                        147250     Rate/Term Refinance         8.875     Full Documentation            AA+                   155000              155000              0
341042743                        126000     Purchase                   11.425     Business Bank Statements      B                     185000              185000         168000
341042758                        164000     Cash Out Refinance           7.24     Full Documentation            AA+                   205000              205000              0
341042806                        121500     Rate/Term Refinance          11.3     Stated Income Documentation   AA+                   165000              135000              0
341042840                        194750     Cash Out Refinance           9.45     Full Documentation            AA+                   205000              205000              0
341042981                         69291     Purchase                    11.15     Stated Income Documentation   AA+                    82000               76990          76990
341043014                     125262.25     Purchase                    9.725     Full Documentation            AA+                   185000              160000         131855
341043037                     239408.22     Cash Out Refinance           9.55     Full Documentation            CC                    368500              368500              0
341043133                        116850     Purchase                      9.9     Full Documentation            AA+                   124000              124500         123000
341043281                        111150     Purchase                     10.1     Full Documentation            AA+                   117000              117000         117000
341043325                         52000     Cash Out Refinance           12.1     Stated Income Documentation   AA+                    65000               65000              0
341043388                        101700     Purchase                    10.05     Stated Income Documentation   AA+                   113000              113000         113000
341043415                        125000     Purchase                     8.95     Stated Income Documentation   AA+                   200000              200000         183700
341044032                         93750     Cash Out Refinance            9.9     Full Documentation            AA+                   130000              130000              0
341044124                        139500     Cash Out Refinance          9.175     Full Documentation            AA+                   155000              155000              0
341044263                        135200     Purchase                   11.425     Full Documentation            A                     169000              169000         169000
351038412                      31708.35     Purchase                     9.99     Full Documentation            AA+                   162000              158900         158900
351038444                      25319.16     Purchase                     9.99     Full Documentation            AA+                   134000              134000         127000
351039017                      31681.91     Purchase                     9.99     Business Bank Statements      AA+                   159000              159000         158914
351039509                      34629.15     Purchase                     9.99     Full Documentation            AA+                   177000              177000         176490
351039554                      28701.84     Purchase                     9.99     Full Documentation            AA+                   145000              145000         143900
351039629                      31280.66     Purchase                     9.99     Full Documentation            AA+                   157000              157000         156900
351039698                      29619.33     Purchase                     9.99     Full Documentation            AA+                   150000              150000         148500
351039899                      25886.49     Purchase                     9.99     Full Documentation            AA+                   130000              130000         129778
351040200                      26328.32     Purchase                     9.99     Full Documentation            AA+                   132000              132000         132000
351040466                      25841.63     Purchase                     9.99     Full Documentation            AA+                   144000              144000         129500
351040735                      32825.84     Purchase                     9.99     Full Documentation            AA+                   165000              165000         164500
351040799                      31704.81     Purchase                     9.99     Full Documentation            AA+                   162000              159000         159000
351041157                      28109.51     Purchase                     9.99     Full Documentation            AA+                   143000              143000         140865
351041596                      29523.34     Purchase                     9.99     Full Documentation            AA+                   153000              153000         147950
351041826                      26951.55     Purchase                     9.99     Full Documentation            AA+                   140000              140000         135000
351041899                      28947.94     Purchase                     9.99     Full Documentation            AA+                   145000              145000         145000
351043156                      25577.21     Purchase                     9.99     Full Documentation            AA+                   128000              128000         128000
351043342                     112966.32     Purchase                    10.85     Full Documentation            AA                    125000              125000         119000
351043434                     161758.44     Purchase                   10.075     Full Documentation            AA+                   164000              164000         161900
351043436                     103882.35     Cash Out Refinance           8.85     Full Documentation            AA                    130000              130000              0
351043458                     106964.67     Purchase                     9.99     Full Documentation            AA+                   110500              110500         107060
351043471                      27587.76     Purchase                     9.99     Full Documentation            AA+                   140000              140000         138000
351043487                     196677.05     Cash Out Refinance           8.35     Full Documentation            AA+                   246000              246000              0
351043499                      24988.92     Purchase                     9.99     Full Documentation            AA+                   125000              125000         125000
351043551                        102400     Purchase                   10.175     Full Documentation            AA+                   129000              129000         128000
351043635                      49981.58     Cash Out Refinance          10.85     Full Documentation            AA+                    60000               60000              0
351043713                      82395.05     Purchase                      9.9     Full Documentation            AA+                   105000              105000         103000
351043716                     108915.76     Purchase                      9.9     Full Documentation            AA+                   115000              115000         114700
351043793                      64960.27     Purchase                   11.725     Full Documentation            AA+                    65000               65000          65000
351043808                     126633.12     Cash Out Refinance          9.825     Stated Income Documentation   AA+                   169000              169000              0
351043889                     126986.59     Purchase                    10.79     Full Documentation            AA+                   135000              135000         135000
351043957                     126944.71     Purchase                   10.075     Full Documentation            AA+                   127000              127000         127000
351043973                     123454.01     Purchase                     10.8     Full Documentation            AA+                   135000              135000         130000
351044013                      88367.08     Rate/Term Refinance          10.8     Full Documentation            A                     104000              104000              0
351044134                      71966.05     Purchase                      9.7     Full Documentation            AA+                    95000               95000          90000
351044135                     101941.01     Purchase                    8.725     Full Documentation            AA+                   128000              128000         127500
351044227                        174600     Purchase                    9.625     Business Bank Statements      AA+                   207000              207000         194000
351044260                        162785     Rate/Term Refinance        10.275     Full Documentation            AA+                   172000              172000              0
351044297                     158423.31     Rate/Term Refinance         9.578     Full Documentation            AA+                   171000              171000              0
351044339                       74715.5     Cash Out Refinance            9.8     Full Documentation            AA+                   108000              108000              0
351044366                         84000     Cash Out Refinance          11.95     Full Documentation            A                     105000              105000              0
351044398                     108688.53     Purchase                      9.8     Full Documentation            AA+                   129400              129400         128000
351044452                     159830.38     Purchase                   10.075     Full Documentation            AA+                   163000              163000         159900
351044475                      56754.76     Purchase                       11     Full Documentation            AA+                    75500               75500          71775
351044502                        143317     Purchase                    9.275     Full Documentation            AA+                   151000              151000         150860
351044507                         76000     Purchase                    10.35     Full Documentation            AA+                    90000               90000          80000
351044509                        114000     Purchase                     9.35     Full Documentation            AA+                   127000              127000         120000
351044542                         86310     Purchase                    11.45     Stated Income Documentation   AA+                   113000              113000          95900
351044553                     103942.71     Purchase                    9.675     Full Documentation            AA+                   130000              130000         129990
351044638                      84992.12     Purchase                   10.625     Full Documentation            AA+                    91000               91000          89500
351044703                        100000     Purchase                     11.9     Full Documentation            AA+                   105000              105000         100000
351044718                        140600     Purchase                      8.5     Full Documentation            AA+                   150000              150000         148000
351044759                        119200     Purchase                    8.825     Full Documentation            AA+                   149000              145000         149000
351044800                        144000     Purchase                    8.625     Full Documentation            AA+                   180000              180000         180000
351044891                        137600     Rate/Term Refinance         6.925     Full Documentation            AA+                   172000              172000              0
351045046                         64500     Cash Out Refinance          11.75     Stated Income Documentation   AA+                    86000               86000              0
351045203                         92800     Cash Out Refinance           10.7     Full Documentation            AA+                   116000              116000              0
351045333                        130500     Purchase                    9.275     Full Documentation            AA+                   155000              155000         145000
351045613                         64000     Purchase                     11.2     Full Documentation            AA+                    83000               83000          80000
371038950                     139643.16     Purchase                     11.4     Full Documentation            AA                    148000              148000         147300
371039046                      25972.69     Cash Out Refinance           14.3     Full Documentation            AA+                   130000              130000              0
371039219                      48956.68     Rate/Term Refinance         14.25     Business Bank Statements      AA+                   245000              245000              0
371039667                      49953.92     Cash Out Refinance          14.05     Full Documentation            AA+                   250000              250000              0
371040079                     211589.14     Cash Out Refinance           8.22     Full Documentation            AA                    253000              253000              0
371040316                      26180.82     Purchase                    14.05     Full Documentation            AA+                   140000              140000         131000
371040928                     215876.95     Cash Out Refinance          9.125     Stated Income Documentation   AA+                   270000              270000              0
371041230                      195790.7     Cash Out Refinance          11.05     Stated Income Documentation   A                     245000              245000              0
371041231                     124989.99     Rate/Term Refinance           9.3     Full Documentation            B                     167000              167000              0
371041406                        110500     Cash Out Refinance            8.9     Full Documentation            AA+                   170000              170000              0
371041638                     127782.01     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   146000              140000              0
371041691                     191565.46     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   240000              240000              0
371041787                     148664.73     Cash Out Refinance            9.4     Stated Income Documentation   AA+                   175000              175000              0
371042250                      55819.97     Cash Out Refinance         13.225     Stated Income Documentation   AA+                   280000              280000              0
371042397                     251666.32     Cash Out Refinance          10.05     Stated Income Documentation   A                     420000              360000              0
371042488                      91876.88     Purchase                       10     Full Documentation            AA+                   115000              115000         115000
371042524                     277809.57     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   310000              310000              0
371042526                     147817.92     Cash Out Refinance           10.4     Stated Income Documentation   AA                    185000              185000              0
371042580                     119855.67     Cash Out Refinance           10.5     Stated Income Documentation   A                     150000              150000              0
371042645                      26454.49     Purchase                     8.81     Full Documentation            AA+                   132500              132500         132500
371042739                      80346.99     Rate/Term Refinance        13.225     Stated Income Documentation   AA+                   402000              402000              0
371042801                     124699.51     Cash Out Refinance           7.15     Full Documentation            AA+                   205000              205000              0
371042874                     126406.04     Cash Out Refinance           8.25     Full Documentation            AA+                   175000              175000              0
371042884                     159955.51     Cash Out Refinance            9.3     Stated Income Documentation   AA+                   179500              179500              0
371042936                     264976.84     Cash Out Refinance           8.95     Business Bank Statements      AA                    265000              265000              0
371043017                     201304.01     Cash Out Refinance           7.57     Full Documentation            AA+                   224000              224000              0
371043101                      33681.59     Rate/Term Refinance         12.23     Full Documentation            AA+                   168500              168500              0
371043104                     174867.23     Cash Out Refinance          10.75     Stated Income Documentation   B                     270000              225000              0
371043215                        316000     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   377000              360000              0
371043226                      202869.7     Cash Out Refinance          9.075     Stated Income Documentation   AA                    254000              254000              0
371043332                     151360.13     Cash Out Refinance            7.5     Full Documentation            AA+                   205000              205000              0
371043436                     251056.88     Cash Out Refinance           6.45     Full Documentation            AA+                   265000              265000              0
371043438                     207825.08     Cash Out Refinance           6.87     Full Documentation            AA+                   260000              260000              0
371043455                     171733.23     Cash Out Refinance            9.3     Stated Income Documentation   AA                    215000              215000              0
371043483                     167739.42     Rate/Term Refinance           9.3     Stated Income Documentation   AA+                   205000              205000              0
371043494                     194786.18     Cash Out Refinance              9     Full Documentation            B                     260000              260000              0
371043548                        102600     Cash Out Refinance         11.975     Full Documentation            AA                    108000              108000              0
371043579                     151849.87     Rate/Term Refinance           9.5     Full Documentation            AA+                   160000              160000              0
371043582                        379950     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   447000              447000              0
371043589                     149786.65     Cash Out Refinance           9.55     Full Documentation            AA                    194000              194000              0
371043700                     315731.55     Cash Out Refinance          7.525     Stated Income Documentation   AA+                   372000              372000              0
371043714                     117868.59     Rate/Term Refinance         8.925     Stated Income Documentation   AA                    185000              185000              0
371043716                     199760.29     Cash Out Refinance           8.57     Stated Income Documentation   A                     260000              260000              0
371043722                     284622.33     Cash Out Refinance           8.85     Stated Income Documentation   A                     335000              335000              0
371043792                     231738.65     Cash Out Refinance           8.87     Stated Income Documentation   AA+                   290000              290000              0
371043842                     285453.85     Cash Out Refinance            8.4     Full Documentation            AA                    357000              357000              0
371043883                     111689.57     Cash Out Refinance            9.5     Stated Income Documentation   AA                    172000              172000              0
371043897                     115904.37     Cash Out Refinance          10.35     Stated Income Documentation   AA                    145000              145000              0
371043920                     112037.88     Cash Out Refinance           7.65     Full Documentation            AA+                   132000              132000              0
371043947                     195064.97     Purchase                     8.55     Lite Documentation            AA+                   223000              223000         217000
371044001                     102361.45     Rate/Term Refinance         10.75     Full Documentation            B                     128000              128000              0
371044011                     175663.55     Purchase                      9.5     Full Documentation            AA                    185000              185000         185000
371044012                     148655.15     Cash Out Refinance           8.25     Full Documentation            AA+                   175000              175000              0
371044046                      204270.2     Cash Out Refinance           8.27     Full Documentation            AA                    255500              255500              0
371044059                      221195.7     Cash Out Refinance           6.32     Full Documentation            AA                    246000              246000              0
371044089                     142814.18     Cash Out Refinance              9     Stated Income Documentation   AA                    260000              260000              0
371044105                     207820.92     Cash Out Refinance           6.75     Full Documentation            AA                    320000              320000              0
371044170                     191935.18     Purchase                    11.25     Stated Income Documentation   AA+                   240000              240000         240000
371044190                       80727.4     Cash Out Refinance           12.1     Stated Income Documentation   AA+                    95000               95000              0
371044305                        159800     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   188000              188000              0
371044330                     406009.03     Purchase                    9.775     Full Documentation            AA+                   428000              428000         427475
371044362                     118135.58     Cash Out Refinance           8.85     Full Documentation            AA                    148000              148000              0
371044364                     242097.11     Cash Out Refinance          7.675     Full Documentation            AA                    285000              285000              0
371044388                        292000     Cash Out Refinance           6.99     Business Bank Statements      AA+                   365000              365000              0
371044390                      73211.51     Cash Out Refinance           10.5     Full Documentation            AA+                    86200               78000              0
371044392                     171192.09     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   245000              245000              0
371044395                        410000     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   570000              560000              0
371044419                     143586.55     Cash Out Refinance            8.9     Full Documentation            B                     169000              169000              0
371044420                     310166.53     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   395000              366000              0
371044445                     202880.59     Cash Out Refinance           7.92     Stated Income Documentation   AA+                   228000              228000              0
371044538                     147891.26     Cash Out Refinance           7.55     Full Documentation            AA+                   315000              290000              0
371044545                      67177.06     Cash Out Refinance           11.2     Stated Income Documentation   AA+                    84000               84000              0
371044566                     144334.83     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   170000              155000              0
371044575                     184887.36     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   240000              240000              0
371044595                     381884.47     Cash Out Refinance          11.75     Full Documentation            AA                    382000              382000              0
371044601                     131935.66     Cash Out Refinance           9.75     Full Documentation            AA                    215000              165000              0
371044616                     101180.79     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   149000              149000              0
371044635                     130747.26     Cash Out Refinance            8.7     Stated Income Documentation   AA                    187000              187000              0
371044636                     159671.18     Purchase                    8.525     Full Documentation            AA+                   190000              190000         177500
371044643                      64894.67     Purchase                   12.325     Full Documentation            AA+                    65000               65000          65000
371044648                     104959.96     Cash Out Refinance          10.69     Full Documentation            B                     152000              152000              0
371044658                     131872.35     Cash Out Refinance            9.6     Stated Income Documentation   AA                    220000              220000              0
371044672                     149971.43     Rate/Term Refinance           6.9     Full Documentation            AA+                   191000              191000              0
371044702                     111941.33     Cash Out Refinance            9.2     Full Documentation            AA                    180000              180000              0
371044708                     147526.63     Rate/Term Refinance          9.45     Stated Income Documentation   AA+                   164000              164000              0
371044716                     174731.54     Cash Out Refinance           7.35     Full Documentation            AA+                   260000              260000              0
371044732                      87876.48     Purchase                     12.3     Full Documentation            AA+                    90000               90000          87900
371044764                     156940.46     Cash Out Refinance           9.74     Stated Income Documentation   A                     232000              232000              0
371044801                      395978.7     Cash Out Refinance           9.15     Stated Income Documentation   AA+                   495500              495500              0
371044875                      163943.4     Cash Out Refinance          11.15     Stated Income Documentation   AA+                   205000              205000              0
371044876                     144868.92     Cash Out Refinance            6.5     Full Documentation            AA+                   290000              290000              0
371044898                      196284.1     Cash Out Refinance           7.25     Full Documentation            AA+                   231000              231000              0
371044910                     263846.53     Cash Out Refinance            8.7     Full Documentation            AA                    352000              352000              0
371044926                     119945.77     Cash Out Refinance            9.9     Full Documentation            C                     150000              150000              0
371044928                     283371.89     Cash Out Refinance            9.9     Stated Income Documentation   AA+                   315000              300000              0
371044942                     263557.33     Rate/Term Refinance           6.9     Business Bank Statements      AA+                   330000              330000              0
371044947                      65946.75     Rate/Term Refinance         10.45     Full Documentation            AA+                   330000              330000              0
371044973                     129449.56     Rate/Term Refinance         8.725     Full Documentation            AA+                   162000              162000              0
371044974                        180000     Cash Out Refinance           11.4     Full Documentation            CC                    372500              372500              0
371044994                      25170.41     Purchase                     8.67     Full Documentation            AA+                   126000              126000         126000
371045028                        154000     Rate/Term Refinance          10.2     Full Documentation            AA+                   154000              154000              0
371045084                      144869.8     Cash Out Refinance           9.95     Stated Income Documentation   A                     303000              303000              0
371045124                     269430.35     Rate/Term Refinance           7.8     Full Documentation            AA+                   312700              312700              0
371045132                         84000     Cash Out Refinance            9.9     Stated Income Documentation   AA                    132000              132000              0
371045135                      93555.48     Cash Out Refinance           8.65     Full Documentation            AA+                   117000              117000              0
371045165                      149912.5     Purchase                      8.1     Stated Income Documentation   AA+                   255000              255000         250000
371045181                     177954.62     Rate/Term Refinance           8.4     Full Documentation            B                     290000              290000              0
371045185                     165677.46     Cash Out Refinance          10.05     Stated Income Documentation   CC                    255000              240000              0
371045201                     142948.46     Cash Out Refinance          10.95     Full Documentation            CC                    220000              220000              0
371045278                     135818.75     Cash Out Refinance           8.75     Full Documentation            AA+                   143000              143000              0
371045284                      79975.27     Cash Out Refinance          11.65     Full Documentation            AA+                    90000               80000              0
371045304                      33584.38     Purchase                    12.95     Full Documentation            AA+                   181000              181000         168000
371045311                     123933.66     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   155000              155000              0
371045353                     166406.17     Cash Out Refinance           8.85     Full Documentation            A                     185000              185000              0
371045374                      98823.52     Purchase                    9.825     Full Documentation            AA+                   131000              131000         123550
371045378                     170897.47     Cash Out Refinance           8.55     Full Documentation            AA                    190000              190000              0
371045383                     110460.17     Cash Out Refinance          10.95     Stated Income Documentation   AA+                   130000              130000              0
371045405                        192000     Cash Out Refinance           6.65     Stated Income Documentation   AA+                   260000              260000              0
371045457                      234826.3     Cash Out Refinance           7.52     Full Documentation            AA                    432000              432000              0
371045472                     172432.91     Cash Out Refinance           10.6     Stated Income Documentation   C                     230000              230000              0
371045473                     148698.11     Cash Out Refinance           11.1     Stated Income Documentation   AA+                   175000              175000              0
371045474                      95940.02     Cash Out Refinance           8.35     Full Documentation            AA+                   120000              120000              0
371045495                     127902.12     Cash Out Refinance           7.35     Full Documentation            A                     185000              185000              0
371045509                      106777.2     Cash Out Refinance          6.325     Full Documentation            AA+                   200000              200000              0
371045532                     123935.71     Cash Out Refinance           9.25     Full Documentation            AA                    155000              140000              0
371045564                     319910.95     Rate/Term Refinance           8.1     Full Documentation            AA+                   400000              400000              0
371045574                        144000     Cash Out Refinance           8.15     No Documentation              AA+                   202000              202000              0
371045584                      89971.86     Rate/Term Refinance          11.6     Stated Income Documentation   AA+                   115000              100000              0
371045627                     132947.43     Rate/Term Refinance        10.525     Full Documentation            AA                    140000              140000              0
371045649                     174909.28     Cash Out Refinance           9.25     Full Documentation            C                     250000              250000              0
371045682                     347499.57     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   535000              535000              0
371045685                     306154.44     Purchase                        8     Full Documentation            AA+                   340400              340400         340400
371045709                     272170.82     Purchase                    10.05     Stated Income Documentation   AA+                   303100              291000         303100
371045750                     206155.19     Cash Out Refinance           9.82     Full Documentation            A                     275000              275000              0
371045754                       56890.6     Purchase                    12.55     Full Documentation            AA+                    70000               59900          59900
371045755                     251669.54     Cash Out Refinance           11.5     Full Documentation            AA                    265000              265000              0
371045756                     279843.84     Cash Out Refinance            8.9     Full Documentation            A                     355000              355000              0
371045760                      184915.5     Cash Out Refinance           9.85     Stated Income Documentation   B                     289000              289000              0
371045770                      60283.68     Purchase                    12.25     Stated Income Documentation   AA+                    67000               67000          67000
371045829                        324000     Cash Out Refinance           7.15     Full Documentation            AA+                   360000              345000              0
371045832                        106800     Purchase                     8.75     Full Documentation            AA+                   160000              160000         133500
371045836                     207830.18     Cash Out Refinance           7.02     Full Documentation            AA+                   260000              260000              0
371045844                     296834.36     Purchase                      8.9     Stated Income Documentation   AA+                   330000              330000         330000
371045859                     166897.79     Rate/Term Refinance          8.45     Full Documentation            A                     215000              215000              0
371045913                        146500     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   210000              210000              0
371045938                        172500     Cash Out Refinance            5.6     Full Documentation            AA+                   200000              200000              0
371045942                      55985.42     Purchase                   12.425     Full Documentation            AA+                    60000               60000          56000
371045950                     176168.64     Purchase                      9.8     Stated Income Documentation   AA+                   235000              235000         235000
371045952                     125947.61     Cash Out Refinance          10.29     Stated Income Documentation   B                     180000              180000              0
371045954                     404674.52     Cash Out Refinance            7.1     Full Documentation            AA+                   450000              450000              0
371045969                      99958.96     Cash Out Refinance          10.35     Stated Income Documentation   A                     150000              150000              0
371045979                     125976.82     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   159000              140000              0
371045983                     182851.48     Cash Out Refinance           7.05     Stated Income Documentation   A                     315000              315000              0
371046003                         64800     Cash Out Refinance           12.7     Full Documentation            AA+                    72000               72000              0
371046007                         50350     Cash Out Refinance           12.6     Full Documentation            AA+                    53000               53000              0
371046008                         57950     Cash Out Refinance           12.6     Full Documentation            AA+                    61000               61000              0
371046039                      75961.01     Cash Out Refinance            9.3     Full Documentation            AA+                   113000              113000              0
371046040                     103944.94     Cash Out Refinance           9.15     Full Documentation            C                     155000              155000              0
371046046                     112995.56     Cash Out Refinance            9.6     Full Documentation            AA+                   133000              133000              0
371046052                      85462.58     Cash Out Refinance          10.05     Full Documentation            AA+                    90000               90000              0
371046056                     214603.38     Cash Out Refinance           9.92     No Documentation              AA+                   226000              226000              0
371046087                     108731.32     Cash Out Refinance            8.3     Full Documentation            A                     136000              136000              0
371046102                     154974.31     Purchase                   10.025     Full Documentation            AA+                   160000              160000         154999
371046106                     199918.62     Purchase                    10.39     Full Documentation            AA+                   200000              200000         200000
371046109                     112139.35     Purchase                     9.05     Full Documentation            AA+                   132000              132000         132000
371046161                        139000     Cash Out Refinance           7.95     Full Documentation            AA+                   260000              260000              0
371046223                     104937.69     Cash Out Refinance            8.6     Full Documentation            AA+                   155000              155000              0
371046229                     161940.96     Cash Out Refinance           10.9     Full Documentation            C                     216000              216000              0
371046245                     239890.38     Cash Out Refinance           9.85     Stated Income Documentation   AA+                   300000              300000              0
371046248                        118000     Cash Out Refinance            9.2     Full Documentation            B                     239000              239000              0
371046258                      143901.2     Cash Out Refinance           7.89     Full Documentation            AA+                   177000              177000              0
371046277                     103965.27     Cash Out Refinance           11.3     Full Documentation            CC                    160000              150000              0
371046349                        183600     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   204000              204000              0
371046356                     193401.77     Purchase                     9.35     Stated Income Documentation   AA+                   215000              215000         215000
371046377                     179853.91     Cash Out Refinance           7.05     Full Documentation            AA+                   240000              240000              0
371046385                     399675.34     Cash Out Refinance           7.05     Full Documentation            AA+                   634000              634000              0
371046507                        108158     Purchase                      9.3     Full Documentation            AA+                   129000              129000         113850
371046524                     157384.28     Cash Out Refinance           7.55     Full Documentation            AA+                   225000              225000              0
371046538                        189000     Purchase                      9.8     Stated Income Documentation   AA+                   210000              210000         210000
371046558                        264800     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   331000              331000              0
371046577                     332259.35     Purchase                    7.625     Full Documentation            AA+                   350000              350000         350000
371046587                        161000     Cash Out Refinance           8.65     Full Documentation            C                     230000              230000              0
371046623                        168000     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   210000              210000              0
371046628                        200000     Cash Out Refinance          7.745     Stated Income Documentation   AA+                   250000              250000              0
371046630                        112500     Cash Out Refinance          9.175     No Documentation              AA                    156300              125000              0
371046676                        113050     Purchase                     9.73     Business Bank Statements      AA+                   138000              138000         119000
371046688                      89883.75     Purchase                     10.5     Full Documentation            AA                    115000              115000         112360
371046693                        110000     Cash Out Refinance           8.75     Full Documentation            AA                    213000              213000              0
371046714                        301500     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   335000              335000              0
371046775                        382850     Rate/Term Refinance         11.25     Full Documentation            C                     403000              403000              0
371046797                      99686.37     Cash Out Refinance           7.27     Full Documentation            AA+                   125000              125000              0
371046822                        213750     Cash Out Refinance          8.445     Full Documentation            AA+                   225000              225000              0
371046826                        138000     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   341000              341000              0
371046827                        155800     Purchase                    10.75     Stated Income Documentation   AA+                   164000              164000         164000
371046832                        313500     Rate/Term Refinance             9     Stated Income Documentation   AA+                   330000              330000              0
371046862                     250394.93     Cash Out Refinance            9.6     Stated Income Documentation   AA                    295000              295000              0
371046872                        120000     Purchase                     8.85     Stated Income Documentation   AA+                   153000              153000         150000
371046900                        182341     Purchase                     9.05     Stated Income Documentation   AA+                   203000              203000         202602
371046941                        128250     Purchase                      8.7     Full Documentation            AA+                   150000              150000         135000
371046980                         90000     Cash Out Refinance           10.3     Full Documentation            AA                    120000              120000              0
371047009                        130000     Cash Out Refinance            7.3     Full Documentation            AA+                   200000              200000              0
371047068                        102200     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   146000              135000              0
371047105                         95000     Purchase                     11.4     Stated Income Documentation   AA+                   154000              154000         100000
371047136                        212400     Purchase                     8.82     Stated Income Documentation   AA+                   236000              236000         236000
371047302                     236594.17     Purchase                     9.95     Stated Income Documentation   AA+                   290000              263000         274000
371047399                        120400     Cash Out Refinance           11.4     Full Documentation            C                     172000              172000              0
371047422                        204000     Cash Out Refinance          7.195     Full Documentation            AA+                   240000              240000              0
371047478                        158400     Rate/Term Refinance           8.8     Stated Income Documentation   AA+                   198000              198000              0
371047509                        180000     Cash Out Refinance            9.2     Stated Income Documentation   AA+                   200000              200000              0
371047512                        180000     Cash Out Refinance            9.2     Stated Income Documentation   AA+                   200000              200000              0
371047526                        135900     Purchase                     10.7     Full Documentation            AA+                   155000              155000         151000
371047537                         90000     Purchase                    10.75     Full Documentation            AA+                   120000              120000         100000
371047551                     189999.05     Purchase                      9.7     Full Documentation            AA+                   235000              235000         199999
371047564                     180360.33     Purchase                      8.5     Full Documentation            AA+                   205000              205000         189900
371047640                        106900     Purchase                    11.05     Full Documentation            B                     138000              138000         134900
371047666                        166250     Purchase                   10.445     Stated Income Documentation   AA+                   195000              195000         175000
371047742                        135000     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   150000              150000              0
371047860                        105000     Cash Out Refinance           8.85     Full Documentation            AA+                   157000              157000              0
371048025                        176000     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   200000              200000              0
371048067                         53000     Cash Out Refinance           9.65     Full Documentation            AA+                   105000              105000              0
371048071                        115000     Cash Out Refinance            7.7     No Documentation              AA+                   465000              465000              0
371048140                        204000     Cash Out Refinance           8.82     Stated Income Documentation   AA+                   255000              240000              0
371048243                        225000     Cash Out Refinance           8.02     Stated Income Documentation   AA+                   250000              250000              0
371048547                        211500     Cash Out Refinance           9.62     Full Documentation            AA+                   235000              235000              0
381029925                      47938.44     Cash Out Refinance          11.55     Stated Income Documentation   AA+                   240000              240000              0
381030190                     217549.32     Cash Out Refinance           9.32     Stated Income Documentation   AA                    300000              300000              0
381030377                      147818.6     Cash Out Refinance            7.8     Full Documentation            AA+                   185000              185000              0
401009249                     260399.08     Cash Out Refinance           11.5     Stated Income Documentation   A                     290000              290000              0
401009857                      62856.04     Cash Out Refinance           10.8     Full Documentation            AA+                    70000               70000              0
411000250                      30571.17     Cash Out Refinance          13.95     Full Documentation            AA+                   153000              153000              0
411000343                     178420.55     Cash Out Refinance            9.8     Stated Income Documentation   AA+                   198500              198500              0
411001253                     119932.01     Cash Out Refinance           8.05     Full Documentation            AA+                   150000              150000              0
411001376                     370621.66     Cash Out Refinance          7.425     Stated Income Documentation   AA+                   544700              544700              0
411001399                     296652.31     Cash Out Refinance            9.7     Full Documentation            AA+                   330000              315000              0
411001452                      35167.81     Rate/Term Refinance        13.075     Stated Income Documentation   AA+                   235000              235000              0
411001523                     111842.81     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   135000              135000              0
411001540                     187644.86     Cash Out Refinance           9.75     Full Documentation            AA                    235000              235000              0
411001561                     143885.76     Cash Out Refinance           12.4     Stated Income Documentation   A                     180000              180000              0
411001758                     349823.48     Cash Out Refinance           8.45     Stated Income Documentation   B                     530000              530000              0
411001764                     120093.73     Cash Out Refinance          8.175     Stated Income Documentation   AA+                   185000              185000              0
411001811                     352529.51     Cash Out Refinance           8.05     Business Bank Statements      AA+                   480000              480000              0
411001865                        395000     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   442000              442000              0
411001885                     244532.87     Cash Out Refinance            8.3     No Documentation              AA+                   350000              295000              0
411001959                      78741.57     Rate/Term Refinance          8.85     Full Documentation            AA+                    97000               97000              0
411002044                     285787.49     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   480000              480000              0
411002058                     105136.81     Rate/Term Refinance          7.95     Stated Income Documentation   AA+                   131600              131600              0
411002081                     319584.78     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   492000              492000              0
411002102                     203699.75     Cash Out Refinance           9.55     Full Documentation            AA+                   242000              242000              0
411002107                      67823.18     Cash Out Refinance           8.85     Full Documentation            AA+                    84875               84875              0
411002123                     215639.66     Cash Out Refinance           8.95     Full Documentation            AA+                   240000              240000              0
411002140                     211859.02     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   254000              254000              0
411002233                     123918.47     Rate/Term Refinance           8.1     Stated Income Documentation   AA+                   162000              162000              0
411002301                     169913.02     Cash Out Refinance            8.4     Full Documentation            AA+                   200000              180000              0
411002309                     149964.98     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   181000              170000              0
411002319                     117848.69     Cash Out Refinance           8.95     Full Documentation            AA+                   131000              131000              0
411002331                     350956.39     Rate/Term Refinance          8.15     Full Documentation            AA+                   768000              768000              0
411002338                     349792.94     Cash Out Refinance            7.9     Full Documentation            AA+                   435000              435000              0
411002340                     134882.23     Cash Out Refinance           10.5     Full Documentation            AA                    150000              150000              0
411002347                     389464.16     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   530000              530000              0
411002363                     152932.41     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   180000              180000              0
411002372                     170191.54     Rate/Term Refinance          8.05     Stated Income Documentation   AA+                   262000              262000              0
411002374                     159930.88     Cash Out Refinance          8.975     Stated Income Documentation   AA+                   370000              370000              0
411002395                      189893.9     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   230000              230000              0
411002396                      134853.5     Cash Out Refinance           9.05     Full Documentation            AA                    180000              180000              0
411002412                     221756.57     Cash Out Refinance              9     Stated Income Documentation   AA+                   266000              266000              0
411002429                     269729.38     Rate/Term Refinance          9.43     Full Documentation            AA+                   270000              270000              0
411002431                      153590.5     Cash Out Refinance           6.65     Full Documentation            AA+                   219600              219600              0
411002475                      99951.67     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   227000              227000              0
411002484                     166905.39     Cash Out Refinance           8.05     Full Documentation            AA+                   199100              199100              0
411002504                      63304.69     Cash Out Refinance           9.95     Stated Income Documentation   AA                     68100               68100              0
411002519                      145096.8     Cash Out Refinance           8.45     Full Documentation            AA                    161300              161300              0
411002525                     112439.85     Cash Out Refinance           8.25     Full Documentation            AA+                   147000              147000              0
411002549                      99975.96     Cash Out Refinance            8.6     Full Documentation            AA+                   121000              121000              0
411002551                     175859.97     Cash Out Refinance            8.4     Full Documentation            AA+                   207000              207000              0
411002562                     151113.09     Cash Out Refinance              8     Full Documentation            AA+                   216000              216000              0
411002570                        104000     Cash Out Refinance           8.22     Full Documentation            AA                    250000              250000              0
411002574                     239855.95     Cash Out Refinance           7.85     Full Documentation            A                     286000              286000              0
411002578                     104162.19     Cash Out Refinance          10.25     Full Documentation            AA                    139000              139000              0
411002581                     253691.17     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   303000              303000              0
411002585                     162684.03     Cash Out Refinance           7.25     Full Documentation            AA+                   212000              212000              0
411002588                      83954.59     Rate/Term Refinance          9.05     Stated Income Documentation   AA                    207500              207500              0
411002594                        112000     Cash Out Refinance          10.75     Full Documentation            B                     245000              245000              0
411002626                      60148.25     Cash Out Refinance            9.3     Full Documentation            AA+                    75200               75200              0
411002639                     199947.49     Cash Out Refinance            8.3     Full Documentation            AA+                   227000              227000              0
411002663                     130868.53     Cash Out Refinance            8.6     Full Documentation            AA+                   154000              154000              0
411002666                     195383.98     Cash Out Refinance            8.6     Full Documentation            AA+                   230000              207000              0
411002670                     152573.99     Cash Out Refinance            7.2     Full Documentation            AA                    218000              218000              0
411002691                      86219.75     Cash Out Refinance         11.075     Full Documentation            AA                    110000              110000              0
411002719                      105966.9     Rate/Term Refinance           7.7     Full Documentation            AA+                   196000              196000              0
411002734                      254851.3     Cash Out Refinance           7.95     Full Documentation            AA                    400000              400000              0
411002735                     156713.28     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   214000              214000              0
411002737                     224573.26     Rate/Term Refinance           9.4     Stated Income Documentation   AA                    281000              281000              0
411002739                     271826.55     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   605000              605000              0
411002741                     249906.08     Cash Out Refinance           7.05     Full Documentation            AA+                   460000              460000              0
411002767                        251750     Cash Out Refinance           7.65     Full Documentation            B                     265000              265000              0
411002781                     373940.85     Cash Out Refinance            7.4     Full Documentation            AA+                   440000              440000              0
411002797                     181872.84     Rate/Term Refinance           7.8     Full Documentation            AA+                   310000              310000              0
411002801                     192899.95     Cash Out Refinance           9.25     Full Documentation            AA+                   399000              399000              0
411002844                     195150.65     Cash Out Refinance           7.35     Full Documentation            AA+                   217000              217000              0
411002849                         52500     Cash Out Refinance           9.55     Full Documentation            B                      70000               70000              0
411002850                        176000     Cash Out Refinance            8.4     Full Documentation            A                     220000              220000              0
411002853                     259081.61     Cash Out Refinance           9.85     Full Documentation            AA                    324000              324000              0
411002855                      116831.8     Rate/Term Refinance         10.05     Full Documentation            AA+                   123000              123000              0
411002870                         95500     Cash Out Refinance             11     Full Documentation            AA+                   102000              102000              0
411002886                        386000     Cash Out Refinance            7.7     Full Documentation            AA                    430000              430000              0
411002897                     287958.44     Cash Out Refinance           10.3     Stated Income Documentation   B                     320000              320000              0
411002906                      72214.84     Cash Out Refinance           9.55     Full Documentation            A                      85000               85000              0
411002911                     237469.52     Cash Out Refinance            7.2     Full Documentation            AA+                   365400              365400              0
411002917                     363490.64     Cash Out Refinance            9.5     Business Bank Statements      AA                    383000              383000              0
411002920                     357619.64     Cash Out Refinance           8.83     Full Documentation            AA+                   365000              365000              0
411002937                        168000     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   333000              333000              0
411002938                      87162.64     Cash Out Refinance          10.15     Full Documentation            AA+                   109000              109000              0
411002946                        351500     Rate/Term Refinance          8.65     Full Documentation            AA+                   370000              370000              0
411002948                     258706.72     Cash Out Refinance           7.25     Full Documentation            AA+                   345000              345000              0
411002957                     154924.56     Cash Out Refinance           9.55     Stated Income Documentation   A                     291000              291000              0
411002966                     262437.81     Rate/Term Refinance          8.65     No Documentation              AA+                   340000              340000              0
411002977                     116984.97     Cash Out Refinance           7.95     Full Documentation            AA+                   180000              180000              0
411002980                     149928.15     Cash Out Refinance          9.625     Full Documentation            AA                    260000              260000              0
411002982                     111562.32     Cash Out Refinance          11.25     Stated Income Documentation   AA+                   131000              124000              0
411002986                     251202.37     Cash Out Refinance            9.4     Stated Income Documentation   A                     335000              335000              0
411002989                      111915.2     Cash Out Refinance            7.4     Full Documentation            AA+                   168000              168000              0
411002999                      85469.84     Purchase                    11.05     Full Documentation            AA                     95000               95000          95000
411003002                     149900.37     Cash Out Refinance           8.05     Stated Income Documentation   AA+                   400000              400000              0
411003015                     405751.51     Cash Out Refinance           8.45     Full Documentation            AA                    580000              580000              0
411003024                       56979.9     Purchase                    11.05     Stated Income Documentation   AA+                    60000               60000          60000
411003033                     119939.72     Cash Out Refinance            9.4     Full Documentation            AA+                   260000              260000              0
411003046                        210000     Cash Out Refinance           9.45     Full Documentation            AA+                   263000              263000              0
411003060                        157000     Cash Out Refinance          7.895     Full Documentation            AA+                   204000              204000              0
411003064                     189891.26     Cash Out Refinance          8.775     Business Bank Statements      AA+                   200000              200000              0
411003082                     383162.67     Cash Out Refinance            6.1     Full Documentation            AA+                   451000              451000              0
411003087                        148000     Cash Out Refinance           9.85     Full Documentation            AA                    265000              265000              0
411003106                     309961.65     Cash Out Refinance           8.05     Full Documentation            AA+                   350000              350000              0
411003145                      110415.5     Rate/Term Refinance          7.35     Full Documentation            AA+                   167000              167000              0
411003147                      78460.98     Cash Out Refinance           9.45     Full Documentation            AA                    102300              102300              0
411003157                        128250     Rate/Term Refinance          9.85     Full Documentation            AA+                   135000              135000              0
411003171                        163500     Cash Out Refinance           10.9     Full Documentation            AA                    205000              205000              0
411003173                     188272.89     Cash Out Refinance           8.85     Full Documentation            AA+                   198200              198200              0
411003180                        113600     Rate/Term Refinance          8.15     Full Documentation            AA+                   142000              142000              0
411003183                     227192.27     Cash Out Refinance            7.1     Full Documentation            AA+                   267500              267500              0
411003189                      158451.9     Cash Out Refinance            7.8     Full Documentation            AA+                   393000              393000              0
411003191                      66387.14     Purchase                    12.28     Full Documentation            AA+                   115000              115000          69900
411003196                     156804.95     Rate/Term Refinance           8.5     Full Documentation            AA+                   186000              186000              0
411003200                        116500     Cash Out Refinance           7.85     Full Documentation            AA+                   155000              155000              0
411003206                     111131.24     Cash Out Refinance            8.4     Full Documentation            AA+                   139000              139000              0
411003230                     412865.35     Cash Out Refinance           7.55     Full Documentation            AA+                   487000              487000              0
411003236                         90000     Cash Out Refinance          8.975     Full Documentation            AA+                   212000              212000              0
411003253                     247421.77     Cash Out Refinance          11.55     Stated Income Documentation   AA+                   330000              330000              0
411003256                     149920.59     Cash Out Refinance           9.15     Full Documentation            C                     406000              406000              0
411003261                      81205.39     Cash Out Refinance          8.975     Stated Income Documentation   AA+                   128400              128400              0
411003265                     192853.88     Rate/Term Refinance           7.4     Full Documentation            AA+                   292000              292000              0
411003271                         95250     Rate/Term Refinance          8.55     Full Documentation            AA+                   127000              127000              0
411003276                     279838.91     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   350000              350000              0
411003284                     197962.47     Cash Out Refinance            9.4     Full Documentation            AA                    232000              232000              0
411003311                     123942.15     Cash Out Refinance           9.75     Stated Income Documentation   AA+                   161000              155000              0
411003321                     105422.09     Cash Out Refinance          7.525     Full Documentation            AA+                   167475              167475              0
411003339                      68498.46     Cash Out Refinance           12.3     Full Documentation            AA+                    68500               68500              0
411003340                     117146.76     Rate/Term Refinance         9.875     Stated Income Documentation   AA+                   146500              146500              0
411003341                     146640.43     Cash Out Refinance           10.4     Full Documentation            AA+                   163000              163000              0
411003353                         65550     Cash Out Refinance          10.95     Full Documentation            AA+                    69000               69000              0
411003359                     227962.27     Cash Out Refinance           9.85     Full Documentation            AA+                   310000              310000              0
411003360                     258968.57     Cash Out Refinance            8.1     Full Documentation            AA+                   327000              327000              0
411003368                     172974.62     Cash Out Refinance            7.6     Full Documentation            AA+                   217000              217000              0
411003377                     172277.33     Cash Out Refinance            8.5     Full Documentation            AA+                   215400              215400              0
411003388                      57961.47     Cash Out Refinance           8.05     Full Documentation            AA+                    92500               92500              0
411003392                        112350     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   256500              256500              0
411003404                     229411.14     Rate/Term Refinance          9.35     Full Documentation            AA+                   360000              360000              0
411003416                     228907.25     Cash Out Refinance           9.45     Stated Income Documentation   AA+                   241000              241000              0
411003421                     177968.52     Rate/Term Refinance           7.1     Full Documentation            AA+                   393500              393500              0
411003433                     189973.66     Cash Out Refinance           7.75     Full Documentation            AA+                   233000              233000              0
411003438                     147235.57     Cash Out Refinance            8.7     Full Documentation            AA+                   155000              155000              0
411003444                     188791.26     Cash Out Refinance          10.55     Full Documentation            AA+                   236000              236000              0
411003448                     260960.24     Cash Out Refinance            7.5     Full Documentation            AA+                   348000              348000              0
411003457                     108732.72     Rate/Term Refinance           8.4     Full Documentation            AA+                   136000              136000              0
411003462                        410000     Cash Out Refinance          8.285     Full Documentation            B                     655000              655000              0
411003466                     221799.31     Cash Out Refinance            6.5     Full Documentation            AA+                   371000              371000              0
411003478                        266300     Rate/Term Refinance          7.65     Full Documentation            AA+                   364000              364000              0
411003483                     104997.15     Rate/Term Refinance         11.85     Full Documentation            AA+                   105000              105000              0
411003500                        175400     Rate/Term Refinance           6.9     Full Documentation            AA+                   251000              251000              0
411003516                        363850     Cash Out Refinance           9.75     Full Documentation            AA                    383000              365000              0
411003533                        124250     Rate/Term Refinance          8.45     Stated Income Documentation   AA+                   215000              215000              0
411003543                         84750     Rate/Term Refinance           8.9     Full Documentation            AA+                   120000              120000              0
411003548                        335350     Rate/Term Refinance          8.78     Full Documentation            AA+                   353000              353000              0
411003567                        198000     Cash Out Refinance            7.3     Full Documentation            AA+                   518000              518000              0
411003580                         90400     Cash Out Refinance           8.65     Full Documentation            AA+                   113000              113000              0
411003581                        124000     Cash Out Refinance           7.55     Full Documentation            AA+                   234000              234000              0
411003603                     198269.56     Cash Out Refinance            8.1     Full Documentation            AA+                   248000              248000              0
411003613                        207000     Cash Out Refinance            8.5     Full Documentation            AA+                   445000              445000              0
411003648                         76800     Rate/Term Refinance          9.35     Full Documentation            AA+                    96000               96000              0
411003718                        393300     Cash Out Refinance            8.8     Full Documentation            AA+                   414000              414000              0
411003721                        288000     Cash Out Refinance            7.3     Full Documentation            AA+                   423668              423668              0
411003759                        161100     Rate/Term Refinance         9.175     Full Documentation            AA+                   179000              179000              0
411003834                        209600     Cash Out Refinance           9.45     Full Documentation            AA+                   228000              228000              0
411003838                        389500     Cash Out Refinance            7.8     Full Documentation            AA+                   410000              410000              0
411003863                        255000     Rate/Term Refinance           7.3     Stated Income Documentation   AA+                   370000              370000              0
411003865                        133200     Cash Out Refinance           7.95     Full Documentation            AA+                   148000              148000              0
411004195                        115200     Cash Out Refinance           10.4     Full Documentation            AA+                   144000              144000              0
421000467                      71977.24     Cash Out Refinance          11.55     Full Documentation            A                      90000               90000              0
421000624                      46233.32     Cash Out Refinance          12.99     Full Documentation            AA+                   232000              232000              0
421001176                      57793.88     Rate/Term Refinance          11.3     Full Documentation            A                      68000               68000              0
421001417                     279928.66     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   350000              350000              0
421001519                     192408.27     Rate/Term Refinance          9.65     Stated Income Documentation   AA+                   318000              275000              0
421001580                     202336.11     Cash Out Refinance            7.2     Full Documentation            AA+                   277000              277000              0
421001606                     122179.09     Purchase                     10.7     Full Documentation            AA+                   153000              153000         152900
421001704                      35161.14     Rate/Term Refinance         10.95     Full Documentation            AA+                   176000              176000              0
421001768                     101952.67     Cash Out Refinance          9.775     Full Documentation            AA                    675437              675437              0
421001872                      29971.41     Rate/Term Refinance        11.575     Full Documentation            AA+                   150000              150000              0
421002021                     206632.47     Cash Out Refinance           11.4     Full Documentation            C                     318000              318000              0
421002067                      76353.41     Cash Out Refinance           10.1     Full Documentation            A                      95000               95000              0
421002110                     216353.28     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   289000              260000              0
421002238                     150494.89     Rate/Term Refinance         12.35     Full Documentation            AA                    158500              158500              0
421002433                      170922.2     Cash Out Refinance            8.8     Full Documentation            AA                    195000              195000              0
421002467                     279656.05     Cash Out Refinance           8.45     Stated Income Documentation   A                     350000              350000              0
421002475                      130828.5     Cash Out Refinance              9     Full Documentation            AA+                   187000              170000              0
421002519                        196000     Cash Out Refinance          8.825     Full Documentation            B                     245000              245000              0
421002549                     249853.16     Cash Out Refinance           8.65     Full Documentation            AA+                   325000              325000              0
421002552                      49991.97     Cash Out Refinance           9.95     Full Documentation            AA+                    64000               64000              0
421002596                      69310.12     Rate/Term Refinance            12     Full Documentation            AA                     73000               73000              0
421002603                     107912.46     Rate/Term Refinance           9.7     Full Documentation            AA+                   127000              127000              0
421002612                     110951.42     Cash Out Refinance          10.05     Full Documentation            AA                    270000              270000              0
421002628                      77920.28     Cash Out Refinance            9.1     Full Documentation            A                     120000              120000              0
421002660                     183938.22     Cash Out Refinance         11.275     Full Documentation            A                     230000              230000              0
421002694                     136927.48     Cash Out Refinance           9.15     Full Documentation            AA                    185000              185000              0
421002738                     109933.37     Cash Out Refinance            8.5     Full Documentation            AA+                   155000              155000              0
421002743                     240868.61     Cash Out Refinance            7.9     Full Documentation            AA                    343000              343000              0
421002756                     159929.97     Cash Out Refinance          10.05     Full Documentation            AA                    200000              200000              0
421002765                      75139.72     Cash Out Refinance            9.7     Full Documentation            AA+                    94000               94000              0
421002818                        236250     Cash Out Refinance           10.3     Full Documentation            B                     315000              315000              0
421002865                     134932.18     Rate/Term Refinance           9.4     Full Documentation            AA                    240000              155000              0
421002878                     301421.56     Cash Out Refinance            7.9     Full Documentation            AA+                   464000              464000              0
421002881                     231376.24     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   272500              255000              0
421002890                     131872.35     Cash Out Refinance            9.6     Full Documentation            AA                    165000              165000              0
421002903                      113934.8     Purchase                   12.025     Full Documentation            AA+                   121000              121000         120000
421002941                     107189.33     Cash Out Refinance           11.5     Full Documentation            AA+                   134000              134000              0
421002951                      170970.3     Cash Out Refinance           9.69     Full Documentation            AA+                   190000              190000              0
421002971                        152000     Cash Out Refinance           9.85     Full Documentation            C                     380000              380000              0
421002976                     179769.65     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   260000              260000              0
421003028                         52500     Cash Out Refinance           12.1     Full Documentation            AA+                    85000               85000              0
421003029                      64570.06     Rate/Term Refinance        10.125     Full Documentation            AA                     79000               79000              0
421003032                      62972.86     Cash Out Refinance         10.125     Full Documentation            AA+                    70000               70000              0
421003040                      99958.07     Cash Out Refinance          10.25     Full Documentation            AA                    140500              140500              0
421003044                     104608.18     Rate/Term Refinance        11.725     Full Documentation            B                     130800              130800              0
421003052                     153518.69     Cash Out Refinance           9.15     Full Documentation            C                     192000              192000              0
421003089                     179915.13     Cash Out Refinance            9.7     Full Documentation            A                     285000              285000              0
421003096                     180111.36     Cash Out Refinance            9.5     Full Documentation            AA                    212000              205000              0
421003103                      61615.97     Cash Out Refinance          10.25     Full Documentation            AA+                    72500               72500              0
421003105                     289866.13     Rate/Term Refinance           9.8     Full Documentation            AA+                   443000              443000              0
421003107                        100000     Cash Out Refinance           9.25     Full Documentation            AA+                   425000              425000              0
421003114                     182718.35     Cash Out Refinance            9.7     Full Documentation            AA                    215000              215000              0
421003118                     119670.89     Cash Out Refinance            9.9     Full Documentation            B                     158000              158000              0
421003120                     129866.39     Cash Out Refinance           8.35     Full Documentation            AA+                   158000              158000              0
421003124                     100190.96     Purchase                    11.35     Full Documentation            AA                    105500              105500         105500
421003128                      71963.45     Cash Out Refinance           9.35     Full Documentation            AA+                    90000               90000              0
421003140                     140169.31     Cash Out Refinance           8.75     Full Documentation            AA+                   165000              165000              0
421003163                     114920.59     Rate/Term Refinance          12.5     Full Documentation            AA                    121000              121000              0
421003172                      49580.13     Cash Out Refinance           10.5     Full Documentation            AA+                    75000               67500              0
421003181                      56995.35     Purchase                    12.13     Full Documentation            AA+                    62500               62500          57000
421003198                     118696.91     Cash Out Refinance           9.95     Full Documentation            AA+                   125000              125000              0
421003208                      49974.36     Cash Out Refinance           10.4     Full Documentation            AA+                    59000               59000              0
421003245                      82451.04     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   136000              136000              0
421003271                     139985.98     Cash Out Refinance            8.6     Full Documentation            AA+                   160000              160000              0
421003274                        167871     Cash Out Refinance           7.65     Full Documentation            AA+                   224000              224000              0
421003305                     151957.94     Cash Out Refinance          12.15     Full Documentation            AA                    160000              160000              0
421003308                        130500     Cash Out Refinance            9.6     Full Documentation            AA+                   149000              149000              0
421003311                         57200     Cash Out Refinance           9.75     Full Documentation            AA+                    71500               71500              0
421003367                      55990.03     Cash Out Refinance          10.95     Full Documentation            AA+                   155000              155000              0
421003370                      99952.54     Cash Out Refinance           9.67     Full Documentation            C                     222000              222000              0
421003394                      173897.8     Cash Out Refinance           8.65     Full Documentation            A                     232000              232000              0
421003417                        180500     Cash Out Refinance          8.805     Full Documentation            AA+                   190000              190000              0
421003461                      85368.21     Cash Out Refinance           12.2     Full Documentation            AA+                    90000               90000              0
421003482                      68500.64     Cash Out Refinance          10.15     Full Documentation            AA+                    77000               77000              0
421003483                      50508.36     Cash Out Refinance           10.5     Stated Income Documentation   AA+                    67500               67500              0
421003487                        171500     Cash Out Refinance          9.725     Full Documentation            A                     245000              245000              0
421003497                        220000     Cash Out Refinance           8.25     Full Documentation            AA+                   340000              340000              0
421003499                        120000     Cash Out Refinance            9.8     Full Documentation            AA+                   150000              150000              0
421003559                         85500     Cash Out Refinance           9.95     Full Documentation            AA+                    90000               90000              0
421003597                        209000     Rate/Term Refinance          9.35     Full Documentation            AA+                   220000              220000              0
421003618                         80000     Cash Out Refinance            9.3     Full Documentation            AA+                   100000              100000              0
421003631                        283500     Cash Out Refinance          10.65     Full Documentation            AA+                   315000              315000              0
421003641                         53000     Cash Out Refinance            9.5     Full Documentation            AA+                    85000               85000              0
421003643                        126000     Cash Out Refinance          12.15     Full Documentation            A                     140000              140000              0
421003753                        109600     Purchase                    10.75     Full Documentation            AA+                   137000              137000         137000
421003756                         27400     Purchase                     10.4     Full Documentation            AA+                   137000              137000         137000
421003902                         76000     Cash Out Refinance            9.6     Full Documentation            AA+                    95500               95500              0
511049767                     177171.68     Cash Out Refinance           12.5     Full Documentation            CC                    275000              275000              0
511050303                     310020.03     Cash Out Refinance           9.15     Full Documentation            AA                    389000              389000              0
511052297                     295545.89     Cash Out Refinance           7.35     Full Documentation            AA+                   370000              370000              0
511052456                     227412.41     Cash Out Refinance           8.25     Full Documentation            A                     292000              292000              0
511052662                      40971.84     Cash Out Refinance          12.94     Full Documentation            AA                    205000              205000              0
511053025                     199824.48     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   450000              450000              0
511053270                     566523.45     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   630000              630000              0
511053337                      275074.9     Cash Out Refinance           8.85     Full Documentation            AA+                   323800              323800              0
511053462                     137597.37     Cash Out Refinance           8.95     Full Documentation            AA+                   141000              141000              0
511053574                        326250     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   435000              435000              0
511053605                     266177.12     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   333000              333000              0
511053623                     399698.58     Cash Out Refinance           7.05     Full Documentation            AA                    500000              500000              0
511053705                     471281.46     Cash Out Refinance           6.05     Full Documentation            A                     555000              555000              0
511053806                     341301.65     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   402000              402000              0
511053833                     279720.46     Cash Out Refinance            7.5     Full Documentation            AA+                   356000              356000              0
511054138                     389431.52     Cash Out Refinance           9.65     Business Bank Statements      AA                    410000              410000              0
511054389                     258727.32     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   370000              370000              0
511054537                     310528.17     Cash Out Refinance           6.95     Full Documentation            AA+                   327000              327000              0
511054584                     339786.96     Cash Out Refinance            7.7     Stated Income Documentation   B                     430000              390000              0
511054606                     319742.51     Cash Out Refinance           8.25     Stated Income Documentation   AA                    415000              415000              0
511054658                     358631.26     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   415000              400000              0
511054755                     344823.46     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   460000              460000              0
511054765                        249300     Cash Out Refinance            6.5     Stated Income Documentation   AA+                   277000              277000              0
511054810                     289741.11     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   400000              400000              0
511054982                     259437.19     Cash Out Refinance           7.55     Full Documentation            A                     290000              290000              0
511054987                     289783.04     Cash Out Refinance            8.5     Stated Income Documentation   AA                    390000              355000              0
511054999                     246574.16     Cash Out Refinance           5.75     Stated Income Documentation   AA                    363000              363000              0
511055017                      359990.8     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   428000              400000              0
511055031                        378000     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   420000              420000              0
511055136                     274887.65     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   460000              460000              0
511055177                     215899.23     Purchase                     9.75     Stated Income Documentation   AA+                   245000              245000         240000
511055186                        191700     Cash Out Refinance            6.7     Business Bank Statements      AA+                   213000              213000              0
511055227                     327032.87     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   385000              385000              0
511055246                     445256.15     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   495000              495000              0
511055288                     254846.96     Cash Out Refinance           7.85     Full Documentation            AA+                   300000              300000              0
511055310                     230829.65     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   330000              330000              0
511055325                     203696.25     Cash Out Refinance            7.5     Full Documentation            AA+                   255000              255000              0
511055352                     387477.58     Cash Out Refinance              8     Stated Income Documentation   AA+                   485000              485000              0
511055373                     243436.05     Cash Out Refinance           7.45     Full Documentation            A                     348000              348000              0
511055441                     178082.28     Rate/Term Refinance          11.5     Full Documentation            CC                    274000              274000              0
511055461                     176279.83     Cash Out Refinance          7.925     Full Documentation            A                     196000              196000              0
511055486                     195103.98     Cash Out Refinance            9.5     Stated Income Documentation   C                     244000              244000              0
511055489                     263822.33     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   330000              315000              0
511055498                     399742.07     Cash Out Refinance            7.6     Full Documentation            AA+                   400000              400000              0
511055499                     159874.33     Cash Out Refinance         10.575     Stated Income Documentation   A                     200000              180000              0
511055512                     358125.75     Cash Out Refinance            7.1     Full Documentation            AA+                   512000              512000              0
511055532                        222000     Rate/Term Refinance          8.55     Stated Income Documentation   AA+                   222000              222000              0
511055552                        267750     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   315000              315000              0
511055562                     212451.75     Rate/Term Refinance           7.8     Full Documentation            A                     266000              266000              0
511055564                      349677.4     Cash Out Refinance            6.4     Stated Income Documentation   AA+                   600000              600000              0
511055638                     399803.25     Cash Out Refinance            9.5     Full Documentation            A                     540000              540000              0
511055680                     359406.94     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   400000              400000              0
511055685                        268000     Cash Out Refinance              7     Full Documentation            AA                    390000              390000              0
511055724                     143419.97     Rate/Term Refinance           8.9     Full Documentation            AA+                   192000              192000              0
511055736                     427614.07     Cash Out Refinance           9.95     Stated Income Documentation   AA                    535000              535000              0
511055776                      369449.1     Cash Out Refinance            7.5     Stated Income Documentation   AA                    595000              595000              0
511055811                        359000     Cash Out Refinance           7.35     Stated Income Documentation   AA                    450000              450000              0
511055853                     120778.76     Cash Out Refinance           9.65     Full Documentation            B                     151000              151000              0
511055877                     131028.77     Purchase                   12.475     Full Documentation            AA                    146000              146000         138000
511055928                     319356.76     Cash Out Refinance           8.85     Stated Income Documentation   B                     355000              355000              0
511055954                        281070     Cash Out Refinance            8.9     Full Documentation            A                     400000              312300              0
511055999                     314938.59     Cash Out Refinance           6.55     Stated Income Documentation   A                     450000              450000              0
511056016                     191119.45     Cash Out Refinance            7.4     Full Documentation            AA                    225000              225000              0
511056023                     214446.67     Cash Out Refinance            6.7     Full Documentation            AA+                   252500              252500              0
511056033                     116982.33     Cash Out Refinance          10.15     Full Documentation            A                     130000              130000              0
511056079                     124888.71     Cash Out Refinance           9.99     Stated Income Documentation   B                     158000              158000              0
511056088                     331792.11     Cash Out Refinance            8.1     Stated Income Documentation   A                     475000              475000              0
511056114                     199857.55     Cash Out Refinance           7.25     No Documentation              AA+                   239000              239000              0
511056125                        340000     Cash Out Refinance           5.99     Full Documentation            AA+                   400000              400000              0
511056150                     216748.84     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   255000              255000              0
511056165                     209820.96     Cash Out Refinance            6.8     Full Documentation            AA+                   375000              375000              0
511056170                     335524.17     Cash Out Refinance           7.75     Full Documentation            AA+                   410000              410000              0
511056205                     339789.75     Cash Out Refinance            8.4     Full Documentation            C                     437000              437000              0
511056206                     269998.25     Cash Out Refinance           6.95     Full Documentation            AA+                   360000              360000              0
511056222                        370000     Cash Out Refinance           5.99     Full Documentation            AA+                   440000              440000              0
511056230                      405495.1     Cash Out Refinance           8.39     Full Documentation            AA+                   465000              465000              0
511056251                     304384.12     Cash Out Refinance           10.7     Stated Income Documentation   A                     536000              435000              0
511056266                     142439.27     Cash Out Refinance         10.175     Stated Income Documentation   C                     190000              190000              0
511056278                        348000     Cash Out Refinance           6.75     Full Documentation            AA+                   435000              410000              0
511056293                        332000     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   415000              415000              0
511056318                     187972.13     Cash Out Refinance            6.2     Full Documentation            AA+                   209000              209000              0
511056357                         92000     Cash Out Refinance          10.99     Stated Income Documentation   B                     115000              115000              0
511056361                      84320.58     Cash Out Refinance           11.1     Stated Income Documentation   AA+                   120500              109000              0
511056401                        348500     Cash Out Refinance           6.15     Full Documentation            AA+                   410000              410000              0
511056442                     268802.92     Cash Out Refinance           7.15     Full Documentation            AA                    325000              325000              0
511056446                        332350     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   391000              391000              0
511056475                        216000     Cash Out Refinance              7     Stated Income Documentation   AA+                   240000              240000              0
511056478                     193414.22     Purchase                     9.99     Stated Income Documentation   AA+                   215000              215000         215000
511056484                     193414.22     Purchase                     9.99     Stated Income Documentation   AA+                   215000              215000         215000
511056508                        385000     Rate/Term Refinance          9.15     Full Documentation            AA                    385000              385000              0
511056523                     206386.03     Cash Out Refinance           8.95     Full Documentation            B                     310000              310000              0
511056538                     291962.48     Cash Out Refinance           7.95     Full Documentation            AA+                   365000              365000              0
511056543                     212884.87     Cash Out Refinance           9.05     Stated Income Documentation   AA+                   284000              284000              0
511056618                     319379.79     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   400000              400000              0
511056662                        416000     Cash Out Refinance            7.1     Full Documentation            AA+                   424000              424000              0
511056674                      99952.35     Cash Out Refinance           9.65     Full Documentation            B                     240000              240000              0
511056694                     181838.64     Cash Out Refinance            6.6     Full Documentation            AA+                   280000              280000              0
511056723                      254953.8     Cash Out Refinance           9.55     Full Documentation            B                     300000              300000              0
511056772                      399769.4     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   500000              500000              0
511056782                        348500     Cash Out Refinance            6.4     Stated Income Documentation   AA+                   410000              410000              0
511056791                        323988     Cash Out Refinance           5.65     Stated Income Documentation   AA+                   435000              435000              0
511056829                      372285.2     Cash Out Refinance           8.65     Business Bank Statements      A                     660000              660000              0
511056849                     263904.84     Cash Out Refinance          10.95     Stated Income Documentation   B                     330000              330000              0
511056882                        365000     Cash Out Refinance            8.4     Stated Income Documentation   AA                    464000              464000              0
511056898                        395000     Cash Out Refinance           6.95     Business Bank Statements      AA+                   500000              500000              0
511056902                     104963.77     Cash Out Refinance           7.35     Full Documentation            AA+                   225000              225000              0
511056958                        227200     Purchase                     7.25     Full Documentation            AA+                   375000              375000         284000
511056968                      93470.12     Cash Out Refinance           11.5     Stated Income Documentation   AA+                   113000              113000              0
511057025                     209842.58     Cash Out Refinance           7.45     Full Documentation            AA+                   460000              460000              0
511057035                        410000     Cash Out Refinance            6.6     Stated Income Documentation   AA+                   550000              550000              0
511057086                        278350     Rate/Term Refinance           8.7     Business Bank Statements      AA+                   293000              293000              0
511057104                        389008     Rate/Term Refinance           7.1     Stated Income Documentation   AA+                   410000              410000              0
511057131                        160000     Rate/Term Refinance          10.1     Stated Income Documentation   C                     291000              291000              0
511057152                        150000     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   320000              320000              0
511057202                        388000     Cash Out Refinance              9     Stated Income Documentation   AA+                   450000              450000              0
511057203                     263979.37     Purchase                     9.85     Full Documentation            AA+                   280000              278000         278000
511057229                        396000     Rate/Term Refinance         6.875     Full Documentation            AA+                   440000              440000              0
511057236                     327999.67     Rate/Term Refinance          6.05     Full Documentation            AA+                   387000              387000              0
511057258                     263942.84     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   330000              330000              0
511057263                     220878.02     Cash Out Refinance           8.95     Full Documentation            AA+                   260000              260000              0
511057276                     146143.76     Cash Out Refinance          10.65     Full Documentation            B                     195000              195000              0
511057287                     250859.63     Cash Out Refinance            5.6     Full Documentation            AA+                   319000              319000              0
511057289                     134978.55     Cash Out Refinance          9.985     Full Documentation            AA                    152000              152000              0
511057358                     249804.98     Cash Out Refinance           7.25     Full Documentation            A                     304000              304000              0
511057374                        310500     Purchase                    7.775     Stated Income Documentation   AA+                   350000              350000         345000
511057389                      138670.5     Cash Out Refinance            8.8     Full Documentation            C                     185000              185000              0
511057390                     224959.46     Cash Out Refinance           7.05     Full Documentation            AA+                   295000              295000              0
511057405                      249936.3     Cash Out Refinance            6.1     Full Documentation            AA+                   450000              450000              0
511057413                     297386.78     Cash Out Refinance           10.7     Full Documentation            CC                    425000              425000              0
511057419                      229368.5     Cash Out Refinance           8.77     Stated Income Documentation   AA+                   255000              255000              0
511057483                        263000     Cash Out Refinance            5.6     Full Documentation            AA+                   341000              341000              0
511057545                     272807.31     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   455000              455000              0
511057549                     362922.12     Rate/Term Refinance         6.575     Stated Income Documentation   AA+                   467000              467000              0
511057560                      351220.3     Cash Out Refinance           7.15     Full Documentation            AA+                   370000              370000              0
511057620                        399000     Cash Out Refinance           8.85     Full Documentation            AA+                   420000              420000              0
511057640                        340000     Cash Out Refinance            6.8     Full Documentation            AA+                   440000              440000              0
511057680                        275500     Cash Out Refinance              9     Full Documentation            A                     290000              290000              0
511057695                        325000     Cash Out Refinance           6.25     Full Documentation            AA+                   550000              550000              0
511057720                     199899.53     Cash Out Refinance            9.4     Full Documentation            B                     540000              540000              0
511057737                        232000     Rate/Term Refinance          5.99     Full Documentation            AA+                   280000              280000              0
511057746                        351500     Cash Out Refinance          7.525     Full Documentation            AA                    370000              370000              0
511057749                     209872.78     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   560000              560000              0
511057756                      224899.4     Purchase                     9.95     Stated Income Documentation   AA+                   250000              250000         250000
511057769                     219861.14     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   761000              761000              0
511057800                     132943.35     Cash Out Refinance            6.6     Full Documentation            AA+                   190000              190000              0
511057838                      126235.6     Purchase                     6.85     Full Documentation            AA+                   162000              162000         157990
511057851                        158650     Cash Out Refinance          9.825     Full Documentation            AA+                   167000              167000              0
511057911                        147000     Cash Out Refinance           9.15     Full Documentation            CC                    295000              295000              0
511057929                        168300     Cash Out Refinance           8.45     Full Documentation            AA+                   198000              198000              0
511057936                     257513.93     Cash Out Refinance           8.45     Full Documentation            B                     322000              290000              0
511057939                     379883.01     Cash Out Refinance           7.75     Full Documentation            B                     480000              480000              0
511057941                        101600     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   127000              127000              0
511057975                        361200     Cash Out Refinance            6.6     Full Documentation            AA+                   516000              516000              0
511057988                        136000     Cash Out Refinance              9     Stated Income Documentation   AA+                   195000              195000              0
511058054                     254764.96     Cash Out Refinance            6.4     Business Bank Statements      AA+                   385000              385000              0
511058374                        110000     Cash Out Refinance           9.05     Full Documentation            C                     266000              266000              0
511058381                        360000     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   470000              400000              0
511058398                        235000     Purchase                      8.5     Stated Income Documentation   AA+                   310000              310000         299000
511058414                        255000     Cash Out Refinance            6.4     Full Documentation            AA+                   300000              300000              0
511058475                        270000     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   300000              285000              0
511058502                        358200     Cash Out Refinance            6.1     Full Documentation            AA+                   398000              398000              0
511058559                        308750     Cash Out Refinance           6.99     Full Documentation            AA+                   325000              325000              0
511058562                        408000     Cash Out Refinance           7.15     Full Documentation            AA+                   480000              480000              0
511058644                        292000     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   365000              365000              0
511058673                        216000     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   240000              240000              0
511058863                        194500     Cash Out Refinance            8.3     Full Documentation            AA+                   217000              217000              0
511058885                        182400     Cash Out Refinance            8.4     Full Documentation            B                     228000              228000              0
511058919                        180000     Cash Out Refinance            9.8     Full Documentation            B                     397000              397000              0
511058949                        217600     Cash Out Refinance           8.85     Stated Income Documentation   A                     256000              256000              0
511058954                        152000     Cash Out Refinance           8.99     Stated Income Documentation   B                     190000              190000              0
511058965                        399000     Cash Out Refinance           6.55     Full Documentation            AA+                   475000              475000              0
521043409                      80783.02     Cash Out Refinance           10.8     Full Documentation            AA+                    90000               90000              0
521043595                      164468.8     Purchase                   10.005     Full Documentation            AA+                   165000              160100         165000
521043773                     137413.12     Cash Out Refinance          10.58     Full Documentation            CC                    212000              205000              0
521044930                     269836.51     Cash Out Refinance           8.95     Full Documentation            AA+                   285000              285000              0
521046078                      26180.82     Purchase                    14.05     Full Documentation            AA+                   135000              131000         131000
521047620                     123857.16     Rate/Term Refinance          10.7     Full Documentation            C                     155000              140000              0
521047644                      36966.58     Purchase                    13.13     Stated Income Documentation   AA+                   200000              200000         185000
521047667                     222925.74     Cash Out Refinance           10.4     Stated Income Documentation   AA+                   248000              236000              0
521047769                     229696.54     Cash Out Refinance            8.1     Full Documentation            AA                    313000              313000              0
521047848                     343113.46     Cash Out Refinance           8.25     Full Documentation            AA+                   430000              430000              0
521048240                     203882.74     Cash Out Refinance            9.4     Stated Income Documentation   A                     260000              260000              0
521048314                      49462.44     Cash Out Refinance           12.6     Stated Income Documentation   AA+                   255000              255000         247500
521048339                      36973.77     Cash Out Refinance           12.9     Full Documentation            AA+                   185000              185000              0
521048767                         60325     Purchase                       12     Full Documentation            AA+                    63500               63500          63500
521048792                     113724.39     Purchase                    9.975     Full Documentation            AA+                   114000              114000         113775
521048806                     150765.21     Cash Out Refinance          8.355     Full Documentation            AA+                   159000              152000              0
521049046                     104921.01     Cash Out Refinance         10.775     Business Bank Statements      AA+                   105000              105000              0
521049157                      80918.97     Cash Out Refinance          11.35     Stated Income Documentation   AA+                    90000               90000              0
521049164                     299256.51     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   375000              375000              0
521049177                     319746.23     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   555000              555000              0
521049261                     143780.53     Purchase                    8.855     Full Documentation            AA+                   144000              144000         144000
521049318                       81439.6     Purchase                    10.85     Full Documentation            AA+                    86000               86000          81500
521049378                      172642.8     Cash Out Refinance          7.825     Stated Income Documentation   AA+                   192000              192000              0
521049417                     134949.99     Cash Out Refinance         10.825     Full Documentation            B                     162000              162000              0
521049461                     157183.07     Cash Out Refinance          9.025     Full Documentation            A                     175000              175000              0
521049554                     142386.85     Purchase                   10.525     Full Documentation            AA+                   150000              150000         150000
521050158                     140381.49     Cash Out Refinance          7.975     Full Documentation            AA+                   295000              295000              0
521050243                     269503.54     Cash Out Refinance           8.99     Full Documentation            AA+                   284000              284000              0
521050274                     249789.29     Cash Out Refinance           8.16     Full Documentation            AA+                   250000              250000              0
521050397                     207039.41     Cash Out Refinance           11.9     Full Documentation            AA                    218000              218000              0
521050458                     129948.24     Purchase                     9.25     Full Documentation            AA+                   130000              130000         130000
521050477                     399466.86     Cash Out Refinance           8.05     Full Documentation            AA                    500000              500000              0
521050485                     239624.43     Rate/Term Refinance          7.25     Full Documentation            AA                    515000              515000              0
521050593                      99972.16     Purchase                    10.43     Full Documentation            AA+                   107000              100000         100000
521050628                     171916.73     Cash Out Refinance          9.575     Full Documentation            C                     215000              215000              0
521050632                     147928.35     Cash Out Refinance          9.575     Full Documentation            AA                    185000              185000              0
521050669                      249717.2     Cash Out Refinance           8.85     Full Documentation            AA                    250000              250000              0
521050675                     211386.85     Cash Out Refinance            9.1     Full Documentation            AA+                   235000              235000              0
521050732                     134928.54     Cash Out Refinance           9.15     Full Documentation            A                     150000              150000              0
521050751                     274773.28     Cash Out Refinance          10.35     Stated Income Documentation   B                     350000              350000              0
521050966                     291830.25     Rate/Term Refinance           8.7     Stated Income Documentation   B                     365000              365000              0
521050982                     149515.25     Cash Out Refinance          8.825     Stated Income Documentation   AA+                   187000              175000              0
521050988                     115893.04     Purchase                    9.825     Full Documentation            AA+                   116000              116000         116000
521051004                      75068.88     Purchase                      9.2     Full Documentation            AA+                    95000               95000          93855
521051078                     350818.04     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   390000              390000              0
521051083                     131804.38     Cash Out Refinance          7.225     Full Documentation            AA+                   285000              285000              0
521051137                     157088.88     Cash Out Refinance          9.325     Full Documentation            AA                    185000              185000              0
521051183                      259624.9     Cash Out Refinance           6.95     Full Documentation            AA+                   464000              464000              0
521051212                     139775.91     Purchase                    10.05     Full Documentation            AA+                   148500              139900         139900
521051230                        177812     Purchase                     9.18     Full Documentation            AA+                   183000              178000         178000
521051255                     218992.18     Cash Out Refinance           7.65     Full Documentation            AA                    243500              243500              0
521051260                     108752.64     Purchase                     8.95     Full Documentation            AA+                   140000              140000         136000
521051334                     106352.42     Cash Out Refinance           9.95     Full Documentation            B                     133000              133000              0
521051436                         68000     Cash Out Refinance          10.15     Stated Income Documentation   AA+                    85000               85000              0
521051449                         66400     Purchase                      8.7     Stated Income Documentation   AA+                    90000               83000          83000
521051452                     275819.47     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   325000              325000              0
521051458                        110500     Cash Out Refinance            9.6     Full Documentation            B                     186000              186000              0
521051464                     111823.23     Cash Out Refinance            8.1     Full Documentation            AA+                   135000              135000              0
521051478                     108945.53     Cash Out Refinance          9.425     Full Documentation            B                     174000              174000              0
521051503                      99945.95     Rate/Term Refinance          9.05     Full Documentation            B                     126000              126000              0
521051534                      70174.42     Purchase                     10.9     Full Documentation            AA+                    79500               78000          78000
521051570                     199809.21     Cash Out Refinance           9.85     Stated Income Documentation   AA                    370000              300000              0
521051583                       36781.9     Rate/Term Refinance          12.7     Full Documentation            AA+                   184000              184000              0
521051587                     343719.74     Rate/Term Refinance           8.7     Stated Income Documentation   AA+                   383000              383000              0
521051598                     102918.22     Purchase                   10.525     Full Documentation            AA+                   110000              110000         103000
521051656                      97976.13     Rate/Term Refinance         12.72     Full Documentation            CC                    140000              140000              0
521051666                      28685.89     Purchase                     12.7     Full Documentation            AA+                   160000              160000         143500
521051677                     249192.24     Purchase                     8.43     Full Documentation            AA+                   250000              250000         249500
521051678                     164944.32     Cash Out Refinance          9.799     Stated Income Documentation   A                     237000              215000              0
521051755                     218350.92     Cash Out Refinance           7.15     Full Documentation            AA+                   248000              248000              0
521051759                     355226.41     Cash Out Refinance          6.975     Full Documentation            AA+                   395000              395000              0
521051761                     152710.24     Cash Out Refinance            8.4     Full Documentation            AA+                   169900              169900              0
521051768                      26573.35     Purchase                     12.6     Stated Income Documentation   AA+                   133000              133000         132900
521051786                     169920.92     Cash Out Refinance          8.725     Stated Income Documentation   AA+                   250000              250000              0
521051842                     258895.36     Cash Out Refinance            9.2     Full Documentation            AA+                   259000              259000              0
521051848                        276750     Cash Out Refinance            7.5     Full Documentation            AA+                   369000              335000              0
521051899                     129859.37     Purchase                    10.05     Full Documentation            AA+                   130000              130000         129900
521051924                      95314.89     Purchase                     9.98     Full Documentation            AA+                    96000               96000          95400
521051933                     104935.74     Cash Out Refinance           8.45     Full Documentation            AA                    150000              150000              0
521051937                     207386.57     Cash Out Refinance         10.125     Full Documentation            AA+                   215000              215000              0
521051951                      256350.9     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   285000              285000              0
521051958                     120526.19     Cash Out Refinance           8.45     Full Documentation            A                     134000              134000              0
521051971                     113557.24     Purchase                    10.75     Stated Income Documentation   A                     142000              142000         142000
521051978                     107952.22     Cash Out Refinance             10     Full Documentation            AA+                   120000              120000              0
521051996                      94354.54     Purchase                      9.6     Stated Income Documentation   AA+                   126000              126000         118800
521051997                     103398.42     Purchase                     9.53     Full Documentation            AA+                   129500              129500         103500
521052002                     138918.37     Purchase                    9.655     Full Documentation            AA+                   143000              143000         139000
521052018                      83670.16     Cash Out Refinance             11     Full Documentation            AA+                   120000               93000              0
521052039                     110181.75     Purchase                     12.1     Full Documentation            AA                    128000              116000         116000
521052044                      106072.9     Purchase                    11.09     Full Documentation            AA                    120000              120000         119000
521052097                      93869.86     Purchase                    11.48     Full Documentation            AA+                    94000               94000          93900
521052104                     247854.34     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   310000              310000              0
521052115                     415787.12     Cash Out Refinance            8.4     Full Documentation            AA+                   520000              520000              0
521052122                     205265.61     Cash Out Refinance           8.81     Stated Income Documentation   AA+                   289000              289000              0
521052129                     185878.95     Rate/Term Refinance          8.15     Full Documentation            A                     225000              225000              0
521052147                     161632.92     Cash Out Refinance           10.3     Full Documentation            C                     231000              231000              0
521052160                     307633.11     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   385000              385000              0
521052192                      101916.8     Purchase                     10.4     Stated Income Documentation   AA                    120000              108000         120000
521052202                     217702.62     Purchase                     9.95     Stated Income Documentation   AA+                   242000              242000         242000
521052218                     157428.44     Rate/Term Refinance         9.875     Full Documentation            A                     175000              175000              0
521052243                     119888.55     Purchase                   10.325     Full Documentation            AA+                   120000              120000         120000
521052275                      134948.9     Cash Out Refinance         10.725     Full Documentation            B                     150000              150000              0
521052295                      25787.72     Purchase                    12.85     Full Documentation            AA+                   129000              129000         129000
521052302                     227922.18     Cash Out Refinance           11.2     Full Documentation            AA                    240000              240000              0
521052325                      59965.69     Purchase                   12.025     Full Documentation            AA+                    60000               60000          60000
521052365                     219932.35     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   260000              260000              0
521052378                     164977.98     Purchase                   10.555     Full Documentation            AA+                   165000              165000         165000
521052386                        209600     Cash Out Refinance           9.65     Full Documentation            AA                    262000              236000              0
521052393                      90032.57     Purchase                    10.05     Full Documentation            AA+                   113000              113000         112590
521052394                     207942.96     Cash Out Refinance           8.15     Full Documentation            AA+                   245000              245000              0
521052405                     118893.82     Purchase                     9.98     Full Documentation            AA+                   119000              119000         119000
521052411                     216617.96     Cash Out Refinance           8.65     Stated Income Documentation   AA                    255000              255000              0
521052432                     227738.42     Rate/Term Refinance           8.2     No Documentation              AA+                   268000              268000              0
521052472                     151910.84     Cash Out Refinance         11.925     Full Documentation            AA                    160000              160000              0
521052523                      60329.62     Purchase                    11.25     Stated Income Documentation   AA                     85000               71000          71000
521052545                      32892.56     Purchase                    13.05     Full Documentation            AA+                   165000              165000         164500
521052565                     159775.26     Purchase                    9.575     Full Documentation            AA+                   168500              168500         168215
521052576                      175468.2     Cash Out Refinance           9.55     Stated Income Documentation   AA                    195000              186000              0
521052600                      98972.17     Purchase                    12.08     Full Documentation            AA+                   107000              107000          99000
521052611                     264902.39     Cash Out Refinance           7.12     Full Documentation            AA+                   320000              320000              0
521052664                     202282.52     Purchase                      9.1     Business Bank Statements      AA+                   225000              225000         225000
521052706                     411930.78     Cash Out Refinance            9.8     Full Documentation            B                     515000              515000              0
521052708                     329941.98     Cash Out Refinance           9.65     Full Documentation            A                     440000              440000              0
521052720                     274364.99     Cash Out Refinance            9.5     Full Documentation            AA+                   305000              305000              0
521052766                      97710.73     Rate/Term Refinance         10.45     Stated Income Documentation   AA+                   115000              115000              0
521052780                     158576.38     Purchase                    9.775     Full Documentation            AA+                   167000              159000         167000
521052790                     241975.96     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   285000              285000              0
521052794                     112995.51     Purchase                   10.925     Full Documentation            AA+                   114000              114000         113000
521052858                        156750     Purchase                    9.405     Full Documentation            AA+                   167500              165000         165000
521052862                        261250     Purchase                     9.53     Full Documentation            AA+                   275000              275000         275000
521052872                     271671.58     Cash Out Refinance           9.69     Full Documentation            AA+                   302000              302000              0
521052925                     150673.87     Cash Out Refinance          9.375     Full Documentation            A                     201000              201000              0
521052927                        110200     Rate/Term Refinance          8.35     Full Documentation            AA+                   140000              140000              0
521052964                        162000     Purchase                    9.225     Full Documentation            AA                    180000              180000         180000
521052987                     207455.01     Cash Out Refinance           8.95     Full Documentation            AA+                   235000              235000              0
521052994                     148405.79     Rate/Term Refinance         8.275     Full Documentation            AA+                   165000              165000              0
521052996                      49980.66     Cash Out Refinance         10.625     Full Documentation            AA+                    69000               62500              0
521053010                     281182.38     Rate/Term Refinance           8.6     Full Documentation            B                     375000              375000              0
521053016                        320000     Cash Out Refinance           8.89     Full Documentation            AA+                   320000              320000              0
521053020                        259250     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   305000              300000              0
521053040                      225094.2     Rate/Term Refinance          7.85     Full Documentation            AA+                   265000              265000              0
521053057                     104951.02     Purchase                     9.75     Full Documentation            AA+                   105000              105000         105000
521053064                      71977.74     Purchase                    11.65     Stated Income Documentation   AA+                    81000               81000          80000
521053067                      71975.69     Rate/Term Refinance         11.25     Full Documentation            AA+                    80000               80000              0
521053072                      66577.52     Rate/Term Refinance         11.25     Full Documentation            AA+                    74000               74000              0
521053074                     274346.91     Cash Out Refinance            8.9     Full Documentation            AA+                   305000              305000              0
521053079                        202500     Cash Out Refinance           9.85     Full Documentation            C                     270000              260000              0
521053085                     164433.42     Cash Out Refinance         10.415     Stated Income Documentation   B                     235000              235000              0
521053090                        322500     Cash Out Refinance          10.35     Stated Income Documentation   AA                    430000              430000              0
521053091                     168916.08     Purchase                    9.455     Full Documentation            AA+                   169000              169000         169000
521053101                        152000     Rate/Term Refinance         9.125     Full Documentation            AA+                   160000              160000              0
521053153                     106442.26     Cash Out Refinance           10.6     Full Documentation            AA                    115000              110000              0
521053156                      83668.49     Cash Out Refinance          10.75     Full Documentation            AA+                    93000               93000              0
521053208                     134915.22     Cash Out Refinance          8.325     Full Documentation            AA+                   150000              150000              0
521053212                     203947.22     Cash Out Refinance           8.35     Full Documentation            AA+                   240000              240000              0
521053221                     150071.76     Rate/Term Refinance         9.425     Full Documentation            AA+                   158000              158000              0
521053233                      28992.74     Purchase                     12.6     Full Documentation            AA+                   145000              145000         145000
521053234                      63977.18     Purchase                       11     Stated Income Documentation   AA+                    82000               82000          80000
521053256                      82365.07     Cash Out Refinance           10.2     Stated Income Documentation   AA+                   103000              103000              0
521053265                     109203.63     Cash Out Refinance           10.2     Full Documentation            AA+                   115000              110000              0
521053272                     121432.94     Cash Out Refinance           8.95     Full Documentation            AA+                   135000              135000              0
521053274                     157542.88     Cash Out Refinance         10.925     Full Documentation            B                     197000              197000              0
521053296                     227215.55     Cash Out Refinance         11.575     Full Documentation            AA                    239250              239250              0
521053321                      74991.34     Purchase                   11.025     Full Documentation            AA+                    77000               76000          75000
521053326                     102956.63     Purchase                    10.23     Full Documentation            AA+                   104000              104000         103000
521053348                      84103.56     Cash Out Refinance           8.95     Full Documentation            AA+                    99000               99000              0
521053353                     188869.28     Cash Out Refinance           7.85     Stated Income Documentation   AA+                   214000              214000              0
521053357                      84961.18     Rate/Term Refinance          9.85     Full Documentation            AA+                   100000              100000              0
521053390                     185236.17     Rate/Term Refinance          9.35     Full Documentation            AA+                   195000              195000              0
521053394                     147938.27     Cash Out Refinance         10.275     Stated Income Documentation   C                     185000              185000              0
521053398                     101964.41     Cash Out Refinance           11.1     Full Documentation            B                     120000              120000              0
521053402                        148800     Cash Out Refinance            9.8     Full Documentation            AA+                   186000              186000              0
521053472                     113946.81     Rate/Term Refinance          9.75     Full Documentation            AA+                   120000              115000              0
521053502                     106956.78     Purchase                   10.425     Full Documentation            AA+                   107000              107000         107000
521053506                        118759     Cash Out Refinance          11.15     Stated Income Documentation   AA+                   132000              132000              0
521053509                     149952.84     Cash Out Refinance         11.575     Full Documentation            C                     200000              180000              0
521053522                      65573.36     Cash Out Refinance           10.4     Stated Income Documentation   AA+                    82000               82000              0
521053530                      174905.2     Cash Out Refinance           9.04     Full Documentation            AA+                   175000              175000              0
521053543                     188703.14     Cash Out Refinance            9.3     Full Documentation            AA+                   236000              215000              0
521053575                     131922.87     Cash Out Refinance          8.675     Full Documentation            AA+                   160000              145000              0
521053589                         64800     Cash Out Refinance           11.3     Full Documentation            AA+                    72000               72000              0
521053599                         59310     Purchase                    10.65     Stated Income Documentation   AA+                    75000               75000          65900
521053629                      68381.49     Cash Out Refinance          12.25     Full Documentation            AA+                    72000               72000              0
521053630                     276812.25     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   375000              375000              0
521053640                        206150     Cash Out Refinance           9.35     Full Documentation            AA+                   217000              217000              0
521053643                     171968.83     Purchase                     9.55     Full Documentation            AA+                   180000              180000         172000
521053666                     131898.05     Purchase                      7.3     Full Documentation            AA+                   175000              175000         165000
521053670                        335000     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   530000              530000              0
521053671                     242870.01     Purchase                      9.1     Full Documentation            AA+                   270000              270000         270000
521053676                      78477.49     Purchase                    11.99     Full Documentation            AA+                    79000               78500          78500
521053688                        240000     Cash Out Refinance            8.6     Full Documentation            AA                    300000              300000              0
521053712                      79628.98     Purchase                     11.4     Full Documentation            AA+                    99000               89500          89500
521053715                     107948.53     Purchase                     9.65     Stated Income Documentation   AA+                   120000              120000         120000
521053722                     268401.09     Cash Out Refinance          10.85     Full Documentation            C                     358000              325000              0
521053741                     471712.08     Cash Out Refinance            8.3     Full Documentation            AA+                   700000              700000              0
521053749                     169434.79     Purchase                    10.65     Full Documentation            AA+                   171000              171000         169500
521053759                      94989.54     Purchase                   11.175     Full Documentation            AA+                    97000               97000          95000
521053787                     119644.15     Rate/Term Refinance          9.75     Full Documentation            AA+                   133000              133000              0
521053796                      58483.17     Purchase                   11.975     Full Documentation            AA+                    58500               58500          58500
521053802                        310500     Rate/Term Refinance          7.99     Full Documentation            AA+                   345000              345000              0
521053812                        275500     Cash Out Refinance           8.99     Full Documentation            AA+                   290000              290000              0
521053828                     135787.62     Cash Out Refinance          9.825     Full Documentation            AA                    143000              143000              0
521053835                     198988.28     Rate/Term Refinance          9.95     Full Documentation            AA                    199000              199000              0
521053906                     133906.96     Cash Out Refinance         11.475     Full Documentation            AA                    141000              141000              0
521053916                         99000     Cash Out Refinance          10.55     Stated Income Documentation   AA+                   110000              105000              0
521053930                        110000     Cash Out Refinance            9.6     Full Documentation            AA                    200000              200000              0
521053957                      76929.17     Purchase                    12.25     Full Documentation            AA+                    92000               92000          81000
521053983                     106352.42     Cash Out Refinance           9.95     Full Documentation            AA+                   131000              112000              0
521053996                      64972.33     Cash Out Refinance          10.35     Stated Income Documentation   AA+                   155000              155000              0
521054004                     132979.08     Rate/Term Refinance         7.825     Full Documentation            AA+                   180000              180000              0
521054019                     356190.15     Rate/Term Refinance           9.8     Stated Income Documentation   AA+                   375000              375000              0
521054030                     103947.76     Cash Out Refinance            9.4     Full Documentation            B                     130000              120000              0
521054037                      76476.61     Purchase                     11.7     Stated Income Documentation   AA+                    94000               90000          90000
521054047                     124947.92     Purchase                     10.3     Full Documentation            AA+                   140000              140000         125000
521054051                         72000     Cash Out Refinance           11.6     Stated Income Documentation   AA+                   130000               80000              0
521054076                     100660.91     Rate/Term Refinance          10.7     Full Documentation            A                     106000              106000              0
521054084                     114893.76     Purchase                    11.13     Full Documentation            AA+                   120000              120000         115000
521054101                        199405     Cash Out Refinance           9.45     Full Documentation            AA+                   209900              209900              0
521054103                     107952.73     Cash Out Refinance          10.05     Stated Income Documentation   AA+                   120000              120000              0
521054117                        161500     Cash Out Refinance          9.355     Full Documentation            AA+                   170000              170000              0
521054130                     219928.92     Rate/Term Refinance         11.45     Full Documentation            B                     275000              275000              0
521054142                     165949.24     Rate/Term Refinance          11.7     Full Documentation            C                     290000              225000              0
521054151                        131100     Rate/Term Refinance           9.2     Full Documentation            AA+                   138000              138000              0
521054188                        170000     Cash Out Refinance          8.525     Full Documentation            AA                    200000              190000              0
521054191                        252000     Rate/Term Refinance           8.2     Full Documentation            AA+                   315000              315000              0
521054196                      54884.47     Cash Out Refinance          12.05     Stated Income Documentation   AA+                    73500               61000              0
521054205                         99971     Cash Out Refinance          11.94     Stated Income Documentation   B                     150000              150000              0
521054216                      57579.68     Cash Out Refinance          11.05     Stated Income Documentation   AA+                    72000               72000              0
521054265                     175456.23     Cash Out Refinance          8.475     Full Documentation            A                     195000              195000              0
521054275                        137000     Cash Out Refinance           8.64     Full Documentation            AA                    137000              137000              0
521054298                     264877.15     Cash Out Refinance           9.78     Full Documentation            AA+                   265000              265000              0
521054299                     120645.83     Rate/Term Refinance            10     Full Documentation            AA+                   142000              142000              0
521054321                        108000     Purchase                     9.65     Stated Income Documentation   AA+                   120000              117000         120000
521054344                      54981.02     Cash Out Refinance          11.15     Full Documentation            AA+                   100000              100000              0
521054354                     242890.19     Cash Out Refinance            9.9     Stated Income Documentation   AA                    270000              270000              0
521054357                      99941.87     Cash Out Refinance            8.7     Full Documentation            AA+                   130000              130000              0
521054374                     349752.91     Cash Out Refinance           8.34     Full Documentation            B                     590000              470000              0
521054398                     143895.78     Purchase                    7.625     Full Documentation            AA+                   186000              186000         180000
521054407                     115624.79     Purchase                    9.825     Full Documentation            AA+                   146000              146000         144900
521054422                         63000     Purchase                    10.65     Full Documentation            AA+                    75000               75000          70000
521054423                     139454.68     Cash Out Refinance         11.425     Full Documentation            A                     155000              155000              0
521054440                     160927.94     Purchase                    9.945     Full Documentation            AA+                   161000              161000         161000
521054464                        166500     Cash Out Refinance         10.175     Full Documentation            AA+                   185000              185000              0
521054473                     119945.77     Cash Out Refinance            9.9     Business Bank Statements      AA+                   155000              155000              0
521054490                      93968.82     Purchase                    11.33     Full Documentation            AA+                   100000              100000          94000
521054513                        229500     Cash Out Refinance            9.8     Stated Income Documentation   AA+                   255000              255000              0
521054515                        172900     Purchase                    9.275     Full Documentation            AA+                   182000              182000         182000
521054519                        380000     Cash Out Refinance            8.7     Full Documentation            AA                    400000              400000              0
521054539                        152000     Rate/Term Refinance         9.575     Business Bank Statements      AA+                   190000              160000              0
521054550                         52500     Cash Out Refinance           12.3     Stated Income Documentation   AA+                    95000               70000              0
521054576                        186400     Cash Out Refinance           7.55     Full Documentation            AA+                   233000              233000              0
521054602                      80960.99     Rate/Term Refinance           9.6     Full Documentation            AA+                   110000               90000              0
521054619                        125000     Purchase                   10.115     Stated Income Documentation   AA+                   125000              125000         125000
521054680                     322737.85     Cash Out Refinance           7.05     Full Documentation            AA+                   410000              410000              0
521054712                        101650     Cash Out Refinance            9.7     Stated Income Documentation   AA                    107000              107000              0
521054721                        111920     Purchase                    9.075     Full Documentation            AA+                   150000              150000         139900
521054736                         69750     Purchase                     12.2     Full Documentation            AA+                    80000               77500          77500
521054743                        123500     Purchase                     10.9     Full Documentation            AA+                   130000              130000         130000
521054762                     187932.96     Cash Out Refinance             11     Stated Income Documentation   A                     235000              235000              0
521054773                        220000     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   275000              255000              0
521054777                        157500     Cash Out Refinance         10.325     Full Documentation            AA+                   175000              165000              0
521054846                         72000     Cash Out Refinance           11.8     Stated Income Documentation   AA+                   110500               80000              0
521054859                     139941.92     Purchase                     10.3     Full Documentation            AA+                   141000              141000         140000
521054880                        181800     Cash Out Refinance           9.35     Full Documentation            A                     202000              202000              0
521054882                         81600     Purchase                    10.27     Full Documentation            AA+                    82000               81600          81600
521054915                        232000     Purchase                     8.01     Full Documentation            AA+                   312000              312000         290000
521054951                        446700     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   590000              590000              0
521054966                        203595     Cash Out Refinance           9.95     Full Documentation            AA+                   210000              210000              0
521055000                        101250     Purchase                     9.45     Stated Income Documentation   AA+                   123000              112500         112500
521055006                        128250     Cash Out Refinance          9.725     Full Documentation            AA+                   135000              135000              0
521055013                        126000     Cash Out Refinance          9.275     Full Documentation            AA+                   166000              166000         140000
521055080                        153600     Cash Out Refinance           9.15     Business Bank Statements      AA+                   192000              192000              0
521055083                        163500     Cash Out Refinance         12.475     Full Documentation            C                     218000              218000              0
521055133                        136800     Purchase                    9.625     Full Documentation            AA+                   144000              144000         144000
521055135                        125005     Cash Out Refinance          7.925     Stated Income Documentation   AA+                   185000              185000              0
521055144                       56384.5     Purchase                    12.18     Full Documentation            AA+                    57000               57000          56400
521055193                         81000     Purchase                    11.55     Stated Income Documentation   AA+                    90000               85500          90000
521055204                        130000     Cash Out Refinance         10.325     Full Documentation            CC                    315000              315000              0
521055230                        125005     Cash Out Refinance          9.275     Stated Income Documentation   A                     230000              215000              0
521055270                        138250     Purchase                    8.325     Full Documentation            AA+                   165000              165000         158250
521055301                        157700     Purchase                   10.125     Stated Income Documentation   AA+                   170000              170000         166000
521055335                        399000     Purchase                      9.7     Full Documentation            AA+                   420000              420000         420000
521055366                         99000     Purchase                       11     Full Documentation            AA+                   110000              110000         110000
521055373                        109250     Rate/Term Refinance          9.85     Full Documentation            AA+                   115000              115000              0
521055385                        140800     Cash Out Refinance          7.875     Stated Income Documentation   AA+                   176000              162000              0
521055407                        100100     Cash Out Refinance            8.9     Full Documentation            AA+                   143000              143000              0
521055444                        165600     Purchase                      9.2     Full Documentation            AA+                   207000              207000         207000
521055577                         81000     Purchase                      9.3     Full Documentation            AA+                    90000               86000          90000
521055633                        185500     Cash Out Refinance          8.725     Stated Income Documentation   AA+                   340000              340000              0
521055648                         55500     Cash Out Refinance           10.9     Full Documentation            AA+                    74000               70000              0
521055677                        100000     Cash Out Refinance           10.9     Stated Income Documentation   AA+                   120000              120000              0
521055684                        138240     Purchase                    8.575     Full Documentation            AA+                   180000              180000         172800
521055704                         76500     Rate/Term Refinance          10.9     Full Documentation            AA+                   104000               85000              0
521055743                        174250     Cash Out Refinance         11.555     Full Documentation            AA+                   180000              180000              0
521056061                        101650     Purchase                     12.1     Full Documentation            AA                    107000              107000         107000
521056091                        163008     Cash Out Refinance           8.75     Full Documentation            A                     240000              240000              0
521056144                         88000     Purchase                    10.05     Full Documentation            AA+                   125000              110000         110000
521056178                         58500     Purchase                    11.65     Stated Income Documentation   AA+                    65000               65000          67258
521056192                        117000     Cash Out Refinance           9.55     Full Documentation            AA                    130000              123500              0
521056258                        132000     Rate/Term Refinance         7.925     Full Documentation            AA+                   150000              150000              0
521056287                         74998     Rate/Term Refinance          10.5     Stated Income Documentation   AA+                   110000              110000              0
521056299                        151000     Cash Out Refinance         10.265     Full Documentation            AA+                   165000              165000              0
521056321                        283500     Purchase                     10.4     Stated Income Documentation   AA+                   330000              330000         315000
521056445                        127500     Cash Out Refinance          8.225     Full Documentation            AA+                   150000              150000              0
521056610                        225000     Purchase                     9.05     Stated Income Documentation   AA+                   250000              245000         250000
521056785                         94770     Purchase                     11.3     Full Documentation            AA+                   107500              107500         105300
521056838                        190400     Cash Out Refinance            9.9     Full Documentation            A                     224000              224000              0
521056864                        195490     Cash Out Refinance           10.6     Stated Income Documentation   AA+                   249000              249000              0
521056959                        121500     Cash Out Refinance          10.35     Full Documentation            AA+                   135000              135000              0
521056981                         78750     Cash Out Refinance           9.99     Full Documentation            AA+                    87500               87500              0
521057075                        124000     Cash Out Refinance           12.1     Stated Income Documentation   C                     155000              155000              0
521057182                        174500     Purchase                    8.325     Full Documentation            AA+                   200000              200000         195000
521057366                        140250     Cash Out Refinance         10.175     Full Documentation            AA+                   165000              165000              0
521057485                        227160     Purchase                     9.05     Full Documentation            AA+                   255000              255000         252400
551014002                       29350.7     Purchase                     9.99     Full Documentation            AA+                   149000              149000         147500
551017637                      34185.87     Purchase                     9.99     Full Documentation            AA+                   175000              175000         171474
551018083                      77830.68     Rate/Term Refinance          10.8     Full Documentation            A                      82000               82000              0
551018553                      26467.94     Purchase                     9.99     Full Documentation            AA+                   132700              132700         132700
551021789                      46590.73     Purchase                     9.99     Full Documentation            AA+                   235000              235000         233479
551022094                      28960.49     Purchase                     9.99     Full Documentation            AA+                   147000              147000         145200
551022287                      27074.17     Purchase                     9.94     Full Documentation            AA+                   136000              135680         135680
551022367                      32980.66     Purchase                     9.99     Full Documentation            AA+                   165200              165200         165200
551022417                      26708.65     Purchase                     9.99     Full Documentation            AA+                   138000              138000         133844
551022477                       25953.3     Purchase                     9.99     Full Documentation            AA+                   130000              130000         130000
551022653                      33444.58     Purchase                    9.999     Full Documentation            AA+                   168000              168000         167598
551022936                      25354.38     Purchase                     9.99     Full Documentation            AA+                   128000              128000         127000
551023021                      26140.55     Purchase                     9.99     Full Documentation            AA+                   131000              131000         131000
551023376                      25645.75     Purchase                     9.99     Full Documentation            AA+                   132000              132000         130000
551023782                      28914.93     Purchase                     9.99     Full Documentation            AA+                   145000              145000         144900
551023896                     265299.56     Cash Out Refinance           8.85     Stated Income Documentation   A                     332000              332000              0
551023988                      25254.56     Purchase                     9.99     Full Documentation            AA+                   135000              135000         126500
551024102                      35735.71     Purchase                     9.99     Full Documentation            AA+                   179000              179000         179000
551024577                      27318.52     Purchase                     9.99     Full Documentation            AA+                   137000              137000         136900
551024591                      35121.53     Rate/Term Refinance          9.99     Full Documentation            AA+                   176000              176000         176800
551024679                      28905.19     Purchase                     9.99     Full Documentation            AA+                   157000              157000         144786
551024686                      32359.98     Rate/Term Refinance         12.55     Full Documentation            AA                    162000              162000              0
551024741                      74381.38     Cash Out Refinance           12.6     Stated Income Documentation   AA+                   103000               93000              0
551024769                     101854.08     Cash Out Refinance          11.05     Stated Income Documentation   AA+                   120000              120000              0
551024951                       37747.3     Purchase                     9.99     Full Documentation            AA+                   190500              190500         188988
551025068                      25354.38     Purchase                     9.99     Full Documentation            AA+                   128000              128000         127000
551025144                      25066.32     Purchase                     9.99     Stated Income Documentation   AA+                   130000              130000         125500
551025186                     231742.95     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   290000              290000              0
551025485                      25340.96     Purchase                     9.99     Full Documentation            AA+                   130000              130000         126875
551025517                      33054.64     Purchase                     9.99     Full Documentation            AA+                   167000              166000         166000
551025844                      101557.1     Purchase                     10.4     Full Documentation            AA+                   105000              105000         101640
551025880                     139811.12     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   175000              175000              0
551025894                      33055.62     Purchase                     9.99     Full Documentation            AA+                   170000              170000         165500
551026400                      64557.84     Purchase                   11.425     Full Documentation            AA+                    68000               68000          68000
551026542                     287811.61     Purchase                    8.125     Full Documentation            AA+                   342000              342000         320000
551026586                     149929.65     Cash Out Refinance          9.725     Full Documentation            AA                    300000              300000              0
551026749                      399677.9     Cash Out Refinance           7.09     Stated Income Documentation   AA+                   500000              500000              0
551026867                     199773.75     Cash Out Refinance           8.85     Full Documentation            AA                    250000              250000              0
551026883                         59856     Purchase                    10.35     Full Documentation            AA+                    76300               76300          74820
551026888                     139909.81     Cash Out Refinance            8.2     Full Documentation            AA+                   175000              175000              0
551027003                        252000     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   280000              280000              0
551027015                      61319.25     Rate/Term Refinance         11.95     Full Documentation            AA                     70000               70000              0
551027043                      84757.85     Purchase                     9.45     Full Documentation            AA+                   106000              106000         106000
551027044                     117140.82     Rate/Term Refinance         9.375     Full Documentation            A                     146500              146500              0
551027056                      63976.67     Rate/Term Refinance          10.9     Full Documentation            AA+                    74000               74000              0
551027058                       92866.7     Purchase                   10.975     Full Documentation            AA+                    94000               94000          92900
551027060                     111949.12     Purchase                    9.875     Full Documentation            AA+                   141000              141000         140000
551027062                     106347.53     Rate/Term Refinance         9.488     Full Documentation            AA+                   112000              112000              0
551027112                      29953.31     Purchase                     9.99     Stated Income Documentation   AA+                   152000              152000         149900
551027163                     164811.41     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   260000              220000              0
551027173                        237500     Cash Out Refinance           8.65     Full Documentation            AA+                   250000              250000              0
551027179                     103966.77     Cash Out Refinance           11.5     Business Bank Statements      B                     130000              130000              0
551027195                     119862.86     Purchase                     9.65     Full Documentation            AA+                   152000              152000         149900
551027205                      75520.55     Rate/Term Refinance          9.85     Stated Income Documentation   AA+                    84000               84000              0
551027296                      97185.42     Purchase                     9.35     Full Documentation            AA+                   125000              125000         121500
551027301                      64932.66     Purchase                     12.2     Full Documentation            AA+                    70000               70000          65000
551027304                      88928.95     Purchase                     10.5     Full Documentation            AA+                    95000               95000          89000
551027346                     172973.87     Cash Out Refinance          7.671     Full Documentation            AA+                   253000              253000              0
551027365                      64368.66     Purchase                     9.55     Full Documentation            AA+                    82000               82000          80500
551027395                     120441.72     Purchase                     9.58     Full Documentation            AA+                   124000              124000         120500
551027461                       91958.2     Purchase                    9.875     Full Documentation            AA+                   117000              117000         115000
551027515                      248433.5     Cash Out Refinance           12.3     Stated Income Documentation   B                     355000              355000              0
551027535                     215504.01     Rate/Term Refinance          9.97     Full Documentation            CC                    308000              308000              0
551027603                      99943.65     Purchase                     8.85     Full Documentation            AA+                   176000              176000         155000
551027672                     201925.29     Rate/Term Refinance         10.65     Full Documentation            A                     215000              215000              0
551027694                      63576.54     Purchase                   10.844     Full Documentation            AA+                    79800               79800          79500
551027709                        113050     Cash Out Refinance           10.7     Stated Income Documentation   AA+                   140000              133000              0
551027752                     160587.19     Cash Out Refinance         10.575     Full Documentation            AA                    189000              189000              0
551027758                      89221.35     Purchase                     10.1     Full Documentation            AA+                   114000              114000         111575
551027872                     142414.11     Purchase                    8.525     Full Documentation            AA+                   152000              152000         150000
551027907                      368767.1     Cash Out Refinance            8.3     Business Bank Statements      AA+                   410000              410000              0
551027908                      83994.95     Purchase                      9.9     Full Documentation            AA+                   105000              105000         105000
551027934                     191128.04     Cash Out Refinance           8.25     Full Documentation            AA+                   214000              214000              0
551027939                       88166.8     Purchase                    10.75     Stated Income Documentation   AA+                    98000               98000          98000
551027970                        190000     Cash Out Refinance            7.8     Full Documentation            AA+                   200000              200000              0
551027990                      71229.84     Purchase                    12.05     Full Documentation            AA+                    82000               82000          75000
551028172                      201508.9     Rate/Term Refinance           9.9     Stated Income Documentation   A                     224000              224000              0
551028228                     232404.57     Cash Out Refinance          10.35     Full Documentation            B                     310000              310000              0
551028236                     128181.03     Cash Out Refinance          9.075     Full Documentation            AA                    135000              135000              0
551028262                     224893.91     Purchase                      9.7     Full Documentation            AA                    250000              250000         250000
551028264                     125545.32     Cash Out Refinance         10.075     Stated Income Documentation   AA+                   157000              157000              0
551028278                     123896.14     Purchase                     8.85     Full Documentation            AA+                   135000              135000         130490
551028304                     105042.98     Purchase                     8.55     Full Documentation            AA+                   222000              222000         210212
551028345                     150475.94     Rate/Term Refinance         6.975     Full Documentation            AA+                   242000              242000              0
551028374                         84075     Purchase                    10.75     Full Documentation            AA+                    89000               88500          88500
551028430                        108000     Rate/Term Refinance          12.5     Stated Income Documentation   B                     120000              120000              0
551028432                     123452.48     Rate/Term Refinance         10.65     Full Documentation            AA+                   130000              130000              0
551028445                      75977.02     Purchase                    11.75     Full Documentation            AA+                    82000               82000          76000
551028450                      84795.29     Purchase                     10.1     Full Documentation            AA+                   112000              112000         106000
551028484                      76472.13     Purchase                     10.9     Stated Income Documentation   AA+                    91000               85000          85000
551028487                     118344.46     Purchase                    9.725     Full Documentation            AA+                   151000              151000         148000
551028628                      85465.65     Purchase                    10.45     Full Documentation            AA+                    94000               90000          90000
551028668                        128000     Purchase                    8.925     Full Documentation            AA+                   165000              165000         160000
551028702                         65420     Purchase                    11.97     Full Documentation            AA+                    67000               67000          65420
551028756                        106400     Purchase                    10.05     Full Documentation            AA+                   117000              112000         112000
551028800                         93200     Cash Out Refinance           9.75     Full Documentation            AA+                   116500              116500              0
551028807                        108000     Cash Out Refinance          11.65     Stated Income Documentation   C                     135000              135000              0
551028823                        180000     Cash Out Refinance           9.95     Stated Income Documentation   A                     225000              225000              0
551028930                        199500     Purchase                     9.95     Full Documentation            AA                    210000              210000         210000
551028968                        102600     Purchase                      8.8     Full Documentation            AA+                   111000              111000         108000
551028988                         95920     Purchase                     8.95     Full Documentation            AA+                   120500              120500         119900
551029087                        151900     Rate/Term Refinance         8.075     Full Documentation            AA+                   170000              170000              0
551029126                         63900     Purchase                    10.85     Full Documentation            AA+                    64000               64000          63900
551029290                        117900     Purchase                     9.05     Full Documentation            AA+                   136000              136000         131000
551029308                         69642     Purchase                     10.9     Full Documentation            AA+                    77500               77500          77380
551029342                         93600     Purchase                       11     Full Documentation            AA+                   104000              104000         104000
551029574                        162225     Purchase                    9.075     Business Bank Statements      AA+                   180250              180250         180250
551029747                        104850     Purchase                     8.65     Full Documentation            AA+                   116500              116500         116500
551029884                        311782     Purchase                    10.05     Stated Income Documentation   AA+                   347000              347000         346425
551030993                         72000     Purchase                     11.2     Stated Income Documentation   AA+                    80000               80000          80000
581012346                      59915.23     Purchase                    12.99     Full Documentation            AA+                   300000              300000         300000
581013246                        370000     Cash Out Refinance            6.5     Full Documentation            AA+                   550000              550000              0
581013988                     299593.68     Cash Out Refinance           7.45     Stated Income Documentation   AA                    450000              450000              0
581014339                     199824.48     Cash Out Refinance           7.95     Stated Income Documentation   B                     305000              305000              0
581014508                      51996.79     Cash Out Refinance          11.25     Full Documentation            AA+                   347000              347000              0
581014517                     286678.31     Cash Out Refinance            9.7     Stated Income Documentation   A                     410000              410000              0
581014697                     213615.93     Cash Out Refinance            6.5     Full Documentation            AA+                   306000              306000              0
581014715                     369895.42     Cash Out Refinance              7     Stated Income Documentation   AA+                   440000              440000              0
581014940                     356315.61     Cash Out Refinance            6.4     Full Documentation            AA+                   446700              446700              0
581014943                        270000     Cash Out Refinance              6     Full Documentation            AA+                   330000              330000              0
581015048                     350112.89     Cash Out Refinance           6.89     Full Documentation            AA+                   392000              392000              0
581015068                      179801.6     Cash Out Refinance           7.15     Full Documentation            A                     320000              320000              0
581015084                     319799.48     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   400000              400000              0
581015112                      246742.7     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   375000              375000              0
581015145                        238007     Cash Out Refinance            6.8     Stated Income Documentation   AA+                   303000              303000              0
581015232                     329443.78     Cash Out Refinance            8.9     Stated Income Documentation   A                     440000              440000              0
581015276                        185000     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   277000              277000              0
581015307                     366573.83     Rate/Term Refinance           5.8     Full Documentation            AA+                   585000              585000              0
581015313                        306000     Cash Out Refinance            6.8     Stated Income Documentation   AA+                   340000              340000              0
581015334                     341116.18     Cash Out Refinance            9.3     Stated Income Documentation   B                     525000              525000              0
581015336                      149848.1     Purchase                     7.45     Full Documentation            AA+                   278000              278000         250000
581015423                     336922.87     Rate/Term Refinance           6.8     Stated Income Documentation   AA+                   375000              375000              0
581015443                     174919.19     Cash Out Refinance           8.75     Stated Income Documentation   B                     220000              220000              0
581015446                        204000     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   255000              255000              0
581015489                        250000     Cash Out Refinance              6     Full Documentation            AA                    360000              360000              0
581015503                     369596.14     Cash Out Refinance            5.7     Stated Income Documentation   AA+                   625000              625000              0
581015527                     394628.53     Cash Out Refinance          8.495     Full Documentation            AA+                   395000              395000              0
581015538                     267730.19     Cash Out Refinance              6     Stated Income Documentation   AA+                   335000              335000              0
581015622                        270000     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   300000              300000              0
581015633                     191907.61     Cash Out Refinance           8.61     Stated Income Documentation   AA+                   240000              240000              0
581015650                     365443.18     Cash Out Refinance            7.4     Full Documentation            AA                    431000              431000              0
581015653                        268000     Cash Out Refinance            5.8     Full Documentation            AA+                   335000              335000              0
581015677                     172739.84     Cash Out Refinance           7.45     Full Documentation            C                     300000              300000              0
581015698                        320000     Rate/Term Refinance             6     Stated Income Documentation   AA+                   385000              385000              0
581015705                     319741.39     Cash Out Refinance            6.8     Full Documentation            A                     400000              400000              0
581015767                     350842.18     Rate/Term Refinance          8.84     Full Documentation            B                     390000              390000              0
581015769                     242845.76     Cash Out Refinance           7.61     Stated Income Documentation   AA+                   304000              304000              0
581015787                     185739.24     Cash Out Refinance            7.8     Full Documentation            B                     245000              245000              0
581015802                        328500     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   365000              365000              0
581015807                        344791     Cash Out Refinance            8.5     Full Documentation            AA+                   345000              345000              0
581015816                        342000     Cash Out Refinance           8.05     Stated Income Documentation   AA+                   380000              380000              0
581015829                     399355.17     Cash Out Refinance            7.1     Stated Income Documentation   B                     540000              540000              0
581015834                     363395.61     Cash Out Refinance           6.95     Full Documentation            AA                    438000              438000              0
581015867                      299639.7     Cash Out Refinance           8.56     Full Documentation            AA                    300000              300000              0
581015892                     184919.48     Cash Out Refinance           8.95     Stated Income Documentation   AA                    260000              260000              0
581015894                     259087.54     Cash Out Refinance            7.7     Full Documentation            AA                    305000              305000              0
581015918                        293000     Cash Out Refinance            6.6     Stated Income Documentation   AA+                   330000              330000              0
581015928                     339840.66     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   340000              340000              0
581015933                     267841.44     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   335000              335000              0
581015950                     128930.68     Cash Out Refinance            8.4     Full Documentation            AA+                   172000              172000              0
581015957                     287649.82     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   320000              320000              0
581015961                     319895.25     Rate/Term Refinance           9.9     Full Documentation            A                     400000              400000              0
581015964                     313899.09     Cash Out Refinance            7.6     Stated Income Documentation   A                     600000              600000              0
581015986                        313500     Cash Out Refinance           6.25     Full Documentation            AA+                   330000              330000              0
581015999                     139803.72     Cash Out Refinance            7.8     Full Documentation            AA+                   220000              175000              0
581016039                     400442.34     Cash Out Refinance           7.65     Full Documentation            AA+                   445000              445000              0
581016046                     241790.41     Cash Out Refinance           6.55     Full Documentation            AA+                   740000              740000              0
581016054                        256500     Cash Out Refinance            7.6     Full Documentation            AA                    285000              285000              0
581016077                        324000     Rate/Term Refinance           6.6     Full Documentation            AA+                   360000              360000              0
581016091                     365292.92     Cash Out Refinance           8.05     Full Documentation            AA+                   430000              430000              0
581016095                     184346.38     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   205000              205000              0
581016097                     239786.31     Cash Out Refinance           6.45     Full Documentation            AA                    300000              300000              0
581016106                     276888.06     Cash Out Refinance           9.21     Full Documentation            AA+                   277000              277000              0
581016112                        290700     Rate/Term Refinance           6.3     Full Documentation            AA+                   323000              323000              0
581016175                        290500     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   380000              380000              0
581016178                     319903.45     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   410000              410000              0
581016206                     255366.72     Rate/Term Refinance          8.55     Full Documentation            AA+                   255500              255500              0
581016230                     339989.63     Cash Out Refinance            8.4     Full Documentation            AA+                   378000              378000              0
581016286                        391000     Cash Out Refinance            5.7     Full Documentation            AA                    463000              463000              0
581016290                     363935.62     Cash Out Refinance            7.1     Full Documentation            AA+                   440000              440000              0
581016316                     379734.49     Purchase                      7.8     Full Documentation            AA+                   491000              491000         475000
581016337                     149886.43     Cash Out Refinance            7.4     Full Documentation            AA+                   445000              445000              0
581016343                        291600     Cash Out Refinance          8.075     Stated Income Documentation   AA+                   324000              324000              0
581016353                        350000     Cash Out Refinance           7.76     Full Documentation            AA+                   350000              350000              0
581016378                     183799.08     Purchase                      8.1     Stated Income Documentation   AA+                   230000              230000         229900
581016379                     159957.32     Cash Out Refinance           7.45     Full Documentation            AA+                   345000              345000              0
581016383                      124921.9     Cash Out Refinance           8.35     Full Documentation            AA                    450000              450000              0
581016391                     227835.31     Cash Out Refinance            7.2     Full Documentation            B                     285000              285000              0
581016400                     251949.28     Cash Out Refinance           6.75     Full Documentation            AA+                   320000              320000              0
581016405                        355500     Rate/Term Refinance           6.8     Full Documentation            AA+                   395000              395000              0
581016442                        304000     Cash Out Refinance           6.25     Full Documentation            AA+                   350000              350000              0
581016450                     149446.58     Rate/Term Refinance         10.99     Full Documentation            CC                    230000              230000              0
581016468                        248000     Cash Out Refinance           6.45     Full Documentation            AA+                   313000              313000              0
581016479                     409730.43     Cash Out Refinance            8.1     Full Documentation            AA                    575000              575000              0
581016494                        397000     Cash Out Refinance            6.5     Full Documentation            AA+                   480000              480000              0
581016501                     314843.42     Cash Out Refinance           9.45     Stated Income Documentation   AA                    350000              350000              0
581016509                     356207.99     Rate/Term Refinance         8.175     Full Documentation            AA+                   375000              375000              0
581016511                      409858.5     Cash Out Refinance           7.35     No Documentation              AA+                   650000              650000              0
581016536                     171948.55     Cash Out Refinance           7.85     Full Documentation            AA+                   215000              215000              0
581017097                     237904.39     Cash Out Refinance          10.45     Stated Income Documentation   C                     400000              400000              0
581017102                     189133.42     Purchase                      7.9     Full Documentation            AA+                   238000              238000         236500
581017110                        282987     Cash Out Refinance           5.75     Full Documentation            AA+                   355000              355000              0
581017117                     121960.93     Purchase                    11.49     Stated Income Documentation   B                     177000              177000         175000
581017125                     174939.61     Cash Out Refinance          11.15     Full Documentation            CC                    400000              400000              0
581017150                     172927.38     Cash Out Refinance         10.245     Full Documentation            AA+                   173000              173000              0
581017166                      238485.7     Purchase                    9.625     Full Documentation            AA+                   238600              238600         238600
581017169                     293783.98     Rate/Term Refinance          7.55     Full Documentation            B                     420000              420000              0
581017174                     139468.84     Purchase                     8.85     Full Documentation            AA+                   155000              155000         155000
581017185                      196915.6     Rate/Term Refinance         10.15     Full Documentation            B                     220000              220000              0
581017204                     187072.64     Purchase                     8.25     Full Documentation            AA+                   235000              235000         233990
581017210                     186816.43     Purchase                     9.95     Full Documentation            C                     267000              267000         267000
581017214                     113939.02     Purchase                      9.1     Full Documentation            AA+                   158000              158000         142500
581017218                     152934.46     Purchase                    10.15     Stated Income Documentation   AA+                   180000              180000         180000
581017220                     188948.34     Purchase                    9.075     Stated Income Documentation   AA+                   199000              199000         199000
581017226                     139982.29     Purchase                     7.99     Full Documentation            AA+                   184000              184000         175000
581017235                     201368.44     Cash Out Refinance          7.425     Full Documentation            AA+                   212000              212000              0
581017236                     189640.83     Cash Out Refinance           8.75     Full Documentation            AA                    253000              253000              0
581017243                     115988.83     Purchase                      8.7     Full Documentation            AA+                   155000              155000         145000
581017308                      80873.25     Purchase                   11.345     Full Documentation            AA+                   100000              100000          80900
581017311                      53383.31     Purchase                     11.6     Full Documentation            AA+                   275000              275000         267000
581017331                     198770.84     Purchase                      7.6     Stated Income Documentation   AA+                   249000              249000         248500
581017334                     223192.88     Cash Out Refinance          8.388     Full Documentation            AA+                   235000              225000              0
581017354                        308500     Cash Out Refinance            6.8     Full Documentation            AA+                   350000              350000              0
581017362                        399900     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   815000              815000              0
581017368                        370000     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   417000              417000              0
581017381                        127000     Rate/Term Refinance          8.25     Stated Income Documentation   AA+                   225000              225000              0
581017407                      341922.5     Cash Out Refinance            8.5     Full Documentation            AA+                   342000              342000              0
581017418                     337450.49     Rate/Term Refinance           7.6     Full Documentation            AA+                   415000              375000              0
581017435                     244614.65     Cash Out Refinance            7.4     Full Documentation            AA+                   288000              288000              0
581017455                     227999.76     Cash Out Refinance            8.5     Full Documentation            AA+                   228000              228000              0
581017496                     346242.85     Cash Out Refinance            7.5     Full Documentation            AA+                   385000              385000              0
581017515                     269818.47     Cash Out Refinance           7.99     Full Documentation            AA+                   300000              300000              0
581017541                        380000     Cash Out Refinance           6.25     Full Documentation            AA+                   505000              505000              0
581017626                        294500     Cash Out Refinance            8.4     Full Documentation            AA+                   311000              311000              0
581017652                        216000     Cash Out Refinance          10.59     Full Documentation            AA                    240000              240000              0
581017667                        303000     Rate/Term Refinance           6.4     Full Documentation            AA+                   349100              349100              0
581017673                     317951.56     Cash Out Refinance            7.5     Full Documentation            AA+                   335000              335000              0
581017676                     313300.09     Cash Out Refinance           8.25     Full Documentation            AA+                   330000              330000              0
581017689                      414201.5     Cash Out Refinance           7.65     Full Documentation            AA+                   627000              627000              0
581017693                        310500     Cash Out Refinance            7.2     Full Documentation            AA+                   335000              335000              0
581017694                     135181.95     Purchase                     7.85     Full Documentation            AA+                   169000              169000         169000
581017698                     201458.29     Cash Out Refinance           7.77     Full Documentation            B                     252000              252000              0
581017711                     182822.47     Cash Out Refinance           10.2     Full Documentation            CC                    310000              310000              0
581017714                     211939.27     Cash Out Refinance              8     Full Documentation            A                     265000              265000              0
581017721                        393000     Cash Out Refinance          6.975     Stated Income Documentation   AA+                   525000              525000              0
581017746                     134378.34     Purchase                     7.35     Full Documentation            AA+                   180000              180000         168000
581017757                        300007     Rate/Term Refinance          5.99     Full Documentation            AA+                   425000              425000              0
581017773                        475000     Cash Out Refinance           9.95     Business Bank Statements      AA+                   500000              500000              0
581017876                     341660.09     Cash Out Refinance            8.2     Full Documentation            AA+                   402000              402000              0
581017877                      99928.49     Cash Out Refinance          7.685     Full Documentation            AA+                   400000              400000              0
581017883                     129903.52     Cash Out Refinance            7.5     Full Documentation            AA+                   360000              360000              0
581017900                     189967.54     Rate/Term Refinance         9.745     Full Documentation            AA+                   190000              190000              0
581017906                      49683.29     Purchase                     11.5     Stated Income Documentation   AA+                   249000              249000         248500
581017927                        261250     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   275000              275000              0
581017952                        186300     Purchase                      8.5     Full Documentation            AA                    207000              207000         207000
581017953                        247500     Cash Out Refinance          7.875     Stated Income Documentation   AA+                   275000              275000              0
581017955                     233589.94     Cash Out Refinance            7.9     Full Documentation            AA                    275000              275000              0
581017963                      87955.33     Purchase                     9.35     Full Documentation            AA+                   110000              110000         110000
581018017                        304000     Cash Out Refinance            7.2     Full Documentation            AA+                   380000              380000              0
581018033                       89456.9     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   112000              112000              0
581018041                        251750     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   265000              265000              0
581018048                     468506.99     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   625000              625000              0
581018110                        261250     Cash Out Refinance            7.2     Full Documentation            AA+                   275000              275000              0
581018128                     323911.34     Cash Out Refinance            5.9     Full Documentation            AA+                   405000              405000              0
581018132                     331220.13     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   390000              390000              0
581018157                       89456.9     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   112000              112000              0
581018159                       89455.9     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   112000              112000              0
581018162                      89456.09     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   112000              112000              0
581018163                      89456.09     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   112000              112000              0
581018166                        204000     Cash Out Refinance           8.55     Full Documentation            C                     255000              255000              0
581018173                        565250     Cash Out Refinance           6.83     Full Documentation            AA+                   595000              595000              0
581018240                        114982     Cash Out Refinance           9.35     Stated Income Documentation   AA+                   430000              430000              0
581018276                        335000     Cash Out Refinance            7.8     Full Documentation            AA+                   335000              335000              0
581018283                        299700     Cash Out Refinance           6.65     Full Documentation            AA+                   405000              405000              0
581018290                        277500     Cash Out Refinance            8.3     Full Documentation            AA+                   285000              285000              0
581018376                        184000     Rate/Term Refinance          10.9     Full Documentation            CC                    308000              308000              0
581018415                        124000     Cash Out Refinance            8.8     Stated Income Documentation   AA                    155000              155000              0
581018425                        355500     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   395000              395000              0
581018430                        182750     Cash Out Refinance            7.1     Full Documentation            AA+                   245000              215000              0
581018483                        218500     Cash Out Refinance           7.65     Full Documentation            AA+                   230000              230000              0
581018493                        159990     Cash Out Refinance            7.1     Full Documentation            AA+                   300000              300000              0
581018497                        356250     Purchase                     9.55     Stated Income Documentation   AA+                   395000              395000         375000
581018512                        133000     Cash Out Refinance             11     Full Documentation            CC                    275000              275000              0
581018578                        374000     Cash Out Refinance            6.5     Full Documentation            AA+                   440000              440000              0
581018591                        422750     Purchase                      8.7     Full Documentation            AA+                   445000              445000         445000
581018845                        292080     Purchase                      7.9     Full Documentation            AA+                   410000              365100         365100
581018939                        277650     Cash Out Refinance          8.075     Stated Income Documentation   AA+                   326000              326000              0
581018980                        380000     Cash Out Refinance          8.335     Stated Income Documentation   AA+                   400000              400000              0
581019078                        177600     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   222000              211000              0
581019155                        281870     Cash Out Refinance           5.65     Full Documentation            AA+                   355000              355000              0
611025886                     112391.65     Cash Out Refinance            9.4     Full Documentation            AA+                   125000              125000              0
611026282                     505166.04     Cash Out Refinance           6.75     Full Documentation            AA+                   675000              675000              0
611026326                      345599.9     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   435000              435000              0
611026360                     338760.52     Cash Out Refinance            6.5     Full Documentation            AA+                   450000              450000              0
611026492                     334692.47     Cash Out Refinance            7.8     Full Documentation            C                     450000              450000              0
611026550                     279433.33     Cash Out Refinance           8.75     Stated Income Documentation   AA                    360000              325000              0
621017765                      52135.65     Cash Out Refinance           14.3     Full Documentation            AA+                   261000              261000              0
621019238                      125904.6     Cash Out Refinance            7.4     Full Documentation            AA+                   230000              230000              0
621019417                       37974.6     Cash Out Refinance          14.45     Full Documentation            AA+                   190000              190000              0
621019750                     220022.48     Cash Out Refinance           7.67     Stated Income Documentation   AA+                   245000              245000              0
621019830                     243479.56     Cash Out Refinance           8.17     Full Documentation            AA+                   293000              293000              0
621019964                      32966.44     Cash Out Refinance           12.6     Stated Income Documentation   AA+                   165000              165000              0
621019984                     248234.31     Rate/Term Refinance          7.37     Stated Income Documentation   AA+                   385000              385000              0
621020179                        256000     Cash Out Refinance            7.1     Full Documentation            AA+                   320000              320000              0
621020185                      63939.41     Cash Out Refinance           11.6     Full Documentation            AA+                   320000              320000              0
621020222                      55954.54     Purchase                     13.6     Full Documentation            AA+                   302000              302000         280000
621020252                     124903.72     Cash Out Refinance            8.4     Stated Income Documentation   AA                    255000              255000              0
621020282                      47969.24     Cash Out Refinance          13.35     Full Documentation            AA+                   315000              315000              0
621020315                     367190.16     Cash Out Refinance            7.6     Full Documentation            AA+                   460000              460000              0
621020327                      178388.1     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   255000              255000              0
621020395                       80159.1     Cash Out Refinance          14.35     Stated Income Documentation   AA+                   401000              401000              0
621020420                     159604.26     Rate/Term Refinance             7     Full Documentation            AA+                   250000              250000              0
621020441                     295485.37     Cash Out Refinance           8.75     Stated Income Documentation   AA                    372000              372000              0
621020457                      356745.9     Cash Out Refinance           9.65     Stated Income Documentation   AA+                   460000              460000              0
621020721                     174853.99     Cash Out Refinance          8.125     Stated Income Documentation   AA+                   229000              198000              0
621020724                     239765.84     Cash Out Refinance           9.66     Stated Income Documentation   B                     340000              340000              0
621020738                     204590.44     Cash Out Refinance           8.07     Stated Income Documentation   AA+                   260000              260000              0
621020757                     165705.03     Cash Out Refinance           8.45     Stated Income Documentation   A                     245000              245000              0
621020761                     199848.68     Cash Out Refinance           8.47     Stated Income Documentation   AA+                   400000              400000              0
621020776                      79940.98     Cash Out Refinance         12.725     Full Documentation            AA+                   407000              407000              0
621020793                      314900.7     Cash Out Refinance           8.95     Stated Income Documentation   AA                    463000              463000              0
621020861                     175943.57     Cash Out Refinance           8.75     Stated Income Documentation   AA                    235000              235000              0
621020898                     223507.57     Cash Out Refinance          7.595     Stated Income Documentation   AA+                   280000              280000              0
621020937                      26225.13     Purchase                     11.6     Stated Income Documentation   AA+                   175000              175000         175000
621020940                     125524.69     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   157000              157000              0
621020956                     187808.42     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   235000              220000              0
621021011                      30371.21     Rate/Term Refinance          11.6     Full Documentation            AA+                   152000              152000              0
621021052                     109858.91     Cash Out Refinance           10.2     Full Documentation            B                     187900              187900              0
621021061                     146774.38     Cash Out Refinance           9.35     Stated Income Documentation   AA+                   218000              218000              0
621021069                     207682.16     Cash Out Refinance           7.37     Full Documentation            AA                    260000              260000              0
621021125                     313740.06     Rate/Term Refinance          6.95     Stated Income Documentation   A                     487000              487000              0
621021184                     252982.41     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   306000              306000              0
621021251                     257391.24     Cash Out Refinance            7.9     Full Documentation            AA                    322000              322000              0
621021297                      99994.72     Cash Out Refinance          10.44     Full Documentation            CC                    577000              577000              0
621021324                      71916.86     Cash Out Refinance           8.75     Stated Income Documentation   AA+                    90000               90000              0
621021331                     213838.62     Cash Out Refinance           7.42     Full Documentation            A                     270000              270000              0
621021375                      162154.7     Cash Out Refinance          7.925     Full Documentation            AA                    295000              295000              0
621021403                     269661.47     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   389000              389000              0
621021410                     135161.83     Purchase                     8.05     Full Documentation            AA+                   175000              175000         169000
621021525                     145516.23     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   231000              231000              0
621021573                     217671.28     Cash Out Refinance           8.62     Full Documentation            AA+                   396000              396000              0
621021574                     144871.44     Cash Out Refinance            6.6     Full Documentation            AA+                   290000              290000              0
621021584                        117000     Cash Out Refinance           11.3     Full Documentation            CC                    180000              180000              0
621021596                     223736.99     Cash Out Refinance           8.67     Stated Income Documentation   AA                    280000              280000              0
621021626                      56630.18     Purchase                     14.2     Stated Income Documentation   AA+                   300000              300000         283250
621021654                     174814.01     Cash Out Refinance           9.15     Stated Income Documentation   AA                    261000              261000              0
621021668                     144361.84     Cash Out Refinance           10.6     Full Documentation            AA                    152000              152000              0
621021685                     316656.84     Cash Out Refinance            9.9     Stated Income Documentation   B                     352000              352000              0
621021689                      29969.26     Purchase                     14.2     Full Documentation            AA+                   150000              150000         150000
621021690                     189678.27     Cash Out Refinance           6.85     Full Documentation            AA+                   285000              285000              0
621021707                     327895.83     Cash Out Refinance             10     Stated Income Documentation   B                     410000              410000              0
621021744                     152890.92     Cash Out Refinance            7.7     Full Documentation            AA                    185000              185000              0
621021753                     187309.32     Rate/Term Refinance           7.3     Full Documentation            AA+                   233000              210000              0
621021814                     267728.44     Cash Out Refinance           8.25     Stated Income Documentation   A                     335000              335000              0
621021819                     293093.23     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   345000              315000              0
621021835                     186828.48     Cash Out Refinance           9.85     Stated Income Documentation   AA+                   220000              220000              0
621021845                     110173.83     Purchase                     7.85     Full Documentation            AA+                   138000              138000         137800
621021846                      27548.56     Purchase                    13.45     Full Documentation            AA+                   138000              138000         137800
621021923                     211797.13     Cash Out Refinance           6.27     Full Documentation            AA+                   265000              265000              0
621021934                     310733.23     Cash Out Refinance           8.65     Full Documentation            A                     366000              366000              0
621021936                     199930.73     Cash Out Refinance           6.77     Full Documentation            AA+                   329000              320000              0
621021972                     149915.91     Rate/Term Refinance         8.875     Stated Income Documentation   A                     260000              220000              0
621021980                     379890.23     Cash Out Refinance           7.65     Stated Income Documentation   AA                    475000              475000              0
621022008                     246341.85     Cash Out Refinance           8.22     Full Documentation            A                     290000              290000              0
621022076                     199750.25     Cash Out Refinance           8.37     Stated Income Documentation   AA                    250000              250000              0
621022083                     144903.69     Cash Out Refinance           8.05     Full Documentation            AA                    250000              250000              0
621022101                      199881.8     Cash Out Refinance           8.62     Stated Income Documentation   AA+                   390000              390000              0
621022103                     305964.94     Cash Out Refinance           8.25     Lite Documentation            AA+                   360000              330000              0
621022125                      32983.76     Purchase                     13.6     Full Documentation            AA+                   165000              165000         164985
621022178                     179165.23     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   256000              256000              0
621022180                     164980.68     Cash Out Refinance          9.975     Full Documentation            AA+                   165000              165000              0
621022214                     284564.68     Cash Out Refinance           8.15     Full Documentation            AA+                   335000              335000              0
621022280                     271821.17     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   320000              310000              0
621022287                     182397.96     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   300000              300000              0
621022329                     238391.53     Purchase                     9.87     Stated Income Documentation   AA+                   265000              265000         266273
621022332                      235170.8     Cash Out Refinance          8.975     Stated Income Documentation   AA+                   362000              330000              0
621022337                     268342.68     Cash Out Refinance            6.2     Full Documentation            AA+                   316000              316000              0
621022382                     198644.47     Cash Out Refinance           9.15     Full Documentation            A                     265000              265000              0
621022418                     224897.67     Cash Out Refinance           9.87     Full Documentation            B                     358000              358000              0
621022442                        180000     Cash Out Refinance          7.375     Stated Income Documentation   AA+                   290000              272000              0
621022451                     251793.44     Cash Out Refinance              7     Stated Income Documentation   AA+                   350000              350000              0
621022453                     206973.61     Cash Out Refinance           7.97     Full Documentation            AA+                   230000              230000              0
621022454                     199830.15     Cash Out Refinance           6.82     Full Documentation            AA+                   305000              305000              0
621022466                      153970.8     Cash Out Refinance            9.4     Stated Income Documentation   A                     220000              220000              0
621022499                        327250     Cash Out Refinance           7.35     Full Documentation            AA+                   385000              385000              0
621022508                     154899.31     Cash Out Refinance            8.5     Stated Income Documentation   B                     212000              212000              0
621022511                     335822.13     Cash Out Refinance           9.15     Lite Documentation            AA+                   420000              420000              0
621022533                     111980.01     Cash Out Refinance            9.6     Full Documentation            A                     239000              239000              0
621022542                        134300     Cash Out Refinance            8.1     Full Documentation            AA+                   158000              150000              0
621022599                     174973.34     Cash Out Refinance            7.5     Full Documentation            AA+                   310000              310000              0
621022630                        140600     Purchase                    11.35     Stated Income Documentation   AA+                   152000              152000         148000
621022641                     174900.35     Cash Out Refinance            8.8     Full Documentation            AA                    310000              310000              0
621022650                     242947.18     Cash Out Refinance           8.32     Full Documentation            AA+                   286000              286000              0
621022678                     117518.66     Purchase                     7.85     Full Documentation            AA+                   159000              159000         147000
621022707                      99977.67     Cash Out Refinance           7.99     Full Documentation            AA+                   125000              125000              0
621022712                        140000     Cash Out Refinance            8.2     Stated Income Documentation   A                     258000              258000              0
621022777                        236000     Cash Out Refinance            8.3     Full Documentation            AA+                   295000              295000              0
621022907                     134819.11     Cash Out Refinance           8.55     Full Documentation            AA+                   185000              142000              0
621022923                        198000     Purchase                     8.75     Stated Income Documentation   AA+                   220000              215000         220000
621022938                        190000     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   348000              348000              0
621023011                      99943.94     Cash Out Refinance          8.875     Stated Income Documentation   AA+                   255000              240000              0
621023063                        335750     Cash Out Refinance           6.25     Stated Income Documentation   AA+                   408000              408000              0
621023098                        280000     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   350000              350000              0
621023110                        210000     Cash Out Refinance           7.87     Full Documentation            AA+                   410000              410000              0
621023191                        162000     Cash Out Refinance          9.775     Full Documentation            AA+                   180000              180000              0
621023228                        225000     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   360000              360000              0
621023333                        261000     Purchase                      9.5     Stated Income Documentation   AA+                   290000              290000         290000
621023346                        270750     Cash Out Refinance           10.1     Full Documentation            AA                    285000              285000              0
621023357                        100000     Cash Out Refinance            9.3     Stated Income Documentation   AA                    350000              350000              0
621023444                        280000     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   350000              350000              0
621023506                      350931.6     Purchase                     8.75     Stated Income Documentation   AA+                   402000              402000         389924
621023566                        349200     Cash Out Refinance           7.65     Full Documentation            AA+                   388000              388000              0
621023808                        177750     Cash Out Refinance           6.85     Full Documentation            AA+                   237000              237000              0
621023896                        127500     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   150000              150000              0
621023950                        125000     Cash Out Refinance            8.1     Full Documentation            B                     249000              249000              0
621024069                        396000     Purchase                     7.65     Stated Income Documentation   AA+                   440000              440000         440000
631015909                     292308.23     Cash Out Refinance           7.15     Full Documentation            AA+                   345000              345000              0
631016048                     269696.42     Cash Out Refinance            8.1     Stated Income Documentation   B                     480000              480000              0
631016064                     279699.96     Cash Out Refinance           7.25     Stated Income Documentation   A                     400000              400000              0
651022040                      51221.78     Cash Out Refinance           11.8     Full Documentation            AA+                    57000               57000              0
651023393                     193817.86     Cash Out Refinance            6.7     Full Documentation            AA+                   241000              225000              0
661018921                      69889.68     Cash Out Refinance           12.5     Full Documentation            AA+                   350000              350000              0
661019317                      57957.51     Cash Out Refinance          14.05     Full Documentation            AA+                   290000              290000              0
661019648                     305932.76     Cash Out Refinance           6.75     Full Documentation            AA+                   385000              385000              0
661019715                     199344.94     Cash Out Refinance           7.05     Full Documentation            AA+                   400000              400000              0
661019761                     214969.18     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   470000              470000              0
661019950                      276799.9     Cash Out Refinance            7.2     Full Documentation            AA+                   317000              317000              0
661020087                     224319.02     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   375000              375000              0
661020150                        305490     Cash Out Refinance           7.85     Full Documentation            AA+                   340000              340000              0
661020195                        289000     Cash Out Refinance           6.15     Full Documentation            AA+                   371000              371000              0
661020249                     139607.12     Cash Out Refinance          11.25     Full Documentation            CC                    200000              200000              0
661020268                     213309.91     Cash Out Refinance            7.9     Stated Income Documentation   AA                    305000              305000              0
661020285                     319325.48     Cash Out Refinance              9     Stated Income Documentation   AA+                   435000              355000              0
661020341                     167848.26     Cash Out Refinance           7.85     Full Documentation            B                     210000              210000              0
661020370                     299659.91     Cash Out Refinance           7.05     Full Documentation            A                     415000              415000              0
661020527                     365383.06     Cash Out Refinance            5.6     Full Documentation            AA                    515000              515000              0
661020605                     203873.99     Cash Out Refinance           7.75     Full Documentation            C                     255000              255000              0
661020630                     317750.08     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   397500              397500              0
661020801                     231500.61     Cash Out Refinance            7.7     Full Documentation            AA+                   275000              275000              0
661020846                      207798.1     Cash Out Refinance            8.2     Stated Income Documentation   AA                    260000              260000              0
661020918                     329159.39     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   625000              625000              0
661020919                        145800     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   162000              162000              0
661020939                     399678.12     Cash Out Refinance           8.25     Stated Income Documentation   A                     500000              500000              0
661020952                      44667.59     Cash Out Refinance           12.8     Full Documentation            AA+                   298000              298000              0
661020967                     202435.38     Rate/Term Refinance         7.625     Stated Income Documentation   AA+                   272000              272000              0
661020981                     319845.57     Cash Out Refinance            8.6     Stated Income Documentation   B                     400000              400000              0
661021004                     154838.18     Cash Out Refinance           7.35     Stated Income Documentation   A                     196000              196000              0
661021040                     339476.43     Cash Out Refinance              7     Stated Income Documentation   A                     405000              405000              0
661021072                     297611.76     Cash Out Refinance           6.55     Full Documentation            AA+                   480000              480000              0
661021092                     322216.95     Cash Out Refinance           7.95     Stated Income Documentation   AA                    435000              435000              0
661021154                     285831.28     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   358000              358000              0
661021241                     243661.35     Cash Out Refinance           7.85     Full Documentation            AA                    305000              305000              0
661021246                     167795.74     Cash Out Refinance            8.5     Full Documentation            AA                    210000              210000              0
661021296                     401549.94     Cash Out Refinance            8.9     Business Bank Statements      B                     655000              655000              0
661021304                     294537.66     Cash Out Refinance           9.25     Stated Income Documentation   B                     410000              410000              0
661021305                     237730.55     Cash Out Refinance           7.25     Full Documentation            B                     407000              407000              0
661021389                     267829.64     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   335000              335000              0
661021392                     295853.54     Rate/Term Refinance            10     Stated Income Documentation   AA                    395000              395000              0
661021456                     288441.51     Cash Out Refinance          6.225     Full Documentation            AA+                   427000              427000              0
661021458                        314500     Cash Out Refinance           7.05     Stated Income Documentation   AA                    370000              370000              0
661021490                      287378.2     Cash Out Refinance            5.6     Stated Income Documentation   AA+                   390000              390000              0
661021526                      124906.3     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   480000              480000              0
661021545                        360000     Rate/Term Refinance           5.6     Stated Income Documentation   AA+                   500000              500000              0
661021546                     275733.02     Cash Out Refinance            9.6     Stated Income Documentation   B                     345000              345000              0
661021561                      254857.6     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   340000              340000              0
661021563                     329233.72     Cash Out Refinance            6.8     Stated Income Documentation   A                     425000              425000              0
661021565                     134927.83     Rate/Term Refinance          8.25     Stated Income Documentation   A                     221000              221000              0
661021598                     187250.09     Cash Out Refinance           8.05     Full Documentation            AA                    245000              245000              0
661021755                     274950.85     Purchase                    8.395     Full Documentation            AA+                   300000              300000         275000
661021756                     307222.02     Cash Out Refinance            6.5     Full Documentation            AA+                   420000              420000              0
661021768                        171000     Cash Out Refinance           8.15     Full Documentation            C                     288000              288000              0
661021773                     259846.17     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   325000              292500              0
661021810                     178855.35     Rate/Term Refinance           6.8     Stated Income Documentation   AA+                   260000              260000              0
661021831                     300782.87     Rate/Term Refinance          7.55     Stated Income Documentation   AA+                   360000              360000              0
661021839                     168869.47     Cash Out Refinance            7.3     Full Documentation            AA                    226000              226000              0
661021848                     404740.07     Cash Out Refinance           7.75     Full Documentation            A                     450000              450000              0
661021850                      175433.2     Cash Out Refinance            9.4     Full Documentation            AA                    195000              195000              0
661021854                     366995.07     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   525000              525000              0
661021872                     242819.45     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   350000              350000              0
661021878                     263044.98     Cash Out Refinance           6.75     Full Documentation            AA+                   355000              355000              0
661021880                      259764.8     Cash Out Refinance            6.4     Full Documentation            AA+                   435000              435000              0
661021884                     319200.59     Cash Out Refinance           6.35     Stated Income Documentation   AA+                   422000              422000              0
661021885                     294877.02     Cash Out Refinance          9.095     Full Documentation            A                     298000              298000              0
661021929                     106920.59     Cash Out Refinance            7.5     Full Documentation            AA+                   220000              220000              0
661021946                      352305.4     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   392000              392000              0
661021948                      244508.4     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   272000              272000              0
661021983                     218818.03     Cash Out Refinance            6.7     Full Documentation            AA+                   293000              293000              0
661022042                     254693.13     Rate/Term Refinance          8.55     Stated Income Documentation   AA+                   300000              300000              0
661022052                     243399.12     Cash Out Refinance            6.7     Full Documentation            AA+                   400000              400000              0
661022059                        180000     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   380000              380000              0
661022097                     259888.25     Cash Out Refinance            6.6     Full Documentation            AA+                   370000              370000              0
661022131                     214915.76     Cash Out Refinance            6.9     Full Documentation            AA                    255000              255000              0
661022138                     324795.51     Cash Out Refinance            6.3     Stated Income Documentation   AA+                   500000              500000              0
661022155                      197719.6     Rate/Term Refinance          7.75     Full Documentation            AA+                   220000              220000              0
661022156                        243750     Cash Out Refinance           9.85     Stated Income Documentation   AA+                   337000              337000              0
661022168                     100949.06     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   235000              235000              0
661022186                     279587.24     Cash Out Refinance           7.55     Full Documentation            C                     450000              450000              0
661022188                     259099.33     Cash Out Refinance           9.35     Full Documentation            AA+                   288000              288000              0
661022222                     236595.29     Cash Out Refinance             10     Stated Income Documentation   AA+                   263000              263000              0
661022232                     230211.14     Cash Out Refinance              7     Full Documentation            AA+                   288000              288000              0
661022236                     341901.21     Cash Out Refinance           7.65     Full Documentation            AA+                   380000              380000              0
661022252                        200000     Purchase                      5.8     Full Documentation            AA+                   250000              250000         250000
661022265                     293256.32     Cash Out Refinance           8.55     Full Documentation            AA+                   326000              326000              0
661022277                     276133.96     Cash Out Refinance           6.65     Full Documentation            AA+                   440000              440000              0
661022295                     168598.85     Cash Out Refinance            7.3     Stated Income Documentation   AA+                   240000              240000              0
661022310                        155000     Cash Out Refinance            7.4     Stated Income Documentation   A                     208000              208000              0
661022328                     318936.97     Cash Out Refinance            6.8     Full Documentation            AA                    526000              526000              0
661022332                        378000     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   420000              420000              0
661022336                     126268.65     Cash Out Refinance           7.75     Full Documentation            AA+                   165000              165000              0
661022348                     171419.82     Cash Out Refinance           9.74     Stated Income Documentation   B                     245000              245000              0
661022389                     337241.91     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   375000              375000              0
661022395                        392000     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   500000              500000              0
661022473                     263194.03     Cash Out Refinance            6.6     Full Documentation            AA+                   405000              405000              0
661022500                        230000     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   322000              322000              0
661022508                      43981.73     Cash Out Refinance          13.45     Full Documentation            AA+                   220000              220000              0
661022542                      299810.1     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   530000              530000              0
661022571                     358682.83     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   465000              465000              0
661022580                     304914.29     Cash Out Refinance          5.825     Stated Income Documentation   AA+                   510000              510000              0
661022600                     209883.48     Cash Out Refinance           7.65     Full Documentation            AA                    247000              247000              0
661022614                     214429.07     Cash Out Refinance            7.5     Stated Income Documentation   A                     330000              330000              0
661022623                     187396.51     Cash Out Refinance           8.95     Full Documentation            B                     250000              250000              0
661022628                        272000     Cash Out Refinance           5.75     Full Documentation            AA+                   450000              450000              0
661022660                        260000     Cash Out Refinance          7.975     Full Documentation            AA+                   400000              400000              0
661022713                     288945.54     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   340000              340000              0
661022728                     149878.25     Cash Out Refinance           7.05     Full Documentation            B                     234000              234000              0
661022731                      74982.75     Cash Out Refinance           8.75     Full Documentation            AA                    225000              225000              0
661022743                     199854.52     Cash Out Refinance            7.6     Full Documentation            AA+                   263000              263000              0
661022754                     294424.91     Cash Out Refinance            8.4     Business Bank Statements      A                     310000              310000              0
661022768                     151906.96     Cash Out Refinance           8.45     Full Documentation            A                     190000              190000              0
661022844                     247937.68     Rate/Term Refinance          8.45     Full Documentation            AA+                   310000              310000              0
661022864                        256000     Rate/Term Refinance           7.7     Full Documentation            AA+                   320000              320000              0
661022886                        264000     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   330000              330000              0
661022898                        400000     Cash Out Refinance            7.8     Full Documentation            A                     553000              553000              0
661022907                        225000     Cash Out Refinance           6.95     Full Documentation            C                     360000              360000              0
661022954                     258754.25     Cash Out Refinance           6.25     Stated Income Documentation   AA                    370000              370000              0
661022970                     351856.18     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   745000              745000              0
661022971                      287882.4     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   320000              320000              0
661022984                     302429.03     Cash Out Refinance            6.3     Full Documentation            AA+                   490000              490000              0
661023029                        218500     Cash Out Refinance           7.98     Full Documentation            AA+                   230000              230000              0
661023056                        320000     Cash Out Refinance           5.99     Full Documentation            AA+                   422000              422000              0
661023082                         59400     Cash Out Refinance          10.99     Stated Income Documentation   AA+                    66000               66000              0
661023089                        175750     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   185000              185000              0
661023138                      58883.88     Purchase                     12.2     Stated Income Documentation   AA+                    62000               58900          62000
661023154                      74795.77     Cash Out Refinance          10.75     Full Documentation            AA                    192000              192000              0
661023155                        311800     Rate/Term Refinance         7.315     Stated Income Documentation   AA+                   324000              324000              0
661023172                     155958.81     Cash Out Refinance              6     Full Documentation            AA+                   260000              260000              0
661023223                        324000     Cash Out Refinance           10.5     Stated Income Documentation   AA+                   360000              360000              0
661023224                        332000     Cash Out Refinance          6.875     Stated Income Documentation   AA+                   415000              415000              0
661023231                        235000     Cash Out Refinance            8.2     Full Documentation            C                     370000              370000              0
661023233                         54000     Purchase                    11.25     Stated Income Documentation   AA+                    60000               60000          60000
661023235                         55800     Purchase                    11.25     Stated Income Documentation   AA+                    62000               65000          62000
661023271                     180406.42     Purchase                     9.25     Full Documentation            AA+                   190000              190000         190000
661023333                        216000     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   280000              280000              0
661023340                        370500     Cash Out Refinance            6.5     Full Documentation            AA+                   390000              390000              0
661023346                        398905     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   420000              420000              0
661023361                        360000     Cash Out Refinance           7.25     Full Documentation            AA+                   360000              360000              0
661023396                        279800     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   525000              475000              0
661023400                     249914.66     Cash Out Refinance           11.2     Full Documentation            CC                    470000              470000              0
661023404                        165000     Cash Out Refinance            7.8     Full Documentation            AA+                   210000              210000              0
661023450                     181879.12     Cash Out Refinance           8.05     Stated Income Documentation   AA                    346000              346000              0
661023451                        258000     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   355000              355000              0
661023452                     217585.13     Cash Out Refinance            7.4     Full Documentation            A                     335000              335000              0
661023466                      345603.1     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   364000              364000              0
661023521                        180000     Cash Out Refinance              9     Stated Income Documentation   AA                    415000              415000              0
661023535                        200000     Cash Out Refinance            6.7     Stated Income Documentation   AA+                   480000              480000              0
661023561                      327671.2     Cash Out Refinance            8.6     Full Documentation            AA                    345000              345000              0
661023580                        276500     Cash Out Refinance           6.55     Full Documentation            AA+                   395000              395000              0
661023622                        171000     Cash Out Refinance            9.5     Full Documentation            AA+                   180000              180000              0
661023627                        320000     Cash Out Refinance           7.55     Full Documentation            AA+                   400000              400000              0
661023655                        288350     Cash Out Refinance            6.7     Full Documentation            AA+                   365000              365000              0
661023681                        157250     Cash Out Refinance           8.15     Full Documentation            AA+                   185000              167200              0
661023771                        302000     Cash Out Refinance              7     Full Documentation            AA+                   318000              318000              0
661023942                        219984     Cash Out Refinance            6.6     Full Documentation            AA+                   480000              485000              0
661024073                        379998     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   450000              450000              0
661024097                        292500     Cash Out Refinance            9.1     Full Documentation            AA+                   325000              325000              0
661024141                        152000     Cash Out Refinance          8.475     Full Documentation            AA+                   160000              160000              0
661024332                        231000     Cash Out Refinance            8.1     Full Documentation            AA+                   330000              330000              0
661024497                     181734.53     Cash Out Refinance            7.2     Full Documentation            AA+                   202000              202000              0
661024502                     374663.72     Cash Out Refinance          6.775     Full Documentation            AA+                   641000              641000              0
661024524                     201341.81     Cash Out Refinance           7.45     Full Documentation            AA                    310000              310000              0
671016061                        370000     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   510000              510000              0
671016188                      309743.2     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   367000              367000              0
671016239                      347284.2     Cash Out Refinance           9.35     Stated Income Documentation   AA+                   435000              435000              0
671016269                     344454.63     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   440000              440000              0
671016313                     310555.09     Cash Out Refinance           8.95     Stated Income Documentation   AA                    415000              415000              0
671016407                        365000     Cash Out Refinance           5.75     Stated Income Documentation   AA+                   525000              525000              0
671016449                     399546.54     Cash Out Refinance           7.05     Full Documentation            A                     610000              610000              0
671016503                     215820.56     Cash Out Refinance           8.14     Stated Income Documentation   A                     270000              270000              0
671016526                        308000     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   440000              440000              0
671016612                      299708.9     Rate/Term Refinance           7.6     Stated Income Documentation   AA+                   505000              505000              0
671016658                     313244.97     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   580000              580000              0
671016681                     238282.69     Cash Out Refinance           7.82     Full Documentation            AA+                   265000              265000              0
671016683                     370674.38     Cash Out Refinance           7.95     Stated Income Documentation   B                     510000              510000              0
671016719                     199859.55     Cash Out Refinance            7.3     Full Documentation            AA+                   365000              365000              0
671016739                     279687.02     Cash Out Refinance            7.1     Full Documentation            AA+                   640000              640000              0
671016758                     206081.61     Cash Out Refinance            8.2     Stated Income Documentation   AA                    275000              275000              0
671016803                     367481.33     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   563000              563000              0
671016836                      124839.4     Cash Out Refinance            6.6     Full Documentation            AA+                   236000              236000              0
671016839                     326110.52     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   380000              380000              0
671016894                        203500     Cash Out Refinance          6.355     Full Documentation            AA+                   297000              297000              0
671016895                     159878.54     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   217000              217000              0
671016906                     259284.38     Cash Out Refinance            6.7     Stated Income Documentation   AA+                   346000              346000              0
671016929                     299834.71     Rate/Term Refinance         7.925     Full Documentation            AA                    335000              335000              0
671016990                     260854.25     Cash Out Refinance            8.1     Stated Income Documentation   AA                    290000              290000              0
671017023                     299700.51     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   375000              375000              0
671017045                      361337.3     Cash Out Refinance            8.6     Business Bank Statements      B                     452000              452000              0
671017060                     234854.89     Cash Out Refinance           9.15     Stated Income Documentation   B                     335000              335000              0
671017068                     623280.62     Cash Out Refinance           6.99     Stated Income Documentation   B                    1010000             1010000              0
671017133                     152673.55     Cash Out Refinance           9.85     Stated Income Documentation   A                     235000              235000              0
671017146                     254810.52     Cash Out Refinance            7.1     Stated Income Documentation   AA+                   300000              300000              0
671017194                     324632.36     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   520000              520000              0
671017195                     220647.23     Cash Out Refinance           7.15     Stated Income Documentation   AA+                   260000              260000              0
671017208                        196175     Purchase                      7.6     Full Documentation            AA+                   208000              208000         206500
671017224                     256048.42     Cash Out Refinance            7.9     Full Documentation            AA                    305000              305000              0
671017235                     245780.97     Cash Out Refinance           6.45     Stated Income Documentation   AA+                   345000              345000              0
671017239                     269697.72     Purchase                      8.9     Stated Income Documentation   AA+                   335000              300000         300000
671017288                      223826.4     Cash Out Refinance           6.95     Full Documentation            AA+                   280000              280000              0
671017326                     395822.47     Cash Out Refinance           8.85     Stated Income Documentation   AA                    440000              440000              0
671017335                     486931.16     Cash Out Refinance            8.7     Stated Income Documentation   B                     750000              750000              0
671017369                     299767.51     Cash Out Refinance           6.95     Stated Income Documentation   A                     722000              722000              0
671017380                     308598.02     Cash Out Refinance           7.55     Full Documentation            AA+                   386000              386000              0
671017384                     305999.58     Cash Out Refinance            8.6     Full Documentation            AA                    340000              340000              0
671017442                        160000     Cash Out Refinance              6     Stated Income Documentation   AA+                   240000              240000              0
671017471                     195727.97     Rate/Term Refinance          7.85     Full Documentation            AA+                   245000              245000              0
671017533                     250680.29     Purchase                    8.275     Full Documentation            AA+                   300000              300000         279000
671017553                     259748.56     Cash Out Refinance            9.6     Full Documentation            AA+                   325000              325000              0
671017573                        358700     Cash Out Refinance            7.2     Full Documentation            AA+                   422000              422000              0
671017579                     145711.21     Cash Out Refinance            7.8     Full Documentation            AA+                   162000              162000              0
671017653                     298920.35     Cash Out Refinance           8.25     Full Documentation            A                     750000              750000              0
671017658                     260698.58     Purchase                     8.75     Stated Income Documentation   AA+                   300000              300000         290000
671017671                     264660.87     Cash Out Refinance           8.25     Full Documentation            A                     399000              399000              0
671017683                     200679.48     Rate/Term Refinance          7.85     Full Documentation            A                     251000              251000              0
671017686                      374928.9     Cash Out Refinance           8.75     Full Documentation            AA+                   375000              375000              0
671017701                     360167.72     Cash Out Refinance            6.4     Full Documentation            AA                    515000              515000              0
671017712                     134896.84     Cash Out Refinance              7     Full Documentation            AA+                   187000              187000              0
671017735                     224952.16     Cash Out Refinance            6.6     Stated Income Documentation   AA+                   385000              300000              0
671017739                        272000     Cash Out Refinance            7.7     Stated Income Documentation   AA                    340000              340000              0
671017748                     329671.53     Rate/Term Refinance           6.4     Full Documentation            AA+                   730000              730000              0
671017797                     216840.56     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   310000              310000              0
671017798                     369863.26     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   605000              605000              0
671017840                     357067.46     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   397000              397000              0
671017868                      189966.4     Cash Out Refinance            7.1     Full Documentation            AA+                   200000              200000              0
671017879                     309905.68     Cash Out Refinance            5.6     Full Documentation            AA+                   425000              425000              0
671017887                      324768.3     Cash Out Refinance            7.7     Full Documentation            AA                    540000              540000              0
671017900                        410000     Cash Out Refinance           6.15     Stated Income Documentation   AA+                   670000              670000              0
671017911                     176174.49     Cash Out Refinance          10.15     Full Documentation            B                     235000              235000              0
671017940                     287950.92     Cash Out Refinance            7.2     Full Documentation            AA+                   360000              360000              0
671017943                      131714.9     Cash Out Refinance           8.25     Full Documentation            AA                    155000              155000              0
671017963                      300758.3     Cash Out Refinance           7.75     Full Documentation            AA+                   376000              376000              0
671017966                     263464.16     Cash Out Refinance            7.8     Full Documentation            AA+                   310000              310000              0
671017982                     323871.27     Cash Out Refinance           6.85     Full Documentation            AA+                   360000              360000              0
671018039                     205656.27     Cash Out Refinance            6.6     Full Documentation            AA                    242000              242000              0
671018040                     172491.13     Cash Out Refinance            7.8     Full Documentation            AA+                   475000              475000              0
671018046                        200000     Cash Out Refinance           6.99     Full Documentation            AA+                   250000              250000              0
671018048                        306850     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   323000              323000              0
671018049                     243761.58     Rate/Term Refinance           7.3     Stated Income Documentation   AA+                   287000              287000              0
671018056                     188009.41     Rate/Term Refinance           9.6     Full Documentation            AA+                   198000              198000              0
671018066                        325000     Cash Out Refinance            6.6     Full Documentation            AA+                   695000              695000              0
671018085                     166227.39     Purchase                      7.8     Full Documentation            AA+                   180000              180000         175000
671018375                        170000     Cash Out Refinance            7.5     Full Documentation            AA+                   250000              250000              0
671018446                     203957.32     Cash Out Refinance          6.645     Full Documentation            AA+                   240000              240000              0
671018464                     148418.03     Cash Out Refinance           8.95     Full Documentation            AA+                   165000              165000              0
671018480                        144000     Cash Out Refinance            9.7     Full Documentation            A                     160000              160000              0
671018487                     136603.73     Purchase                      8.3     Stated Income Documentation   AA+                   181000              181000         151878
671018488                     157569.22     Rate/Term Refinance           9.3     Full Documentation            C                     197000              197000              0
671018493                     173768.03     Cash Out Refinance            9.7     Full Documentation            AA+                   190000              190000              0
671018495                     319912.23     Rate/Term Refinance          8.15     Business Bank Statements      AA+                   420000              420000              0
671018540                     153883.41     Rate/Term Refinance           7.4     Full Documentation            AA+                   190000              190000              0
671018541                     170847.99     Cash Out Refinance           8.05     Stated Income Documentation   AA+                   195000              195000              0
671018550                     269799.62     Cash Out Refinance            7.5     Full Documentation            AA+                   360000              360000              0
671018552                     222360.99     Purchase                     8.35     Full Documentation            AA+                   228000              225500         222500
671018580                        395000     Cash Out Refinance            6.1     Full Documentation            AA+                   460000              460000              0
671018621                        233750     Cash Out Refinance           8.15     Full Documentation            A                     275000              275000              0
671018635                        339750     Cash Out Refinance           6.55     Full Documentation            AA+                   453000              453000              0
671018638                     212422.39     Cash Out Refinance           7.15     Stated Income Documentation   AA+                   250000              250000              0
671018644                     115985.65     Purchase                     8.05     Full Documentation            AA+                   145000              145000         145000
671018669                     150026.17     Rate/Term Refinance           9.5     Full Documentation            AA+                   158000              158000              0
671018685                         75000     Purchase                     9.35     Full Documentation            AA+                    98000               98000          98000
671018704                     412238.25     Cash Out Refinance          7.545     Stated Income Documentation   AA+                   434000              434000              0
671018721                     158947.42     Rate/Term Refinance           7.5     Full Documentation            AA+                   181000              181000              0
671018756                     161362.51     Purchase                      7.3     Full Documentation            AA+                   180000              180000         180000
671018826                     309927.17     Cash Out Refinance          6.325     Full Documentation            AA+                   525000              525000              0
671018865                     130725.52     Purchase                      8.8     Full Documentation            AA+                   163500              163500         163500
671018870                        315000     Cash Out Refinance          8.895     Full Documentation            A                     315000              315000              0
671018882                        165000     Purchase                      6.9     Full Documentation            AA+                   220000              220000         220000
671018898                     227309.81     Cash Out Refinance            6.9     Full Documentation            AA+                   293000              293000              0
671018960                     132971.98     Cash Out Refinance          6.625     Full Documentation            AA+                   348000              348000              0
671018987                        248300     Cash Out Refinance            9.6     Full Documentation            CC                    382000              382000              0
671018993                     271727.59     Cash Out Refinance          5.975     Full Documentation            AA+                   302000              302000              0
671019011                     242858.74     Cash Out Refinance            8.7     Full Documentation            AA+                   270000              270000              0
671019055                        220000     Purchase                      6.6     Full Documentation            AA+                   275000              275000         275000
671019058                        577800     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   642000              642000              0
671019091                        141550     Rate/Term Refinance         7.575     Full Documentation            AA+                   149000              149000              0
671019115                     747056.39     Purchase                      8.6     Stated Income Documentation   AA+                  1150000             1150000        1150000
671019128                        352019     Purchase                     9.25     Stated Income Documentation   AA+                   395000              395000         391132
671019135                     224831.94     Cash Out Refinance           7.35     Full Documentation            AA+                   515000              515000              0
671019184                     557753.15     Purchase                       10     Stated Income Documentation   AA+                   625000              625000         620000
671019197                        323950     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   341000              341000              0
671019227                        176000     Cash Out Refinance           7.95     Full Documentation            C                     220000              220000              0
671019234                        292000     Cash Out Refinance           6.55     Full Documentation            AA+                   365000              365000              0
671019267                        315000     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   350000              350000              0
671019269                        303050     Cash Out Refinance            8.5     Full Documentation            AA+                   319000              319000              0
671019363                        122000     Rate/Term Refinance          7.66     Full Documentation            AA+                   161000              161000              0
671019376                        207000     Cash Out Refinance            7.9     Full Documentation            AA+                   245000              257000              0
671019408                        394725     Cash Out Refinance            9.5     Full Documentation            AA                    415500              415500              0
671019449                        198000     Cash Out Refinance           9.45     Full Documentation            AA+                   220000              220000              0
671019476                        116000     Purchase                      8.8     Full Documentation            AA+                   147000              147000         145000
671019478                        360000     Cash Out Refinance          10.45     Full Documentation            CC                    625000              625000              0
671019545                        403750     Cash Out Refinance              6     Full Documentation            AA+                   425000              425000              0
671019557                        318600     Purchase                      8.7     Stated Income Documentation   AA+                   391000              391000         354000
671019577                        116000     Purchase                     8.99     Full Documentation            AA+                   146000              146000         145000
671019604                        308750     Cash Out Refinance            8.5     Full Documentation            AA                    325000              325000              0
671019992                        304000     Cash Out Refinance           7.15     Full Documentation            AA+                   320000              320000              0
671020077                        215000     Cash Out Refinance           6.25     Full Documentation            AA+                   324000              324000              0
681014503                       51961.9     Purchase                    14.05     Full Documentation            AA+                   265000              265000         260000
681014550                     142670.81     Cash Out Refinance           9.89     Stated Income Documentation   AA+                   159000              159000              0
681014749                      41569.88     Purchase                     14.1     Full Documentation            AA+                   215000              215000         208000
681014756                     102118.54     Rate/Term Refinance           8.2     Full Documentation            AA+                   128000              128000              0
681014897                     299237.34     Cash Out Refinance           8.35     Stated Income Documentation   A                     457500              457500              0
681014940                     124903.72     Cash Out Refinance            8.4     Full Documentation            AA                    182000              165000              0
701004428                     103247.74     Cash Out Refinance           10.5     Full Documentation            AA                    115000              115000              0
711010207                     130565.22     Cash Out Refinance          11.55     Full Documentation            B                     155000              155000              0
711011266                      54293.43     Cash Out Refinance          11.75     Full Documentation            A                      64000               64000              0
711011390                     134750.34     Cash Out Refinance         11.775     Full Documentation            AA                    155000              155000              0
711011394                     166345.99     Cash Out Refinance          10.15     Full Documentation            AA+                   186000              186000              0
741017663                      70761.56     Purchase                    12.43     Full Documentation            AA                     80000               75000          78750
761017340                      122954.4     Cash Out Refinance          10.95     Full Documentation            A                     137000              137000              0
761017614                      74870.84     Cash Out Refinance           12.1     Full Documentation            A                     113000              105000              0
791007505                     108080.22     Cash Out Refinance          11.35     Full Documentation            AA                    114000              114000              0
831069427                     195129.99     Cash Out Refinance           6.65     Full Documentation            AA+                   280000              280000              0
831070055                     163684.67     Rate/Term Refinance           9.3     Full Documentation            A                     222000              222000              0
831070060                     220933.41     Rate/Term Refinance          9.35     Full Documentation            CC                    379000              379000              0
831070925                        260000     Cash Out Refinance          7.375     Full Documentation            AA+                   325000              325000              0
831072662                     329191.82     Cash Out Refinance            8.5     Business Bank Statements      A                     800000              800000              0
831072860                     206477.82     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   300000              300000              0
831072930                     174795.74     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   285000              285000              0
831072931                     399963.44     Cash Out Refinance           8.29     Stated Income Documentation   A                     535000              535000              0
831073209                     327033.22     Cash Out Refinance          7.275     Full Documentation            AA                    590000              590000              0
831073216                     179521.79     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   255000              255000              0
831073378                      45964.31     Cash Out Refinance           12.5     Full Documentation            AA+                   230000              230000              0
831073388                     106269.74     Rate/Term Refinance         10.85     Full Documentation            C                     142000              142000              0
831073397                        153649     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   215000              215000              0
831073496                     199458.18     Rate/Term Refinance          8.05     Full Documentation            AA+                   230000              230000              0
831073691                     362500.02     Cash Out Refinance              7     Stated Income Documentation   AA+                   454000              454000              0
831073704                      272657.3     Cash Out Refinance           10.3     Full Documentation            B                     390000              390000              0
831073705                     163449.54     Cash Out Refinance            8.9     Full Documentation            AA+                   234000              234000              0
831073728                      192650.2     Cash Out Refinance           8.55     Stated Income Documentation   AA                    396000              396000              0
831073729                     142762.58     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   183500              183500              0
831073730                     235723.52     Cash Out Refinance            8.5     Stated Income Documentation   AA                    337000              337000              0
831073731                     228391.35     Cash Out Refinance           9.25     Stated Income Documentation   AA                    305000              305000              0
831073734                     117430.53     Rate/Term Refinance           9.3     Full Documentation            AA                    140000              140000         140000
831073735                     244588.75     Cash Out Refinance           8.92     Stated Income Documentation   AA                    350000              350000              0
831073736                     158376.13     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   345000              345000              0
831073738                     177335.84     Rate/Term Refinance           9.5     Stated Income Documentation   AA                    222000              222000              0
831073742                     227659.46     Cash Out Refinance           9.48     Stated Income Documentation   AA+                   285000              285000              0
831073743                      182273.2     Purchase                     8.75     Stated Income Documentation   AA+                   228000              228000         228000
831073744                     199655.12     Cash Out Refinance           8.79     Stated Income Documentation   AA                    260000              260000              0
831073745                     107798.47     Cash Out Refinance           8.41     Stated Income Documentation   AA                    170000              170000              0
831073746                     132329.75     Cash Out Refinance           10.2     Stated Income Documentation   C                     244000              244000              0
831073747                     210038.33     Rate/Term Refinance          9.15     Stated Income Documentation   AA+                   247500              247500              0
831073780                     219553.29     Rate/Term Refinance          7.99     Full Documentation            AA                    400000              400000              0
831073781                     234547.34     Cash Out Refinance           8.25     Full Documentation            AA                    300000              300000              0
831073782                     214091.04     Cash Out Refinance            8.3     Full Documentation            AA                    330000              330000              0
831073783                     184144.61     Cash Out Refinance           8.25     Full Documentation            AA                    246000              246000              0
831073785                      179660.3     Cash Out Refinance           8.35     Full Documentation            AA                    270000              270000              0
831073786                     199357.17     Cash Out Refinance           8.65     Stated Income Documentation   AA                    285000              285000              0
831073789                     344362.02     Cash Out Refinance           8.45     Full Documentation            AA                    445000              445000              0
831073793                     303794.33     Cash Out Refinance           7.33     Stated Income Documentation   AA                    435000              435000              0
831073794                     120841.68     Cash Out Refinance          10.15     Full Documentation            C                     225000              225000              0
831073796                     349336.74     Cash Out Refinance           8.33     Stated Income Documentation   AA+                   470000              470000              0
831074172                     190925.96     Cash Out Refinance          8.875     Stated Income Documentation   AA                    255000              255000              0
831074173                     155667.54     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   235000              235000              0
831074174                     399304.56     Cash Out Refinance           8.75     Stated Income Documentation   AA                    580000              580000              0
831074176                     398902.34     Rate/Term Refinance         7.625     Stated Income Documentation   AA+                   445000              445000              0
831074177                     359514.31     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   450000              450000              0
831074208                     329526.37     Cash Out Refinance           9.25     Full Documentation            AA                    442600              442600              0
831074233                     233593.16     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   260000              260000              0
831074241                     243417.51     Purchase                    8.625     Full Documentation            AA+                   330000              330000         305000
831074242                      60526.98     Purchase                     12.5     Full Documentation            AA+                   330000              330000         305000
831074265                     379390.78     Cash Out Refinance           9.55     Stated Income Documentation   AA                    447000              447000              0
831074275                     157039.12     Cash Out Refinance           9.99     Full Documentation            AA+                   185000              185000              0
831074294                      110462.7     Purchase                    8.375     Full Documentation            AA+                   148000              148000         130000
831074304                     203730.56     Cash Out Refinance            6.5     Full Documentation            AA+                   255000              255000              0
831074323                     254488.46     Cash Out Refinance           8.05     Stated Income Documentation   AA+                   300000              300000              0
831074325                     232783.73     Cash Out Refinance           9.95     Stated Income Documentation   AA+                   269000              269000              0
831074329                      96713.34     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   114000              114000              0
831074345                     295639.35     Cash Out Refinance           8.49     Stated Income Documentation   A                     400000              400000              0
831074346                      51684.32     Cash Out Refinance          11.99     Stated Income Documentation   AA+                   480000              480000              0
831074347                     219783.95     Cash Out Refinance           9.75     Full Documentation            AA+                   275000              275000         220000
831074513                     113061.09     Cash Out Refinance           8.95     Full Documentation            B                     151000              151000              0
831074514                     243367.98     Cash Out Refinance           9.25     Full Documentation            A                     375000              375000              0
831074515                     187431.91     Cash Out Refinance          8.875     Stated Income Documentation   AA+                   221000              221000              0
831074516                      376371.1     Cash Out Refinance           8.95     Stated Income Documentation   C                     580000              580000              0
831074518                       99829.7     Cash Out Refinance           8.85     Full Documentation            AA+                   167000              167000              0
831074519                     222724.36     Cash Out Refinance           7.25     Full Documentation            AA+                   235000              235000              0
831074523                     181244.46     Cash Out Refinance           9.58     Stated Income Documentation   AA+                   227000              227000              0
831074526                     335460.05     Cash Out Refinance           9.13     Stated Income Documentation   AA                    420000              420000              0
831074650                     214605.68     Cash Out Refinance           8.49     Full Documentation            CC                    379000              379000              0
831074651                     237249.96     Cash Out Refinance              7     Full Documentation            AA+                   365000              365000              0
831074652                     236914.02     Cash Out Refinance           7.75     Full Documentation            AA+                   365000              365000              0
831074655                      129824.6     Cash Out Refinance           7.99     Stated Income Documentation   B                     280000              280000              0
831074656                      260611.8     Rate/Term Refinance           9.5     Full Documentation            C                     348000              348000              0
831074657                     219758.25     Cash Out Refinance           8.99     Full Documentation            A                     275000              275000              0
831074658                     279764.17     Cash Out Refinance          10.25     Full Documentation            A                     350000              350000              0
831074659                       99895.9     Cash Out Refinance           9.25     Stated Income Documentation   AA                    285000              285000              0
831074660                     261120.16     Cash Out Refinance            8.5     Full Documentation            AA+                   275000              275000              0
831074661                     235891.03     Cash Out Refinance           8.75     Full Documentation            B                     295000              295000              0
831074663                      314867.3     Cash Out Refinance           9.06     Stated Income Documentation   AA                    420000              420000              0
831074665                     125942.67     Rate/Term Refinance           8.8     Full Documentation            B                     181000              181000              0
831074666                     307587.81     Cash Out Refinance           8.03     Stated Income Documentation   A                     650000              650000              0
831074667                     111831.56     Cash Out Refinance           7.45     Full Documentation            AA+                   160000              160000              0
831074668                     207705.44     Cash Out Refinance           7.75     Full Documentation            AA                    305000              300000              0
831074669                     118838.57     Cash Out Refinance           9.75     Full Documentation            CC                    183000              180000              0
831074670                     109936.59     Cash Out Refinance           7.99     Stated Income Documentation   A                     410000              410000              0
831074671                     233603.93     Cash Out Refinance           8.88     Stated Income Documentation   C                     360000              360000              0
831074678                     299449.76     Cash Out Refinance           8.49     Stated Income Documentation   AA+                   585000              585000              0
831074679                     203601.43     Cash Out Refinance           9.59     Full Documentation            AA+                   240000              240000              0
831074680                     344393.95     Cash Out Refinance            8.7     Full Documentation            AA+                   540000              540000              0
831074681                     269125.61     Cash Out Refinance           8.99     Full Documentation            AA                    325000              325000              0
831074682                     273493.33     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   395000              395000              0
831074684                     151888.51     Rate/Term Refinance          9.55     Full Documentation            B                     192000              192000              0
831074686                     191364.92     Cash Out Refinance              7     Stated Income Documentation   AA+                   285000              285000              0
831074690                     218438.75     Cash Out Refinance           7.89     Full Documentation            AA+                   243000              243000              0
831074701                     157239.35     Cash Out Refinance           8.99     Stated Income Documentation   AA                    225000              225000              0
831074703                      267961.2     Cash Out Refinance            7.9     Full Documentation            AA+                   298000              298000              0
831074704                     198182.32     Cash Out Refinance           9.15     Full Documentation            B                     360000              360000              0
831074705                     384295.38     Cash Out Refinance            9.9     Stated Income Documentation   AA+                   434000              434000              0
831074706                     159733.07     Cash Out Refinance           8.95     Full Documentation            B                     325000              325000              0
831074707                     129829.13     Cash Out Refinance           7.55     Full Documentation            AA+                   180000              180000              0
831074713                     132861.57     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   190000              190000              0
831074717                      259768.5     Cash Out Refinance           9.99     Stated Income Documentation   C                     400000              400000              0
831074719                        380000     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   590000              590000              0
831074724                     173808.81     Cash Out Refinance           8.99     Stated Income Documentation   B                     390000              390000              0
831074726                     184926.36     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   300000              300000              0
831074728                     117500.86     Cash Out Refinance           8.33     Full Documentation            AA                    181000              181000              0
831074730                     189889.99     Cash Out Refinance          7.975     Full Documentation            AA+                   283000              283000              0
831074737                     233920.56     Cash Out Refinance           9.78     Stated Income Documentation   AA                    345000              345000              0
831074746                     282896.52     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   360000              360000              0
831074879                        174871     Cash Out Refinance           8.55     Stated Income Documentation   A                     371000              371000              0
831074880                     172518.26     Cash Out Refinance           9.06     Full Documentation            AA+                   216000              216000              0
831074883                     119920.35     Cash Out Refinance          11.35     Stated Income Documentation   B                     300000              300000              0
831074884                     369711.65     Cash Out Refinance           6.93     Stated Income Documentation   AA+                   650000              650000              0
831074885                     143834.72     Rate/Term Refinance          8.78     Full Documentation            AA+                   180000              180000              0
831074887                      199766.6     Cash Out Refinance            9.3     Full Documentation            AA+                   530000              530000              0
831074889                     185172.89     Cash Out Refinance            9.1     Stated Income Documentation   AA+                   304000              304000              0
831074890                        191000     Cash Out Refinance           6.65     Stated Income Documentation   AA+                   300000              300000              0
831074891                     103880.89     Cash Out Refinance           8.79     Stated Income Documentation   AA+                   175000              175000              0
831074894                     184910.72     Cash Out Refinance            8.6     Full Documentation            AA+                   224000              224000              0
831074895                     136437.15     Cash Out Refinance           8.76     Full Documentation            A                     215000              215000              0
831074916                     126597.57     Cash Out Refinance           10.5     Stated Income Documentation   AA+                   240000              240000              0
831074917                     324648.37     Cash Out Refinance          10.99     Full Documentation            CC                    525000              525000              0
831074998                      77908.67     Rate/Term Refinance        10.625     Stated Income Documentation   AA+                   390000              390000              0
831075010                     211132.51     Cash Out Refinance            9.5     Full Documentation            A                     333000              333000              0
831075016                      58814.66     Purchase                    10.99     Full Documentation            AA+                    70000               58900          58900
831075017                     102003.49     Purchase                    10.55     Full Documentation            AA+                   117000              117000         107500
831075023                     135212.41     Cash Out Refinance           10.1     Stated Income Documentation   AA                    180600              180600              0
831075025                     149586.32     Purchase                    10.75     Full Documentation            AA+                   161000              161000         157700
831075031                      99818.83     Purchase                     8.55     Full Documentation            AA+                   100000              100000         100000
831075032                      53457.04     Purchase                    10.15     Stated Income Documentation   AA+                    75000               63000          63000
831075037                       65779.5     Purchase                    10.99     Stated Income Documentation   AA+                    80000               80000          77500
831075038                     311471.38     Cash Out Refinance          8.875     Stated Income Documentation   AA+                   390000              390000              0
831075043                      71903.44     Purchase                     9.99     Full Documentation            AA+                    80000               80000          72000
831075046                       99865.9     Cash Out Refinance           9.99     Stated Income Documentation   AA+                   125000              125000              0
831075047                      57944.77     Cash Out Refinance         11.575     Stated Income Documentation   AA+                   290000              290000              0
831075083                      242614.1     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   270000              270000              0
831075087                     244787.42     Cash Out Refinance           7.99     Full Documentation            A                     355000              355000              0
831075088                        358000     Cash Out Refinance          8.265     Stated Income Documentation   AA+                   400000              400000              0
831075095                     319823.38     Cash Out Refinance           8.14     Stated Income Documentation   A                     510000              510000              0
831075096                     214716.02     Cash Out Refinance            6.5     Stated Income Documentation   AA+                   417000              417000              0
831075098                        265500     Cash Out Refinance           6.99     Full Documentation            AA                    295000              295000              0
831075101                     525733.57     Cash Out Refinance           7.99     Full Documentation            A                     585000              585000              0
831075102                     199777.83     Cash Out Refinance           8.99     Full Documentation            AA+                   435000              435000              0
831075106                     406214.54     Rate/Term Refinance          8.79     Stated Income Documentation   A                     508000              508000              0
831075108                     157753.91     Cash Out Refinance            9.2     Full Documentation            AA                    197400              197400              0
831075109                     167229.64     Cash Out Refinance           7.57     Full Documentation            AA+                   209500              209500              0
831075110                      41866.67     Cash Out Refinance           12.5     Full Documentation            AA+                   209500              209500              0
831075129                     244560.12     Cash Out Refinance           6.55     Full Documentation            AA+                   404000              404000              0
831075130                     207771.44     Cash Out Refinance           8.99     Full Documentation            CC                    320000              320000              0
831075131                     387892.05     Cash Out Refinance           7.25     Full Documentation            AA+                   555000              555000              0
831075132                     103852.72     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   130000              130000              0
831075133                     239615.02     Cash Out Refinance          7.125     Full Documentation            AA                    415000              415000              0
831075134                      174807.7     Cash Out Refinance           8.99     Full Documentation            CC                    305000              305000              0
831075137                     129319.91     Cash Out Refinance           7.84     Full Documentation            AA+                   185000              185000              0
831075139                     334475.42     Cash Out Refinance          5.875     Stated Income Documentation   AA+                   580000              580000              0
831075141                     341729.36     Cash Out Refinance          6.875     Stated Income Documentation   AA+                   370000              360000              0
831075142                     149255.86     Cash Out Refinance           7.05     Full Documentation            AA+                   700000              700000              0
831075143                     251744.49     Cash Out Refinance          9.375     Full Documentation            B                     360000              360000              0
831075145                     198013.86     Cash Out Refinance            8.6     Stated Income Documentation   A                     305000              305000              0
831075146                     384494.09     Cash Out Refinance           8.12     Stated Income Documentation   A                     600000              600000              0
831075147                     239904.45     Cash Out Refinance           9.25     Full Documentation            AA+                   260000              260000              0
831075148                     195352.12     Purchase                    10.75     Stated Income Documentation   AA+                   235000              235000         230000
831075149                     144371.33     Purchase                     9.99     Stated Income Documentation   AA+                   170000              170000         170000
831075150                     220190.86     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   315000              315000              0
831075153                     187793.83     Cash Out Refinance              9     Stated Income Documentation   AA+                   235000              235000              0
831075154                     224883.16     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   300000              300000              0
831075155                     125156.28     Cash Out Refinance           10.8     Stated Income Documentation   B                     167000              167000              0
831075156                        140000     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   253000              253000              0
831075158                      226729.6     Cash Out Refinance            8.6     Stated Income Documentation   A                     365000              365000              0
831075160                     324511.23     Cash Out Refinance           7.45     Stated Income Documentation   AA                    408000              408000              0
831075161                     104703.87     Cash Out Refinance           9.85     Full Documentation            AA+                   131000              131000              0
831075162                      75886.85     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   105000              105000              0
831075164                     240910.96     Cash Out Refinance            8.5     Full Documentation            A                     345000              345000              0
831075165                     115717.22     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   155000              155000              0
831075167                     159907.76     Cash Out Refinance           7.99     Stated Income Documentation   A                     325000              325000              0
831075171                     131353.38     Cash Out Refinance           8.92     Stated Income Documentation   AA                    221000              221000              0
831075174                     179831.36     Purchase                     9.75     Stated Income Documentation   AA+                   322000              322000         200000
831075175                     199670.52     Cash Out Refinance           6.99     Full Documentation            AA+                   410000              410000              0
831075179                     199706.21     Cash Out Refinance           7.74     Stated Income Documentation   AA+                   260000              260000              0
831075180                     119885.18     Cash Out Refinance           9.65     Stated Income Documentation   B                     160000              160000              0
831075183                     211910.35     Cash Out Refinance           9.97     Stated Income Documentation   A                     303000              303000              0
831075192                     219667.83     Cash Out Refinance           7.43     Stated Income Documentation   AA+                   327000              327000              0
831075193                     104125.05     Cash Out Refinance           8.57     Full Documentation            A                     139000              139000              0
831075195                     340734.77     Cash Out Refinance           7.43     Stated Income Documentation   AA+                   455000              455000              0
831075202                     179604.72     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   240000              240000              0
831075204                     251747.73     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   315000              315000              0
831075205                      371267.7     Cash Out Refinance          6.999     Stated Income Documentation   AA+                   505000              505000              0
831075206                      404057.7     Cash Out Refinance           8.75     Stated Income Documentation   AA                    540000              540000              0
831075207                     139608.83     Cash Out Refinance           7.85     Stated Income Documentation   AA+                   300000              300000              0
831075214                     296872.26     Cash Out Refinance           8.99     Stated Income Documentation   B                     396000              396000              0
831075217                     199867.31     Purchase                      7.5     Stated Income Documentation   A                     470000              470000         470000
831075218                     179785.59     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   445000              445000              0
831075219                     268983.96     Cash Out Refinance          6.825     Full Documentation            AA+                   645000              645000              0
831075220                     174705.01     Cash Out Refinance            8.9     Full Documentation            A                     275000              275000              0
831075221                     139791.34     Cash Out Refinance           9.49     Stated Income Documentation   AA                    175000              175000              0
831075225                     248866.56     Rate/Term Refinance          8.75     Full Documentation            A                     277000              277000              0
831075226                     424421.95     Cash Out Refinance           7.95     Full Documentation            AA+                   500000              500000              0
831075228                     333322.89     Cash Out Refinance           8.25     Stated Income Documentation   A                     445000              445000              0
831075229                     108659.91     Purchase                     8.15     Full Documentation            AA+                   146000              146000         145000
831075230                     157211.73     Rate/Term Refinance           8.5     Full Documentation            AA+                   175000              175000              0
831075234                     174611.81     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   230000              230000              0
831075235                     201344.78     Cash Out Refinance            8.4     Full Documentation            AA+                   220000              220000              0
831075236                     209434.31     Cash Out Refinance            8.4     Full Documentation            AA                    290000              290000              0
831075237                     309804.35     Cash Out Refinance            7.5     Full Documentation            AA+                   345000              345000              0
831075238                     179764.17     Cash Out Refinance           10.1     Stated Income Documentation   C                     242000              242000              0
831075240                     231575.37     Cash Out Refinance            8.5     Full Documentation            AA                    290000              290000              0
831075242                     152826.92     Cash Out Refinance           8.85     Full Documentation            AA+                   181000              181000              0
831075243                     219809.11     Cash Out Refinance           7.99     Full Documentation            AA                    266000              266000              0
831075245                     351217.15     Cash Out Refinance           8.25     Full Documentation            AA+                   370000              370000              0
831075246                     264361.23     Cash Out Refinance            7.8     Stated Income Documentation   AA                    400000              400000              0
831075247                     152686.12     Rate/Term Refinance          7.99     Full Documentation            AA                    225000              225000              0
831075248                     264624.72     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   380000              380000              0
831075249                     210309.85     Cash Out Refinance           7.85     Full Documentation            AA+                   250000              250000              0
831075251                     145276.77     Cash Out Refinance           9.55     Full Documentation            C                     194000              194000              0
831075252                     265827.75     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   313000              313000              0
831075253                     174745.87     Cash Out Refinance          7.625     Stated Income Documentation   AA+                   250000              250000              0
831075255                     397704.27     Cash Out Refinance            7.1     Full Documentation            AA+                   535000              535000              0
831075256                     394460.86     Cash Out Refinance           7.95     Business Bank Statements      AA+                   685000              685000              0
831075258                     159838.61     Cash Out Refinance            9.4     Full Documentation            AA+                   205000              205000              0
831075263                     214709.92     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   702000              702000              0
831075297                        392000     Cash Out Refinance           8.97     Stated Income Documentation   AA                    490000              490000              0
831075298                     224854.92     Cash Out Refinance            7.6     Full Documentation            A                     580000              580000              0
831075303                     288041.81     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   340000              340000              0
831075304                     227313.57     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   350000              350000              0
831075308                     354992.69     Cash Out Refinance           8.25     Stated Income Documentation   AA                    395000              395000              0
831075488                     181899.59     Cash Out Refinance           11.5     Full Documentation            CC                    280000              280000              0
831075489                     152640.34     Cash Out Refinance          10.99     Stated Income Documentation   CC                    235000              235000              0
831075491                     254665.25     Cash Out Refinance          8.125     Full Documentation            AA+                   300000              300000              0
831075492                     221872.04     Cash Out Refinance          11.99     Stated Income Documentation   CC                    370000              370000              0
831075494                      236300.8     Cash Out Refinance          10.25     Full Documentation            CC                    430000              430000              0
831075495                     181754.46     Cash Out Refinance           7.99     Full Documentation            AA+                   307000              307000              0
831075496                     249831.91     Cash Out Refinance           7.99     Full Documentation            AA                    390000              390000              0
831075498                     384507.31     Cash Out Refinance           8.25     Stated Income Documentation   AA                    650000              650000              0
831075501                      224714.4     Cash Out Refinance           8.29     Stated Income Documentation   AA+                   340000              340000              0
831075503                     212894.15     Cash Out Refinance            8.5     Stated Income Documentation   B                     645000              645000              0
831075504                     243718.21     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   305000              305000              0
831075511                        265500     Cash Out Refinance           7.55     Full Documentation            AA+                   310000              310000              0
831075516                     274997.53     Cash Out Refinance           9.85     Stated Income Documentation   A                     367000              367000              0
831075524                     147093.91     Cash Out Refinance           9.99     Full Documentation            CC                    226500              226500              0
831075525                        280250     Cash Out Refinance           9.95     Full Documentation            AA+                   295000              295000              0
831075527                     194819.88     Cash Out Refinance            9.9     Stated Income Documentation   A                     260000              260000              0
831075531                     257368.13     Cash Out Refinance            8.5     Full Documentation            AA+                   258000              258000              0
831075533                     298197.58     Purchase                     8.05     Full Documentation            AA+                   300000              300000         299000
831075559                     143910.95     Purchase                      8.4     Full Documentation            AA+                   177000              177000         160000
831075561                     387809.15     Cash Out Refinance            9.5     Stated Income Documentation   B                     485000              485000              0
831075563                     129939.34     Cash Out Refinance           9.75     Stated Income Documentation   B                     247000              247000              0
831075564                     259820.15     Cash Out Refinance           7.85     Full Documentation            A                     400000              400000              0
831075565                     137632.27     Purchase                      9.5     Stated Income Documentation   AA+                   153000              153000         153000
831075567                     172863.69     Cash Out Refinance            7.2     Stated Income Documentation   AA+                   250000              250000              0
831075572                     157461.54     Purchase                     9.15     Stated Income Documentation   AA+                   179000              179000         175000
831075578                      99883.42     Cash Out Refinance           8.83     Full Documentation            B                     200000              183000              0
831075582                      99871.96     Cash Out Refinance           8.25     Full Documentation            AA+                   185000              185000              0
831075584                     203878.44     Cash Out Refinance          7.875     Full Documentation            A                     256000              256000              0
831075585                     329789.57     Cash Out Refinance           8.25     Stated Income Documentation   AA+                  1200000             1200000              0
831075586                     149912.44     Rate/Term Refinance          8.68     Full Documentation            B                     250000              250000              0
831075589                      59477.69     Purchase                    10.77     Stated Income Documentation   AA+                    70000               70000          70000
831075592                     235928.59     Cash Out Refinance           7.81     Full Documentation            AA                    295000              280000              0
831075593                     179903.36     Cash Out Refinance            9.2     Full Documentation            B                     240000              240000              0
831075594                     399050.54     Purchase                     8.35     Stated Income Documentation   AA+                   510000              510000         443672
831075603                     134891.25     Cash Out Refinance            9.7     Stated Income Documentation   AA+                   320000              320000              0
831075606                     353836.55     Cash Out Refinance           8.75     Stated Income Documentation   A                     472000              472000              0
831075608                      238212.4     Cash Out Refinance           8.54     Stated Income Documentation   AA+                   350000              350000              0
831075609                     188597.24     Cash Out Refinance            9.1     Full Documentation            AA+                   236000              236000              0
831075611                     131622.59     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   158000              158000              0
831075612                     107951.86     Cash Out Refinance           8.87     Full Documentation            AA+                   135000              135000              0
831075615                      149917.9     Cash Out Refinance           8.99     Stated Income Documentation   AA                    225000              225000              0
831075616                     159923.59     Cash Out Refinance           9.64     Stated Income Documentation   AA+                   425000              425000              0
831075617                     162267.25     Cash Out Refinance          10.39     Stated Income Documentation   AA                    210000              210000              0
831075618                     104949.63     Cash Out Refinance           9.71     Stated Income Documentation   AA+                   171000              171000              0
831075619                     349534.45     Cash Out Refinance           8.06     No Documentation              AA+                   735000              735000              0
831075621                      61548.12     Cash Out Refinance          10.25     Full Documentation            C                      80000               80000              0
831075623                     152906.84     Cash Out Refinance            7.8     Full Documentation            AA+                   235000              235000              0
831075625                     101543.89     Cash Out Refinance           10.5     Full Documentation            B                     135500              135500              0
831075627                     100362.61     Cash Out Refinance           10.8     Full Documentation            A                     125500              125500              0
831075630                        185000     Cash Out Refinance           7.29     Full Documentation            AA+                   260000              260000              0
831075633                     124941.67     Cash Out Refinance             10     Full Documentation            AA+                   200000              200000              0
831075646                      76920.68     Cash Out Refinance           7.39     Full Documentation            AA+                   107500              107500              0
831075647                      605539.4     Rate/Term Refinance         7.125     Stated Income Documentation   AA                    675000              675000              0
831075815                      93443.36     Purchase                      8.5     Business Bank Statements      AA                    110000              110000         110000
831075816                     389284.58     Cash Out Refinance           8.94     Full Documentation            AA+                   410000              410000              0
831075817                        325000     Cash Out Refinance          7.425     Stated Income Documentation   AA+                   650000              650000              0
831075822                     243903.04     Cash Out Refinance           10.5     Stated Income Documentation   CC                    640000              640000              0
831075831                     231319.41     Cash Out Refinance           7.25     Full Documentation            AA+                   325000              325000              0
831075836                     114920.86     Cash Out Refinance          7.875     Stated Income Documentation   AA                    373500              373500              0
831075873                     185142.31     Purchase                      8.7     Full Documentation            AA+                   200000              200000         195000
831075877                     202238.14     Cash Out Refinance           11.7     Stated Income Documentation   A                     247000              238000              0
831075881                        122333     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   136000              136000              0
831075889                     124736.27     Cash Out Refinance            7.8     Full Documentation            B                     162000              162000              0
831075893                     279659.54     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   350000              350000              0
831075895                     269512.87     Cash Out Refinance          10.05     Full Documentation            C                     415000              415000              0
831075900                     171806.43     Rate/Term Refinance         8.875     Stated Income Documentation   AA+                   215000              215000              0
831075921                     115373.35     Cash Out Refinance              9     Stated Income Documentation   AA+                   178000              178000              0
831076026                     179750.07     Purchase                    7.375     Full Documentation            AA+                   375000              375000         360000
831076028                     206221.97     Cash Out Refinance              8     Full Documentation            B                     295000              295000              0
831076035                     254973.36     Cash Out Refinance           8.49     Full Documentation            AA+                   270000              270000              0
831076046                        375000     Cash Out Refinance          7.895     Stated Income Documentation   AA+                   400000              400000              0
831076052                     220484.04     Cash Out Refinance           9.43     Full Documentation            AA                    245000              245000              0
831076082                     219908.72     Cash Out Refinance           10.3     Full Documentation            A                     315000              315000              0
831076105                     415456.68     Cash Out Refinance           8.15     Full Documentation            AA+                   520000              520000              0
831076141                     138364.19     Cash Out Refinance           8.35     Full Documentation            AA+                   173000              173000              0
831076142                     196760.39     Cash Out Refinance            9.2     Full Documentation            AA+                   246000              246000              0
831076228                      313345.8     Cash Out Refinance            9.5     Full Documentation            AA                    330000              330000              0
831076247                      402713.7     Cash Out Refinance           8.99     Full Documentation            AA+                   430000              430000              0
831076250                     152924.74     Rate/Term Refinance           9.5     Stated Income Documentation   AA+                   170000              170000              0
831076324                       99944.8     Purchase                     8.95     Full Documentation            AA+                   125113              125113         125000
831076331                        204800     Cash Out Refinance           10.2     Full Documentation            AA                    256000              256000              0
831076349                        130000     Purchase                     8.65     Stated Income Documentation   AA+                   255000              255000         255000
831076350                     284873.65     Purchase                     9.99     Full Documentation            AA+                   300000              300000         300000
831076399                     251972.85     Rate/Term Refinance          8.41     Full Documentation            AA+                   280000              280000              0
831076400                     111955.49     Cash Out Refinance           10.5     Full Documentation            AA+                   166500              166500              0
831076405                        167200     Cash Out Refinance           8.52     Full Documentation            AA+                   209000              209000              0
831076408                        175000     Cash Out Refinance           8.99     Full Documentation            AA+                   240000              240000              0
831076415                        119225     Cash Out Refinance           9.99     Stated Income Documentation   AA+                   125500              125500              0
831076475                      395930.6     Rate/Term Refinance         7.125     Full Documentation            AA+                   440000              440000              0
831076635                     261068.44     Purchase                     10.5     Stated Income Documentation   AA+                   320000              320000         290308
831076911                        357000     Cash Out Refinance           8.99     Stated Income Documentation   AA                    510000              510000              0
831077063                        310000     Cash Out Refinance          7.875     Full Documentation            AA+                   412000              412000              0
831077066                     135939.83     Cash Out Refinance             10     Full Documentation            AA                    160000              160000              0
831077069                      151978.4     Cash Out Refinance          10.35     Full Documentation            AA                    160000              160000              0
831077074                     400357.19     Purchase                       11     Stated Income Documentation   AA                    460000              460000         445000
841018957                         81219     Purchase                     9.83     Full Documentation            AA+                    83000               83000          81490
841019443                     260412.92     Cash Out Refinance            9.2     Full Documentation            A                     275000              275000              0
841022000                      33765.26     Purchase                    12.55     Full Documentation            AA+                   170000              170000         169000
841022564                     124709.95     Cash Out Refinance           9.67     Stated Income Documentation   AA+                   147000              140000              0
841023495                     122084.65     Cash Out Refinance           9.95     Full Documentation            AA                    163000              163000              0
841023807                      42957.48     Cash Out Refinance           11.6     Stated Income Documentation   AA+                   215000              215000              0
841024026                     269853.54     Cash Out Refinance            8.2     Full Documentation            AA+                   304000              304000              0
841024156                     227749.99     Cash Out Refinance              9     Stated Income Documentation   AA+                   285000              285000              0
841024235                     199635.52     Cash Out Refinance            9.4     Stated Income Documentation   AA+                   255000              255000              0
841024345                     287610.46     Cash Out Refinance              8     Stated Income Documentation   AA                    360000              360000              0
841024599                     241987.11     Cash Out Refinance           9.05     Stated Income Documentation   AA+                   285000              285000              0
841024732                     183506.39     Cash Out Refinance           8.45     Full Documentation            AA+                   216000              216000              0
841024767                       63964.2     Purchase                   12.125     Full Documentation            AA+                    65000               65000          64000
841024795                      53170.57     Purchase                   12.175     Full Documentation            AA+                    53500               53500          53200
841024966                       88930.2     Purchase                   11.175     Full Documentation            AA+                   100000              100000          88940
871006364                     610338.05     Cash Out Refinance            9.1     Full Documentation            AA                    685000              685000              0
871006473                     370606.71     Cash Out Refinance           8.46     Full Documentation            AA+                   510000              510000              0
871006596                     188616.23     Cash Out Refinance           7.99     Stated Income Documentation   AA                    270000              270000              0
871006700                     324728.83     Rate/Term Refinance         8.125     Full Documentation            B                     450000              450000              0
871006809                     335022.83     Cash Out Refinance           7.65     Full Documentation            C                     480000              480000              0
871006878                      322271.4     Cash Out Refinance            8.9     Stated Income Documentation   AA                    450000              450000              0
871006907                      33979.41     Cash Out Refinance           13.6     Full Documentation            AA+                   170000              170000              0
871006969                     271317.26     Cash Out Refinance          6.925     Full Documentation            AA+                   340000              340000              0
871006975                     199759.04     Cash Out Refinance          7.625     Full Documentation            B                     308000              270000              0
871006993                     349669.97     Cash Out Refinance            7.7     Stated Income Documentation   AA+                   500000              460000              0
871007023                     369242.64     Cash Out Refinance           7.95     Stated Income Documentation   AA                    469000              440000              0
871007088                     139813.41     Cash Out Refinance           8.05     Full Documentation            AA                    352000              352000              0
871007122                      487274.9     Cash Out Refinance           8.75     Stated Income Documentation   AA                    650000              650000              0
871007182                     254773.46     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   400000              400000              0
871007191                     254720.38     Cash Out Refinance              9     Full Documentation            AA+                   300000              270000              0
871007226                     307183.27     Cash Out Refinance            9.3     Stated Income Documentation   B                     410000              410000              0
871007238                     188043.04     Cash Out Refinance           8.55     Stated Income Documentation   A                     290000              290000              0
871007254                     136720.24     Cash Out Refinance           8.65     Full Documentation            A                     405000              405000              0
871007290                        354875     Cash Out Refinance           7.85     Stated Income Documentation   AA+                   417500              417500              0
871007300                     214093.43     Purchase                      9.8     Full Documentation            AA+                   215000              215000         214094
871007323                     206893.14     Purchase                     9.27     Stated Income Documentation   AA+                   246000              235000         230000
871007345                     323998.51     Cash Out Refinance           8.69     Stated Income Documentation   AA+                   360000              360000              0
871007383                     271554.14     Cash Out Refinance          7.613     No Documentation              AA+                   388500              388500              0
951000619                      98156.05     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   155000              155000              0
951000640                      99924.37     Cash Out Refinance          10.75     Stated Income Documentation   AA                    125000              120000              0
951000647                      203764.4     Cash Out Refinance           8.75     Full Documentation            AA                    240000              240000              0
951000666                         95000     Cash Out Refinance          10.15     Stated Income Documentation   AA+                   135000              135000              0
951000676                        416500     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   490000              450000              0
951000679                     296477.03     Cash Out Refinance           6.65     Full Documentation            AA                    330000              330000              0
951001063                     145849.62     Rate/Term Refinance           9.3     Full Documentation            C                     200000              200000              0
951001067                     175898.74     Cash Out Refinance           8.75     Full Documentation            AA+                   210000              210000              0
951001073                     134872.44     Purchase                    8.125     Full Documentation            AA+                   150000              150000         149900
951001084                      85430.26     Purchase                     10.4     Full Documentation            AA+                    95000               95000          95000
951001090                     227663.57     Cash Out Refinance          7.545     Full Documentation            AA                    380000              380000              0
951001115                     128094.87     Cash Out Refinance          8.525     Full Documentation            AA+                   171000              155000              0
951001138                     344761.37     Cash Out Refinance           7.85     Stated Income Documentation   A                     460000              460000              0
951001150                     155969.98     Purchase                     9.35     Full Documentation            AA+                   180000              180000         156000
951001158                        357000     Cash Out Refinance            9.6     Stated Income Documentation   AA+                   420000              420000              0
951001166                     352480.24     Cash Out Refinance           7.35     Full Documentation            AA+                   425000              415000              0
951001170                         99971     Cash Out Refinance          11.94     Full Documentation            AA                    115000              115000              0
951001173                     131457.59     Purchase                     9.95     Full Documentation            AA+                   148000              148000         131500
951001175                     155896.91     Cash Out Refinance          8.075     Full Documentation            AA+                   215000              215000              0
951001185                     476630.35     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   530000              530000              0
951001188                         67500     Purchase                    11.55     Stated Income Documentation   AA+                    75000               75000          95000
951001190                      76476.35     Purchase                    11.65     Stated Income Documentation   AA+                    88000               88000          85000
951001197                     143935.92     Cash Out Refinance          8.875     Full Documentation            AA+                   160000              160000              0
951001210                     167161.09     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   210000              210000              0
951001220                         60300     Purchase                     12.2     Stated Income Documentation   AA+                    67000               67000          67000
951001223                         71400     Purchase                     12.4     Stated Income Documentation   AA+                    84000               84000          84000
951001255                      114982.1     Cash Out Refinance          10.05     Full Documentation            AA+                   130000              130000              0
951001611                     126637.39     Cash Out Refinance             10     Full Documentation            B                     169000              169000              0
951001633                      91172.42     Purchase                    11.75     Full Documentation            AA+                    96000               96000          96000
951001644                     139942.85     Cash Out Refinance         10.375     Stated Income Documentation   B                     202000              202000              0
951001652                     137622.81     Cash Out Refinance          8.875     Full Documentation            AA+                   153000              153000              0
951001663                     134933.25     Cash Out Refinance          9.475     Stated Income Documentation   AA+                   150000              150000              0
951001695                      43372.73     Purchase                     11.6     Full Documentation            AA+                   217000              217000         217000
951001699                     109918.23     Purchase                    10.83     Full Documentation            AA+                   110000              110000         110000
951001702                     140301.41     Cash Out Refinance          7.775     Full Documentation            AA+                   156000              156000              0
951001704                      67980.33     Cash Out Refinance          11.95     Stated Income Documentation   AA+                   110000               80000              0
951001741                     322250.08     Cash Out Refinance           6.95     Full Documentation            AA+                   450000              450000              0
951001748                        336000     Cash Out Refinance          8.275     Stated Income Documentation   AA                    450000              450000              0
951001761                     130364.88     Rate/Term Refinance         9.275     Full Documentation            AA                    145000              145000              0
951001766                      89969.61     Purchase                    11.25     Stated Income Documentation   AA+                   100000              100000         100000
951001842                     415643.59     Cash Out Refinance          6.775     Full Documentation            AA+                   520000              520000              0
951001852                        159562     Cash Out Refinance           9.05     Full Documentation            AA+                   188000              188000              0
951001854                     264951.11     Cash Out Refinance           9.49     Stated Income Documentation   AA+                   270000              270000              0
951001862                     154958.11     Cash Out Refinance            8.2     Full Documentation            A                     320000              320000              0
951001872                     171914.05     Cash Out Refinance          9.425     Full Documentation            AA                    219000              219000              0
951001899                     164659.62     Purchase                    9.425     Full Documentation            AA+                   175000              175000         173500
951001907                     103461.04     Cash Out Refinance          10.75     Stated Income Documentation   AA                    126000              126000              0
951001928                     115944.72     Rate/Term Refinance          9.65     Full Documentation            AA+                   149000              149000              0
951001930                     177884.16     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   325000              325000              0
951001941                     124137.61     Cash Out Refinance            9.4     Business Bank Statements      AA+                   138000              138000              0
951002050                     149902.38     Cash Out Refinance           8.15     Stated Income Documentation   AA+                   231000              231000              0
951002056                     169917.26     Purchase                     9.55     Full Documentation            AA+                   170000              170000         170000
951002064                     279881.95     Cash Out Refinance         10.225     Full Documentation            AA+                   280000              280000              0
951002071                        207000     Purchase                    10.07     Stated Income Documentation   AA+                   236000              225000         230000
951002074                     198875.51     Cash Out Refinance            9.2     Full Documentation            AA+                   210000              200000              0
951002079                     108466.45     Cash Out Refinance          11.65     Stated Income Documentation   C                     155000              140000              0
951002086                     158945.13     Cash Out Refinance           7.35     Full Documentation            AA+                   300000              270000              0
951002121                     263715.54     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   680000              680000              0
951002125                     201876.87     Cash Out Refinance           8.47     No Documentation              AA+                   290000              290000              0
951002138                     133760.43     Cash Out Refinance          11.85     Full Documentation            C                     223000              223000              0
951002156                      129919.2     Rate/Term Refinance         8.375     Stated Income Documentation   AA+                   210000              220000              0
951002160                      106457.9     Purchase                   10.525     Full Documentation            AA+                   108000              108000         106500
951002197                     149904.83     Cash Out Refinance          8.275     Full Documentation            A                     263000              263000              0
951002235                     142439.27     Cash Out Refinance         10.175     Full Documentation            B                     190000              160000              0
951002236                      96773.51     Cash Out Refinance           12.2     Full Documentation            C                     121000              121000              0
951002238                     119647.61     Cash Out Refinance          10.05     Stated Income Documentation   AA+                   133000              133000              0
951002247                     288815.72     Cash Out Refinance           8.25     Full Documentation            AA                    340000              340000              0
951002249                     215828.12     Cash Out Refinance           7.15     Full Documentation            AA+                   270000              270000              0
951002283                        266000     Cash Out Refinance              6     Full Documentation            AA+                   535000              535000              0
951002321                     153509.78     Cash Out Refinance           8.65     Stated Income Documentation   AA                    192000              192000              0
951002336                     115159.37     Cash Out Refinance          11.05     Full Documentation            C                     144000              144000              0
951002353                      337212.1     Cash Out Refinance            8.3     Full Documentation            AA+                   355000              355000              0
951002366                     161149.26     Cash Out Refinance           8.35     Full Documentation            AA+                   215000              215000              0
951002375                     415259.33     Cash Out Refinance              7     Full Documentation            AA+                   625000              590000              0
951002380                     228095.91     Cash Out Refinance           7.97     Full Documentation            B                     485000              485000              0
951002430                     240638.75     Cash Out Refinance          9.795     Full Documentation            B                     375000              375000              0
951002437                     359701.99     Cash Out Refinance           6.95     Full Documentation            AA+                   450000              450000              0
951002453                     124768.18     Purchase                      8.4     Full Documentation            AA+                   156000              156000         156000
951002480                      61257.27     Purchase                    11.95     Full Documentation            AA                     64500               64500          64500
951002488                        124995     Purchase                     8.73     Full Documentation            AA+                   125000              125000         124995
951002518                     226974.19     Cash Out Refinance           8.27     Stated Income Documentation   AA+                   262000              262000              0
951002548                     103453.73     Purchase                     9.95     Stated Income Documentation   AA+                   117000              115000         115000
951002569                     227859.59     Cash Out Refinance           8.42     Full Documentation            AA+                   300000              300000              0
951002604                        100000     Cash Out Refinance           8.55     Full Documentation            AA+                   154000              150000              0
951002642                     134973.44     Cash Out Refinance          9.275     Full Documentation            AA+                   144000              144000              0
951002667                     132945.42     Purchase                    10.35     Full Documentation            AA+                   133000              133000         133000
951002673                     103939.54     Cash Out Refinance            8.7     Full Documentation            AA                    130000              130000              0
951002684                        490000     Cash Out Refinance            6.4     Stated Income Documentation   AA+                   720000              720000              0
951002730                      56983.51     Purchase                    11.95     Full Documentation            AA+                    60000               60000          60000
951002739                     141235.46     Cash Out Refinance           9.85     Stated Income Documentation   AA+                   157000              157000              0
951002767                        189050     Rate/Term Refinance          9.15     Full Documentation            AA+                   199000              199000              0
951002771                         59760     Purchase                    12.05     Full Documentation            AA                     80000               80000          66400
951002798                     151696.06     Purchase                      7.9     Full Documentation            AA+                   190000              190000         189750
951002879                        441000     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   490000              490000              0
951002923                     439817.14     Cash Out Refinance           8.15     Stated Income Documentation   B                     550000              550000              0
951002924                     156678.78     Cash Out Refinance          9.875     Stated Income Documentation   AA                    165000              165000              0
951002935                     125376.05     Cash Out Refinance          9.375     Full Documentation            AA+                   132000              132000              0
951002936                     188326.73     Cash Out Refinance           10.6     Stated Income Documentation   C                     314000              314000              0
951002939                     121437.01     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   135000              135000              0
951002950                     220367.79     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   315000              315000              0
951002958                     220367.79     Rate/Term Refinance          8.55     Stated Income Documentation   AA+                   315000              315000              0
951002964                     321624.87     Cash Out Refinance           10.6     Full Documentation            CC                    495000              495000              0
951003012                     143981.77     Purchase                   10.725     Full Documentation            AA+                   146300              146300         144000
951003017                     279821.09     Cash Out Refinance           8.24     Full Documentation            AA+                   475000              475000              0
951003023                     128224.77     Cash Out Refinance          9.275     Full Documentation            AA+                   135000              135000              0
951003062                        156750     Cash Out Refinance           9.88     Full Documentation            AA+                   165000              165000              0
951003114                        320000     Cash Out Refinance            9.7     Stated Income Documentation   AA+                   400000              400000              0
951003118                     168601.04     Cash Out Refinance          10.35     Full Documentation            AA+                   180000              180000              0
951003147                         84000     Purchase                       10     Full Documentation            AA+                   114000              105000         105000
951003157                         90000     Cash Out Refinance           10.1     Stated Income Documentation   AA+                   120000              120000              0
951003190                        153000     Cash Out Refinance         11.325     Full Documentation            B                     170000              170000              0
951003202                        132000     Cash Out Refinance            8.9     Full Documentation            AA+                   165000              165000              0
951003216                         75000     Cash Out Refinance           8.05     Full Documentation            AA+                   120000              120000              0
951003263                        154800     Purchase                    8.475     Full Documentation            AA+                   172000              172000         172000
951003331                        100000     Cash Out Refinance            9.7     Stated Income Documentation   AA+                   175000              130000              0
951003397                        102050     Cash Out Refinance          11.75     Full Documentation            CC                    157000              157000              0
951003400                        225000     Cash Out Refinance           7.27     Full Documentation            A                     328000              328000              0
951003437                        114750     Rate/Term Refinance           7.3     Full Documentation            AA+                   144000              144000              0
951003447                        103500     Purchase                    10.35     Stated Income Documentation   AA+                   130000              130000         115000
951003484                        112000     Cash Out Refinance           10.5     Stated Income Documentation   AA+                   140000              126000              0
951003493                        457200     Purchase                     8.65     Stated Income Documentation   AA+                   508000              520000         508000
951003499                        256500     Cash Out Refinance            8.5     Full Documentation            AA+                   270000              270000              0
951003522                        123500     Cash Out Refinance           10.3     Full Documentation            AA+                   130000              130000              0
951003637                         51000     Cash Out Refinance           8.95     Full Documentation            AA+                   128000              128000              0
951003719                        234000     Purchase                     7.95     Full Documentation            AA+                   265000              265000         260000
951003732                        220000     Purchase                     8.85     Stated Income Documentation   AA+                   320000              355000         320000
951003747                        243000     Cash Out Refinance           7.47     Full Documentation            AA+                   270000              270000              0
951004565                        359980     Cash Out Refinance            7.6     Full Documentation            AA+                   410000              395000              0
961073278                     314032.19     Cash Out Refinance          7.375     Stated Income Documentation   AA+                   420000              420000              0
961073454                     109626.01     Cash Out Refinance              8     Full Documentation            AA                    176000              176000              0
961074336                     228037.83     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   415000              415000              0
961075199                     143488.35     Cash Out Refinance          8.875     Stated Income Documentation   AA+                   169000              169000              0
961075266                        308000     Cash Out Refinance           6.99     Full Documentation            AA+                   385000              385000              0
961075296                     240966.75     Cash Out Refinance            9.6     Stated Income Documentation   AA                    301500              301500              0
961075331                     165475.77     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   255000              255000              0
961075332                     127903.18     Cash Out Refinance          10.75     Full Documentation            A                     160000              160000              0
961075484                     129811.17     Cash Out Refinance          7.625     Stated Income Documentation   AA+                   320000              320000              0
961075499                     116899.32     Cash Out Refinance          10.15     Stated Income Documentation   C                     180000              180000              0
961075509                     299635.32     Cash Out Refinance          7.475     Stated Income Documentation   AA+                   440000              440000              0
961075510                     159842.61     Cash Out Refinance           9.53     Stated Income Documentation   AA+                   200000              200000              0
961075512                     102300.34     Cash Out Refinance           9.57     Stated Income Documentation   A                     128000              128000              0
961075575                      129076.3     Cash Out Refinance           8.79     Stated Income Documentation   AA+                   145300              145300              0
961075576                     139963.14     Cash Out Refinance           8.29     Full Documentation            AA+                   200000              200000              0
961075635                     107937.75     Cash Out Refinance          11.99     Stated Income Documentation   AA+                   120000              120000              0
961075643                     193793.31     Purchase                    9.375     Full Documentation            AA+                   225000              225000         204200
961075872                     164913.56     Cash Out Refinance            9.2     Lite Documentation            C                     441000              441000              0
961075918                      174146.8     Cash Out Refinance           8.61     Stated Income Documentation   AA+                   205000              205000              0
961076025                     114633.77     Cash Out Refinance           9.38     Stated Income Documentation   AA                    255000              255000              0
961076103                      84929.78     Cash Out Refinance          10.34     Full Documentation            CC                    150000              150000              0
961076139                     263733.72     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   330000              330000              0
961076257                     226934.74     Rate/Term Refinance          9.35     Full Documentation            AA+                   239000              239000              0
961076307                     191145.32     Rate/Term Refinance          8.99     Full Documentation            A                     225000              225000              0
961076334                     120731.25     Cash Out Refinance           8.49     Full Documentation            AA+                   121000              121000              0
961076345                     195876.29     Cash Out Refinance            8.3     Stated Income Documentation   AA                    245000              245000              0
961076347                     429708.54     Cash Out Refinance           7.95     Full Documentation            B                     600000              600000              0
961076613                     269871.06     Cash Out Refinance           9.64     Business Bank Statements      AA+                   300000              300000              0
961076615                     298899.41     Cash Out Refinance           7.44     Stated Income Documentation   B                     460000              460000              0
961076633                        470000     Cash Out Refinance            8.5     Stated Income Documentation   A                     700000              700000              0
961076975                        139500     Purchase                      9.5     Full Documentation            AA+                   155000              155000         155000
961076977                     389353.68     Cash Out Refinance           7.05     Full Documentation            AA+                   410000              410000              0
961076978                     323926.02     Cash Out Refinance          8.775     Full Documentation            AA+                   360000              360000              0
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       4,291             836,061,687.36
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

031043050                     851976.84     Purchase                      7.3     Full Documentation            AA+                  1090000             1090000        1065000
031045923                      86905.44     Purchase                     12.3     Stated Income Documentation   AA+                   435000              435000         435000
051067790                     598641.59     Cash Out Refinance            8.9     Stated Income Documentation   AA+                  1050000              925000              0
051069231                      53637.25     Cash Out Refinance          10.99     Full Documentation            AA+                    60000               60000              0
051070422                      33644.21     Purchase                    14.25     Full Documentation            AA+                   168400              168000         168400
051071039                     558678.34     Cash Out Refinance          10.65     Lite Documentation            AA                    700000              700000              0
051071431                      28619.64     Purchase                     8.95     Full Documentation            AA+                   144000              144000         143500
051071710                      53950.25     Purchase                    14.05     Full Documentation            AA+                   281000              281000         270000
051072011                      36868.93     Purchase                     8.61     Full Documentation            AA+                   186000              186000         184900
051072508                      30390.28     Purchase                     8.71     Full Documentation            AA+                   153000              153000         152400
051074045                      24983.53     Purchase                   13.225     Stated Income Documentation   AA+                   138000              125000         125000
051074301                      35976.28     Purchase                   13.225     Stated Income Documentation   AA+                   190000              180000         180000
051074716                     149391.13     Purchase                   10.925     Full Documentation            AA+                   155000              155000         149500
061071952                     116305.61     Purchase                    10.95     Full Documentation            AA+                   126000              126000         122700
061072607                      50310.95     Cash Out Refinance             12     Stated Income Documentation   AA                     56000               56000              0
061073287                      29978.02     Purchase                    14.05     Full Documentation            AA+                   151000              151000         150000
061075020                         99822     Cash Out Refinance           10.3     Stated Income Documentation   AA+                   140000              140000              0
061075400                     191824.08     Purchase                    11.75     Stated Income Documentation   B                     270000              270000         240000
061075454                      93964.24     Purchase                     9.53     Full Documentation            AA+                   100000              100000          94000
061075812                      54758.44     Purchase                     12.6     Stated Income Documentation   AA+                   285000              285000         274000
061075844                      47889.06     Purchase                   11.075     Stated Income Documentation   AA+                   240000              240000         239700
061076005                      39630.97     Purchase                     8.75     Full Documentation            AA+                   198500              198500         198500
061076581                       25852.6     Purchase                      8.5     Full Documentation            AA+                   130000              130000         129500
061076643                      37848.21     Purchase                     12.6     Full Documentation            AA+                   315000              315000         252513
061076865                      55335.35     Purchase                      8.7     Full Documentation            AA+                   277000              277000         277000
061076871                      27546.82     Purchase                     8.55     Full Documentation            AA+                   140000              140000         137900
061076912                     181173.81     Purchase                     7.15     Stated Income Documentation   AA+                   278000              278000         226550
061076973                      107777.2     Purchase                      8.9     Full Documentation            AA+                   125000              115000         119900
061077204                     106336.53     Purchase                    8.575     Full Documentation            AA+                   136000              136000         133000
061077263                     118135.33     Purchase                   12.225     Full Documentation            AA+                   625000              625000         591000
061077350                     219854.03     Purchase                      7.5     Full Documentation            AA                    285000              275000         275000
061077365                        615000     Rate/Term Refinance          8.15     Full Documentation            AA                    820000              820000              0
061077479                     125343.03     Purchase                    8.805     Full Documentation            AA+                   130000              130000         125400
061077508                        559246     Cash Out Refinance              8     Business Bank Statements      AA+                   700000              700000              0
061077518                      74979.07     Purchase                   10.425     Full Documentation            AA+                    84500               84500          75000
061077573                      86378.61     Purchase                      8.5     Full Documentation            AA+                   109000              109000         108000
061077578                     171059.07     Purchase                   10.525     Full Documentation            AA+                   178000              178000         171195
061077647                      26955.91     Purchase                     8.35     Full Documentation            AA+                   135000              131000         135000
061077719                     213903.91     Purchase                     9.93     Full Documentation            AA+                   224000              224000         214000
061077740                      71943.75     Purchase                     10.6     Full Documentation            AA+                   360000              360000         360000
061077777                     599465.79     Cash Out Refinance           9.99     Full Documentation            AA                    750000              680000              0
061077942                      42990.39     Purchase                     13.1     Full Documentation            AA+                   224000              224000         215000
061077962                     363680.01     Purchase                     9.35     Stated Income Documentation   A                     550000              485000         485000
061077994                     175464.38     Purchase                    8.575     Full Documentation            AA+                   182000              175500         175500
061078019                         85490     Purchase                      9.1     Full Documentation            AA+                    95000               95000          95000
061078160                     104964.56     Cash Out Refinance          11.25     Stated Income Documentation   AA                    150000              150000              0
061078164                      87971.02     Purchase                      7.3     Full Documentation            AA+                   114500              110000         110000
061078246                     113802.61     Purchase                    10.18     Full Documentation            AA+                   114000              114000         113900
061078386                      98756.33     Purchase                      8.6     Full Documentation            A                     130000              130000         123505
061078493                     289712.05     Purchase                      7.8     Full Documentation            AA+                   394000              394000         362250
061078505                     559588.54     Cash Out Refinance           7.55     Stated Income Documentation   A                     700000              700000              0
061078545                     181889.91     Purchase                     10.1     Full Documentation            AA+                   187000              187000         181900
061078567                     175663.55     Purchase                      9.5     Full Documentation            AA                    190000              190000         185000
061078630                      49968.32     Purchase                     12.9     Full Documentation            AA+                   250000              250000         249900
061078805                      63582.48     Purchase                    12.17     Full Documentation            AA+                    80000               67000          63600
061078863                      72865.99     Cash Out Refinance           9.75     Full Documentation            AA                     81000               81000              0
061078930                      92570.59     Purchase                     8.65     Full Documentation            AA+                    98000               98000          97500
061078957                         79950     Cash Out Refinance           9.45     Stated Income Documentation   AA                    123000              123000              0
061079053                        102600     Purchase                    11.05     Full Documentation            AA+                   108000              108000         108000
061079081                      63730.72     Purchase                    11.75     Full Documentation            AA+                    75000               75000          75000
061079169                     129454.83     Cash Out Refinance           11.1     Full Documentation            C                     185000              185000              0
061079355                      57580.98     Purchase                    11.35     Stated Income Documentation   AA+                    64000               64000          64000
061079357                        311200     Purchase                      8.1     Full Documentation            AA+                   390000              390000         389000
061079398                     100752.22     Purchase                    9.675     Full Documentation            AA+                   126400              126400         126000
061079434                     190383.36     Purchase                     8.95     Full Documentation            A                     242000              242000         238000
061079437                     123902.78     Purchase                    7.225     Full Documentation            AA+                   155000              155000         155000
061079445                     408403.21     Purchase                     8.65     Full Documentation            AA+                   439000              439000         430000
061079456                         56000     Cash Out Refinance           11.6     Stated Income Documentation   AA+                    70000               70000              0
061079573                     126355.36     Purchase                     9.65     Full Documentation            AA+                   129000              129000       126415.6
061079638                      147653.6     Purchase                      9.1     Full Documentation            AA+                   185000              185000         184567
061079678                         84550     Purchase                      9.8     Full Documentation            AA+                    97000               97000          95000
061079716                         52000     Rate/Term Refinance         11.55     Full Documentation            A                      65000               60000              0
061079719                         53400     Cash Out Refinance           11.8     Full Documentation            A                      70000               60000              0
061079848                      68852.13     Purchase                   11.325     Full Documentation            AA+                    78000               78000          72500
061079861                     131122.14     Cash Out Refinance            8.6     Full Documentation            AA+                   164000              164000              0
061079884                         92560     Purchase                      9.9     Full Documentation            AA+                   104000              104000         104000
061079896                     151958.17     Purchase                   12.175     Business Bank Statements      AA                    160000              160000         160000
061079926                        418000     Cash Out Refinance           8.65     Full Documentation            AA+                   440000              440000              0
061079986                        168300     Cash Out Refinance          9.525     Full Documentation            B                     198000              198000              0
061079987                     121944.57     Purchase                    9.875     Full Documentation            AA+                   122000              122000         122000
061079997                     169382.92     Purchase                     8.25     Full Documentation            AA+                   212300              212300         211864
061080171                         50350     Purchase                    11.38     Full Documentation            AA+                    63000               63000          53000
061080272                         65860     Purchase                      9.8     Full Documentation            AA+                    74000               74000          74000
061080276                        124000     Purchase                    8.025     Full Documentation            AA+                   162000              162000         155000
061080505                         66750     Purchase                     10.4     Full Documentation            AA+                    75000               75000          75000
061081232                        340000     Purchase                     7.45     Full Documentation            AA+                   450000              450000         400000
061081986                         80100     Purchase                    10.45     Full Documentation            AA+                    90000               90000          90000
061082006                        153000     Purchase                    9.625     Full Documentation            A                     170000              168000         170000
061082154                         80991     Cash Out Refinance          11.65     Full Documentation            AA                    113000               90000              0
061082236                        274500     Purchase                     9.75     Stated Income Documentation   AA+                   305000              305000         305000
101059703                      52329.82     Purchase                     9.99     Business Bank Statements      AA+                   263000              263000         262532
101060735                      32449.38     Purchase                     9.99     Full Documentation            AA+                   163000              163000         162765
101061517                      37876.85     Purchase                     9.99     Full Documentation            AA+                   190000              190000         189900
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101061819                      36808.23     Purchase                     9.99     Full Documentation            AA+                   190000              190000         184540
101061959                      38993.81     Purchase                     9.99     Full Documentation            AA+                   195500              195500         195500
101062093                      44478.86     Purchase                     9.99     Full Documentation            AA+                   223000              223000         223000
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101062265                      29719.05     Purchase                     9.99     Full Documentation            AA+                   156000              156000         149000
101062338                      36301.13     Purchase                     9.99     Full Documentation            AA+                   184000              184000         182000
101062387                       24932.1     Purchase                     9.99     Full Documentation            AA+                   125000              125000         125000
101062436                      27595.22     Purchase                     9.99     Full Documentation            AA+                   138400              138400         138355
101062571                      29174.53     Purchase                     9.99     Full Documentation            AA+                   146500              146500         146269
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101062862                      34306.58     Purchase                     9.99     Full Documentation            AA+                   175000              175000         172000
101062877                      47651.22     Purchase                     9.99     Full Documentation            AA+                   240000              240000         238907
101062880                      36736.95     Purchase                     9.99     Full Documentation            AA+                   184500              184500         184183
101062930                      29657.25     Purchase                     9.99     Full Documentation            AA+                   153000              153000         148688
101063067                      31713.66     Purchase                     9.99     Full Documentation            AA+                   159000              159000         159000
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101063236                      33309.31     Purchase                     9.99     Full Documentation            AA+                   179000              179000         167000
101063242                      34627.71     Purchase                     9.99     Full Documentation            AA+                   174000              174000         173610
101063297                       28552.3     Purchase                    14.65     Full Documentation            AA+                   143000              143000         142900
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101063556                       28420.6     Purchase                     9.99     Full Documentation            AA+                   153000              153000         142490
101063574                      42783.48     Purchase                     9.99     Full Documentation            AA+                   230000              230000         214500
101063589                      31927.85     Purchase                     9.99     Full Documentation            AA+                   164000              164000         160000
101063629                      27050.35     Purchase                     9.99     Full Documentation            AA+                   137000              137000         135619
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101063689                       28123.4     Purchase                     9.99     Full Documentation            AA+                   141000              141000         141000
101063872                      35941.74     Purchase                    14.25     Full Documentation            AA+                   180000              175000         179900
101063924                      34542.76     Purchase                     9.99     Full Documentation            AA+                   185000              185000         173190
101064083                      25143.21     Purchase                     9.99     Full Documentation            AA+                   126000              126000         126000
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101064971                      65244.62     Purchase                     9.99     Full Documentation            AA+                   335000              335000         326810
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101065099                      34507.29     Purchase                     9.94     Full Documentation            AA+                   173000              173000         172846
101065107                      42903.08     Purchase                     9.99     Full Documentation            AA+                   215000              215000         215000
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101065364                      56723.83     Purchase                     9.99     Full Documentation            AA+                   284000              284000         284000
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101065526                       26247.7     Purchase                     9.99     Full Documentation            AA+                   132000              132000         131532
101065536                      31742.92     Purchase                     9.99     Full Documentation            AA+                   160000              160000         159000
101065579                      25154.76     Purchase                     9.99     Full Documentation            AA+                   127000              127000         126000
101065599                      30499.83     Purchase                     9.99     Full Documentation            AA+                   153000              153000         153000
101065620                      62088.32     Purchase                     9.99     Full Documentation            AA+                   335000              335000         311000
101065635                      33997.22     Purchase                     9.99     Full Documentation            AA+                   175000              175000         170370
101065650                      28329.02     Purchase                     9.99     Full Documentation            AA+                   142000              142000         141900
101065741                      31507.34     Purchase                     9.99     Full Documentation            AA+                   158000              158000         157823
101065861                      25476.97     Purchase                     9.99     Full Documentation            AA+                   134000              134000         130056
101065863                      27862.57     Purchase                     9.99     Full Documentation            AA+                   147000              147000         139500
101065889                      40849.08     Purchase                     9.99     Stated Income Documentation   AA+                   210000              210000         208000
101065896                      53703.39     Purchase                     9.99     Full Documentation            AA+                   270000              270000         269000
101065993                      32416.51     Purchase                     9.99     Full Documentation            AA+                   164000              164000         162443
101066068                      29447.02     Purchase                     9.99     Business Bank Statements      AA+                   148000              148000         147500
101066188                      43741.27     Purchase                     9.99     Full Documentation            AA+                   222000              222000         219000
101066298                      29046.74     Purchase                     9.99     Full Documentation            AA+                   148000              148000         145496
101066299                      29280.34     Purchase                     9.99     Full Documentation            AA+                   150000              150000         146662
101066314                      31543.26     Purchase                     9.99     Full Documentation            AA+                   158000              158000         158000
101066409                      38048.91     Purchase                     9.99     Full Documentation            AA+                   191000              191000         190500
101066498                      698320.4     Cash Out Refinance            8.6     Stated Income Documentation   AA+                  1009000             1009000              0
101066507                     107606.43     Purchase                     9.99     Full Documentation            AA+                   539000              560000         539000
101066525                      29347.22     Purchase                     9.99     Full Documentation            AA+                   156000              156000         147000
101066725                     908973.14     Cash Out Refinance           9.25     Business Bank Statements      AA                   1138000             1138000              0
101066755                      42520.88     Purchase                     9.99     Full Documentation            AA+                   213000              213000         212990
101066802                         29719     Purchase                     9.99     Full Documentation            AA+                   149000              149000         148990
101066862                      38331.07     Purchase                     9.99     Stated Income Documentation   AA+                   208000              208000         192000
101066997                      27562.98     Purchase                     9.99     Stated Income Documentation   AA+                   190000              190000         138000
101067090                       36937.5     Purchase                     8.89     Full Documentation            AA+                   190000              190000         185000
101067129                      99886.05     Purchase                    10.75     Full Documentation            B                     125000              125000         125000
101067141                      58476.76     Rate/Term Refinance          10.5     Full Documentation            A                      94000               94000              0
101067144                     199822.32     Purchase                       10     Full Documentation            AA+                   201800              201800         200000
101067176                      29959.77     Purchase                     9.99     Stated Income Documentation   AA                    177000              150000         150000
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101067276                      28716.58     Purchase                     9.99     Full Documentation            AA+                   145000              145000         143840
101067350                     114897.61     Purchase                     9.99     Stated Income Documentation   AA+                   575000              575000         575000
101067352                      47935.62     Purchase                     9.99     Full Documentation            AA+                   240000              240000         240000
101067366                     179816.53     Purchase                     9.35     Full Documentation            AA+                   180000              180000         180000
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101067419                       35508.3     Purchase                     9.99     Full Documentation            AA+                   178000              178000         177780
101067439                      30650.83     Purchase                     9.99     Full Documentation            AA+                   155000              155000         153460
101067486                      558985.5     Cash Out Refinance           8.55     Full Documentation            AA+                   700000              700000              0
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101067516                      88277.95     Purchase                     10.4     Full Documentation            AA+                    95000               95000          93000
101067556                      34953.08     Purchase                     9.99     Full Documentation            A                     175000              175000         175000
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101067602                       36602.6     Purchase                     9.99     Full Documentation            AA+                   184000              184000         183274
101067614                      49100.08     Purchase                     9.99     Stated Income Documentation   AA+                   247000              247000         245830
101067634                      37008.29     Purchase                     9.99     Full Documentation            AA+                   187000              187000         185292
101067654                      51930.27     Purchase                     9.99     Full Documentation            AA+                   270000              270000         260000
101067662                     141866.26     Purchase                    9.725     Full Documentation            AA+                   142000              142000         142000
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101067686                      27251.63     Purchase                     9.99     Full Documentation            AA+                   137000              137000         136445
101067718                      99973.73     Purchase                   10.825     Full Documentation            AA+                   100000              100000         100000
101067724                      61717.14     Purchase                     9.99     Full Documentation            AA+                   315000              315000         309000
101067748                      36351.18     Purchase                     9.99     Full Documentation            AA+                   182000              182000         182000
101067757                     107573.92     Purchase                        9     Full Documentation            AA+                   128000              128000         113360
101067805                      76931.45     Purchase                     9.99     Stated Income Documentation   AA+                   385000              385000         385000
101067836                     197851.61     Purchase                     8.35     Full Documentation            AA+                   248000              248000         247625
101067878                      31293.99     Purchase                     9.99     Full Documentation            AA+                   157000              157000         156680
101067884                     213361.89     Purchase                     7.15     Stated Income Documentation   AA                    310000              310000         267129
101067947                     170069.98     Purchase                    9.425     Full Documentation            AA                    188000              188000         179110
101068018                     170925.87     Purchase                   11.875     Full Documentation            AA                    183000              183000         180029
101068031                     161453.65     Purchase                    11.99     Full Documentation            AA                    170000              170000         170000
101068038                      65324.78     Purchase                     9.99     Full Documentation            AA+                   330000              330000         326915
101068052                      77331.09     Purchase                     9.99     Full Documentation            AA+                   387000              387000         387000
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101068114                     176834.18     Purchase                     9.75     Full Documentation            AA+                   177000              177000         177000
101068117                     132872.05     Purchase                    9.625     Full Documentation            AA                    140000              140000         140000
101068140                      41344.84     Purchase                     9.99     Full Documentation            AA+                   207000              207000         207000
101068143                      55950.13     Purchase                     9.99     Full Documentation            AA+                   285000              285000         280000
101068206                     351208.91     Purchase                      9.2     Full Documentation            AA+                   370000              370000         369888
101068254                      25956.87     Purchase                     9.99     Full Documentation            AA+                   130000              130000         129900
101068258                     571074.92     Purchase                      9.2     Full Documentation            AA+                   600000              600000         572557
101068263                     144993.99     Purchase                   10.825     Full Documentation            AA+                   145000              145000         145000
101068266                     133658.78     Purchase                   11.225     Full Documentation            AA+                   149000              149000         140790
101068342                     239239.79     Purchase                     9.05     Full Documentation            AA+                   240000              240000         239500
101068388                     128692.92     Purchase                     9.99     Full Documentation            AA+                   134000              134000         128750
101068423                      78930.57     Purchase                    10.05     Full Documentation            AA+                    79500               79500          79000
101068432                      25956.87     Purchase                     9.99     Full Documentation            AA+                   132000              132000         129900
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101068470                      37081.02     Purchase                     9.99     Full Documentation            AA+                   210000              210000         203950
101068486                     179907.65     Purchase                      9.3     Stated Income Documentation   AA+                   225000              225000         225000
101068523                     475814.08     Purchase                    10.58     Business Bank Statements      AA+                   476000              476000         476000
101068544                      70936.79     Purchase                     9.99     Stated Income Documentation   AA+                   355000              355000         355000
101068546                     107078.88     Purchase                    11.65     Full Documentation            AA                    114000              114000         112750
101068576                     135122.21     Purchase                     8.75     Full Documentation            AA+                   152000              152000         135200
101068605                     164684.85     Purchase                      7.8     Full Documentation            AA+                   242000              242000         206000
101068622                     268156.42     Purchase                      9.9     Full Documentation            AA+                   285000              285000         268400
101068646                     101590.89     Purchase                    11.95     Full Documentation            AA                    111000              111000         107000
101068743                        276000     Purchase                     9.65     Full Documentation            AA+                   276000              276000         276000
101068790                     227923.86     Purchase                     11.3     Full Documentation            AA                    253000              240000         240000
101068806                     145146.23     Purchase                   11.975     Full Documentation            AA                    153500              153500         152829
101068824                     189860.89     Purchase                     10.9     Full Documentation            AA+                   200000              200000         200000
101068828                     169562.14     Purchase                   10.625     Full Documentation            AA+                   170000              170000         169694
101068868                     189829.39     Purchase                     9.95     Full Documentation            AA+                   191000              191000         190000
101068872                     139062.09     Purchase                   10.425     Full Documentation            AA+                   148000              148000         146500
101068883                      82286.89     Purchase                   11.925     Full Documentation            AA+                    82400               82400          82400
101068908                        197100     Purchase                     8.45     Full Documentation            AA+                   245000              245000         219000
101069008                        360000     Purchase                        9     Stated Income Documentation   AA+                   745000              745000         450000
101069014                     116837.04     Purchase                    10.45     Full Documentation            AA+                   117000              117000         116884
101069017                     319570.96     Purchase                     8.85     Stated Income Documentation   AA+                   431000              399500         399500
101069036                      38558.17     Purchase                   12.075     Full Documentation            AA                    193000              193000         192900
101069050                      229866.3     Purchase                      8.7     Full Documentation            AA+                   240000              240000         230000
101069054                     127248.18     Purchase                   11.375     Full Documentation            AA                    136000              136000         133990
101069089                     284875.77     Purchase                     8.45     Full Documentation            AA+                   300000              300000         299902
101069094                     108262.63     Purchase                    11.15     Full Documentation            AA                    121000              114000         114000
101069105                     116873.64     Purchase                    7.525     Full Documentation            AA+                   147500              147500         146200
101069107                     118872.44     Purchase                   11.025     Full Documentation            AA+                   119000              119000         118900
101069109                      29227.03     Purchase                     9.99     Full Documentation            AA+                   150000              147500         146200
101069145                     196825.01     Purchase                      9.9     Full Documentation            AA+                   199000              199000         196914
101069147                      32775.47     Purchase                     9.99     Full Documentation            AA+                   170000              170000         163946
101069151                     110617.62     Purchase                     9.25     Full Documentation            AA+                   119000              119000         116500
101069227                     349749.17     Purchase                     8.74     Full Documentation            AA+                   350000              350000         350000
101069235                     111955.25     Purchase                   10.475     Full Documentation            AA+                   141000              141000         140000
101069248                      87961.07     Purchase                       10     Full Documentation            AA+                   112000              112000         110000
101069311                      99624.18     Purchase                    11.65     Full Documentation            AA                    105000              105000         104900
101069330                     224551.69     Purchase                     7.95     Full Documentation            AA+                   283000              283000         280880
101069352                         50000     Cash Out Refinance            9.5     Full Documentation            AA+                    99000               99000              0
101069357                      132293.4     Purchase                   11.575     Full Documentation            AA                    140000              140000         139300
101069371                     142490.64     Purchase                    9.675     Full Documentation            AA+                   160000              160000         150000
101069384                     115753.22     Purchase                     9.95     Full Documentation            AA                    125000              125000         121900
101069422                     100384.12     Purchase                   11.675     Full Documentation            AA                    112000              112000         105700
101069437                     156724.49     Purchase                      9.6     Full Documentation            AA+                   196000              196000         196000
101069440                     325540.52     Purchase                    11.75     Full Documentation            AA+                   338000              338000         325639
101069517                     106369.22     Purchase                    11.95     Full Documentation            AA                    114000              114000         112000
101069586                      49985.66     Purchase                    11.99     Full Documentation            AA+                    53000               53000          50000
101069628                     359712.11     Purchase                    7.125     Stated Income Documentation   AA+                   465000              465000         450000
101069657                        344000     Purchase                     8.45     Full Documentation            AA+                   430000              430000         430000
101069738                     140004.02     Purchase                   10.075     Full Documentation            AA+                   141000              141000         140065
101069766                     111796.74     Purchase                   10.625     Full Documentation            AA+                   141000              141000         139800
101069777                      153369.4     Purchase                   10.925     Full Documentation            AA                    167000              167000         161500
101069839                     159727.94     Purchase                     8.85     Full Documentation            AA+                   200000              200000         199773
101069867                        164000     Purchase                      8.6     Full Documentation            AA+                   205000              205000         205434
101069878                      111547.1     Purchase                    9.675     Full Documentation            AA+                   141000              141000         139500
101069895                      97471.46     Purchase                    10.29     Full Documentation            AA+                   122000              122000         121891
101069900                        108800     Cash Out Refinance          7.725     Stated Income Documentation   AA+                   128000              128000              0
101069930                         65000     Purchase                     11.4     Full Documentation            AA                     70000               65000          65000
101070002                        139650     Purchase                   10.625     Full Documentation            AA+                   150000              150000         147000
101070003                     902109.18     Purchase                     10.1     Full Documentation            AA+                   950000              950000         950000
101070016                      215933.5     Purchase                     7.75     Full Documentation            AA+                   270500              270500         270000
101070036                      53976.06     Purchase                     9.99     Full Documentation            AA+                   270500              270500         270000
101070089                     223816.72     Purchase                     9.65     Full Documentation            AA+                   283000              283000         279906
101070092                     122944.18     Purchase                     9.88     Full Documentation            AA+                   129500              129500         123000
101070126                       80761.9     Purchase                      9.7     Stated Income Documentation   AA+                   103000              103000         101000
101070156                      71885.73     Purchase                     9.65     Full Documentation            AA+                    93000               93000          89900
101070179                     154197.78     Purchase                      9.8     Full Documentation            AA+                   196000              192836         192836
101070181                     101601.05     Purchase                      9.6     Full Documentation            AA+                   108000              108000         107000
101070182                     107950.15     Purchase                      9.8     Full Documentation            AA+                   140000              140000         135000
101070184                         88000     Purchase                       10     Full Documentation            AA+                   110000              110000         110000
101070223                     155915.67     Purchase                     9.05     Full Documentation            AA+                   200000              200000         195000
101070307                     173520.71     Purchase                     9.85     Full Documentation            AA+                   218000              218000         217000
101070378                        286900     Purchase                     9.99     Full Documentation            AA+                   288000              288000         286900
101070439                        110675     Purchase                   11.875     Full Documentation            AA                    120000              120000         116500
101070458                         95000     Purchase                    10.65     Stated Income Documentation   AA+                   100700              100700         100000
101070466                        328800     Purchase                      8.9     Full Documentation            AA+                   429000              429000         411000
101070608                        308000     Purchase                     8.65     Stated Income Documentation   AA+                   385000              385000         385000
101070674                         58500     Cash Out Refinance          10.95     Stated Income Documentation   AA+                    65000               65000              0
101070697                        240900     Purchase                     9.75     Full Documentation            AA+                   248000              248000         240900
111002715                        430000     Cash Out Refinance           6.55     Stated Income Documentation   AA                    525000              525000              0
111002766                     531444.13     Purchase                    6.825     Stated Income Documentation   AA+                   591500              591500         591500
111002799                     496836.34     Purchase                    6.925     Stated Income Documentation   AA+                   583000              583000         552500
111002800                     484646.33     Purchase                    6.325     Full Documentation            AA+                   540000              540000         539000
111002859                     705494.97     Cash Out Refinance            6.5     Stated Income Documentation   AA+                   830000              830000              0
111002873                     431257.65     Purchase                    6.775     Stated Income Documentation   AA+                   505000              505000         480000
111002894                     482591.11     Purchase                    7.575     Stated Income Documentation   AA+                   540000              540000         537000
111002944                     466711.42     Purchase                    6.925     Stated Income Documentation   AA+                   526000              526000         519000
111002953                     414018.03     Purchase                      6.4     Full Documentation            AA+                   520000              520000         518000
111002964                     481990.73     Purchase                    6.825     Stated Income Documentation   AA+                   540000              540000         536000
111002995                     473907.37     Purchase                     6.95     Full Documentation            AA+                   555000              555000         527000
111002999                      529281.8     Purchase                    7.825     Stated Income Documentation   AA+                   620000              620000         588500
111003004                      441570.4     Purchase                    7.475     Stated Income Documentation   AA+                   525000              525000         491000
111003005                     485637.51     Purchase                    7.475     Stated Income Documentation   AA+                   600000              600000         540500
111003006                     521132.92     Purchase                    7.125     Stated Income Documentation   AA+                   580000              580000         579500
111003022                     699611.63     Cash Out Refinance          8.925     Stated Income Documentation   AA+                  1400000             1400000              0
111003034                     274411.78     Cash Out Refinance            7.6     Stated Income Documentation   A                     515000              515000              0
111003041                     484730.87     Purchase                    7.375     Stated Income Documentation   AA+                   540000              540000         539000
111003105                        678000     Cash Out Refinance            5.6     Full Documentation            AA+                   760000              760000              0
111003226                        435000     Purchase                      6.4     Full Documentation            AA+                   440000              440000         435000
121041369                      49735.62     Rate/Term Refinance             6     Full Documentation            AA+                   255000              255000              0
121049820                      53884.22     Purchase                   10.225     Full Documentation            AA                    270000              270000         270000
121049995                      45701.29     Purchase                     10.2     Full Documentation            AA+                   231000              231000         229000
121051169                     131640.08     Cash Out Refinance          8.125     Stated Income Documentation   AA+                   155000              155000              0
121051335                      55168.24     Purchase                    10.14     Full Documentation            AA+                   280000              280000         276200
121051474                      39927.63     Purchase                     10.1     Full Documentation            AA+                   200000              200000         199900
121051616                      99870.37     Cash Out Refinance          10.15     Stated Income Documentation   A                     125000              125000              0
121051801                     115965.31     Purchase                     11.8     Full Documentation            B                     150000              145000         145000
121051829                        160011     Purchase                    9.025     Full Documentation            AA+                   177200              177200         174000
121051861                     129537.92     Cash Out Refinance          8.625     Stated Income Documentation   A                     175000              175000              0
121052029                      99866.72     Cash Out Refinance           8.05     Full Documentation            AA+                   128000              120000              0
121052113                     263813.67     Purchase                     7.75     Stated Income Documentation   AA+                   332000              332000         330000
121052129                      53484.35     Purchase                     11.9     Full Documentation            AA+                    55000               55000          53500
121052307                     185745.43     Purchase                   10.325     Full Documentation            AA+                   186000              186000         185900
121052377                     209894.06     Purchase                     9.38     Full Documentation            AA+                   215000              215000         210000
121052449                     227480.98     Purchase                     5.85     Full Documentation            AA+                   288000              288000         284500
121052457                      56885.76     Purchase                     12.6     Full Documentation            AA+                   288000              288000         284500
121052928                     295098.12     Purchase                     7.35     Full Documentation            AA+                   369000              369000         369000
121052938                      54995.33     Purchase                       12     Full Documentation            AA+                    77000               77000          55000
121053076                        102320     Purchase                      8.9     Full Documentation            AA+                   128000              128000         127900
121053107                     106345.13     Purchase                    9.275     Full Documentation            AA+                   139000              139000         133000
121053137                      26592.85     Purchase                   12.275     Full Documentation            AA+                   139000              139000         133000
121053149                     163897.54     Purchase                     8.35     Full Documentation            AA+                   210000              210000         205000
121053182                        157200     Purchase                      7.5     Full Documentation            AA+                   196500              196500         196500
121053203                      57994.75     Purchase                     11.8     Full Documentation            AA+                    78000               73000          73000
121053310                      50032.15     Rate/Term Refinance            11     Stated Income Documentation   AA+                    77000               77000              0
121054024                        123520     Purchase                     8.85     No Documentation              AA+                   160000              160000         154400
141057257                      295345.1     Purchase                      7.5     Full Documentation            AA+                   330000              330000         328600
141057653                      71850.77     Purchase                     9.99     Full Documentation            AA+                   362000              362000         359900
141057925                      61952.98     Purchase                     12.6     Stated Income Documentation   AA+                   310000              310000         310000
151036787                     115507.33     Purchase                    10.25     Full Documentation            AA+                   122000              122000         121900
151037333                     494618.38     Cash Out Refinance          10.75     Full Documentation            A                     551000              551000              0
151037943                      50306.29     Cash Out Refinance          11.75     Business Bank Statements      AA+                    56000               56000              0
151038328                      34811.74     Purchase                     8.81     Full Documentation            AA+                   181500              181500         177500
151038445                      40969.97     Purchase                    14.05     Full Documentation            AA+                   205000              205000         212000
151039183                     103038.26     Cash Out Refinance           9.25     Full Documentation            A                     129000              117000              0
151039353                     469779.74     Cash Out Refinance            8.7     Stated Income Documentation   AA                    750000              750000              0
151039457                      32973.23     Purchase                     13.6     Full Documentation            AA+                   165000              165000         165000
151039459                      558853.7     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   665000              665000              0
151039502                     251715.91     Purchase                     10.8     Lite Documentation            B                     315000              315000         315000
151039866                     127846.31     Purchase                    11.85     Stated Income Documentation   AA+                   700000              700000         640000
151040080                     473846.14     Cash Out Refinance           9.65     Stated Income Documentation   AA+                   527000              527000              0
151040235                     519654.18     Cash Out Refinance            8.9     Stated Income Documentation   AA                    650000              650000              0
151040342                      99650.21     Cash Out Refinance          11.35     Full Documentation            AA                    133000              133000              0
151040412                      514622.7     Cash Out Refinance           7.15     Business Bank Statements      AA                    575000              560000              0
151040661                        699647     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   784000              784000              0
151040722                     499548.45     Cash Out Refinance            9.6     Stated Income Documentation   A                     640000              640000              0
151040766                     638713.52     Cash Out Refinance           8.85     Lite Documentation            A                     710000              705000              0
151040834                     114437.71     Purchase                      9.5     Full Documentation            AA+                   121000              121000         114480
151040938                     121540.17     Purchase                     12.7     Full Documentation            AA+                   640000              640000         608000
151040965                     515573.57     Rate/Term Refinance           8.9     Stated Income Documentation   AA                    645000              645000              0
151040998                      41174.11     Purchase                     11.6     Full Documentation            AA+                   206000              206000         206000
151041077                        404000     Purchase                     6.35     Stated Income Documentation   AA+                   505000              505000         505000
151041081                     174058.94     Cash Out Refinance              9     Full Documentation            AA+                   205000              205000              0
151041102                     734177.12     Rate/Term Refinance           8.9     Full Documentation            A                    1320000             1000000              0
151041144                     275929.79     Purchase                   10.725     Full Documentation            AA+                   281000              276000         276000
151041181                     128617.02     Cash Out Refinance            7.6     Full Documentation            AA+                   143000              143000              0
151041244                     594298.52     Cash Out Refinance           8.65     Stated Income Documentation   AA                    700000              700000              0
151041268                     759697.46     Cash Out Refinance           9.25     Business Bank Statements      AA                    950000              950000              0
151041277                     669430.19     Cash Out Refinance          11.35     Full Documentation            AA+                   669500              669500              0
151041321                        429000     Cash Out Refinance          6.562     Stated Income Documentation   AA+                   795000              795000              0
151041424                        223920     Purchase                     8.25     Full Documentation            AA+                   300000              300000         279900
151041480                        500000     Purchase                      9.3     Stated Income Documentation   AA+                   625000              625000         625000
151041516                     131992.14     Purchase                    12.05     Full Documentation            AA+                   139000              139000         132000
151041525                      398821.6     Purchase                     9.95     Stated Income Documentation   AA+                   420000              420000         420000
151041644                        155200     Purchase                     7.99     Full Documentation            AA+                   195000              195000         194000
151041670                     218324.05     Purchase                      9.7     Stated Income Documentation   AA+                   286000              273000         273000
151041713                      48590.42     Purchase                    13.65     Full Documentation            AA+                   255000              255000         243000
151041716                     179984.51     Purchase                     8.99     Stated Income Documentation   AA+                   225000              225000         225000
151041749                        448000     Rate/Term Refinance          6.95     Full Documentation            AA+                   560000              560000              0
151041750                        576000     Cash Out Refinance            9.9     Stated Income Documentation   AA+                   750000              640000              0
151041800                     156271.25     Purchase                      9.5     Full Documentation            B                     250000              250000         196300
151041809                     279846.14     Purchase                     9.35     Full Documentation            AA+                   282000              282000         279900
151041811                      372722.7     Purchase                      9.1     Full Documentation            AA+                   470000              470000         466000
151041815                     431666.33     Cash Out Refinance            7.3     Full Documentation            AA                    480000              480000              0
151041973                     619612.66     Cash Out Refinance           8.35     Full Documentation            AA+                   775000              670000              0
151041992                     435893.62     Purchase                     8.55     Stated Income Documentation   AA+                   545000              545000         545000
151041994                     584557.08     Cash Out Refinance            7.4     Full Documentation            AA+                   650000              650000              0
151041999                     619646.97     Cash Out Refinance            8.8     Full Documentation            B                     690000              690000              0
151042005                     407827.59     Purchase                     7.95     Stated Income Documentation   AA+                   515000              515000         509850
151042039                      95168.55     Cash Out Refinance          11.35     Stated Income Documentation   AA+                   112000              112000              0
151042084                     107535.48     Purchase                     8.55     Full Documentation            AA+                   136000              136000         134500
151042102                     379959.75     Purchase                     11.3     Full Documentation            A                     400000              400000         400000
151042118                     274326.75     Purchase                      8.3     Full Documentation            AA+                   410000              305000         305000
151042144                        394000     Purchase                    10.65     Full Documentation            AA+                   407000              407000         394000
151042151                     319978.98     Purchase                    9.675     Full Documentation            AA+                   325000              325000         320000
151042158                      89874.57     Purchase                    12.05     Full Documentation            AA+                    94950               94950          89900
151042159                     221432.22     Purchase                      7.4     Stated Income Documentation   AA+                   281500              281500         277000
151042181                        495000     Cash Out Refinance           8.95     Stated Income Documentation   A                     552000              552000              0
151042196                     313084.81     Purchase                      8.3     Full Documentation            AA+                   395000              395000         391400
151042203                     298599.51     Purchase                        8     Full Documentation            AA+                   374000              374000         373500
151042216                       74679.9     Purchase                   12.275     Full Documentation            AA+                   374000              374000         373500
151042226                         86400     Purchase                     7.85     Full Documentation            AA+                   108000              108000         108000
151042289                        720000     Purchase                     8.85     Stated Income Documentation   AA+                   890000              890000       882745.8
151042308                     151990.12     Purchase                      9.7     Full Documentation            AA+                   190000              190000         190000
151042317                     290882.71     Purchase                     7.95     Full Documentation            AA+                   307000              307000         306400
151042364                     119941.59     Purchase                     9.55     Stated Income Documentation   AA+                   165000              165000         150000
151042395                     445123.05     Rate/Term Refinance          10.5     Full Documentation            C                     610000              610000              0
151042416                     334821.91     Purchase                     9.13     Full Documentation            AA+                   350000              335000         335000
151042419                        218500     Rate/Term Refinance          6.32     Full Documentation            AA+                   230000              230000              0
151042479                     174896.15     Cash Out Refinance            8.6     Full Documentation            AA+                   175000              175000              0
151042481                         81900     Purchase                     9.99     Full Documentation            AA+                   110000               91000          91000
151042522                        355000     Purchase                      7.8     Full Documentation            AA                    485000              485000         485000
151042551                        549000     Purchase                        9     Stated Income Documentation   AA+                   620000              620000         610000
151042563                        299250     Purchase                     9.45     Business Bank Statements      AA+                   315000              315000         315000
151042576                     129973.95     Purchase                      8.8     Full Documentation            AA+                   163000              163000         162560
151042637                        244000     Purchase                      8.8     Full Documentation            AA+                   315000              315000         305000
151042685                        163556     Purchase                      9.5     Full Documentation            AA+                   173000              173000         172165
151042688                     308429.36     Purchase                      7.3     Full Documentation            AA+                   390000              390000         385600
151042743                     303808.12     Purchase                      8.3     Full Documentation            AA+                   320000              320000         320000
151042952                        225000     Purchase                     8.27     No Documentation              AA+                   405000              405000         403000
151042994                        312000     Purchase                     9.15     Stated Income Documentation   AA+                   395000              395000         390000
151043000                        380000     Purchase                     9.75     Full Documentation            AA+                   400000              380000         400000
151043026                        110400     Purchase                        9     Full Documentation            AA+                   140000              140000         138000
151043083                        176000     Purchase                     6.72     Full Documentation            AA+                   245000              245000         220000
151044193                        182000     Cash Out Refinance           9.35     Stated Income Documentation   AA                    260000              260000              0
151044213                        226800     Purchase                     7.47     Stated Income Documentation   AA+                   325000              325000         252000
151044265                        180000     Cash Out Refinance          10.65     Full Documentation            B                     240000              240000              0
161050883                      35966.83     Purchase                    14.05     Full Documentation            AA+                   182000              182000         180000
161051775                      67955.19     Purchase                   13.225     Stated Income Documentation   AA+                   355000              355000         340000
161052077                     510680.75     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   730000              700000              0
161052084                      30979.58     Purchase                   13.225     Stated Income Documentation   AA+                   165000              165000         155000
161052187                     104900.58     Rate/Term Refinance          11.6     Full Documentation            AA+                   584000              525000              0
161052245                     213726.72     Purchase                    10.22     Stated Income Documentation   A                     294000              294000         267500
161052617                      67854.74     Purchase                   11.925     Business Bank Statements      AA+                   340000              340000         340000
161052621                     639443.38     Cash Out Refinance           10.1     Stated Income Documentation   AA                    800000              800000              0
161052758                     647528.64     Cash Out Refinance            7.6     Full Documentation            AA+                   720000              720000              0
161052765                     779616.34     Cash Out Refinance            9.5     Full Documentation            B                    1200000             1200000              0
161052963                      46882.44     Purchase                     13.9     Full Documentation            AA+                   235000              235000         234500
161052995                     640652.29     Cash Out Refinance            8.2     Stated Income Documentation   B                     802000              802000              0
161053061                     206178.73     Purchase                      7.9     Full Documentation            AA+                   309000              300000         257900
161053095                     185580.46     Purchase                     8.47     Business Bank Statements      AA+                   234000              234000         232000
161053213                     650253.96     Rate/Term Refinance          6.45     Full Documentation            AA+                   813000              813000              0
161053241                     246828.12     Purchase                     7.82     Full Documentation            AA+                   310000              310000         310000
161053248                     301417.29     Purchase                      8.5     Full Documentation            AA                    380000              380000         377000
161053280                     168884.28     Cash Out Refinance            7.9     Full Documentation            B                     226500              226500              0
161053353                        469600     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   587000              587000              0
161053371                      251811.1     Purchase                     7.45     Full Documentation            AA+                   330000              330000         315000
161053393                     724599.84     Purchase                     8.95     Stated Income Documentation   AA+                  1100000             1100000         725000
161053399                        513000     Cash Out Refinance            9.1     Full Documentation            AA+                   570000              570000              0
161053420                      146781.5     Purchase                        8     Full Documentation            AA+                   184000              184000         183500
161053464                        260000     Purchase                     8.35     Stated Income Documentation   AA+                   355000              325000         325000
161053496                     285881.51     Purchase                      6.7     Full Documentation            AA+                   440000              440000         440000
161053522                     386748.14     Purchase                     8.15     Full Documentation            A                     437000              430000         430000
161053561                     260753.01     Purchase                     7.05     Full Documentation            AA+                   344000              344000         326000
161053610                        512000     Cash Out Refinance            6.2     Full Documentation            AA+                   640000              640000              0
161053658                        218500     Purchase                     9.12     Stated Income Documentation   AA+                   230000              230000         230000
161053721                        292500     Purchase                    11.05     Stated Income Documentation   B                     366000              325000         325000
161053772                        304200     Purchase                      8.9     Full Documentation            AA+                   345000              345000         338000
161053812                        520000     Cash Out Refinance           7.85     No Documentation              AA+                   755000              755000              0
171030850                      66275.92     Purchase                     14.4     Full Documentation            AA+                   332000              332000         331903
171034395                      41586.05     Purchase                     9.94     Full Documentation            AA+                   209000              209000         208405
171034829                     206903.47     Purchase                     10.9     Full Documentation            AA                    218500              218500         218034
171034845                      28311.97     Purchase                     9.99     Full Documentation            AA+                   146000              146000         141750
171034846                      27313.79     Purchase                     9.99     Full Documentation            AA+                   140000              140000         137006
171034882                      25579.27     Purchase                     9.99     Full Documentation            AA+                   140000              140000         128250
171035014                      52892.39     Purchase                     14.3     Full Documentation            AA+                   265000              265000         264740
171035570                       35268.9     Purchase                     9.94     Full Documentation            AA+                   181000              181000         176830
171035708                     308916.99     Purchase                     8.66     Full Documentation            AA+                   316000              316000         308917
171036181                      36458.72     Purchase                     9.94     Full Documentation            AA+                   185000              185000         182625
171036387                      47021.91     Purchase                     13.5     Full Documentation            AA+                   237000              237000         235900
171036521                     119891.56     Purchase                   13.125     Stated Income Documentation   AA+                   600000              600000         600000
171036540                       33951.8     Purchase                     13.5     Full Documentation            AA+                   175000              175000         169900
171036550                      40676.82     Purchase                     9.99     Full Documentation            AA+                   208000              208000         203750
171036730                      60749.52     Purchase                     13.5     Full Documentation            AA+                   304000              304000         304000
171036801                      51620.92     Purchase                    11.65     Full Documentation            AA+                   259000              259000         259000
171037211                      29946.14     Purchase                     9.99     Full Documentation            AA+                   159000              159000         150000
171037493                      38671.86     Purchase                     13.5     Full Documentation            AA+                   206000              206000         193518
171037607                     304680.36     Purchase                     7.21     Full Documentation            AA+                   305000              305000         304900
171037916                      98916.51     Rate/Term Refinance        12.125     Full Documentation            AA+                   495000              495000              0
171038379                     619048.38     Cash Out Refinance           9.35     Stated Income Documentation   AA                    910000              775000              0
171038412                     199724.71     Cash Out Refinance           6.35     Stated Income Documentation   AA+                   250000              230000              0
171038447                      54354.28     Purchase                    9.999     Stated Income Documentation   AA+                   306000              306000         273500
171038519                     175891.33     Purchase                     9.15     Stated Income Documentation   AA+                   220000              220000         220000
171038619                      43560.07     Purchase                    11.75     Stated Income Documentation   AA+                   231000              231000         218000
171038705                      39624.79     Purchase                     9.99     Full Documentation            AA+                   202000              202000         198390
171038791                      35927.63     Purchase                    9.625     Full Documentation            AA+                   180000              180000         179900
171038858                       39975.7     Purchase                    11.75     Stated Income Documentation   AA+                   224000              224000         200000
171038896                     314804.63     Purchase                      7.9     Full Documentation            AA+                   365000              365000         349990
171038979                       47199.7     Purchase                    11.25     Full Documentation            AA+                   264000              264000         236238
171039015                     267902.38     Purchase                      7.5     Full Documentation            AA+                   335000              335000         334920
171039323                      66908.62     Purchase                     13.5     Full Documentation            AA+                   335000              335000         334920
171039494                     483807.32     Cash Out Refinance           9.25     Stated Income Documentation   B                     605000              605000              0
171039497                     553153.54     Cash Out Refinance           7.25     Full Documentation            AA+                   651000              651000              0
171039587                     159700.54     Purchase                   10.615     Full Documentation            AA                    182000              182000         177584
171039639                        372500     Purchase                      9.1     Full Documentation            AA+                   373000              373000         372500
171039754                      29271.92     Purchase                     9.99     Full Documentation            AA+                   153000              153000         146490
171039807                      49960.94     Purchase                     10.6     Full Documentation            AA+                   250000              250000         250000
171039870                     191106.37     Purchase                     8.55     Full Documentation            AA+                   239000              239000         239000
171039903                        256624     Purchase                     6.55     Full Documentation            AA+                   321000              321000         320780
171039956                      65966.43     Purchase                    12.55     Full Documentation            AA+                   330000              330000         330000
171039988                     219902.82     Purchase                      8.9     Full Documentation            AA+                   220000              220000         220000
171040116                     133915.82     Purchase                     11.6     Business Bank Statements      AA+                   670000              670000         670000
171040145                     269506.71     Purchase                      6.3     Full Documentation            AA+                   300000              300000         299730
171040352                      25291.46     Purchase                     9.99     Full Documentation            AA+                   138000              138000         126570
171040384                     774741.47     Cash Out Refinance           7.35     Full Documentation            AA+                  1057000             1057000              0
171040397                     175898.74     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   220000              220000              0
171040418                     203805.08     Purchase                     8.85     Stated Income Documentation   AA+                   255000              255000         254900
171040487                     232692.37     Purchase                      8.5     Full Documentation            AA+                   245000              245000         245000
171040536                     131461.84     Purchase                   10.295     Full Documentation            AA+                   131500              131500         131500
171040703                        157960     Purchase                     8.45     Full Documentation            AA+                   210000              210000         197453
171040708                      58104.98     Purchase                    12.95     Full Documentation            AA+                   303000              303000         290664
171040778                     477345.48     Cash Out Refinance            7.5     Full Documentation            AA+                   562000              562000              0
171040789                        224000     Purchase                     7.35     Full Documentation            AA+                   280000              280000         280000
171040834                     175871.98     Purchase                      7.6     Full Documentation            AA                    220000              220000         211000
171040842                        269900     Purchase                     8.65     Full Documentation            AA+                   273000              273000         269900
171040950                     190133.23     Purchase                    10.85     Full Documentation            AA+                   205000              205000         190315
171040960                        272566     Purchase                     8.85     Full Documentation            AA+                   275000              275000         272566
171041046                        175000     Purchase                     9.49     Stated Income Documentation   B                     260000              260000         259950
171041268                     204380.16     Purchase                    8.825     Full Documentation            AA+                   207000              207000         204496
171041338                     455940.28     Cash Out Refinance            7.9     Stated Income Documentation   AA                    480000              480000              0
171041349                        166993     Cash Out Refinance              8     Full Documentation            AA                    202000              202000              0
171041378                     179342.72     Purchase                      8.7     Full Documentation            AA+                   228000              228000         224208
171041406                      124557.4     Purchase                    8.825     Full Documentation            AA+                   159000              159000         155785
171041441                     187936.03     Purchase                      7.4     Full Documentation            AA+                   240000              240000         240000
171041498                        196000     Purchase                        7     Full Documentation            AA+                   260000              260000         245000
171041540                        189950     Purchase                      8.8     Full Documentation            AA+                   190000              190000         189950
171041541                     341413.65     Purchase                     7.55     Full Documentation            AA+                   363000              363000         359500
171041584                     227968.39     Purchase                     7.75     Full Documentation            AA+                   285000              285000         285000
171041641                     593347.54     Cash Out Refinance           7.95     Lite Documentation            AA+                   750000              625000              0
171041659                        293135     Purchase                      8.9     Full Documentation            AA+                   311000              311000         308564
171041742                     289713.47     Purchase                        8     Full Documentation            AA+                   308000              308000         305000
171041753                        218565     Purchase                     7.65     Full Documentation            AA+                   280000              280000         273207
171041812                     211857.75     Purchase                        8     No Documentation              AA+                   240000              240000         230000
171041827                     233860.99     Purchase                      7.3     Full Documentation            AA+                   335000              293000         292614
171041828                        299900     Purchase                      8.8     Full Documentation            AA+                   300000              300000         299900
171041845                        130000     Purchase                    10.05     Full Documentation            AA+                   143000              143000         130000
171041879                        172000     Cash Out Refinance              6     Full Documentation            AA+                   215000              215000              0
171041934                        641938     Purchase                     7.75     Stated Income Documentation   AA+                   713265              713265         713265
171042032                     228971.68     Purchase                     8.05     Full Documentation            AA+                   240000              240000         229000
171042048                     224938.42     Purchase                     12.2     Full Documentation            AA+                   225000              225000         225000
171042081                     255836.76     Purchase                     8.25     Full Documentation            AA+                   320000              320000         320000
171042096                     127480.71     Purchase                    8.375     Full Documentation            AA+                   161000              161000         159450
171042116                     164008.95     Purchase                    8.925     Full Documentation            AA+                   166000              166000         164100
171042133                     124285.05     Purchase                    9.675     Full Documentation            AA+                   157000              157000         155430
171042322                        190720     Purchase                      6.7     Full Documentation            AA+                   243000              243000         238400
171042357                        132631     Purchase                     9.05     Full Documentation            AA+                   190000              190000         165789
171042377                     169888.88     Purchase                    7.578     Full Documentation            AA+                   173000              173000         170400
171042399                        284000     Purchase                      8.3     Full Documentation            AA+                   375000              375000         355000
171042433                        112500     Rate/Term Refinance          8.45     Full Documentation            AA+                   125000              125000              0
171042467                        227050     Purchase                      8.6     Full Documentation            AA+                   266000              239000         239000
171042504                        213480     Purchase                      9.7     Stated Income Documentation   AA+                   213500              213500         213480
171042514                        205500     Cash Out Refinance           6.95     Full Documentation            AA+                   274000              274000              0
171042552                        422400     Purchase                     7.25     Full Documentation            AA+                   530000              530000         528000
171042612                        313500     Purchase                     8.15     Stated Income Documentation   AA+                   346000              346000         330000
171042618                        145161     Purchase                    7.875     Full Documentation            AA+                   156500              156500         152802
171042625                        138400     Purchase                      7.3     Full Documentation            AA+                   174000              174000         173000
171042638                        260000     Purchase                     8.35     Full Documentation            AA+                   440000              440000         325000
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171043282                        296000     Purchase                     6.75     Full Documentation            AA+                   400000              400000         370000
171043414                        227700     Cash Out Refinance           6.15     Stated Income Documentation   AA+                   253000              253000              0
171043756                        255150     Purchase                     8.45     Stated Income Documentation   AA+                   283500              283500         283500
191034126                      28978.76     Purchase                    14.05     Full Documentation            AA+                   150000              150000         145000
191034186                      45707.97     Purchase                    13.05     Business Bank Statements      AA+                   305000              305000         305000
191034731                      99448.47     Purchase                   12.125     Full Documentation            AA+                   498000              498000         497805
191034827                     426416.21     Cash Out Refinance            8.9     Stated Income Documentation   AA+                   502000              502000              0
191035217                      46531.56     Purchase                     12.5     Stated Income Documentation   AA+                   233000              233000         232900
191035248                      36004.13     Purchase                    12.75     Full Documentation            AA+                   181000              181000         180500
191035727                      30556.26     Purchase                     12.5     Stated Income Documentation   AA+                   155000              155000         153000
191035756                     419708.03     Cash Out Refinance           8.75     Stated Income Documentation   AA                    525000              525000              0
191035768                     199661.33     Cash Out Refinance           6.85     Stated Income Documentation   A                     350000              350000              0
191035792                      41227.43     Purchase                   12.225     Full Documentation            AA+                   217000              217000         206250
191035850                       99913.5     Cash Out Refinance              8     Stated Income Documentation   AA                    128000              128000              0
191035940                     399253.93     Purchase                     7.05     Full Documentation            AA                    445000              445000         443950
191036011                      32969.76     Purchase                    11.75     Stated Income Documentation   AA+                   182000              182000         165000
191036208                     794433.77     Cash Out Refinance           7.25     Business Bank Statements      AA                    950000              950000              0
191036277                     429257.48     Cash Out Refinance           6.75     Full Documentation            AA+                   574000              574000              0
191036288                     310388.19     Cash Out Refinance            7.2     Full Documentation            AA+                   330000              330000              0
191036312                     292228.62     Cash Out Refinance            6.3     Full Documentation            AA                    325000              325000              0
191036376                        641700     Cash Out Refinance           7.75     Stated Income Documentation   AA                    713000              713000              0
191036396                        211410     Purchase                      7.8     Full Documentation            AA+                   245000              245000         234900
191036413                     171936.37     Purchase                    9.495     Full Documentation            AA+                   172000              172000         172000
191036482                        385341     Purchase                     7.19     Full Documentation            AA+                   386000              386000         385341
191036586                     718630.12     Purchase                     6.25     Full Documentation            AA+                   901000              901000         899990
191036595                        308000     Purchase                     7.45     Stated Income Documentation   AA+                   385000              385000         385000
191036684                     237996.31     Purchase                     6.85     Business Bank Statements      AA+                   298000              298000         298000
191036775                        263200     Purchase                     8.66     Full Documentation            AA+                   266000              266000         263200
191036780                      48182.34     Purchase                       14     Full Documentation            AA+                   247000              247000         241000
191036838                     489606.78     Cash Out Refinance          6.825     Full Documentation            AA+                   700000              700000              0
191036893                      522249.1     Purchase                     7.65     Full Documentation            AA+                   670000              670000         653000
191036898                       1080000     Cash Out Refinance            8.9     Stated Income Documentation   AA+                  1350000             1250000              0
191036910                     242056.62     Purchase                     10.5     Full Documentation            AA                    260000              260000         255000
191036937                     119950.22     Rate/Term Refinance          10.3     Full Documentation            B                     150000              150000              0
191036938                     618714.36     Purchase                     7.55     Full Documentation            AA+                   619000              619000         618900
191036944                      47257.52     Purchase                    12.85     Full Documentation            AA+                   240000              240000         236400
191037018                        412000     Purchase                      6.8     Full Documentation            AA+                   515000              515000         515000
191037050                     499911.56     Cash Out Refinance            7.1     Full Documentation            AA+                   610000              610000              0
191037060                     127917.96     Cash Out Refinance          8.225     Full Documentation            AA                    160000              160000              0
191037066                        550000     Cash Out Refinance           7.85     Stated Income Documentation   AA+                   670000              670000              0
191037101                     160777.71     Purchase                     7.75     Full Documentation            AA+                   218000              218000         201000
191037123                     613527.94     Purchase                     7.75     Full Documentation            AA+                   682000              682000         681792
191037178                        759999     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   850000              850000              0
191037208                     179925.43     Cash Out Refinance            6.7     Full Documentation            C                     225000              225000              0
191037260                     175972.68     Purchase                     7.45     Full Documentation            AA+                   220000              220000         220000
191037267                      93478.46     Cash Out Refinance          10.15     Full Documentation            A                     110000              110000              0
191037281                      283819.9     Purchase                      7.7     Full Documentation            AA+                   324000              324000         315400
191037290                        616000     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   700000              700000              0
191037366                      233497.7     Purchase                      6.5     Full Documentation            AA+                   292000              292000         292000
191037464                     156735.48     Cash Out Refinance            8.8     Full Documentation            AA                    165000              165000              0
191037549                        474000     Purchase                      7.2     Full Documentation            AA+                   605000              605000         512000
191037556                     205973.53     Purchase                     7.95     Full Documentation            AA+                   258000              258000         257500
191037593                     422232.27     Cash Out Refinance            8.6     Business Bank Statements      AA+                   445000              425000              0
191037691                        351405     Purchase                     8.25     Full Documentation            AA                    370000              370000         369900
191037724                     173473.36     Purchase                     5.95     Full Documentation            AA+                   220000              220000         216900
191037773                        550800     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   612000              610000              0
191037950                      89943.77     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   256000              256000              0
191037985                        302100     Purchase                      9.5     Stated Income Documentation   AA+                   319000              319000         318000
191037989                        288000     Purchase                      8.8     Stated Income Documentation   AA+                   360000              501000         360000
191038048                        186400     Purchase                     7.25     Full Documentation            AA+                   234000              234000         233000
191038289                         63000     Purchase                    11.63     Full Documentation            AA+                    65000               65000          63000
191038859                        217800     Cash Out Refinance            8.1     Full Documentation            AA+                   242000              242000              0
211049092                      28381.64     Purchase                     14.6     Business Bank Statements      AA+                   142000              142000         142000
211049307                      92414.79     Purchase                    14.05     Full Documentation            AA+                   464000              464000         462500
211049846                      83898.02     Purchase                     11.8     Full Documentation            AA+                   430000              430000         420000
211050069                     169412.96     Cash Out Refinance            7.1     Full Documentation            AA+                   191000              191000              0
211050745                      99938.08     Cash Out Refinance           13.5     Full Documentation            AA                    500000              500000              0
211050965                      476310.8     Cash Out Refinance            8.2     Stated Income Documentation   AA                    681000              681000              0
211050971                     122911.77     Rate/Term Refinance         12.85     Full Documentation            AA+                   615000              615000              0
211051014                     355842.81     Purchase                      8.8     Full Documentation            AA+                   376000              376000         375000
211051104                     571427.42     Cash Out Refinance            8.5     Full Documentation            B                     640000              608000              0
211051137                      41772.46     Purchase                   13.225     Stated Income Documentation   AA                    210000              210000         209000
211051224                        450000     Rate/Term Refinance           8.6     Full Documentation            AA+                   500000              450000              0
211051300                        434995     Cash Out Refinance           6.85     Full Documentation            AA+                   550000              515000              0
211051307                     428847.41     Cash Out Refinance            8.1     Stated Income Documentation   AA+                   517000              517000              0
211051329                     351002.44     Cash Out Refinance            6.3     Full Documentation            AA                    440000              440000              0
211051538                      37963.22     Purchase                     11.5     Full Documentation            AA+                   190000              190000         190000
211052193                     749998.98     Cash Out Refinance              8     Stated Income Documentation   AA+                  1000000             1000000              0
211052194                     475615.34     Cash Out Refinance            6.8     Full Documentation            AA                    560000              560000              0
211052236                     587216.28     Cash Out Refinance           8.05     Stated Income Documentation   AA+                   840000              757000              0
211052296                     160733.13     Purchase                      7.2     Full Documentation            AA+                   203000              203000         201135
211052300                      40198.47     Purchase                     12.9     Full Documentation            AA+                   203000              203000         201135
211052322                       70191.5     Purchase                   13.075     Stated Income Documentation   AA+                   351500              351500         351197
211052343                      40342.84     Purchase                     11.4     Full Documentation            AA+                   202000              202000         201914
211052352                      479550.3     Cash Out Refinance           9.75     Stated Income Documentation   AA                    600000              600000              0
211052487                     199773.18     Purchase                    8.275     Full Documentation            AA+                   200000              200000         199900
211052598                      83959.14     Rate/Term Refinance         12.75     Full Documentation            AA                    420000              420000              0
211052677                      489697.6     Cash Out Refinance           7.35     Full Documentation            AA+                   577000              577000              0
211052736                     446007.94     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   595000              595000              0
211052763                     598661.21     Cash Out Refinance            9.2     Full Documentation            AA                    630500              630500              0
211052778                     170142.48     Purchase                    10.79     Full Documentation            B                     172000              172000      170206.63
211052789                      30979.24     Purchase                     11.6     Full Documentation            AA+                   156000              156000         155000
211052798                      31562.71     Purchase                   12.225     Full Documentation            AA+                   158000              158000         157900
211052873                     182922.22     Purchase                     9.03     Full Documentation            AA+                   183000              183000         183000
211052952                     235642.96     Cash Out Refinance           7.42     Stated Income Documentation   AA+                   295000              295000              0
211052958                     270030.39     Purchase                    9.875     Business Bank Statements      AA+                   275000              275000         270277
211052971                     136868.91     Cash Out Refinance           9.65     Stated Income Documentation   A                     215000              215000              0
211053015                     559763.39     Cash Out Refinance           9.05     Stated Income Documentation   A                     800000              800000              0
211053066                       32134.7     Purchase                    12.85     Full Documentation            AA+                   164000              164000         160900
211053093                     145902.03     Purchase                        8     Full Documentation            AA+                   147000              147000         146000
211053129                      111679.3     Cash Out Refinance          9.075     Stated Income Documentation   AA+                   175000              157500              0
211053135                     151848.26     Purchase                    6.225     Full Documentation            AA+                   195000              195000         189900
211053152                      46973.42     Purchase                   12.075     Full Documentation            AA+                   246000              246000         235000
211053166                      169757.8     Cash Out Refinance           7.72     Full Documentation            AA                    200000              180000              0
211053202                      74969.55     Cash Out Refinance           10.4     Stated Income Documentation   AA+                   340000              340000              0
211053269                     508914.96     Purchase                    9.075     Full Documentation            AA+                   510000              510000         509000
211053278                     129903.41     Cash Out Refinance            7.1     Full Documentation            AA                    208000              208000              0
211053305                     569875.08     Cash Out Refinance            8.1     Full Documentation            AA+                   859000              859000              0
211053331                     490553.53     Purchase                     7.75     Business Bank Statements      AA+                   595000              595000         516750
211053382                        448000     Rate/Term Refinance          7.25     Stated Income Documentation   AA+                   560000              560000              0
211053411                     475745.37     Cash Out Refinance            9.1     Stated Income Documentation   AA                    595000              595000              0
211053518                     131920.03     Purchase                      8.5     Full Documentation            AA+                   165000              165000         165000
211053528                      32992.11     Purchase                     12.8     Full Documentation            AA+                   165000              165000         165000
211053544                        429250     Cash Out Refinance           7.25     Full Documentation            AA+                   505000              505000              0
211053572                     274946.71     Purchase                     11.6     Full Documentation            AA+                   296000              282000         275000
211053597                     197871.43     Purchase                    11.45     Full Documentation            AA+                   198000              198000         198000
211053629                     124863.36     Purchase                   11.888     Full Documentation            AA+                   139500              139500         124900
211053637                     107066.47     Purchase                    9.425     Full Documentation            AA+                   137500              134000         133900
211053642                      26774.72     Purchase                    13.65     Full Documentation            AA+                   137500              134000         133900
211053666                     526197.08     Cash Out Refinance           8.75     Full Documentation            AA+                   570000              570000              0
211053730                     351427.98     Cash Out Refinance           8.55     Full Documentation            AA                    370000              370000              0
211053753                     577763.85     Cash Out Refinance           6.75     Business Bank Statements      AA+                   800000              800000              0
211053798                     644908.88     Cash Out Refinance            7.7     Full Documentation            AA+                   718500              690000              0
211053807                        404000     Purchase                      8.2     Full Documentation            AA+                   510000              510000         505000
211053855                       60688.4     Purchase                   13.775     Full Documentation            AA+                   310000              310000         305000
211053874                        531250     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   625000              625000              0
211053896                        527000     Rate/Term Refinance           6.7     Full Documentation            AA+                   625000              625000              0
211053999                     204882.05     Purchase                     8.75     Stated Income Documentation   AA+                   435000              435000         425000
211054008                     427816.64     Rate/Term Refinance         10.15     Full Documentation            B                     535000              535000              0
211054041                     470202.74     Cash Out Refinance          10.25     Full Documentation            B                     588000              588000              0
211054103                     114669.22     Purchase                     12.3     Full Documentation            AA+                   120000              120000         115000
211054112                     575643.82     Purchase                      8.4     Full Documentation            AA+                   660000              660000         640000
211054123                     577837.57     Cash Out Refinance          5.825     Full Documentation            AA+                   680000              680000              0
211054170                      489287.8     Purchase                     8.25     Full Documentation            AA+                   545000              545000         544000
211054195                        663200     Purchase                     6.95     Stated Income Documentation   AA+                   830000              830000         829000
211054211                     134981.57     Cash Out Refinance           7.79     Full Documentation            AA+                   245000              245000              0
211054214                     239870.81     Purchase                     9.07     Full Documentation            AA                    240000              240000         240000
211054250                        200000     Purchase                     6.85     Stated Income Documentation   AA+                   280000              280000         250000
211054255                     113211.34     Cash Out Refinance           11.2     Full Documentation            C                     151000              151000              0
211054267                     319964.03     Purchase                      8.3     Full Documentation            AA+                   400000              400000         400000
211054296                        133900     Purchase                   11.725     Full Documentation            AA+                   135000              135000         133900
211054324                     125923.67     Purchase                      8.5     No Documentation              AA+                   174000              174000         168000
211054394                        245000     Cash Out Refinance           6.99     Full Documentation            AA+                   390000              390000              0
211054450                        165300     Purchase                    9.775     No Documentation              AA+                   174000              174000         174000
211054472                     399933.09     Purchase                     7.25     Full Documentation            AA+                   500000              550000         500000
211054503                     149501.57     Cash Out Refinance            6.4     Full Documentation            A                     460000              460000              0
211054559                        207920     Purchase                     6.65     Full Documentation            AA+                   259900              262000         259900
211054571                     175885.45     Purchase                     8.15     Full Documentation            AA+                   220000              220000         220000
211054611                     109732.63     Purchase                     11.1     Full Documentation            AA+                   129600              129600         115522
211054615                     260631.99     Purchase                      8.2     Stated Income Documentation   AA+                   380000              326000         326000
211054627                        127920     Purchase                     7.95     Full Documentation            AA+                   169000              169000         159900
211054632                        244000     Purchase                     8.85     Stated Income Documentation   AA+                   336000              336000         305000
211054649                     280205.69     Purchase                       10     Full Documentation            AA+                   305000              305000         295000
211054691                        124000     Purchase                     9.55     Full Documentation            AA                    155000              155000         155000
211054709                     331808.98     Purchase                     8.75     Stated Income Documentation   AA+                   415000              415000         415000
211054797                        460000     Cash Out Refinance          6.612     Full Documentation            AA+                   650000              500000              0
211054815                     251337.43     Purchase                     9.95     Full Documentation            AA+                   275000              275000         265000
211054817                        664000     Rate/Term Refinance          7.15     Stated Income Documentation   AA+                   830000              830000              0
211054827                     346562.56     Purchase                     9.05     Full Documentation            AA+                   380000              380000         365000
211054847                        314355     Purchase                    10.35     Full Documentation            AA                    339000              330900         330900
211054876                        522000     Cash Out Refinance            7.4     Full Documentation            AA+                   585000              585000              0
211054948                     223866.95     Purchase                     8.65     Full Documentation            AA+                   281000              281000         279900
211054952                        115900     Purchase                      9.3     Full Documentation            AA+                   150000              150000         122000
211054953                        134400     Cash Out Refinance          10.85     Full Documentation            A                     168000              168000              0
211054975                      66742.76     Purchase                      8.9     Stated Income Documentation   AA+                    83750               83750          83475
211054985                        292800     Purchase                    7.875     Full Documentation            AA+                   366000              356000         366000
211055225                        100000     Purchase                      8.2     No Documentation              AA+                   140000              140000         139500
211055448                        541405     Purchase                        9     Full Documentation            AA+                   600000              600000         569900
211055464                        229200     Purchase                      8.1     Full Documentation            AA+                   286500              286500         286500
211055485                        230565     Purchase                     9.05     Full Documentation            AA+                   245000              250000         242700
211055536                        146500     Purchase                   10.655     Full Documentation            AA+                   147000              147000         146500
211055601                        118750     Purchase                    10.45     Full Documentation            AA                    126000              126000         125000
211055750                         88000     Rate/Term Refinance           9.9     Full Documentation            AA+                   138000              110000              0
211056334                        445500     Cash Out Refinance           9.69     Full Documentation            AA+                   495000              495000              0
211056337                        468000     Cash Out Refinance           9.69     Full Documentation            AA+                   520000              520000              0
211056339                        427500     Cash Out Refinance           9.69     Full Documentation            AA+                   475000              475000              0
211056384                        134100     Purchase                      8.7     Full Documentation            AA+                   159000              159000         149000
211056501                        297000     Cash Out Refinance            8.9     Full Documentation            AA+                   330000              330000              0
231084423                     498556.76     Cash Out Refinance          10.45     Stated Income Documentation   AA                   1040000             1040000              0
231085638                     329526.39     Purchase                     9.48     Full Documentation            AA+                   330000              330000         329900
231085937                      55151.97     Purchase                     14.3     Full Documentation            AA+                   282000              282000         276000
231087342                        580000     Cash Out Refinance            7.9     Stated Income Documentation   A                    1100000             1100000              0
231087727                      71952.53     Purchase                   13.225     Stated Income Documentation   AA+                   364000              364000         360000
231087786                      83924.71     Purchase                    11.85     Stated Income Documentation   AA+                   420000              420000         420000
231087827                     519650.38     Cash Out Refinance           7.99     Full Documentation            AA                    650000              650000              0
231088644                      35373.14     Purchase                     12.6     Stated Income Documentation   AA+                   177000              177000         177000
231088714                      51465.58     Purchase                   13.225     Stated Income Documentation   AA+                   270100              270100         257500
231088827                     655742.73     Purchase                      9.3     Full Documentation            AA+                   660000              660000         659200
231088829                     439062.34     Cash Out Refinance           7.75     Full Documentation            AA                    550000              550000              0
231088863                     103801.69     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   130000              130000              0
231089228                      524490.5     Cash Out Refinance           9.24     Stated Income Documentation   AA                    583000              583000              0
231089281                     468888.91     Rate/Term Refinance          6.75     Stated Income Documentation   AA+                  1000000             1000000              0
231089370                       36982.4     Purchase                    12.85     Full Documentation            AA+                   185000              185000         185000
231089466                        474723     Cash Out Refinance           7.95     Full Documentation            B                     965000              895000              0
231089517                     203762.94     Cash Out Refinance           8.72     Stated Income Documentation   A                     255000              255000              0
231089521                        343000     Cash Out Refinance          8.075     Full Documentation            AA                    490000              445000              0
231089539                      42348.44     Purchase                    10.45     Full Documentation            AA+                   215000              215000         212000
231089553                     527123.31     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   660000              660000              0
231089625                     251581.57     Purchase                     6.95     Full Documentation            AA                    324000              324000         315000
231089650                      62974.72     Purchase                     13.6     Full Documentation            AA                    324000              324000         315000
231089660                      57954.66     Purchase                   13.225     Business Bank Statements      AA+                   298000              298000         289900
231089688                      85952.96     Purchase                   12.225     Full Documentation            AA+                   475000              450000         430000
231089732                      80949.12     Purchase                     11.6     Stated Income Documentation   AA+                   405000              405000         405000
231089797                     181786.53     Purchase                    8.675     Full Documentation            AA+                   184000              184000         182000
231089851                      76966.34     Purchase                   13.225     Stated Income Documentation   AA+                   385000              385000         385000
231089900                     503674.72     Cash Out Refinance            7.6     Stated Income Documentation   AA+                   560000              560000              0
231090006                     395717.68     Purchase                      7.7     Full Documentation            AA+                   520000              495000         495000
231090052                      30987.13     Purchase                    13.45     Full Documentation            AA+                   156000              156000         155000
231090057                     443790.49     Rate/Term Refinance          7.15     Full Documentation            A                     635000              635000              0
231090104                     575167.76     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   720000              720000              0
231090126                     183884.33     Purchase                     8.32     Stated Income Documentation   AA+                   235000              235000         230000
231090171                     559214.92     Cash Out Refinance            7.8     Stated Income Documentation   A                    1375000             1375000              0
231090260                     110481.26     Purchase                     7.25     Full Documentation            AA+                   143000              143000         138200
231090276                     314874.84     Purchase                     6.85     Full Documentation            AA+                   440000              440000         425000
231090303                     627567.31     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   785000              785000              0
231090334                      38552.39     Purchase                    13.45     Full Documentation            AA+                   193000              193000         193000
231090338                     169071.08     Purchase                     9.75     Full Documentation            AA+                   200000              200000         199000
231090348                      40976.06     Purchase                    11.93     Full Documentation            AA+                   205000              205000         205000
231090405                      63724.11     Cash Out Refinance           10.4     Full Documentation            AA+                    75000               75000              0
231090433                     378853.49     Purchase                     9.25     Full Documentation            AA                    420000              420000         399000
231090441                     287829.09     Purchase                      8.6     Stated Income Documentation   AA+                   389000              360000         360000
231090538                     243787.85     Purchase                      6.7     Full Documentation            AA+                   306000              306000         305000
231090577                     151919.53     Purchase                     9.15     Full Documentation            AA+                   195000              195000         190000
231090596                      29980.53     Purchase                    11.45     Stated Income Documentation   AA+                   151000              151000         150000
231090664                     521901.86     Cash Out Refinance          8.772     Full Documentation            AA+                   580000              580000              0
231090688                     494650.63     Cash Out Refinance           7.75     Full Documentation            AA+                   550000              550000              0
231090700                     215968.61     Purchase                    7.625     Business Bank Statements      AA+                   270000              270000         270000
231090835                        400000     Purchase                      7.9     Stated Income Documentation   AA+                   500000              500000         500000
231090903                        553850     Purchase                     9.45     Stated Income Documentation   AA+                   615000              615000         583000
231090992                      27189.08     Purchase                    10.45     Full Documentation            AA+                   149000              149000         136000
231091112                        778500     Purchase                      8.7     Full Documentation            AA+                   940000              940000         865000
231091121                        237500     Purchase                    9.165     No Documentation              AA+                   280000              250000         250000
231091128                        549100     Cash Out Refinance            6.8     Business Bank Statements      AA+                   646000              646000              0
231091226                      69977.39     Purchase                    11.45     Stated Income Documentation   AA+                   350000              350000         350000
231091249                     100061.91     Cash Out Refinance           10.7     Stated Income Documentation   B                     140000              140000              0
231091269                        387000     Purchase                     7.35     Full Documentation            AA+                   430700              430700         430000
231091374                     115960.84     Cash Out Refinance          11.25     Full Documentation            CC                    185000              185000              0
231091475                     147906.59     Purchase                      8.3     Business Bank Statements      AA+                   187000              187000         185000
231091535                     587455.39     Cash Out Refinance          6.375     Full Documentation            AA+                  1000000              735000              0
231091582                        435420     Purchase                      7.9     Stated Income Documentation   AA+                   485000              485000         483800
231091648                        140000     Purchase                      8.8     Stated Income Documentation   AA+                   175000              175000         175000
231091766                     519812.55     Cash Out Refinance          10.95     Full Documentation            B                     615000              615000              0
231091875                        749000     Cash Out Refinance           10.7     Business Bank Statements      C                    1235000             1235000              0
231091899                        285000     Purchase                      7.6     Full Documentation            AA+                   300000              300000         300000
231091918                        392000     Purchase                     7.99     Full Documentation            AA+                   490000              490000         490000
231091988                      230377.6     Purchase                     7.85     Full Documentation            AA+                   288000              288000         287972
231092017                         65000     Cash Out Refinance            9.6     No Documentation              AA+                   130000              130000              0
231092186                     274526.38     Purchase                     8.99     Full Documentation            AA+                   290000              290000         289000
231092356                        247920     Purchase                      7.8     Stated Income Documentation   AA+                   310000              310000         309900
231092357                        158602     Purchase                    10.45     Full Documentation            AA+                   167000              167000         166950
231092395                        415000     Purchase                     7.25     Full Documentation            AA+                   419000              419000         415000
231092427                        105000     Cash Out Refinance           12.3     Full Documentation            CC                    260000              260000              0
231092618                        243000     Purchase                     7.97     Stated Income Documentation   AA+                   270000              272000         270000
231092630                        157500     Purchase                     8.85     Full Documentation            AA+                   206000              206000         175000
231092801                         54000     Purchase                    10.35     No Documentation              AA+                    79000               79000          60000
231093371                        104000     Purchase                     8.95     Full Documentation            AA+                   130000              130000         130000
231093397                        220915     Purchase                     9.47     No Documentation              AA+                   259900              255000         259900
231093714                        117000     Purchase                     9.95     Full Documentation            AA+                   130000              124000         130000
231093965                         82800     Purchase                     9.79     Full Documentation            AA+                    97000               97000          92000
261057814                      55267.13     Cash Out Refinance         11.625     Full Documentation            AA                     61600               61600              0
261058065                       63793.8     Cash Out Refinance          12.26     Full Documentation            A                      71000               71000              0
261058250                      145014.2     Rate/Term Refinance         10.75     Full Documentation            A                     153000              153000              0
291007842                     149527.26     Cash Out Refinance           9.28     Full Documentation            AA+                   153000              153000              0
321036760                     101857.71     Purchase                    13.11     Full Documentation            AA+                   510000              510000         509990
321037940                      357374.4     Purchase                     7.05     Full Documentation            AA+                   447000              447000         446718
321037968                      89280.44     Purchase                   12.915     Full Documentation            AA+                   447000              447000         446718
321038990                     184944.89     Purchase                     7.81     Full Documentation            AA+                   188000              188000         185505
321039289                     275136.56     Purchase                     7.65     Full Documentation            AA+                   315000              315000         306000
321039537                     167872.65     Purchase                     9.14     Full Documentation            AA+                   168000              168000         167900
321039634                      52546.24     Purchase                    11.25     Lite Documentation            AA+                   267000              267000         263000
321039842                     512748.76     Cash Out Refinance           8.55     Stated Income Documentation   AA+                   570000              570000              0
321040012                      66956.96     Purchase                     11.5     Full Documentation            AA+                   355000              355000         335000
321040195                      136962.6     Purchase                   10.495     Full Documentation            AA+                   137000              137000         137000
321040321                      674512.4     Cash Out Refinance            7.2     Business Bank Statements      AA+                   900000              900000              0
321040336                        321873     Purchase                    6.545     Full Documentation            AA+                   324000              324000         321873
321040428                        388000     Purchase                      7.7     Stated Income Documentation   AA+                   485000              485000         485000
321040572                     116511.23     Purchase                   12.225     Full Documentation            AA+                   650000              650000         582876
321040582                     285160.37     Purchase                      6.3     Full Documentation            AA+                   359000              359000         356620
321040656                     232348.64     Purchase                     9.22     Full Documentation            AA                    265000              247000         244676
331050362                     539328.54     Cash Out Refinance           7.75     Full Documentation            AA+                   600000              600000              0
331050363                     252878.72     Cash Out Refinance          10.35     Stated Income Documentation   AA+                   298000              298000              0
331050422                     647463.21     Cash Out Refinance           8.15     Stated Income Documentation   AA                    720000              720000              0
331050457                     561348.57     Cash Out Refinance           7.95     Full Documentation            AA                    625000              625000              0
331050567                      87894.32     Cash Out Refinance          11.85     Stated Income Documentation   AA+                   440000              440000              0
331050579                      52965.46     Purchase                   13.275     Stated Income Documentation   AA+                   265000              265000         265000
331050602                     140437.08     Cash Out Refinance          11.35     Stated Income Documentation   AA+                   725000              725000              0
331050693                     101870.58     Cash Out Refinance           11.6     Full Documentation            AA+                   510000              510000              0
331050755                     445876.06     Purchase                    6.888     Full Documentation            AA+                   600000              600000         525000
331050835                     466432.32     Cash Out Refinance            6.8     Full Documentation            AA+                   519000              519000              0
331050958                      68829.95     Purchase                     12.6     Stated Income Documentation   AA+                   360000              360000         344500
331051045                      90882.78     Purchase                    12.85     Full Documentation            AA+                   455000              455000         454740
331051115                      641282.2     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   775000              775000              0
331051184                      41965.39     Purchase                    12.23     Full Documentation            AA+                   220000              220000         209999
331051327                      66649.78     Purchase                    10.85     Full Documentation            AA+                   450000              450000         445000
331051332                     721682.69     Cash Out Refinance           8.85     Stated Income Documentation   AA                    850000              850000              0
331051394                     129899.36     Purchase                     12.6     Stated Income Documentation   AA+                   650000              650000         650000
331051471                        540000     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   620000              620000              0
331051495                     483079.13     Cash Out Refinance           6.25     Stated Income Documentation   AA+                   605000              605000              0
331051534                       97935.4     Purchase                   13.225     Stated Income Documentation   AA+                   490000              490000         490000
331051698                       61394.1     Purchase                     12.6     Full Documentation            AA+                   410000              410000         409500
331051713                     445717.36     Cash Out Refinance           8.59     Business Bank Statements      AA+                   525000              475000              0
331051728                        621000     Cash Out Refinance              7     Stated Income Documentation   AA+                   690000              690000              0
331051758                     458623.88     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   510000              510000              0
331052035                     419203.83     Cash Out Refinance            6.9     Full Documentation            AA                    600000              600000              0
331052131                     109895.84     Purchase                     11.6     Stated Income Documentation   AA+                   550000              550000         550000
331052145                     617193.12     Purchase                      8.5     Stated Income Documentation   AA+                   655000              655000         650000
331052167                      55484.72     Purchase                     12.6     Stated Income Documentation   AA+                   371000              371000         370179
331052171                     494621.98     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   550000              550000              0
331052230                     530427.85     Cash Out Refinance           6.15     Stated Income Documentation   AA+                   830000              725000              0
331052258                     529909.04     Purchase                     9.73     Full Documentation            AA+                   530000              530000         530000
331052501                     559763.39     Cash Out Refinance           9.05     Stated Income Documentation   B                     700000              700000              0
331052519                     116526.75     Purchase                     11.6     Stated Income Documentation   AA+                   600000              600000         583000
331052538                     131921.51     Purchase                    11.85     Stated Income Documentation   AA+                   660000              660000         660000
331052659                      94339.37     Purchase                     11.5     Stated Income Documentation   AA+                   530000              530000         472000
331052663                     405939.78     Cash Out Refinance           5.99     Stated Income Documentation   AA+                   580500              580500              0
331052665                     442363.37     Cash Out Refinance           8.99     Full Documentation            B                     521000              521000              0
331052697                        537300     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   597000              597000              0
331052721                      65948.43     Purchase                     10.6     Full Documentation            AA+                   350000              350000         330000
331052743                     557625.59     Cash Out Refinance              8     Stated Income Documentation   AA                    690000              690000              0
331052768                        520000     Purchase                     9.85     Stated Income Documentation   AA+                   650000              650000         650000
331052793                     188848.48     Purchase                    10.48     Full Documentation            AA+                   200000              200000         189000
331052916                     467224.92     Purchase                      7.4     Full Documentation            AA+                   600000              600000         585000
331052927                        637500     Cash Out Refinance            6.7     Full Documentation            AA+                   750000              750000              0
331052962                     704226.93     Cash Out Refinance              9     Stated Income Documentation   AA+                   745000              745000              0
331052999                     939146.92     Cash Out Refinance            9.9     Stated Income Documentation   AA                   2325000             2150000              0
331053005                      636667.4     Cash Out Refinance           8.15     Business Bank Statements      AA                    750000              713000              0
331053021                      439735.9     Cash Out Refinance           7.85     Full Documentation            B                     550000              533500              0
331053029                     109947.68     Cash Out Refinance          12.85     Full Documentation            AA+                   550000              550000              0
331053033                      69905.34     Purchase                     10.6     Full Documentation            AA+                   467000              467000         466400
331053037                      69481.32     Purchase                     11.6     Stated Income Documentation   AA+                   465000              465000         463500
331053079                     365310.28     Purchase                      8.3     Full Documentation            AA+                   385000              385000         384780
331053089                     719609.45     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   800000              800000              0
331053126                     110930.26     Purchase                     11.6     Stated Income Documentation   AA+                   560000              560000         555000
331053162                      98935.73     Purchase                    11.45     Stated Income Documentation   AA+                   495000              495000         495000
331053168                     347797.05     Cash Out Refinance           7.95     Stated Income Documentation   B                     435000              395000              0
331053175                     347628.03     Purchase                     7.55     Stated Income Documentation   AA+                   435000              425000         434600
331053197                     649032.21     Cash Out Refinance            7.5     Full Documentation            AA+                  1500000             1500000              0
331053199                     118925.24     Purchase                     11.6     Stated Income Documentation   AA+                   615000              615000         595000
331053230                        840000     Cash Out Refinance           6.99     Stated Income Documentation   AA+                  1200000             1200000              0
331053239                     535263.22     Cash Out Refinance            6.5     Stated Income Documentation   AA+                   595000              595000              0
331053270                      459590.4     Purchase                      7.9     Stated Income Documentation   AA+                   575000              575000         575000
331053277                     467381.84     Purchase                      6.5     Stated Income Documentation   AA+                   585000              588000         585000
331053296                     363709.62     Purchase                      7.7     Stated Income Documentation   AA+                   405000              405000         405000
331053309                      87645.59     Purchase                    10.55     Stated Income Documentation   AA+                   585000              588000         585000
331053386                        420000     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   525000              525000              0
331053410                     484315.42     Cash Out Refinance              7     Full Documentation            A                     570000              570000              0
331053433                     407238.55     Purchase                     6.35     Stated Income Documentation   AA+                   510000              510000         514100
331053443                     191849.33     Purchase                     7.22     Business Bank Statements      AA+                   275000              275000         240000
331053449                        552500     Cash Out Refinance           6.75     Full Documentation            AA+                   650000              650000              0
331053458                     449458.44     Cash Out Refinance           8.55     Full Documentation            AA+                   600000              600000              0
331053462                     374763.31     Cash Out Refinance            8.3     Full Documentation            C                     500000              500000              0
331053487                        323600     Purchase                     8.45     Stated Income Documentation   AA+                   404500              404500         411170
331053513                        500000     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   565000              565000              0
331053556                        280000     Purchase                     7.95     Stated Income Documentation   AA+                   350000              350000         350000
331053587                     106937.77     Purchase                    11.95     Stated Income Documentation   AA+                   535000              535000         535000
331053596                      898877.3     Cash Out Refinance          8.375     Stated Income Documentation   AA                   2000000             2000000              0
331053627                     398836.37     Purchase                     9.15     Full Documentation            AA+                   399000              399000         399000
331053651                      355921.5     Cash Out Refinance            6.5     Full Documentation            AA+                   500000              450000              0
331053666                      539856.9     Cash Out Refinance           5.99     Stated Income Documentation   AA+                   600000              600000              0
331053709                     562122.57     Cash Out Refinance              8     Stated Income Documentation   AA+                   750000              750000              0
331053749                     424831.57     Cash Out Refinance            6.8     Stated Income Documentation   AA+                   500000              475000              0
331053775                     654586.81     Cash Out Refinance           8.55     Stated Income Documentation   C                    1700000             1700000              0
331053795                      87981.52     Purchase                   13.375     Stated Income Documentation   AA+                   470000              440000         440000
331053822                     455618.78     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   730000              730000              0
331053842                        637500     Cash Out Refinance           6.95     Full Documentation            AA+                   750000              750000              0
331053844                     254320.77     Purchase                     7.45     Full Documentation            AA+                   360000              360000         318000
331053897                     219885.94     Purchase                     9.25     Stated Income Documentation   AA+                   275000              275000         275000
331053902                     531694.08     Purchase                     8.15     Stated Income Documentation   AA+                   670000              670000         664800
331053925                     440718.79     Cash Out Refinance           8.25     Stated Income Documentation   A                     640000              640000              0
331054012                     461157.17     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   615000              615000              0
331054021                     607386.56     Cash Out Refinance           9.45     Stated Income Documentation   AA+                   810000              810000              0
331054023                        900000     Cash Out Refinance            9.5     Stated Income Documentation   AA+                  1300000             1300000              0
331054039                     475814.88     Cash Out Refinance           10.6     Stated Income Documentation   B                     680000              680000              0
331054072                     243865.32     Purchase                     8.95     Full Documentation            AA+                   305000              305000         305000
331054100                     593672.15     Cash Out Refinance           8.95     Stated Income Documentation   AA                    660000              595000              0
331054106                     793167.44     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   835000              835000              0
331054129                     679668.98     Purchase                      9.1     Stated Income Documentation   AA+                   720000              720000         715500
331054172                     391409.67     Purchase                      6.5     Full Documentation            AA+                   580000              580000         489370
331054182                        460000     Purchase                      8.2     Full Documentation            AA+                   460000              460000         460000
331054189                     433802.83     Cash Out Refinance          9.875     Stated Income Documentation   B                     624000              624000              0
331054214                        518500     Purchase                      8.8     Stated Income Documentation   AA+                   610000              610000         610000
331054247                     189810.75     Purchase                     9.75     Full Documentation            AA+                   203000              203000         199900
331054265                        558000     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   625000              625000              0
331054309                        460000     Purchase                      7.5     Stated Income Documentation   AA+                   585000              585000         575000
331054380                        364000     Purchase                      6.7     Full Documentation            AA+                   455000              455000         455000
331054502                        148750     Cash Out Refinance           8.99     Stated Income Documentation   AA                    175000              160000              0
331054558                        510000     Cash Out Refinance           5.99     Full Documentation            AA+                   600000              600000              0
331054581                     331958.14     Purchase                        8     Stated Income Documentation   AA+                   415000              415000         415000
331054624                      736099.6     Purchase                     9.15     Stated Income Documentation   AA+                   775000              775000         775000
331054648                        621000     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   690000              690000              0
331054653                        655500     Purchase                     7.45     Full Documentation            AA+                   690000              690000         690000
331054654                        634500     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   705000              705000              0
331054662                        252000     Purchase                      9.7     Full Documentation            AA+                   252000              252000         252000
331054709                     294459.41     Purchase                    10.45     No Documentation              AA+                   310000              310000         310000
331054711                        320000     Cash Out Refinance              6     Full Documentation            AA+                   400000              400000              0
331054760                     235985.55     Purchase                    10.72     Full Documentation            AA+                   250000              250000         248500
331054770                     435960.38     Rate/Term Refinance          8.85     Full Documentation            AA+                   545000              545000              0
331054792                        463220     Purchase                      8.2     Full Documentation            AA+                   490000              490000         487600
331054804                     335930.33     Purchase                      9.1     Full Documentation            B                     420000              420000         420000
331054818                        396800     Purchase                      6.1     Stated Income Documentation   AA+                   510000              510000         496000
331054828                      759782.3     Cash Out Refinance              8     Stated Income Documentation   AA+                   950000              860000              0
331054845                     620685.63     Rate/Term Refinance          6.99     Stated Income Documentation   AA+                   640000              640000              0
331054855                        270000     Purchase                      8.5     Stated Income Documentation   AA+                   500000              500000         300500
331054860                     535919.87     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   565000              550000              0
331054866                     419897.52     Cash Out Refinance           8.55     Full Documentation            A                     525000              525000              0
331054929                        484800     Purchase                      8.4     Stated Income Documentation   AA+                   630000              630000         606000
331054935                        121200     Purchase                    11.45     Stated Income Documentation   AA+                   630000              630000         606000
331054992                     484015.04     Purchase                     8.95     Stated Income Documentation   AA                    510000              510000         509600
331055027                     550947.95     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   580000              580000              0
331055033                        427500     Cash Out Refinance            7.6     Full Documentation            AA+                   475000              475000              0
331055038                        488000     Purchase                     9.55     Full Documentation            AA+                   630000              610000         610000
331055043                        630000     Cash Out Refinance            8.7     Stated Income Documentation   AA+                   900000              815000              0
331055067                      362818.3     Purchase                    11.85     Stated Income Documentation   AA                    395000              382000         381914
331055105                     276901.27     Purchase                        9     Stated Income Documentation   AA+                   325000              325000         291500
331055113                        310400     Purchase                      7.8     Stated Income Documentation   AA+                   395000              395000         388000
331055157                        691320     Purchase                     8.65     Stated Income Documentation   AA+                   780000              780000         730320
331055160                        651700     Rate/Term Refinance          8.95     Full Documentation            AA+                   686000              652000              0
331055166                     694842.01     Purchase                     8.79     Stated Income Documentation   AA+                   695000              695000         695000
331055287                     439922.64     Purchase                     9.65     Stated Income Documentation   AA+                   445000              445000         440000
331055376                        475000     Cash Out Refinance           7.25     Full Documentation            AA+                   500000              500000              0
331055419                        441000     Cash Out Refinance           6.99     Full Documentation            AA+                   490000              490000              0
331055530                        331200     Purchase                        8     Stated Income Documentation   AA+                   414000              414000         414000
331055546                      339574.4     Purchase                     8.99     Full Documentation            AA+                   425000              425000         424468
331055617                        348800     Purchase                      7.3     Stated Income Documentation   AA+                   436000              436000         436000
331055619                        475000     Rate/Term Refinance          6.99     Full Documentation            AA+                   500000              480000              0
331055640                        338400     Purchase                      7.7     Full Documentation            AA+                   425000              425000         423000
331055750                        456000     Purchase                     7.55     Stated Income Documentation   AA+                   570000              570000         570000
331056034                        454100     Cash Out Refinance            8.7     Stated Income Documentation   AA                    478000              478000              0
331056075                        420750     Cash Out Refinance              7     Stated Income Documentation   AA+                   495000              495000              0
331056276                        207000     Cash Out Refinance           9.72     Full Documentation            A                     230000              230000              0
331056304                        749500     Cash Out Refinance          6.412     Full Documentation            AA+                   840000              840000              0
331056329                        495000     Purchase                     9.99     Full Documentation            AA                    550000              525000         550000
331056370                        579500     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   610000              610000              0
331056654                        200000     Purchase                     7.72     Full Documentation            B                     535000              535000         500000
331057194                        495000     Purchase                      7.2     Business Bank Statements      AA+                   550000              550000         550000
341035363                     208440.18     Purchase                     10.8     Full Documentation            AA+                   220000              220000         220000
341036537                      28314.66     Purchase                    13.55     Full Documentation            AA+                   142000              142000         141830
341036604                      29940.39     Purchase                    14.65     Full Documentation            AA+                   151000              151000         149900
341036804                      50344.75     Purchase                    14.25     Full Documentation            AA+                   253000              253000         251900
341036997                      31916.45     Purchase                    14.05     Full Documentation            AA+                   160500              160500         160000
341038041                     838105.14     Cash Out Refinance            8.9     Business Bank Statements      AA+                  1200000             1200000              0
341038093                     183503.82     Purchase                      9.2     Full Documentation            AA                    215000              215000         204000
341038177                     269288.78     Purchase                    10.69     Full Documentation            AA+                   337000              337000              0
341038473                      52941.14     Purchase                    12.75     Full Documentation            AA+                   272000              272000         264900
341038527                      239759.2     Purchase                    9.425     Full Documentation            AA+                   242000              242000         240000
341038676                      58650.49     Purchase                   12.125     Full Documentation            AA+                   300000              300000         293500
341038713                     195782.11     Cash Out Refinance           7.12     Stated Income Documentation   AA+                   245000              245000              0
341038781                     259649.21     Rate/Term Refinance          7.99     Full Documentation            AA+                   260000              260000              0
341038960                      86141.89     Purchase                   13.125     Full Documentation            AA+                   435000              435000         431000
341039204                      74331.43     Purchase                    12.75     Full Documentation            AA+                   382000              382000         371931
341039226                      91965.54     Purchase                     13.9     Full Documentation            AA+                   468000              468000         460000
341039374                      72896.52     Purchase                     12.6     Stated Income Documentation   AA+                   398000              398000         365000
341039453                     170899.55     Cash Out Refinance          7.925     Full Documentation            AA+                   190000              190000              0
341039565                      30145.62     Purchase                    10.75     Full Documentation            AA+                   151000              151000         150900
341040056                     129092.92     Purchase                   10.325     Full Documentation            AA+                   137000              137000         136000
341040246                        336775     Purchase                     8.95     Full Documentation            AA+                   360000              360000         354500
341040248                     110479.25     Purchase                     11.7     Full Documentation            AA+                   114000              111000         110500
341040252                     600503.43     Cash Out Refinance          10.35     Stated Income Documentation   A                     801000              801000              0
341040290                        208000     Purchase                     6.85     Stated Income Documentation   AA+                   260000              260000         260000
341040296                     553172.53     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   615000              600000              0
341040353                     679542.36     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   850000              850000              0
341040381                     175353.63     Purchase                     7.65     Full Documentation            AA+                   223000              223000         219349
341040421                     100906.36     Cash Out Refinance            9.8     Full Documentation            AA                    119000              119000              0
341040432                     107054.92     Purchase                    7.975     Full Documentation            AA+                   134000              134000         134000
341040534                      39556.86     Purchase                   11.925     Full Documentation            AA+                   199000              199000         197900
341040562                     164943.49     Purchase                     9.75     Full Documentation            AA+                   168000              168000         165000
341040580                     595772.91     Cash Out Refinance            8.1     Stated Income Documentation   AA                    745700              745700              0
341040643                     269655.67     Purchase                      9.1     Full Documentation            AA+                   284000              284000         284000
341040644                     140417.85     Purchase                   11.925     Full Documentation            AA+                   141000              141000         140500
341040658                     139894.58     Purchase                    8.525     Full Documentation            AA+                   175000              175000         175000
341040717                     154931.07     Purchase                    9.975     Full Documentation            AA+                   155000              155000         157000
341040727                      58950.33     Purchase                     12.6     Stated Income Documentation   AA+                   320900              300000         294900
341040735                      229776.2     Purchase                    8.225     Full Documentation            AA+                   230000              230000         229900
341040813                     174837.41     Purchase                    9.605     Full Documentation            AA+                   175000              175000         174900
341040915                      93948.86     Purchase                    12.25     Full Documentation            AA+                    95000               95000          94000
341040952                     159145.13     Purchase                    9.575     Full Documentation            AA+                   180000              180000         177000
341041043                     211873.48     Cash Out Refinance           7.87     Stated Income Documentation   AA+                   265000              265000              0
341041078                     455843.96     Rate/Term Refinance          7.38     Full Documentation            AA+                   480000              480000              0
341041122                     472684.13     Purchase                    10.05     Full Documentation            A                     530000              530000         498000
341041189                     594980.49     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   705000              705000              0
341041484                        145800     Rate/Term Refinance         7.675     Full Documentation            A                     162000              162000              0
341041493                      140295.8     Purchase                      7.5     Full Documentation            AA+                   178000              170500         175500
341041525                      81206.54     Cash Out Refinance            9.1     Full Documentation            AA+                   125000              125000              0
341041559                     191966.04     Purchase                      7.1     Full Documentation            AA+                   240000              240000         240000
341041565                      175221.2     Purchase                    9.925     Full Documentation            AA+                   180000              180000         175300
341041574                        206000     Purchase                      8.4     Stated Income Documentation   AA+                   258000              251000         257500
341041593                         98400     Purchase                      9.5     Stated Income Documentation   AA+                   124000              124000         123000
341041634                     147931.75     Purchase                    9.805     Full Documentation            AA+                   148000              148000         148000
341041635                     131329.34     Cash Out Refinance          9.075     Stated Income Documentation   AA+                   146000              146000              0
341041654                     159951.88     Purchase                   11.775     Full Documentation            AA+                   210000              210000         200000
341041671                     219054.41     Purchase                     8.05     Full Documentation            AA+                   275000              275000         274000
341041681                      54783.06     Purchase                    11.65     Full Documentation            AA+                   275000              275000         274000
341041682                     127690.63     Purchase                       10     Full Documentation            AA+                   128000              128000         127698
341041767                      52818.27     Cash Out Refinance           11.4     Full Documentation            AA                     55600               55600              0
341041803                     181383.67     Purchase                    8.225     Full Documentation            AA+                   183000              183000         181500
341041829                     299981.06     Purchase                    9.775     Full Documentation            AA+                   300000              300000         300000
341041879                     223584.81     Purchase                      9.2     Full Documentation            AA                    236500              236500         235478
341041897                     543642.33     Cash Out Refinance            8.1     Full Documentation            AA                    680000              653000              0
341041948                     219939.14     Cash Out Refinance           8.12     Full Documentation            B                     275000              275000              0
341041976                        109800     Purchase                     8.35     Full Documentation            AA+                   122000              122000         122000
341042028                     127969.45     Purchase                    8.625     Full Documentation            AA+                   160000              160000         160000
341042228                        151525     Purchase                    9.525     No Documentation              AA+                   175000              175000         159500
341042340                        180000     Purchase                     9.65     Stated Income Documentation   AA+                   225000              225000         225000
341042364                     187186.67     Purchase                     11.1     Stated Income Documentation   B                     238000              238000         234065
341042439                        162450     Purchase                    9.225     Stated Income Documentation   AA+                   192000              192000         171000
341042469                     250789.61     Purchase                     6.65     Full Documentation            AA+                   280000              280000         278900
341042628                      100733.4     Purchase                      8.1     Stated Income Documentation   AA+                   126000              126000         126000
341042761                      70276.14     Purchase                   11.225     Full Documentation            AA+                    76000               76000          74000
341043430                        193500     Purchase                     8.55     Stated Income Documentation   AA+                   216000              216000         215000
341043468                         52500     Rate/Term Refinance          11.5     Full Documentation            B                      75000               75000              0
341043686                         50000     Cash Out Refinance           11.3     Full Documentation            AA+                   118000              118000              0
341043844                        107920     Purchase                    10.95     Full Documentation            AA+                   134900              138000         138000
341044023                        127800     Purchase                    9.225     Full Documentation            AA+                   144000              144000         142000
341044331                        200700     Purchase                    10.35     Full Documentation            A                     225000              225000         223000
351037846                      27910.93     Purchase                     9.99     Full Documentation            AA+                   146500              146500         140000
351038209                      27423.32     Purchase                     9.99     Full Documentation            AA+                   138000              138000         137490
351038226                      27890.96     Purchase                     9.99     Full Documentation            AA+                   140000              140000         139900
351038370                      33588.12     Purchase                     9.99     Full Documentation            AA+                   179000              179000         168500
351038460                      28309.65     Purchase                     9.99     Full Documentation            AA+                   142000              142000         142000
351038774                       45554.6     Purchase                     9.99     Full Documentation            AA+                   229000              229000         228500
351038947                       42752.3     Purchase                     14.3     Full Documentation            AA+                   214000              214000         214000
351038975                      41367.92     Purchase                     9.99     Full Documentation            AA+                   215000              215000         207500
351039027                      32296.94     Purchase                     9.99     Full Documentation            AA+                   162000              162000         162000
351039157                      29705.16     Purchase                     9.99     Full Documentation            AA+                   149000              149000         149000
351039311                      36085.17     Purchase                     9.99     Full Documentation            AA+                   181000              181000         181000
351039312                      28836.43     Purchase                     9.99     Full Documentation            AA+                   145000              145000         144579
351039348                      32817.62     Purchase                     9.99     Lite Documentation            AA+                   166000              166000         164533
351039403                      27106.19     Purchase                     9.99     Full Documentation            AA+                   135900              135900         135900
351039419                      36879.58     Purchase                     9.99     Full Documentation            AA+                   190000              190000         184900
351039438                      52731.94     Purchase                     9.99     Full Documentation            AA+                   265000              265000         264412
351039462                       42085.4     Purchase                     9.99     Full Documentation            AA+                   225000              211000         211000
351039486                      29619.33     Purchase                     9.99     Full Documentation            AA+                   148500              148500         148500
351039518                      36398.86     Purchase                     9.99     Lite Documentation            AA+                   183000              183000         182490
351039544                       28899.3     Purchase                     9.99     Full Documentation            AA+                   145000              145000         145000
351039555                      28023.68     Purchase                     9.99     Full Documentation            AA+                   140900              140900         140500
351039669                      27724.49     Purchase                     9.99     Full Documentation            AA+                   140000              140000         139000
351039688                      33797.88     Purchase                     9.99     Full Documentation            AA+                   171500              171500         169448
351039813                      26536.94     Purchase                     9.99     Full Documentation            AA+                   133000              133000         133000
351039883                      37497.87     Purchase                     9.99     Full Documentation            AA+                   188000              188000         188000
351039915                      29300.23     Purchase                     9.99     Full Documentation            AA+                   147000              147000         146900
351039948                      34884.98     Purchase                     9.99     Full Documentation            AA+                   185000              185000         174900
351040132                      37477.94     Purchase                     9.99     Full Documentation            AA+                   190000              190000         187900
351040277                      59211.98     Purchase                     9.99     Full Documentation            AA+                   297000              297000         305743
351040331                      27944.89     Purchase                     9.99     Full Documentation            AA                    146500              146500         140042
351040460                      27835.64     Purchase                     9.99     Full Documentation            AA+                   145000              145000         139500
351040511                      34246.77     Purchase                     9.99     Full Documentation            AA+                   178000              178000         171700
351040544                      37268.53     Purchase                     9.99     Full Documentation            AA+                   188500              188500         186850
351040562                     116736.33     Purchase                     9.99     Full Documentation            AA                    590000              590000         585000
351040574                      29883.71     Purchase                     9.99     Full Documentation            AA+                   160000              150000         150000
351040597                      26114.03     Purchase                     9.99     Full Documentation            AA+                   131000              131000         130865
351040610                       63885.1     Purchase                     9.99     Full Documentation            AA+                   320000              320000         320000
351040621                      30067.09     Purchase                     9.99     Full Documentation            AA+                   155000              155000         150677
351040668                      29447.02     Purchase                     9.99     Full Documentation            AA+                   148000              148000         147500
351040716                         32327     Purchase                     9.99     Full Documentation            AA+                   172000              162000         162000
351040719                      51742.06     Purchase                    14.05     Full Documentation            AA+                   265000              265000         259000
351040865                      46362.26     Purchase                     9.99     Full Documentation            AA+                   243000              243000         232333
351040920                      28322.01     Purchase                     9.99     Full Documentation            AA+                   143000              143000         141930
351040948                       56987.5     Purchase                     9.99     Full Documentation            AA+                   300000              300000         285450
351040986                      65851.24     Purchase                     9.99     Full Documentation            AA+                   330000              330000         330000
351041029                      25821.69     Purchase                     9.99     Full Documentation            AA+                   133000              133000         129400
351041057                       36238.8     Purchase                     9.99     Full Documentation            AA+                   185000              181522         181522
351041082                       31650.5     Purchase                     9.99     Full Documentation            AA+                   160000              160000         158610
351041095                      31143.98     Purchase                     9.99     Full Documentation            AA+                   158000              158000         156000
351041097                      25642.06     Purchase                     9.99     Full Documentation            AA+                   130000              130000         128500
351041272                      26500.12     Purchase                     9.99     Full Documentation            AA+                   134000              134000         132800
351041392                     230813.53     Purchase                      9.7     Full Documentation            AA+                   267000              267000         256950
351041394                      29559.85     Purchase                     9.99     Full Documentation            AA+                   152000              152000         148000
351041537                      45876.35     Purchase                     9.99     Full Documentation            AA+                   231000              231000         229900
351041831                      25310.48     Purchase                     9.99     Full Documentation            AA+                   132000              132000         126779
351041926                      30445.25     Purchase                     9.99     Full Documentation            AA+                   153000              153000         152500
351042030                      27151.16     Purchase                     9.99     Full Documentation            AA+                   136000              136000         136000
351042044                      37612.48     Purchase                       10     Full Documentation            AA+                   188500              188400         188400
351042102                      46358.62     Purchase                     9.99     Full Documentation            AA+                   240000              240000         233580
351042123                      29646.66     Purchase                     9.99     Full Documentation            AA+                   150000              150000         148500
351042133                      33554.93     Purchase                     9.99     Full Documentation            AA+                   168000              168000         168000
351042150                       25953.3     Purchase                     9.99     Business Bank Statements      AA+                   140000              140000         130000
351042260                      27650.27     Purchase                     9.99     Full Documentation            AA+                   138500              138500         139000
351042508                     155192.76     Purchase                     10.2     Full Documentation            AA+                   163500              163500         163500
351042542                     203904.81     Purchase                     9.85     Full Documentation            AA+                   204500              204092         204092
351042617                      29981.26     Purchase                     9.99     Full Documentation            AA+                   154000              154000         150240
351042641                     493840.73     Cash Out Refinance           8.85     Stated Income Documentation   AA                    618000              618000              0
351042659                      35931.76     Purchase                     9.99     Full Documentation            AA+                   185000              185000         179900
351042718                      31937.12     Purchase                     9.99     Stated Income Documentation   AA+                   162000              162000         159900
351042737                      41743.94     Purchase                     9.99     Full Documentation            AA+                   211000              211000         209000
351042749                      31857.22     Purchase                     9.99     Full Documentation            AA+                   160000              160000         159500
351042783                     150893.83     Purchase                    11.73     Full Documentation            AA                    161000              160000         158933
351042804                     127426.51     Purchase                    11.99     Full Documentation            AA+                   133000              133000         127500
351042907                     125352.48     Purchase                   11.975     Full Documentation            AA+                   132000              132000         125425
351042945                     123425.75     Purchase                     11.8     Full Documentation            AA                    130000              130000         130000
351042999                     136760.64     Purchase                   11.975     Full Documentation            AA+                   137000              137000         136800
351043023                     174887.61     Purchase                     11.5     Full Documentation            AA+                   185000              185000         175000
351043079                      42961.72     Purchase                     9.99     Full Documentation            AA+                   218900              209000         215000
351043080                     149457.59     Purchase                   11.675     Full Documentation            AA                    163000              163000         157421
351043128                      28919.03     Purchase                     9.99     Full Documentation            AA+                   145000              145000         144726
351043136                     156699.07     Purchase                   11.425     Full Documentation            AA                    184000              184000         165000
351043286                     149890.67     Purchase                   10.738     Full Documentation            AA+                   160000              160000         157900
351043315                     151829.89     Purchase                    9.475     Full Documentation            AA+                   161000              161000         159900
351043429                        109077     Purchase                      9.8     Full Documentation            AA+                   109500              109500         109077
351043478                     157597.05     Purchase                   11.425     Full Documentation            AA                    166000              166000         166000
351043501                     112924.67     Purchase                    9.875     Full Documentation            AA+                   143000              143000         141220
351043505                     137521.31     Purchase                    9.525     Full Documentation            AA                    145000              145000         144990
351043572                     112949.34     Purchase                     9.99     Full Documentation            AA+                   122000              122000         119000
351043580                     142456.66     Purchase                   11.725     Full Documentation            AA                    150000              150000         150000
351043605                     113860.91     Purchase                    10.65     Full Documentation            AA+                   121000              119000         119900
351043643                     158159.93     Purchase                   10.775     Full Documentation            AA                    167000              167000         166610
351043653                     139943.46     Cash Out Refinance         10.425     Full Documentation            AA                    175000              175000              0
351043698                     479679.56     Cash Out Refinance          8.025     Stated Income Documentation   AA+                   600000              600000              0
351043722                     152871.95     Purchase                    9.325     Full Documentation            AA+                   161000              161000         161000
351043760                      47843.36     Purchase                     9.99     Full Documentation            AA+                   242000              242000         239433
351043762                     234411.44     Purchase                     8.45     Full Documentation            AA+                   252000              252000         246900
351043818                     291817.57     Purchase                     8.35     Full Documentation            AA+                   370000              370000         365000
351043918                     124223.53     Purchase                    8.425     Full Documentation            AA+                   156000              156000         155375
351043924                      92304.97     Purchase                   11.425     Full Documentation            AA+                   113000               97300          97300
351043926                     100095.44     Purchase                    11.15     Full Documentation            AA                    106000              106000         105400
351043945                     134341.21     Purchase                    9.175     Full Documentation            AA+                   139000              139000         134412
351043955                     118545.83     Purchase                     10.8     Full Documentation            AA+                   131000              131000         124832
351043978                     105940.58     Purchase                    8.875     Full Documentation            AA+                   133000              133000         132500
351043990                      87868.17     Purchase                    10.93     Full Documentation            AA+                    90000               90000          87900
351044014                      56531.32     Purchase                    11.35     Full Documentation            AA+                    83000               70000          71550
351044030                     127181.22     Purchase                   10.225     Full Documentation            AA+                   160000              160000         159000
351044051                      50385.55     Purchase                    11.99     Stated Income Documentation   AA+                    58000               56000          56000
351044075                     109962.71     Purchase                   10.175     Full Documentation            AA+                   137500              137500         137500
351044088                     148137.52     Purchase                   10.225     Stated Income Documentation   AA+                   158000              158000         156000
351044097                     116814.01     Purchase                   11.075     Full Documentation            AA+                   120000              120000         116855
351044113                      74955.63     Cash Out Refinance           9.05     Full Documentation            AA                     95000               89747              0
351044255                        347753     Purchase                    10.65     Stated Income Documentation   AA+                   371000              371000         366056
351044269                     132937.62     Purchase                    9.725     Full Documentation            AA+                   134000              134000         133000
351044304                      99961.73     Purchase                   10.675     Full Documentation            AA+                   128500              128500         125000
351044337                        128250     Purchase                   10.825     Full Documentation            AA+                   137000              137000         135000
351044373                     182685.39     Purchase                     8.55     Full Documentation            AA+                   229000              229000         228494
351044385                        213750     Purchase                     9.85     Stated Income Documentation   AA+                   235000              235000         225000
351044451                     130427.55     Purchase                    9.125     Full Documentation            AA+                   138000              138000         137365
351044459                     175672.09     Purchase                     9.99     Full Documentation            AA+                   185000              185000         185000
351044481                     190644.68     Purchase                    9.475     Full Documentation            AA+                   225000              225000         190739
351044515                     121710.44     Purchase                   11.425     Full Documentation            AA+                   121750              121750         121750
351044571                        313500     Purchase                     9.85     Stated Income Documentation   AA+                   330000              330000         330000
351044602                        100225     Purchase                     11.4     Full Documentation            AA                    106000              106000         105500
351044610                        174702     Purchase                     9.55     Full Documentation            AA+                   220000              220000         218378
351044657                     135686.45     Purchase                    9.375     Full Documentation            AA+                   150000              150000         142900
351044664                     387764.86     Purchase                     8.95     Full Documentation            AA+                   485000              485000         484974
351044666                     180297.28     Purchase                      8.8     Full Documentation            AA+                   237000              237000         225500
351044704                      119744.4     Purchase                    9.775     Full Documentation            AA+                   156000              156000         149750
351044706                        209000     Purchase                     8.65     Full Documentation            AA+                   226000              226000         220000
351044811                        157225     Purchase                   10.275     Full Documentation            AA+                   165500              165500         165500
351044827                        105735     Purchase                      9.6     Full Documentation            AA+                   111500              111500         111300
351044926                        134900     Purchase                   10.925     Full Documentation            AA+                   150500              150500         142000
351045610                        117000     Purchase                     9.05     Full Documentation            AA+                   130000              130000         130000
361028790                      66235.89     Cash Out Refinance         11.525     Stated Income Documentation   AA+                   333000              333000              0
371038477                     146725.69     Purchase                     9.65     Full Documentation            AA+                   170000              170000         154900
371038605                      43134.64     Purchase                     14.3     Full Documentation            AA+                   215900              215900         215900
371039527                      26978.58     Purchase                     14.7     Full Documentation            AA+                   135000              135000         135000
371040885                       47165.4     Purchase                    14.05     Business Bank Statements      AA+                   245000              245000         236000
371041285                       58082.1     Purchase                    12.85     Full Documentation            AA+                   310000              310000         290690
371041403                     822873.91     Cash Out Refinance           8.25     Stated Income Documentation   AA+                  1275000             1275000              0
371041812                      52257.53     Purchase                     13.6     Full Documentation            AA+                   262000              262000         261500
371041858                     142438.76     Cash Out Refinance           11.3     Stated Income Documentation   B                     203000              203000              0
371041899                        896000     Cash Out Refinance            9.5     Business Bank Statements      AA+                  1120000             1120000         825000
371041984                     122909.89     Purchase                    14.05     Stated Income Documentation   AA+                   615000              615000         615000
371042229                      33203.52     Purchase                     8.81     Business Bank Statements      AA+                   175000              175000         166400
371042542                     560804.89     Cash Out Refinance            9.7     Stated Income Documentation   AA+                   748000              748000              0
371042571                      84410.59     Purchase                   12.225     Full Documentation            AA                    423000              423000         422500
371042627                     636386.22     Purchase                       10     Stated Income Documentation   AA+                   805000              805000         796549
371042711                     159828.53     Cash Out Refinance           7.25     Full Documentation            AA+                   230000              230000              0
371042736                      45163.73     Purchase                    12.35     Stated Income Documentation   AA+                   226000              226000         226000
371042749                     344583.69     Purchase                     9.15     Full Documentation            AA+                   456000              456000         431420
371042762                      86231.77     Purchase                     13.6     Full Documentation            AA+                   456000              456000         431420
371042792                      79385.91     Purchase                     13.6     Full Documentation            AA+                   412000              400000         397174
371042886                      66959.44     Purchase                     13.6     Full Documentation            AA                    350000              350000         335000
371043129                      56771.43     Purchase                     12.6     Stated Income Documentation   AA+                   284000              284000         284000
371043370                        240000     Purchase                       10     Stated Income Documentation   AA+                   320000              300000         300000
371043394                      59960.45     Purchase                   13.225     Stated Income Documentation   AA+                   320000              300000         300000
371043489                     524693.84     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   750000              750000              0
371043533                     366554.67     Cash Out Refinance            6.8     Full Documentation            C                     525000              525000              0
371043542                     472281.81     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   660000              525000              0
371043555                      35360.51     Purchase                   10.875     Full Documentation            AA+                   205000              205000         177000
371043599                      86255.78     Purchase                     11.6     Stated Income Documentation   AA+                   475000              475000         431548
371043701                        895000     Purchase                      8.6     Stated Income Documentation   AA+                  1000000              995000         995000
371043813                     140948.93     Cash Out Refinance            6.6     Stated Income Documentation   AA+                   164000              164000              0
371043983                     231674.54     Purchase                     9.17     Stated Income Documentation   AA                    292000              292000         289900
371043986                      29385.74     Purchase                     8.71     Full Documentation            AA+                   148000              148000         147100
371044109                      99958.24     Cash Out Refinance           7.75     Stated Income Documentation   AA                    143000              143000              0
371044114                      65971.18     Purchase                    13.23     Stated Income Documentation   AA+                   330000              330000         330000
371044183                      467692.3     Cash Out Refinance            8.1     Stated Income Documentation   A                     585000              585000              0
371044200                     463475.39     Cash Out Refinance            7.8     Full Documentation            AA+                   580000              580000              0
371044212                     145399.95     Cash Out Refinance            7.9     Full Documentation            AA                    182000              182000              0
371044393                     152719.96     Purchase                      9.7     Stated Income Documentation   AA+                   196000              196000         190990
371044429                     185582.51     Purchase                     9.58     Full Documentation            AA+                   186500              186500         185650
371044466                     271569.73     Purchase                      7.7     Stated Income Documentation   AA+                   340000              340000         339676
371044633                     184943.43     Purchase                     11.7     Full Documentation            AA+                   185000              185000         185000
371044660                      31982.51     Purchase                    12.23     Full Documentation            AA+                   162000              162000         160000
371044675                     159897.23     Purchase                     11.5     Full Documentation            AA+                   170000              170000         160000
371044727                     267414.78     Purchase                     9.99     Full Documentation            AA+                   275000              275000         267500
371044802                     145576.33     Rate/Term Refinance          7.35     Full Documentation            AA+                   162000              162000              0
371044843                     175183.26     Purchase                     8.72     Full Documentation            AA+                   222000              222000         219000
371044859                      43792.38     Purchase                     14.2     Full Documentation            AA+                   222000              222000         219000
371044880                     831460.32     Cash Out Refinance            6.4     Full Documentation            AA                   1225000             1225000              0
371044909                     179866.78     Purchase                    10.85     Full Documentation            AA+                   189000              189000         180000
371044914                       52406.9     Purchase                    12.95     Full Documentation            AA+                   280000              262500         262330
371044967                      450031.1     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   530000              530000              0
371044968                     101259.79     Cash Out Refinance           8.25     Stated Income Documentation   A                     145000              145000              0
371044990                     487092.45     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   850000              750000              0
371045013                     487854.26     Cash Out Refinance           6.45     Full Documentation            AA+                   514000              514000              0
371045023                     151818.91     Cash Out Refinance          8.599     Full Documentation            B                     190000              190000              0
371045031                      35604.22     Purchase                    13.45     Full Documentation            AA+                   180000              180000         178095
371045129                        636000     Cash Out Refinance            6.7     Full Documentation            AA+                   720000              720000              0
371045196                      99945.27     Cash Out Refinance           8.99     Full Documentation            A                     135000              135000              0
371045228                     100948.73     Cash Out Refinance           9.35     Stated Income Documentation   B                     262000              262000              0
371045235                      229884.7     Purchase                     9.41     Stated Income Documentation   AA+                   250000              250000         230000
371045298                     219853.01     Purchase                    11.32     Full Documentation            AA+                   225500              225500         220000
371045308                     530485.01     Purchase                     9.65     Stated Income Documentation   AA+                   620000              620000         590000
371045309                     498502.29     Cash Out Refinance           5.99     Full Documentation            AA+                   700000              575000              0
371045320                        427500     Purchase                      9.4     Stated Income Documentation   AA+                   492000              492000         450000
371045325                     660514.33     Cash Out Refinance           7.55     Full Documentation            AA+                   750000              750000              0
371045358                     555875.83     Purchase                     8.85     Stated Income Documentation   AA+                   695000              695000         695000
371045376                        795000     Rate/Term Refinance          7.55     Stated Income Documentation   AA+                   995000              900000              0
371045385                     674466.26     Purchase                      8.1     Stated Income Documentation   AA+                   750000              730000         749900
371045404                        178490     Cash Out Refinance           8.75     Stated Income Documentation   AA                    260000              260000              0
371045512                     118532.26     Cash Out Refinance          10.95     Stated Income Documentation   AA+                   139500              139500              0
371045551                      498423.5     Cash Out Refinance            9.3     Full Documentation            AA+                   525000              525000              0
371045563                     182560.29     Cash Out Refinance           7.35     Full Documentation            AA                    261000              261000              0
371045566                      107940.5     Purchase                    10.45     Stated Income Documentation   AA+                   160000              160000         120000
371045576                     127447.67     Cash Out Refinance          10.35     Stated Income Documentation   B                     170000              170000              0
371045594                     194849.39     Cash Out Refinance            7.3     No Documentation              AA+                   314000              314000              0
371045606                     477950.25     Purchase                      8.5     Full Documentation            AA+                   598000              598000         597500
371045640                     175971.74     Cash Out Refinance           9.95     Full Documentation            B                     240000              240000              0
371045671                     219704.21     Purchase                     9.99     Full Documentation            AA+                   232000              232000         219900
371045679                     123911.22     Purchase                      7.7     Full Documentation            AA+                   162000              162000         155000
371045744                     100788.24     Purchase                    10.99     Full Documentation            B                     166500              166500         144000
371045784                        147250     Purchase                    10.95     Stated Income Documentation   AA+                   155000              155000         155000
371045827                       84946.9     Cash Out Refinance           8.35     Full Documentation            AA+                   152500              152500              0
371045959                      51979.99     Cash Out Refinance          10.65     Stated Income Documentation   AA                     80000               80000              0
371045994                     259187.73     Purchase                     8.05     Stated Income Documentation   AA+                   324200              324200         325000
371046047                     228847.35     Cash Out Refinance          11.17     Stated Income Documentation   B                     320000              320000              0
371046094                        127952     Purchase                     10.8     Stated Income Documentation   B                     162000              162000         160000
371046099                     244816.78     Purchase                    11.22     Full Documentation            AA                    247000              247000         244900
371046110                        255200     Purchase                     7.75     Full Documentation            AA+                   322500              322500         319000
371046117                     839376.99     Cash Out Refinance            8.9     Stated Income Documentation   AA                   1050000             1000000              0
371046128                     175666.25     Cash Out Refinance           9.65     Business Bank Statements      AA+                   185000              185000              0
371046235                     427430.32     Purchase                      9.9     Full Documentation            AA+                   450000              450000         450000
371046261                     498701.02     Purchase                     8.65     Full Documentation            AA+                   532000              532000         525000
371046336                     113009.69     Purchase                       11     Full Documentation            AA+                   140000              140000         119000
371046374                      166165.6     Purchase                     9.35     Full Documentation            AA                    177000              167000         175000
371046418                     119943.83     Cash Out Refinance          10.55     Stated Income Documentation   AA                    250000              235000              0
371046434                        780000     Cash Out Refinance              8     Stated Income Documentation   AA+                  1040000             1040000              0
371046446                        425000     Purchase                        7     No Documentation              AA+                   775000              775000         700000
371046584                      159971.7     Purchase                      7.1     Full Documentation            AA+                   200000              200000         200000
371046681                     199375.37     Purchase                     8.35     Stated Income Documentation   AA+                   214000              214000         210000
371046727                        522500     Purchase                      9.5     Full Documentation            AA                    550000              550000         550000
371046767                        463500     Cash Out Refinance            8.6     Stated Income Documentation   AA+                   618000              618000              0
371046787                     287836.01     Purchase                      8.8     Full Documentation            AA+                   360000              360000         360000
371046792                      74968.37     Cash Out Refinance            9.8     Stated Income Documentation   AA+                   115000              106000              0
371046936                        216000     Purchase                      8.3     Full Documentation            AA                    280000              280000         270000
371047023                        175000     Cash Out Refinance           9.75     Stated Income Documentation   AA                    225000              210000              0
371047044                        264000     Purchase                     7.75     Full Documentation            AA+                   370000              370000         330000
371047130                        665000     Cash Out Refinance            9.2     Full Documentation            AA+                   702000              702000              0
371047139                        525000     Cash Out Refinance           8.75     Stated Income Documentation   AA+                   720000              720000              0
371047186                     239879.87     Purchase                     7.25     Full Documentation            AA+                   312000              312000         299900
371047430                         50400     Cash Out Refinance           9.65     Full Documentation            AA+                   170000              170000              0
371047502                        168500     Purchase                     8.82     Full Documentation            AA+                   169000              169000         168500
371047609                        131250     Cash Out Refinance          10.15     Full Documentation            C                     175000              175000              0
371048043                        292500     Purchase                      6.6     Full Documentation            AA+                   345000              345000         325000
371048335                         50000     Cash Out Refinance           10.8     Stated Income Documentation   AA+                    64000               64000              0
381030460                     489853.26     Cash Out Refinance           6.65     Full Documentation            AA                    660000              660000              0
381030461                      47961.02     Purchase                     13.6     Full Documentation            AA+                   240000              240000         240000
411000958                      49948.88     Cash Out Refinance          11.25     Full Documentation            AA                     58000               58000              0
411001186                     161565.25     Cash Out Refinance           8.05     Full Documentation            AA+                   225000              225000              0
411001455                      76942.14     Cash Out Refinance          10.78     Full Documentation            AA+                    77000               77000              0
411001563                      100707.3     Cash Out Refinance           10.2     Full Documentation            C                     155000              155000              0
411001877                     641542.74     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   720000              720000              0
411001995                      67419.26     Rate/Term Refinance        10.525     Stated Income Documentation   AA+                    75000               75000              0
411002048                      430677.5     Cash Out Refinance          7.075     Full Documentation            AA                    591900              591900              0
411002110                     672970.72     Cash Out Refinance            6.9     Full Documentation            AA+                   910000              910000              0
411002164                     127451.85     Purchase                    9.425     Full Documentation            AA+                   135000              135000         127500
411002302                        995000     Cash Out Refinance           6.69     Stated Income Documentation   AA                   1900000             1500000              0
411002315                      159595.5     Cash Out Refinance            9.6     Full Documentation            AA                    213000              213000              0
411002316                     106426.78     Cash Out Refinance          7.375     Full Documentation            AA+                   158000              158000              0
411002330                      99930.13     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   255000              255000              0
411002354                     574326.87     Cash Out Refinance            6.2     Stated Income Documentation   AA+                   958125              958125              0
411002415                        109330     Rate/Term Refinance           7.3     Full Documentation            AA+                   168200              168200              0
411002432                     189443.69     Cash Out Refinance          10.35     Stated Income Documentation   B                     237000              237000              0
411002460                       89972.1     Cash Out Refinance          10.08     Full Documentation            AA+                    90000               90000              0
411002500                       93555.6     Rate/Term Refinance           9.1     Full Documentation            AA+                    98500               98500              0
411002540                      125937.7     Cash Out Refinance          9.475     Full Documentation            A                     140000              140000              0
411002552                     488105.68     Cash Out Refinance           6.75     Full Documentation            AA+                   635000              635000              0
411002553                        552600     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   614000              614000              0
411002609                     428604.46     Cash Out Refinance           7.45     Stated Income Documentation   AA+                   505000              455000              0
411002619                        467200     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   584000              584000              0
411002635                     101184.11     Rate/Term Refinance          8.15     Full Documentation            AA+                   112500              112500              0
411002660                     106223.31     Cash Out Refinance           8.45     Full Documentation            AA                    125000              125000              0
411002690                     171943.93     Cash Out Refinance           7.55     Full Documentation            AA+                   215000              215000              0
411002694                     335912.85     Cash Out Refinance           6.05     Full Documentation            AA+                   570000              570000              0
411002708                     269897.14     Cash Out Refinance              7     Full Documentation            AA+                   360000              360000              0
411002731                       1193653     Cash Out Refinance           7.95     Full Documentation            A                    1340000             1340000              0
411002742                        366000     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   503000              503000              0
411002765                      674628.5     Cash Out Refinance           8.15     Full Documentation            AA+                   804000              804000              0
411002774                        527250     Cash Out Refinance           9.85     Full Documentation            AA                    555000              555000              0
411002780                     267699.97     Rate/Term Refinance           8.9     Full Documentation            A                     335000              335000              0
411002784                        450000     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   617676              617676              0
411002828                     134250.95     Cash Out Refinance           7.15     Full Documentation            AA                    158000              158000              0
411002884                     172663.85     Cash Out Refinance            7.2     Full Documentation            AA+                   192000              192000              0
411002921                        232000     Cash Out Refinance           6.65     Stated Income Documentation   AA+                   290000              290000              0
411002944                      284842.7     Cash Out Refinance           8.95     Full Documentation            B                     380000              380000              0
411002972                      89542.87     Cash Out Refinance           8.25     Full Documentation            AA+                   112000              112000              0
411003107                     106925.24     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   265000              265000              0
411003144                     299865.89     Cash Out Refinance           7.25     Full Documentation            A                     505000              505000              0
411003148                      59946.88     Cash Out Refinance           8.95     Full Documentation            AA+                    75000               75000              0
411003246                      62363.73     Cash Out Refinance            8.7     Stated Income Documentation   AA+                    96000               96000              0
411003249                     103933.68     Rate/Term Refinance          8.25     Stated Income Documentation   AA+                   130000              130000              0
411003259                     484151.01     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   510000              510000              0
411003266                     570974.63     Cash Out Refinance           6.15     Full Documentation            AA+                   900000              900000              0
411003347                     112027.79     Cash Out Refinance            8.2     Full Documentation            AA+                   118000              118000              0
411003374                     185964.58     Cash Out Refinance            6.9     Full Documentation            AA+                   344000              344000              0
411003395                         60000     Rate/Term Refinance           9.8     Full Documentation            A                      80000               80000              0
411003455                        175950     Cash Out Refinance           8.25     Full Documentation            B                     207000              207000              0
411003605                        653000     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   850000              850000              0
411003769                         56500     Cash Out Refinance           10.2     Full Documentation            AA+                    61400               61400              0
411004099                        632000     Cash Out Refinance            6.9     Full Documentation            AA+                   788000              788000              0
421000448                      58455.75     Cash Out Refinance          10.75     Stated Income Documentation   AA+                    65000               65000              0
421000883                      63769.32     Cash Out Refinance          10.65     Full Documentation            AA+                    71000               71000              0
421001015                     157151.98     Cash Out Refinance              9     Business Bank Statements      AA                    175000              175000              0
421001589                     208339.16     Cash Out Refinance          7.575     Full Documentation            AA+                   232000              232000              0
421001733                      77987.67     Cash Out Refinance             10     Full Documentation            AA+                   190000              190000              0
421001827                     195818.32     Cash Out Refinance            9.8     Full Documentation            AA                    245000              245000              0
421001853                      128599.4     Cash Out Refinance           8.35     Full Documentation            AA                    157000              157000              0
421002000                     145378.86     Cash Out Refinance            9.4     Stated Income Documentation   AA                    208000              208000              0
421002037                      99797.38     Cash Out Refinance              8     Full Documentation            AA+                   120000              120000              0
421002076                      51973.32     Cash Out Refinance            9.3     Full Documentation            AA+                    65000               65000              0
421002101                     287649.82     Cash Out Refinance            8.5     Full Documentation            A                     345000              345000              0
421002211                     121955.78     Cash Out Refinance         10.925     Full Documentation            C                     194000              175000              0
421002271                        457000     Cash Out Refinance              8     Stated Income Documentation   AA+                   512000              512000              0
421002534                     148672.08     Cash Out Refinance            9.2     Full Documentation            AA                    175000              175000              0
421002635                     149875.37     Cash Out Refinance            6.7     Stated Income Documentation   AA+                   206125              206125              0
421002733                      75686.59     Rate/Term Refinance         11.65     Full Documentation            CC                    113000              113000              0
421002751                     108692.43     Cash Out Refinance           9.15     Full Documentation            C                     145000              145000              0
421002858                      64969.09     Cash Out Refinance           8.65     Full Documentation            AA+                    74000               74000              0
421002863                     192355.95     Cash Out Refinance          7.075     Full Documentation            AA+                   275000              275000              0
421002927                     161156.47     Cash Out Refinance           8.93     Full Documentation            AA+                   161300              161300              0
421002944                      99948.06     Cash Out Refinance           8.35     Full Documentation            AA+                   118000              110000              0
421003054                      71959.84     Cash Out Refinance            8.9     Full Documentation            AA+                    90000               90000              0
421003063                      65671.85     Cash Out Refinance          10.15     Full Documentation            AA+                    73000               73000              0
421003081                     219931.98     Purchase                    11.65     Full Documentation            A                     275000              275000         275000
421003127                      51412.99     Cash Out Refinance            8.7     Full Documentation            AA+                    60500               60500              0
421003137                      99969.76     Rate/Term Refinance         11.75     Full Documentation            C                     135000              130000              0
421003160                     161871.09     Cash Out Refinance           7.15     Full Documentation            AA+                   520000              520000              0
421003165                     103953.75     Purchase                    9.975     Full Documentation            AA+                   130500              130000         130000
421003262                     114992.89     Cash Out Refinance           9.83     Full Documentation            AA+                   115000              115000              0
421003337                     207910.57     Purchase                     10.6     Full Documentation            AA+                   262000              262000         259900
421003408                     195408.79     Cash Out Refinance           9.75     Stated Income Documentation   C                     285000              285000              0
421003453                         61600     Cash Out Refinance          10.75     Stated Income Documentation   AA+                    77000               77000              0
421003525                         80500     Cash Out Refinance          7.453     Full Documentation            AA+                   175000              115000              0
421003602                        191610     Purchase                    11.95     Full Documentation            AA+                   214000              214000         212900
511047713                     140103.69     Cash Out Refinance          13.75     Full Documentation            AA                    702000              702000              0
511052597                      99901.68     Cash Out Refinance          12.75     Business Bank Statements      AA+                   500000              500000              0
511053082                     671553.09     Cash Out Refinance            8.9     Stated Income Documentation   AA                    840000              840000              0
511053546                     519787.37     Purchase                     9.16     Full Documentation            AA+                   570000              520000         520000
511053594                     536807.66     Cash Out Refinance            7.8     Stated Income Documentation   AA                    597000              597000              0
511053611                     169931.97     Cash Out Refinance           7.95     Business Bank Statements      AA+                   208000              208000              0
511053726                        560000     Cash Out Refinance           7.25     Full Documentation            AA                    660000              660000              0
511053736                     570976.32     Cash Out Refinance           8.75     Full Documentation            AA+                   635000              635000              0
511053747                        336361     Cash Out Refinance            5.8     Stated Income Documentation   AA+                   397000              397000              0
511053774                     469715.28     Rate/Term Refinance           8.5     Full Documentation            C                     588000              588000              0
511053804                     188754.24     Cash Out Refinance          6.557     Stated Income Documentation   AA+                   210000              210000              0
511054280                     514658.32     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   632500              632500              0
511054304                      635502.9     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   795000              795000              0
511054404                      94924.31     Purchase                     12.5     Stated Income Documentation   AA+                   490000              490000         474991
511054474                     467184.46     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   550000              550000              0
511054535                        480000     Cash Out Refinance           7.23     Stated Income Documentation   AA+                   550000              550000              0
511054610                     689234.83     Cash Out Refinance           6.05     Stated Income Documentation   AA+                   820000              820000              0
511054612                     539512.23     Cash Out Refinance           7.85     Stated Income Documentation   A                     600000              600000              0
511054624                        464000     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   580000              580000              0
511054636                     168648.73     Cash Out Refinance           7.85     Full Documentation            AA+                   225000              225000              0
511054723                        493000     Cash Out Refinance           7.99     Stated Income Documentation   AA                    580000              522000              0
511054847                      449913.1     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   530000              530000              0
511054946                     449905.62     Cash Out Refinance            8.1     Full Documentation            AA                    530000              530000              0
511054952                        435000     Cash Out Refinance            6.7     Stated Income Documentation   AA+                   522000              522000              0
511054996                     425666.85     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   501000              460000              0
511055096                      309900.9     Purchase                     7.38     Full Documentation            AA+                   310000              310000         310000
511055113                     289727.25     Rate/Term Refinance          6.25     Stated Income Documentation   AA+                   370000              370000              0
511055123                        498750     Cash Out Refinance          5.625     Full Documentation            AA+                   665000              665000              0
511055159                     248295.81     Cash Out Refinance           6.74     Full Documentation            B                     355000              355000              0
511055199                     404876.94     Purchase                   10.145     Full Documentation            AA+                   415000              405000         405000
511055203                     629999.49     Cash Out Refinance            5.6     Stated Income Documentation   AA+                   700000              700000              0
511055263                     474680.33     Cash Out Refinance           7.45     Stated Income Documentation   A                     559000              559000              0
511055300                     584673.32     Cash Out Refinance            8.1     Business Bank Statements      B                     750000              750000              0
511055314                      496484.2     Cash Out Refinance           7.65     Full Documentation            AA                    552000              552000              0
511055371                     224835.53     Cash Out Refinance            7.6     Full Documentation            C                     460000              460000              0
511055397                      49970.15     Purchase                    11.83     Full Documentation            AA+                    69000               69000          50000
511055415                        440000     Cash Out Refinance            8.1     Full Documentation            AA+                   440000              440000              0
511055422                     137794.52     Cash Out Refinance            7.5     Stated Income Documentation   A                     233500              233500              0
511055442                      97446.95     Purchase                    12.25     Stated Income Documentation   AA+                   650000              650000         650000
511055454                        552000     Rate/Term Refinance          6.25     Stated Income Documentation   AA+                   690000              690000              0
511055548                     471224.17     Purchase                     6.85     Full Documentation            AA+                   524000              524000         524000
511055560                     445278.61     Cash Out Refinance            8.5     Full Documentation            AA                    495000              495000              0
511055594                     259934.51     Purchase                        9     Stated Income Documentation   AA+                   326000              326000         325000
511055620                        612000     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   680000              680000              0
511055640                        638110     Purchase                      7.5     Full Documentation            AA+                   640500              640500         638110
511055714                     183709.19     Purchase                      7.2     Full Documentation            AA+                   230000              230000         230000
511055721                        599999     Purchase                     7.35     Stated Income Documentation   AA+                   760000              760000         749999
511055734                     299951.84     Cash Out Refinance           9.95     Full Documentation            B                     400000              400000              0
511055802                     127905.23     Purchase                    11.93     Full Documentation            AA+                   665000              665000         639900
511055830                     305976.84     Purchase                    7.145     Full Documentation            AA+                   306000              306000         305977
511055832                        655000     Cash Out Refinance              6     Stated Income Documentation   AA+                   975000              975000              0
511055886                     143832.96     Cash Out Refinance            9.1     Stated Income Documentation   B                     180000              180000              0
511055901                        496000     Purchase                      8.6     Stated Income Documentation   AA+                   624000              624000         620000
511055938                     728473.38     Cash Out Refinance            7.2     Full Documentation            AA                    810000              810000              0
511056015                        480000     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   590000              590000              0
511056081                        244000     Purchase                        8     Full Documentation            AA+                   305000              305000         305000
511056112                     492663.46     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   580000              525000              0
511056124                        535015     Cash Out Refinance           7.35     Stated Income Documentation   AA                    620000              620000              0
511056127                     355133.77     Purchase                     6.95     Full Documentation            AA+                   356000              356000         355267
511056162                       1250000     Cash Out Refinance           8.15     Stated Income Documentation   AA+                  2000000             1600000              0
511056236                     598864.04     Cash Out Refinance            7.1     Full Documentation            AA                    800000              800000              0
511056241                     523760.86     Cash Out Refinance           6.35     Full Documentation            AA+                   655000              655000              0
511056254                        830000     Cash Out Refinance          7.575     Stated Income Documentation   AA+                   950000              950000              0
511056285                        526500     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   585000              585000              0
511056324                        276181     Purchase                     7.25     Full Documentation            AA+                   280000              280000         276181
511056402                        428804     Purchase                      6.5     Full Documentation            AA+                   430000              430000         428804
511056413                     551759.75     Rate/Term Refinance          8.95     Stated Income Documentation   AA+                   690000              690000              0
511056434                        345497     Purchase                      6.7     Full Documentation            AA+                   347000              347000         345497
511056477                     488480.24     Cash Out Refinance           8.95     Stated Income Documentation   AA+                   555000              555000              0
511056516                     719838.33     Cash Out Refinance           6.45     Full Documentation            AA+                   825000              825000              0
511056536                     583888.77     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   730000              730000              0
511056624                     330193.58     Purchase                     8.35     Stated Income Documentation   AA+                   540000              426000         413000
511056632                        469000     Cash Out Refinance           6.59     Stated Income Documentation   AA+                   480000              480000              0
511056652                      99973.75     Cash Out Refinance            8.3     Full Documentation            A                     155000              155000              0
511056660                        354490     Purchase                     6.26     Full Documentation            AA+                   355000              355000         354490
511056683                     464839.52     Cash Out Refinance           7.35     Full Documentation            AA                    519000              519000              0
511056735                        693500     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   730000              730000              0
511056746                      99960.55     Cash Out Refinance          6.875     Full Documentation            AA+                   130000              130000              0
511056784                        555750     Cash Out Refinance           9.99     Full Documentation            AA+                   585000              585000              0
511056788                     499790.32     Rate/Term Refinance         10.25     Full Documentation            C                     625000              625000              0
511056799                        418500     Cash Out Refinance            7.5     Stated Income Documentation   AA+                   465000              465000              0
511056831                     416720.62     Purchase                      6.9     Full Documentation            AA+                   521000              521000         521000
511056847                       1725000     Cash Out Refinance           7.25     Full Documentation            AA+                  5000000             5000000              0
511056896                        735200     Purchase                     7.75     Stated Income Documentation   AA+                   925000              925000         919000
511056928                        190000     Purchase                     7.85     Full Documentation            AA+                   200000              200000         190000
511056974                      99921.21     Cash Out Refinance            7.2     Full Documentation            AA+                   160000              160000              0
511057064                     109922.37     Cash Out Refinance           7.75     Full Documentation            AA+                   236000              236000              0
511057074                     535060.19     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   595000              595000              0
511057076                      658476.7     Cash Out Refinance           10.3     Full Documentation            B                     775000              775000              0
511057129                     318404.33     Purchase                     6.99     Full Documentation            AA+                   321500              321500         318463
511057174                        536000     Cash Out Refinance           7.35     Full Documentation            AA                    670000              670000              0
511057199                        715000     Cash Out Refinance            7.3     Stated Income Documentation   AA+                   915000              915000              0
511057254                        400000     Purchase                     7.65     Stated Income Documentation   AA+                   500000              500000         500000
511057281                        618750     Cash Out Refinance              8     No Documentation              AA+                  1061000              825000              0
511057348                     179876.75     Purchase                      7.9     Full Documentation            AA+                   310000              225000         225000
511057370                     559624.25     Cash Out Refinance              8     Stated Income Documentation   AA+                   700000              690000              0
511057385                        640500     Cash Out Refinance           6.35     Full Documentation            AA+                   675000              675000              0
511057396                     492801.37     Cash Out Refinance            6.8     Stated Income Documentation   AA+                   580000              525000              0
511057431                        546250     Cash Out Refinance            6.4     Full Documentation            AA                    575000              575000              0
511057444                     602642.15     Purchase                      8.6     Stated Income Documentation   AA+                   670000              670000         670000
511057481                        451250     Cash Out Refinance            9.5     Stated Income Documentation   AA+                   515000              515000              0
511057540                        522500     Cash Out Refinance            6.9     Full Documentation            AA+                   550000              550000              0
511057541                        400000     Purchase                     8.15     Stated Income Documentation   AA+                   500000              500000         500000
511057552                        194400     Rate/Term Refinance          10.3     Full Documentation            C                     216000              216000              0
511057609                        297963     Purchase                     9.81     Full Documentation            AA+                   298000              300000         297963
511057632                        280000     Purchase                     9.24     Stated Income Documentation   AA+                   300000              300000         280000
511057830                        328000     Purchase                      6.5     Stated Income Documentation   AA+                   410000              410000         410000
511057873                     739477.72     Cash Out Refinance           7.75     Full Documentation            AA+                   925000              925000              0
511057888                        749999     Purchase                      8.4     Stated Income Documentation   AA+                   810000              810000         799900
511057964                        475000     Cash Out Refinance           6.65     Full Documentation            AA+                   735000              735000              0
511057977                      467896.8     Cash Out Refinance            6.5     Full Documentation            AA+                   520000              520000              0
511057987                        475000     Rate/Term Refinance           6.5     Full Documentation            AA+                   500000              500000              0
511058017                        519190     Cash Out Refinance            5.9     Full Documentation            AA+                   700000              700000              0
511058031                        855000     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   955000              955000              0
511058153                     267971.57     Purchase                     8.45     Full Documentation            AA+                   335000              335000         335000
511058248                     303452.65     Purchase                    6.125     No Documentation              AA+                   320000              320000         319619
511058447                        855000     Cash Out Refinance           8.25     Full Documentation            AA+                   900000              900000              0
511058716                        810000     Cash Out Refinance           8.85     Stated Income Documentation   AA+                   900000              900000              0
511059461                        399046     Purchase                     6.99     Full Documentation            AA+                   501500              401500         399046
511059577                        594000     Cash Out Refinance            6.1     Full Documentation            AA+                   660000              660000              0
511059748                        504000     Cash Out Refinance            8.2     Stated Income Documentation   AA+                   560000              560000              0
521044745                      49898.81     Purchase                     14.7     Full Documentation            AA+                   249800              249800         249735
521045302                      51828.92     Purchase                    13.13     Full Documentation            AA+                   260000              260000         259500
521045380                      29566.39     Purchase                    13.13     Full Documentation            AA+                   148000              148000         148000
521045583                      35170.97     Purchase                    14.65     Full Documentation            AA+                   177000              177000         176365
521045867                      26834.43     Purchase                    14.25     Full Documentation            AA+                   135000              135000         134317
521045930                      37366.25     Purchase                    13.13     Full Documentation            AA+                   187000              187000         187000
521046221                      48905.82     Purchase                    13.13     Full Documentation            AA+                   245000              245000         244900
521047516                     103924.57     Rate/Term Refinance          12.8     Stated Income Documentation   AA+                   520000              520000              0
521047957                      31758.76     Purchase                    14.25     Full Documentation            AA+                   160000              160000         158909
521049037                      54958.74     Purchase                    12.65     Stated Income Documentation   AA+                   400000              400000         275000
521049053                     431870.85     Rate/Term Refinance         10.06     Full Documentation            AA                    455000              455000              0
521049066                      54651.66     Rate/Term Refinance        11.913     Full Documentation            AA+                    65000               65000              0
521049528                     444708.93     Cash Out Refinance           7.55     Stated Income Documentation   AA+                  1150000             1000000              0
521050469                     599716.94     Cash Out Refinance           8.99     Stated Income Documentation   A                     725000              725000              0
521050745                      99858.54     Cash Out Refinance           9.25     Full Documentation            AA                    118000              118000              0
521051123                     109955.82     Purchase                    10.45     Full Documentation            AA+                   120000              120000         110000
521051256                      93741.06     Purchase                     11.6     Stated Income Documentation   AA+                   480000              460000         469000
521051295                     187318.68     Cash Out Refinance            9.6     Full Documentation            B                     250000              250000              0
521051308                     144910.89     Purchase                     11.7     Stated Income Documentation   AA+                   725000              725000         725000
521051392                     188679.85     Purchase                   10.675     Full Documentation            AA+                   188825              188825         188825
521051418                     133659.75     Purchase                     9.25     Full Documentation            AA+                   141500              141500         134000
521051505                      53974.54     Cash Out Refinance            9.7     Full Documentation            A                      92000               92000              0
521051539                     111928.86     Purchase                    11.55     Full Documentation            AA+                   112000              112000         112000
521051720                        202410     Purchase                     8.45     Full Documentation            AA+                   230000              230000         224900
521051756                     115398.94     Purchase                     8.85     Full Documentation            AA+                   150000              144330         144330
521051764                        660000     Purchase                      6.4     Full Documentation            AA+                   905000              905000         905000
521051905                      80326.66     Cash Out Refinance           10.3     Stated Income Documentation   AA+                    98000               98000              0
521051948                       45975.8     Purchase                     12.4     Full Documentation            AA+                   355000              355000         355000
521052087                      25090.13     Purchase                    11.95     Stated Income Documentation   AA+                   135000              135000         126000
521052109                      439728.2     Rate/Term Refinance          7.75     Stated Income Documentation   AA+                   550000              550000              0
521052181                     224683.65     Purchase                    9.625     Full Documentation            AA+                   227000              227000         224900
521052232                      253600.9     Purchase                     9.33     Full Documentation            AA+                   270000              270000         253650
521052263                     137962.45     Purchase                   10.505     Full Documentation            AA                    138000              136000         138000
521052289                     213926.69     Purchase                   10.325     Full Documentation            AA+                   215000              215000         214015
521052300                     164149.52     Purchase                     11.5     Full Documentation            AA                    172900              172900         172900
521052304                        718400     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   898000              898000              0
521052313                     126846.79     Purchase                    10.25     Full Documentation            AA+                   130000              126900         126900
521052357                     285639.43     Purchase                    11.05     Full Documentation            AA                    315000              315000         300887
521052410                      254947.1     Purchase                    10.43     Full Documentation            AA+                   259000              259000         255050
521052416                     512655.09     Cash Out Refinance           7.99     Full Documentation            AA+                   570000              570000              0
521052445                        227866     Purchase                     8.65     Full Documentation            AA+                   292000              292000         284900
521052473                     398817.56     Purchase                    9.845     Full Documentation            AA+                   405000              405000         399000
521052487                     139745.65     Purchase                    9.775     Full Documentation            AA+                   175000              175000         174845
521052625                      274932.5     Purchase                     8.53     Full Documentation            AA+                   284000              284000         275000
521052697                     124394.36     Purchase                     9.95     Full Documentation            AA+                   134000              134000         131000
521052717                     137199.62     Purchase                    8.975     Full Documentation            AA                    145000              145000         144500
521052789                     289868.39     Purchase                     9.88     Full Documentation            AA+                   290000              290000         290000
521052792                      79696.67     Purchase                    10.45     Full Documentation            AA+                    82000               82000          80000
521052800                       53083.4     Purchase                     11.6     Stated Income Documentation   AA+                    92800               59000          59000
521052805                     163522.86     Purchase                      9.7     Full Documentation            AA+                   205000              200000         204500
521052843                      52467.19     Purchase                   11.625     Full Documentation            AA+                    54000               54000          52500
521052899                        107350     Cash Out Refinance            9.2     Business Bank Statements      AA+                   113000              110000              0
521052904                      227970.7     Purchase                     7.95     Full Documentation            AA+                   290000              285000         285000
521052952                     131337.16     Purchase                     10.5     Full Documentation            AA+                   134000              131500         131500
521052970                       61030.4     Purchase                    10.25     Full Documentation            AA+                    81000               76320          76320
521052975                      44989.88     Purchase                   13.075     Full Documentation            AA+                   238000              225000         225000
521053021                      61978.14     Purchase                    11.05     Full Documentation            AA+                    85000               77500          77500
521053160                     202339.45     Purchase                     7.85     Stated Income Documentation   AA+                   255000              255000         253000
521053259                     110205.71     Purchase                    10.45     Full Documentation            AA+                   123500              123500         122500
521053324                      99941.26     Cash Out Refinance           8.65     Full Documentation            AA                    145000              145000              0
521053362                      53484.44     Purchase                   11.925     Full Documentation            AA+                    85000               81000          53500
521053404                     203885.04     Purchase                     8.85     Stated Income Documentation   AA+                   255000              255000         255000
521053505                     257307.16     Purchase                    8.925     Full Documentation            AA+                   271000              271000         271000
521053524                     116403.23     Purchase                    10.45     Full Documentation            AA+                   137000              137000         137000
521053572                      100053.3     Purchase                     9.75     Full Documentation            AA+                   134000              134000         130000
521053623                      346575.1     Purchase                      9.5     No Documentation              AA+                   365000              365000         365000
521053662                     220742.87     Purchase                     8.35     Full Documentation            AA+                   276000              276000         276000
521053705                        792000     Purchase                        8     Stated Income Documentation   AA+                   995000              995000         990000
521053754                     107865.95     Purchase                   10.375     Full Documentation            AA                    120000              120000         119900
521053825                      74972.84     Purchase                    10.93     Full Documentation            AA+                    78000               78000          75000
521053841                      99942.35     Purchase                    8.825     Full Documentation            AA+                   127500              125000         125000
521053898                        304000     Purchase                     7.85     Full Documentation            AA+                   400000              400000         380000
521053914                      62974.69     Cash Out Refinance          10.45     Stated Income Documentation   AA+                    70000               70000              0
521054043                        110240     Purchase                    8.825     Full Documentation            AA+                   138000              138000         137800
521054095                        162720     Purchase                     8.65     Full Documentation            AA+                   203500              203500         203400
521054182                     148141.43     Purchase                   10.525     Full Documentation            AA+                   158000              158000         156000
521054296                     276173.31     Purchase                      8.1     Full Documentation            AA+                   310000              310000         290900
521054657                     271787.65     Purchase                     9.55     Full Documentation            AA+                   340000              340000         339900
521054694                        146300     Purchase                   10.175     Full Documentation            AA+                   165000              154000         154000
521054746                     107363.58     Purchase                    9.325     Full Documentation            AA+                   137000              134273         134273
521054774                     271945.26     Purchase                     6.75     Full Documentation            AA+                   365000              365000         340000
521054798                      99966.67     Cash Out Refinance           11.6     Full Documentation            B                     138000              115000              0
521054809                        137750     Purchase                    9.575     Full Documentation            AA+                   155000              145000         145000
521054851                      69324.17     Purchase                     10.8     Full Documentation            AA+                   146000               73000          73000
521054912                     123125.74     Purchase                    8.525     Stated Income Documentation   AA+                   156000              156000         154000
521055019                        183825     Purchase                     8.45     Full Documentation            AA+                   197000              197000         193500
521055022                        441750     Cash Out Refinance           10.3     Stated Income Documentation   AA                    465000              465000              0
521055065                        156720     Purchase                      9.8     Full Documentation            AA+                   196000              196000         195900
521055121                     123943.06     Purchase                    9.825     Full Documentation            AA+                   155000              155000         155000
521055312                         79800     Purchase                     10.2     Full Documentation            AA+                    84300               84000          84000
521055409                        206400     Purchase                      9.5     Full Documentation            AA+                   295000              295000         258000
521055463                        104000     Purchase                    8.475     Full Documentation            AA+                   138000              138000         130000
521055536                      223487.5     Purchase                      9.2     Full Documentation            AA+                   250000              250000         235250
521055558                        172000     Purchase                     9.35     Full Documentation            AA+                   215000              215000         215000
521055628                        256560     Purchase                      7.6     Full Documentation            AA+                   330000              330000         320700
521055784                      311215.5     Purchase                     7.75     Full Documentation            AA+                   350000              350000         345795
521055933                        120800     Purchase                     8.99     Full Documentation            AA+                   151000              151000         151000
521055956                        126067     Purchase                    8.825     Stated Income Documentation   AA                    148000              145000         140075
521056556                        229900     Purchase                     8.35     Full Documentation            AA+                   242000              242000         242000
521057435                        278550     Purchase                      9.4     Full Documentation            AA+                   320000              320000         309500
521057525                        387000     Cash Out Refinance           9.25     Full Documentation            AA+                   430000              430000              0
521057810                         94400     Purchase                    10.15     Stated Income Documentation   AA+                   118000              118000         118000
551017109                      42440.67     Purchase                     9.99     Full Documentation            AA+                   213000              213000         212587
551018267                      32525.19     Purchase                     9.99     Full Documentation            AA+                   164000              164000         163148
551018434                      29005.42     Purchase                     9.99     Full Documentation            AA+                   146000              146000         145490
551019800                      29463.75     Purchase                     9.99     Full Documentation            AA+                   150000              150000         147720
551019973                      38676.55     Purchase                     9.99     Full Documentation            AA+                   194000              194000         194000
551020042                      30421.17     Purchase                     9.99     Full Documentation            AA+                   153000              153000         152591
551020249                      64590.03     Purchase                     9.99     Full Documentation            AA+                   325000              325000         324000
551020446                      41866.35     Purchase                     9.99     Full Documentation            AA+                   213000              213000         210000
551020544                       38740.8     Purchase                     9.99     Full Documentation            AA+                   200000              200000         194280
551020756                      26926.71     Purchase                     9.99     Full Documentation            AA+                   135500              135500         135000
551020777                      47847.88     Purchase                     9.99     Full Documentation            AA+                   240000              240000         240000
551020850                      25909.45     Purchase                     9.99     Full Documentation            AA+                   135000              135000         129900
551020899                      41306.69     Purchase                     9.99     Full Documentation            AA+                   208000              208000         207000
551021026                      34644.75     Purchase                     9.99     Full Documentation            AA+                   180000              180000         173616
551021165                      28427.53     Purchase                     9.99     Full Documentation            AA+                   143000              143000         142525
551021222                      25530.47     Purchase                     9.99     Full Documentation            AA+                   128000              128000         128000
551021283                      26878.83     Purchase                     9.99     Full Documentation            AA+                   135000              135000         134760
551021309                      63227.84     Purchase                     9.99     Full Documentation            AA+                   317000              317000         317000
551021334                      31693.66     Purchase                     9.99     Full Documentation            AA+                   160000              160000         158900
551021418                      37967.18     Purchase                     9.99     Full Documentation            AA+                   192000              192000         190353
551021478                       29792.7     Purchase                     9.99     Full Documentation            AA+                   160000              160000         149300
551021538                     103707.47     Purchase                    11.24     Full Documentation            AA                    114500              114500         109500
551021597                      34904.96     Purchase                     9.99     Full Documentation            AA+                   175000              175000         175000
551021636                      41306.69     Purchase                     9.99     Stated Income Documentation   AA+                   207000              207000         207000
551021690                      35104.37     Purchase                     9.99     Full Documentation            AA+                   176000              176000         176000
551021697                      75397.49     Purchase                     9.99     Full Documentation            AA+                   380000              380000         377839
551021743                      29120.65     Purchase                     9.99     Full Documentation            AA+                   147000              147000         146000
551021837                      33324.74     Purchase                     9.99     Full Documentation            AA+                   167000              167000         167000
551021940                       41938.6     Purchase                     9.99     Full Documentation            AA+                   225000              225000         221500
551022041                      43548.78     Purchase                     9.99     Business Bank Statements      AA+                   253000              253000         219000
551022102                      29850.58     Purchase                     9.99     Full Documentation            AA+                   160000              160000         149590
551022135                      31014.42     Purchase                     9.99     Full Documentation            AA+                   155500              155500         155500
551022136                      33483.09     Purchase                     9.99     Full Documentation            AA+                   168000              168000         167900
551022258                      38337.45     Purchase                     11.5     Full Documentation            AA+                   192000              192000         192000
551022458                      28789.97     Purchase                     9.99     Full Documentation            AA+                   145000              145000         144275
551022532                      30021.19     Purchase                     9.99     Full Documentation            AA+                   154000              154000         150447
551022750                      30807.61     Purchase                     9.99     Full Documentation            AA+                   157000              157000         154386
551022758                      28635.32     Purchase                     9.99     Full Documentation            AA+                   146000              146000         143500
551022805                      38481.77     Purchase                     9.99     Full Documentation            AA+                   195000              195000         192755
551022876                      38909.83     Purchase                     9.99     Full Documentation            AA+                   195000              195000         195000
551023104                      36602.52     Purchase                     9.99     Full Documentation            AA+                   192000              192000         183760
551023153                      28271.14     Purchase                     9.99     Full Documentation            AA+                   143000              143000         141675
551023196                      77624.64     Purchase                     9.99     Full Documentation            AA+                   402000              402000         389000
551023765                      57097.29     Purchase                     9.99     Full Documentation            AA+                   313000              313000         286000
551023944                      31922.59     Purchase                     9.99     Full Documentation            AA+                   159900              159900         159900
551023946                      31078.26     Purchase                     9.99     Full Documentation            AA+                   160000              160000         155600
551023996                      57496.56     Purchase                     9.99     Full Documentation            AA+                   290000              290000         288000
551024060                      56844.74     Purchase                     9.99     Full Documentation            AA                    286000              286000         284738
551024112                      26741.92     Purchase                     9.99     Full Documentation            AA+                   135000              135000         133950
551024147                      54501.97     Purchase                     9.99     Full Documentation            AA+                   275000              275000         273000
551024148                      27952.71     Purchase                     9.99     Full Documentation            AA+                   143000              143000         140015
551024232                      27949.74     Purchase                     9.99     Full Documentation            AA+                   150000              141000         140000
551024255                      49910.21     Purchase                     9.99     Full Documentation            AA+                   290000              290000         250000
551024318                      34338.24     Purchase                     9.99     Full Documentation            AA+                   176000              176000         172000
551024336                      36547.96     Purchase                     9.99     Full Documentation            AA+                   198500              198500         184730
551024414                      36933.56     Purchase                     9.99     Full Documentation            AA+                   185000              185000         185000
551024439                      35657.61     Purchase                     9.99     Full Documentation            AA+                   186000              186000         178447
551024547                      33938.96     Purchase                     9.99     Full Documentation            AA+                   171000              171000         170000
551024572                      32839.92     Purchase                     9.99     Full Documentation            AA+                   169000              169000         164495
551024602                       36921.6     Purchase                     9.99     Full Documentation            AA+                   186000              186000         184940
551024647                     103471.69     Purchase                    10.75     Full Documentation            AA                    125000              109000         109000
551024706                      32346.69     Purchase                     9.99     Full Documentation            AA+                   165000              165000         162000
551024723                      35751.98     Purchase                     9.99     Full Documentation            AA+                   185000              185000         179000
551024797                      35216.64     Purchase                     9.99     Full Documentation            AA+                   177000              177000         176398
551024800                      36234.82     Purchase                     9.99     Full Documentation            AA+                   182000              182000         181500
551024879                      28458.63     Purchase                     9.99     Full Documentation            AA+                   151000              151000         142600
551024894                      25554.03     Purchase                     9.99     Full Documentation            AA+                   130000              130000         128000
551024924                      32156.83     Purchase                     9.99     Full Documentation            AA+                   167000              167000         161000
551025054                      57252.49     Cash Out Refinance          10.25     Full Documentation            AA                     67500               67500              0
551025106                      25765.41     Purchase                     9.99     Full Documentation            AA                    130000              130000         129000
551025112                      32915.81     Purchase                     9.99     Full Documentation            AA+                   165000              165000         164800
551025170                      28653.53     Purchase                     9.99     Full Documentation            AA+                   143500              143500         143461
551025262                      28243.89     Purchase                     9.99     Full Documentation            AA+                   143000              143000         141409
551025273                      39983.59     Purchase                     13.5     Full Documentation            AA+                   200000              200000         200000
551025301                      29560.31     Purchase                     9.99     Full Documentation            AA+                   148000              148000         148000
551025397                      46737.23     Purchase                     9.99     Full Documentation            AA+                   263000              263000         234000
551025432                      42008.94     Purchase                     9.99     Full Documentation            AA+                   211000              211000         210420
551025440                      34737.35     Purchase                     9.99     Full Documentation            AA+                   177500              177500         173916
551025509                      56229.19     Purchase                     9.99     Full Documentation            AA+                   300000              300000         281525
551025555                      29554.31     Purchase                     9.99     Full Documentation            AA+                   165000              165000         147970
551025612                      35951.72     Purchase                     9.99     Full Documentation            AA+                   185000              185000         180000
551025616                      50968.54     Purchase                     9.99     Full Documentation            AA+                   263000              263000         255188
551025636                      32730.05     Purchase                     9.99     Full Documentation            AA+                   167000              167000         163869
551025655                      33894.48     Purchase                     9.99     Full Documentation            AA+                   175000              175000         169700
551025731                      27596.92     Purchase                     9.99     Full Documentation            AA+                   140000              140000         139000
551025743                      60011.39     Cash Out Refinance           8.63     Full Documentation            AA+                    63300               63300              0
551025756                      28086.33     Purchase                    12.75     Full Documentation            AA+                   155000              155000         140499
551025759                      99071.76     Purchase                     9.55     No Documentation              AA+                   125000              125000         123900
551025807                      36151.47     Purchase                     9.99     Full Documentation            AA+                   186000              186000         181000
551025875                       24764.8     Purchase                     9.99     Stated Income Documentation   AA+                   129000              129000         125000
551025973                       25680.5     Purchase                     12.6     Stated Income Documentation   AA+                   129000              129000         128500
551025984                      48434.95     Purchase                     9.99     Full Documentation            AA+                   246000              246000         242500
551026001                      33337.25     Purchase                     9.99     Full Documentation            AA+                   169000              169000         166908
551026011                      42942.34     Purchase                     9.99     Full Documentation            AA+                   215000              215000         215000
551026087                      57918.35     Purchase                     9.99     Stated Income Documentation   AA+                   292000              292000         292000
551026122                      35967.01     Purchase                    11.75     Stated Income Documentation   AA+                   190000              190000         180000
551026155                      45752.56     Purchase                     9.99     Full Documentation            AA+                   234000              234000         229070
551026179                     707139.14     Cash Out Refinance            8.5     Full Documentation            AA                    885000              885000              0
551026272                      43761.01     Purchase                     9.99     Full Documentation            AA+                   222000              222000         219000
551026281                     129775.96     Purchase                     10.2     Full Documentation            AA+                   138000              138000         129900
551026300                     149799.07     Purchase                    8.025     Stated Income Documentation   AA+                   179000              179000         179000
551026306                      41163.31     Purchase                     9.99     Full Documentation            AA+                   212500              212500         206000
551026308                     102939.44     Purchase                     11.9     Full Documentation            AA+                   103000              103000         103000
551026367                      30707.44     Purchase                     9.99     Full Documentation            AA+                   153675              153675         153674
551026428                     240769.38     Purchase                     9.65     Full Documentation            AA+                   241000              241000         241000
551026466                     125300.43     Purchase                   10.525     Full Documentation            AA+                   126000              126000         125400
551026489                      77472.88     Purchase                     14.2     Full Documentation            AA+                   410000              410000         387500
551026497                     134594.23     Purchase                    7.375     Full Documentation            AA                    174000              174000         168500
551026525                     149509.05     Purchase                   11.275     Full Documentation            AA+                   150000              150000         149610
551026606                     163869.18     Purchase                   10.675     Full Documentation            AA+                   169000              169000         164000
551026627                       61363.5     Purchase                    11.85     Stated Income Documentation   AA+                   310000              310000         307000
551026644                     117905.81     Purchase                     10.5     Full Documentation            AA+                   118000              118000         118000
551026685                     167312.69     Purchase                   10.375     Business Bank Statements      AA+                   168000              168000         167450
551026697                      35947.97     Purchase                     9.99     Full Documentation            AA+                   180000              180000         179900
551026701                     141105.41     Purchase                      9.6     Full Documentation            AA+                   142000              142000         141242
551026707                     190583.22     Purchase                   10.075     Full Documentation            AA+                   210000              210000         200790
551026716                      52664.47     Purchase                     9.99     Full Documentation            AA+                   265000              265000         263557
551026742                     155849.14     Purchase                      9.6     Full Documentation            AA+                   163000              163000         156000
551026782                       41962.6     Purchase                     9.99     Full Documentation            AA+                   214000              214000         210000
551026794                     158520.92     Purchase                      9.8     Full Documentation            AA+                   165000              165000         158665
551026806                      92246.03     Purchase                   11.925     Full Documentation            AA+                    98000               92300          92300
551026831                     194076.64     Purchase                     10.2     Full Documentation            AA+                   195000              195000         194242
551026875                     125879.56     Purchase                    9.655     Full Documentation            AA+                   126000              126000         126000
551026879                     126365.03     Purchase                    7.475     Full Documentation            AA+                   163000              163000         158193
551026886                      31610.83     Purchase                     9.99     Full Documentation            AA+                   163000              163000         158193
551026904                     309800.29     Purchase                      8.2     Full Documentation            AA+                   310000              310000         311376
551026918                     118444.42     Purchase                    9.725     Full Documentation            AA+                   119000              119000         118500
551026939                     175878.98     Purchase                     8.98     Full Documentation            AA+                   184000              184000         176400
551026948                      80720.89     Purchase                    10.95     Full Documentation            AA+                    86000               86000          85000
551026949                     220965.75     Purchase                     8.55     Business Bank Statements      AA+                   232900              232900         232876
551026964                      98740.76     Purchase                     8.55     Full Documentation            AA+                   129000              129000         123500
551027066                     128356.29     Purchase                    8.905     Full Documentation            AA+                   128500              128500         128500
551027084                      123466.2     Purchase                     12.2     Full Documentation            AA                    130000              130000         130000
551027087                     473658.65     Cash Out Refinance           7.65     Full Documentation            AA+                   592500              592500              0
551027103                      266736.3     Purchase                      9.5     Full Documentation            AA+                   267000              267000         267000
551027136                     154352.34     Purchase                   10.875     Full Documentation            AA+                   157000              157000         154371
551027140                     320558.95     Purchase                      7.9     Full Documentation            AA+                   330000              330000         321000
551027165                     108675.38     Purchase                      9.4     Full Documentation            AA+                   109000              109000         108730
551027186                     131700.85     Purchase                    7.375     Full Documentation            AA+                   166000              166000         164682
551027187                     205475.94     Purchase                   10.675     Full Documentation            AA+                   215000              215000         205634
551027200                     164302.87     Purchase                    11.99     Full Documentation            AA                    174000              174000         173000
551027202                      168655.4     Purchase                    8.875     Full Documentation            AA+                   191000              191000         187500
551027216                     166521.64     Purchase                   10.775     Full Documentation            AA                    177000              177000         175418
551027234                     126270.65     Purchase                    8.325     Full Documentation            AA+                   140000              140000         133000
551027316                     224986.97     Purchase                     9.99     Business Bank Statements      AA+                   225000              225000         225000
551027352                      79962.68     Purchase                     9.75     Full Documentation            AA+                   129100              129100         100000
551027405                        142415     Purchase                    8.575     Full Documentation            AA                    160000              160000         150000
551027416                     130276.68     Purchase                    8.925     Full Documentation            AA+                   165000              165000         162936
551027427                     121989.65     Purchase                    9.025     Full Documentation            AA+                   155000              155000         152500
551027439                      91146.43     Purchase                     8.65     Full Documentation            AA+                   115500              114000         114000
551027458                     120412.73     Purchase                    10.95     Full Documentation            AA+                   127000              127000         120500
551027490                     161735.66     Purchase                   11.445     Full Documentation            AA+                   165000              165000         161788
551027543                      28687.28     Purchase                     9.99     Full Documentation            AA+                   145000              145000         143500
551027674                     117486.55     Purchase                    11.05     Full Documentation            AA+                   118500              118500         117500
551027702                     101234.55     Purchase                   10.175     Full Documentation            AA+                   127000              127000         126550
551027763                     149892.35     Purchase                   10.305     Full Documentation            AA+                   150000              150000         149900
551027780                     127691.09     Purchase                    9.805     Business Bank Statements      AA+                   128500              127750         127750
551027781                      75569.96     Purchase                     10.5     Full Documentation            AA+                    94500               94500          94500
551027835                     121732.26     Purchase                     10.1     Full Documentation            AA+                   140000              140000         128195
551027857                      323698.2     Purchase                      7.9     Full Documentation            AA+                   406000              406000         404900
551027878                     131534.09     Purchase                   11.625     Full Documentation            AA                    140100              140100         138500
551027909                     102747.26     Purchase                      9.3     Full Documentation            B                     128500              128500         128500
551027917                     375699.29     Purchase                      7.9     Stated Income Documentation   AA+                   470000              470000         469625
551027924                        110486     Purchase                    9.875     Full Documentation            AA+                   148000              148000         138107
551027984                     134778.99     Purchase                    7.575     Full Documentation            AA+                   173000              173000         168597
551028006                     254879.25     Purchase                     9.68     Full Documentation            AA+                   263000              263000         255000
551028009                        102600     Purchase                      8.1     Business Bank Statements      AA+                   108000              108000         108000
551028017                     169032.44     Purchase                   10.475     Full Documentation            AA+                   178000              178000         178000
551028020                     165940.84     Purchase                   10.775     Full Documentation            AA                    174740              174740         174990
551028030                      81620.45     Purchase                      8.3     Full Documentation            AA+                   110000              110000         102090
551028050                       1200000     Cash Out Refinance            8.7     Stated Income Documentation   AA+                  2500000             2500000              0
551028085                        130000     Cash Out Refinance            7.8     Full Documentation            A                     321000              321000              0
551028136                     106355.62     Purchase                   10.275     Full Documentation            AA+                   133000              133000         133000
551028153                     137521.78     Purchase                    9.325     Full Documentation            AA+                   172000              172000         171990
551028250                     264678.83     Purchase                      8.6     Full Documentation            AA+                   335000              335000         331045
551028309                        135840     Purchase                    9.475     Full Documentation            AA+                   170000              170000         169800
551028324                     130262.22     Purchase                     9.99     Full Documentation            AA+                   165000              165000         162950
551028339                      178999.1     Purchase                     10.2     Full Documentation            AA+                   189000              189000         188500
551028378                         60000     Purchase                     10.8     Full Documentation            AA+                    75000               75000          75000
551028385                      121944.7     Purchase                    8.675     Stated Income Documentation   AA+                   155000              155000         152520
551028416                         63000     Cash Out Refinance          10.75     Stated Income Documentation   AA+                    70000               70000              0
551028433                        132800     Purchase                   10.625     Full Documentation            AA+                   175000              175000         166000
551028477                        195920     Purchase                      9.9     Full Documentation            AA+                   248000              248000         244900
551028599                        225277     Purchase                    11.75     Full Documentation            AA                    241500              241500         237134
551028643                         50040     Purchase                     11.8     Stated Income Documentation   AA+                    60000               60000          55600
551028671                        146541     Purchase                    8.825     Full Documentation            AA+                   155000              155000         154254
551028677                        173755     Purchase                     9.65     Full Documentation            AA+                   183000              183000         182900
551028720                     101769.92     Purchase                    7.875     Full Documentation            AA+                   133000              133000         127300
551028779                        759050     Purchase                     9.05     Full Documentation            AA+                   800000              800000         799000
551028792                        125910     Purchase                    9.545     Full Documentation            AA+                   140000              140000         139900
551028859                        256500     Purchase                      8.8     Full Documentation            AA+                   286000              270000         270000
551029026                         70400     Purchase                       10     Full Documentation            AA+                    89000               89000          88000
551029056                        154301     Purchase                     9.05     Full Documentation            AA+                   203000              203000         192876
551029115                        103550     Purchase                     9.05     Full Documentation            AA+                   110000              110000         109000
551029135                        114000     Purchase                    10.63     Full Documentation            AA+                   120000              114000         114000
551029149                        144000     Purchase                    8.975     Stated Income Documentation   AA+                   161000              161000         160000
551029198                         74700     Purchase                     9.95     Full Documentation            AA+                    83000               83000          83000
551029359                        232000     Purchase                     7.25     Full Documentation            AA+                   290500              290500         290000
551029546                         69300     Purchase                     10.9     Stated Income Documentation   AA+                    77000               77000          77000
551030586                         94500     Purchase                     10.9     Full Documentation            AA+                   105000              105000         105000
571022069                         82000     Purchase                     12.5     Lite Documentation            AAA                   410000              410000         410000
581013182                      63903.55     Purchase                     12.9     Business Bank Statements      AA+                   319900              319900         319900
581014116                     601798.11     Cash Out Refinance            6.5     Full Documentation            AA+                   820000              820000              0
581014627                      588092.7     Cash Out Refinance           7.95     Stated Income Documentation   AA                    751000              751000              0
581014728                        545000     Cash Out Refinance          7.225     Full Documentation            AA+                   655000              655000              0
581014751                     594362.39     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   850000              850000              0
581014806                        630800     Cash Out Refinance            6.3     Stated Income Documentation   AA+                   762000              762000              0
581014851                        725000     Rate/Term Refinance           7.2     Stated Income Documentation   AA+                   960000              960000              0
581014881                     527100.75     Cash Out Refinance           8.85     Stated Income Documentation   A                     660000              660000              0
581014958                      93909.02     Purchase                     11.5     Stated Income Documentation   AA+                   475000              475000         470000
581014973                        503200     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   592000              592000              0
581015028                     503444.46     Cash Out Refinance           7.15     Full Documentation            AA+                   575000              575000              0
581015070                      86184.57     Purchase                     12.6     Stated Income Documentation   AA+                   575000              575000         575000
581015105                     419598.24     Cash Out Refinance           7.65     Stated Income Documentation   AA                    700000              700000              0
581015119                        480000     Cash Out Refinance            5.6     Business Bank Statements      AA+                   595000              595000              0
581015121                        499500     Cash Out Refinance            7.2     Stated Income Documentation   AA                    555000              555000              0
581015133                     647181.09     Cash Out Refinance           6.66     Stated Income Documentation   AA+                   763000              763000              0
581015282                        508500     Cash Out Refinance           6.45     Stated Income Documentation   AA+                   565000              565000              0
581015287                     823603.88     Cash Out Refinance            8.1     Stated Income Documentation   B                    1300000             1100000              0
581015373                        585000     Cash Out Refinance            7.2     Stated Income Documentation   AA+                   650000              650000              0
581015425                     419914.72     Cash Out Refinance          11.45     Stated Income Documentation   AA                    525000              525000              0
581015445                     579569.05     Cash Out Refinance            7.1     Full Documentation            AA+                   580000              580000              0
581015494                        810000     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   900000              900000              0
581015589                        477000     Cash Out Refinance           6.65     Stated Income Documentation   AA+                   530000              530000              0
581015602                      93153.12     Purchase                     12.6     Full Documentation            AA+                   466000              466000         466000
581015679                      44371.48     Purchase                     11.5     Full Documentation            AA+                   230000              230000         222000
581015688                        575100     Cash Out Refinance           6.75     Stated Income Documentation   AA+                   639000              639000              0
581015780                     859746.67     Cash Out Refinance            7.6     Stated Income Documentation   AA+                  1075000             1075000              0
581015781                     422658.17     Cash Out Refinance            6.8     Full Documentation            AA+                   470000              470000              0
581015783                     455801.52     Purchase                     8.95     Full Documentation            AA+                   460000              460000         456000
581015797                        457000     Cash Out Refinance           5.75     Business Bank Statements      AA+                   545300              545300              0
581015854                     654090.94     Cash Out Refinance           7.85     Stated Income Documentation   A                     960000              960000              0
581015951                        391000     Purchase                     7.65     Full Documentation            AA+                   420000              420000         391000
581015973                     603677.09     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   775000              775000              0
581015979                        445000     Cash Out Refinance           5.99     Full Documentation            AA+                   515000              515000              0
581016134                     651660.97     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   815000              815000              0
581016168                        650750     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   685000              685000              0
581016173                     599158.84     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   804000              804000              0
581016193                        427500     Cash Out Refinance            7.5     Full Documentation            AA+                   455000              455000              0
581016210                        477000     Cash Out Refinance           6.99     Stated Income Documentation   AA+                   530000              530000              0
581016222                     440916.01     Purchase                      6.9     Stated Income Documentation   AA+                   490000              490000         490000
581016236                     569854.67     Cash Out Refinance            8.4     Stated Income Documentation   B                     725000              725000              0
581016244                     723854.15     Cash Out Refinance            7.2     Full Documentation            AA+                   950000              950000              0
581016269                     719698.55     Cash Out Refinance           6.65     Full Documentation            AA+                   800000              800000              0
581016294                        553500     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   615000              615000              0
581016312                        740000     Purchase                     7.99     Full Documentation            AA+                   740000              740000         740000
581016326                        467500     Cash Out Refinance           5.99     Stated Income Documentation   AA+                   564000              564000              0
581016387                        412000     Purchase                        8     Full Documentation            AA+                   515000              515000         515000
581016411                        450000     Cash Out Refinance            6.9     Full Documentation            AA+                   500000              500000              0
581016433                     419907.85     Rate/Term Refinance          8.91     Full Documentation            A                     500000              420000              0
581016440                       1537500     Cash Out Refinance           8.67     Full Documentation            AA                   2050000             1875000              0
581016443                        518000     Cash Out Refinance           6.55     Full Documentation            AA+                   650000              650000              0
581016451                     394919.57     Purchase                      6.9     Full Documentation            AA+                   465000              465000         465000
581016460                        512000     Purchase                     7.95     Stated Income Documentation   AA+                   640000              640000         640000
581016496                     996970.33     Cash Out Refinance           7.05     Stated Income Documentation   AA+                  1295000             1295000              0
581016505                        616500     Cash Out Refinance          8.175     Stated Income Documentation   AA+                   685000              685000              0
581016540                        467500     Cash Out Refinance            6.9     Full Documentation            AA+                   550000              550000              0
581016541                     575609.58     Purchase                     7.95     Full Documentation            AA+                   720000              720000         720000
581017099                        256000     Purchase                     7.55     Stated Income Documentation   AA+                   320000              320000         320000
581017122                     260527.15     Purchase                        8     Stated Income Documentation   AA+                   335000              335000         325700
581017155                     233862.56     Purchase                     8.65     Full Documentation            AA+                   300000              300000         234000
581017170                     204101.63     Purchase                     8.65     Full Documentation            AA+                   215000              215000         214895
581017197                     132738.53     Purchase                    9.075     Full Documentation            AA+                   166000              166000         166000
581017247                     224983.81     Purchase                    9.445     Full Documentation            AA+                   225000              225000         225000
581017254                     390825.22     Purchase                      6.2     Full Documentation            AA+                   495000              481500         489000
581017258                     136972.02     Purchase                     9.15     Full Documentation            AA+                   137000              137000         137000
581017280                      203858.9     Purchase                     7.85     Full Documentation            AA                    260000              260000         255000
581017352                     497562.76     Cash Out Refinance           6.65     Full Documentation            AA+                   625000              625000              0
581017397                        482000     Cash Out Refinance            6.6     Full Documentation            AA+                   630000              630000              0
581017415                         31425     Purchase                     12.6     Full Documentation            AA+                   212000              212000         209500
581017449                     447826.91     Rate/Term Refinance          6.95     Full Documentation            A                     527500              527500              0
581017464                        296000     Rate/Term Refinance           7.2     Full Documentation            AA                    370000              370000              0
581017468                        204000     Purchase                     7.15     Stated Income Documentation   AA+                   255000              255000         255000
581017477                        300000     Purchase                      7.1     Business Bank Statements      AA+                   420000              420000         375000
581017528                     315557.87     Purchase                     7.85     Full Documentation            AA+                   405000              405000         394500
581017566                      50984.06     Purchase                     11.6     Stated Income Documentation   AA+                   255000              255000         255000
581017587                     309988.73     Purchase                   11.145     Full Documentation            AA+                   322000              322000         310000
581017630                     187055.41     Purchase                      7.3     Full Documentation            AA+                   215000              215000         208000
581017645                        366068     Purchase                      5.7     Full Documentation            AA+                   458000              458000         457585
581017690                     475869.45     Cash Out Refinance           8.15     Full Documentation            B                     595000              595000              0
581017742                        555000     Rate/Term Refinance          6.01     Full Documentation            AA+                   659000              659000              0
581017822                        484200     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   538000              538000              0
581017863                     223928.32     Purchase                      6.4     Full Documentation            AA+                   290000              290000         280000
581017868                     563713.07     Cash Out Refinance           6.45     Full Documentation            AA+                   615000              615000              0
581017873                        508500     Cash Out Refinance           7.35     Stated Income Documentation   AA                    572000              572000              0
581017890                        598500     Cash Out Refinance            7.5     Full Documentation            AA+                   630000              630000              0
581017915                        589000     Cash Out Refinance           9.55     Stated Income Documentation   AA+                   620000              620000              0
581017930                        214400     Purchase                     8.05     Full Documentation            AA+                   295000              268000         268000
581018035                     434935.94     Cash Out Refinance           7.59     Full Documentation            AA+                   435000              435000              0
581018167                        595000     Cash Out Refinance            6.3     Stated Income Documentation   AA+                   806000              806000              0
581018171                     179872.96     Purchase                     7.75     Full Documentation            AA+                   226000              226000         225000
581018186                        497250     Cash Out Refinance              6     Stated Income Documentation   AA+                   585000              585000              0
581018311                        900000     Cash Out Refinance           7.95     Stated Income Documentation   AA+                  1000000             1000000              0
581018321                        261250     Purchase                      9.1     No Documentation              AA+                   275000              275000         275000
581018594                        445000     Cash Out Refinance           6.99     Full Documentation            A                     600000              600000              0
581018614                        475000     Cash Out Refinance           8.55     Full Documentation            AA+                   505000              505000              0
581019451                        138060     Purchase                    8.375     Full Documentation            AA+                   159900              159900         153400
611026228                      81130.09     Purchase                     13.6     Full Documentation            AA+                   406000              406000         405980
621018184                      123743.7     Purchase                    10.25     Full Documentation            AA+                   135000              135000         130650
621019523                      239510.7     Cash Out Refinance           7.97     Stated Income Documentation   AA                    390000              390000              0
621019801                      42962.63     Purchase                     13.3     Full Documentation            AA+                   215000              215000         215000
621019827                     225375.37     Cash Out Refinance            6.5     Full Documentation            AA                    348000              348000              0
621020134                      99742.76     Cash Out Refinance            6.8     Full Documentation            AA                    195000              180000              0
621020263                      73939.94     Purchase                     13.6     Full Documentation            AA+                   370000              370000         370000
621020272                      53491.01     Purchase                   12.725     Full Documentation            AA+                   270000              270000         267900
621020363                      59948.47     Purchase                    13.35     Full Documentation            AA+                   300000              300000         300000
621020444                     562029.98     Cash Out Refinance           8.12     Stated Income Documentation   AA+                   750000              750000              0
621020504                     161738.04     Cash Out Refinance            9.1     Stated Income Documentation   AA                    216000              216000              0
621020539                     149293.78     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   220000              220000              0
621020573                      199627.9     Cash Out Refinance           8.42     Stated Income Documentation   AA                    491000              491000              0
621020625                     122206.29     Cash Out Refinance          10.95     Stated Income Documentation   C                     163000              163000              0
621020641                      46369.86     Purchase                    11.45     Full Documentation            AA+                   235000              235000         232000
621020696                      46712.21     Purchase                   13.225     Stated Income Documentation   AA+                   240000              240000         235000
621020786                      42866.88     Purchase                   12.225     Full Documentation            AA+                   288000              286500         286015
621020858                     191606.99     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   256000              256000              0
621020954                      33945.98     Rate/Term Refinance          11.6     Full Documentation            AA+                   170000              170000              0
621021170                        192000     Cash Out Refinance           6.35     Full Documentation            AA+                   232500              232500              0
621021245                     158685.66     Cash Out Refinance           6.05     Stated Income Documentation   AA+                   212000              212000              0
621021382                     207704.01     Purchase                     7.74     Stated Income Documentation   AA+                   261000              258000         259814
621021392                     161764.75     Rate/Term Refinance         7.625     Full Documentation            AA                    287500              287500              0
621021436                     259925.34     Purchase                    10.33     Full Documentation            AA+                   260000              260000         260000
621021441                        172000     Purchase                     7.77     Full Documentation            AA+                   235000              210000         215000
621021444                      42983.09     Purchase                    10.55     Full Documentation            AA+                   235000              210000         215000
621021456                      37363.67     Purchase                   13.225     Stated Income Documentation   AA+                   190000              190000         186900
621021491                     179936.45     Purchase                     9.65     Full Documentation            AA+                   180000              175000         180000
621021593                      49783.91     Purchase                    11.45     Stated Income Documentation   AA+                   255000              255000         249000
621021603                      39578.35     Purchase                   12.225     Full Documentation            AA+                   238000              238000         198000
621021649                     417781.02     Cash Out Refinance            9.2     Stated Income Documentation   A                     540000              540000              0
621021677                     223692.25     Purchase                      7.9     Stated Income Documentation   AA+                   284000              284000         280000
621021729                     195098.17     Purchase                     9.22     Full Documentation            AA+                   244000              244000         249900
621021787                      47975.85     Purchase                     12.6     Stated Income Documentation   AA+                   246000              246000         240000
621021843                      179814.6     Cash Out Refinance            9.3     Stated Income Documentation   A                     251000              251000              0
621021868                     268759.38     Purchase                      8.1     Stated Income Documentation   AA+                   360000              360000         335990
621021869                     159930.72     Cash Out Refinance           10.1     Stated Income Documentation   C                     250000              250000              0
621021891                     139925.52     Purchase                    12.35     Stated Income Documentation   AA+                   700000              700000         700000
621021893                      314924.1     Purchase                     10.9     Full Documentation            AA+                   315000              315000         315000
621021964                        291490     Purchase                     9.79     Full Documentation            AA+                   292000              292000         291490
621021976                     324759.46     Purchase                    10.85     Full Documentation            AA+                   330000              330000         325000
621021988                        527400     Cash Out Refinance           8.45     Stated Income Documentation   AA+                   586000              586000              0
621022025                     166393.83     Purchase                     8.25     Full Documentation            AA+                   185000              185000         185000
621022032                      547720.5     Purchase                     7.35     Full Documentation            AA+                   900000              900000         609000
621022129                     933953.22     Cash Out Refinance            8.9     Stated Income Documentation   AA                   1100000             1100000              0
621022133                        248000     Purchase                     7.95     Stated Income Documentation   AA+                   317000              317000         310000
621022193                     207881.56     Purchase                      8.8     Full Documentation            AA+                   260000              260000         260000
621022221                      45981.52     Purchase                    10.45     Full Documentation            AA+                   232000              232000         230000
621022238                     263970.33     Purchase                      8.3     Stated Income Documentation   AA+                   330000              330000         330000
621022259                        646750     Cash Out Refinance          8.562     Stated Income Documentation   AA+                   995000              995000              0
621022260                     204987.67     Purchase                    9.895     Full Documentation            AA+                   210000              205000         205000
621022262                     113903.75     Cash Out Refinance           6.85     Full Documentation            A                     190000              190000              0
621022265                     219934.57     Cash Out Refinance           7.87     Full Documentation            B                     275000              275000              0
621022292                      39783.47     Purchase                    13.45     Full Documentation            AA+                   200000              200000         199000
621022363                     800630.24     Cash Out Refinance            9.8     Stated Income Documentation   AA+                   890000              890000              0
621022388                        102700     Rate/Term Refinance          11.9     Full Documentation            CC                    158000              158000              0
621022394                        127880     Cash Out Refinance           8.25     Full Documentation            C                     160000              160000              0
621022404                        440000     Purchase                      8.4     Stated Income Documentation   AA+                   550000              550000         550000
621022440                     267979.58     Purchase                      9.3     Full Documentation            AA+                   385000              335000         335000
621022448                     252771.58     Purchase                      8.3     Full Documentation            AA+                   331000              331000         316000
621022464                     121437.01     Cash Out Refinance           9.25     Stated Income Documentation   AA+                   135000              135000              0
621022476                     163913.54     Purchase                     9.17     Full Documentation            AA+                   210000              210000         205000
621022494                        239200     Purchase                      8.2     Stated Income Documentation   AA+                   299000              299000         299000
621022507                     251962.33     Purchase                     7.55     Full Documentation            AA+                   317000              310000         315000
621022540                     515700.04     Purchase                      8.7     Full Documentation            AA+                   645000              645000         645000
621022589                        260000     Purchase                     8.35     Full Documentation            AA+                   485000              325000         325000
621022602                         94500     Purchase                     9.25     Stated Income Documentation   AA+                   115000              105000         105000
621022604                     242212.78     Purchase                      7.3     Full Documentation            AA+                   303000              303000         303000
621022633                        128000     Purchase                     8.45     Stated Income Documentation   AA+                   180000              180000         160000
621022703                         92000     Purchase                     9.25     Stated Income Documentation   AA+                   115000              113000         115000
621022723                        148000     Purchase                    11.85     Stated Income Documentation   B                     221000              221000         185000
621022761                     263836.75     Purchase                      8.4     Full Documentation            B                     335000              335000         330000
621022775                      65983.85     Purchase                     12.7     Full Documentation            B                     335000              335000         330000
621022800                     217755.78     Purchase                     9.17     Full Documentation            AA+                   242000              242000         242000
621022872                        376000     Purchase                     8.45     Full Documentation            AA+                   520000              470000         470000
621022897                     267805.05     Purchase                      7.6     Full Documentation            AA+                   355000              355000         335000
621022935                      74965.72     Purchase                     9.85     Full Documentation            AA+                    88000               88000          86000
621022974                     231835.26     Purchase                     7.72     Full Documentation            AA+                   345000              345000         290000
621022989                        170000     Rate/Term Refinance          6.99     Full Documentation            AA+                   310000              310000              0
621023060                        440000     Purchase                      7.4     Full Documentation            AA+                   550000              550000         550000
621023066                     231584.94     Purchase                      9.7     Stated Income Documentation   AA+                   231600              231600         231600
621023076                     359750.99     Purchase                     7.85     Stated Income Documentation   AA+                   453000              453000         450000
621023145                        560500     Purchase                        9     Stated Income Documentation   AA+                   595000              595000         590000
621023214                        105000     Cash Out Refinance          11.55     Full Documentation            CC                    175000              175000              0
621023223                        128000     Purchase                     7.95     Full Documentation            AA+                   215000              160000         160000
621023283                         95200     Purchase                      8.8     Stated Income Documentation   AA+                   125000              119000         119000
621023303                        276000     Purchase                     9.36     Stated Income Documentation   AA+                   300000              299900         299900
621023311                         56000     Cash Out Refinance           11.8     Stated Income Documentation   A                     450000              450000              0
621023385                        431200     Purchase                     8.25     Stated Income Documentation   AA+                   555000              555000         539000
621023468                        445257     Purchase                     7.25     Full Documentation            AA+                   565000              565000      556571.92
621023585                        522000     Purchase                      8.5     Stated Income Documentation   AA+                   580000              580000         580000
621023702                        731000     Cash Out Refinance           7.95     Stated Income Documentation   AA+                   860000              825000              0
621023705                        432000     Cash Out Refinance            9.2     Full Documentation            AA                    480000              475000              0
621024185                         86450     Cash Out Refinance           11.5     Full Documentation            AA+                   106000              106000              0
631015565                        575000     Cash Out Refinance           7.25     Full Documentation            AA+                   740000              740000              0
631015679                     191744.37     Cash Out Refinance          11.75     Full Documentation            AA+                   960500              960500              0
631015936                        907000     Cash Out Refinance          6.375     Full Documentation            AA+                  1250000             1250000              0
631016095                      599934.3     Cash Out Refinance           7.95     Stated Income Documentation   AA                    670000              670000              0
651023074                      89932.07     Purchase                    13.92     Full Documentation            AA+                   450000              450000         469900
651023540                      37089.16     Purchase                     13.5     Full Documentation            AA+                   186000              186000         185600
661019651                      63455.15     Purchase                    12.92     Stated Income Documentation   AA+                   320000              308000         317500
661019700                      54957.34     Purchase                     12.5     Stated Income Documentation   AA+                   306000              275000         275000
661020082                     499138.77     Cash Out Refinance            7.2     Full Documentation            AA+                   575000              575000              0
661020166                      99900.43     Cash Out Refinance          12.75     Full Documentation            AA+                   500000              500000              0
661020227                     100928.38     Purchase                     12.9     Stated Income Documentation   AA+                   505000              505000         505000
661020239                     457692.93     Cash Out Refinance            6.8     Full Documentation            AA+                   625000              625000              0
661020355                     800364.76     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   890000              890000              0
661020557                      167742.2     Cash Out Refinance           5.95     Stated Income Documentation   AA+                   210000              210000              0
661020613                     423249.05     Cash Out Refinance            6.9     Stated Income Documentation   AA+                   565000              565000              0
661020817                        549000     Cash Out Refinance           6.55     Stated Income Documentation   AA+                   610000              610000              0
661020833                     124894.96     Cash Out Refinance            8.1     Stated Income Documentation   AA                    225000              225000              0
661020874                      98927.37     Cash Out Refinance          12.75     Full Documentation            B                     495000              495000              0
661020906                     586014.17     Cash Out Refinance           8.15     Stated Income Documentation   A                     690000              690000              0
661020935                      75940.14     Purchase                     12.5     Stated Income Documentation   AA+                   390000              390000         380000
661020997                     299661.13     Cash Out Refinance            7.1     Stated Income Documentation   A                     400000              400000              0
661021055                     566654.74     Cash Out Refinance            7.8     Full Documentation            AA                    630000              630000              0
661021064                     471722.76     Cash Out Refinance          7.925     Full Documentation            A                     590000              590000              0
661021095                        436500     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   485000              485000              0
661021116                     449241.75     Purchase                      8.4     Stated Income Documentation   AA+                   700000              700000         692000
661021155                     147914.88     Purchase                       12     Stated Income Documentation   AA+                   740000              740000         740000
661021173                     458467.81     Cash Out Refinance           7.35     Full Documentation            AA+                   510000              510000              0
661021195                     314698.68     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   513000              513000              0
661021239                     730998.75     Cash Out Refinance           9.74     Stated Income Documentation   B                     975000              975000              0
661021314                     777233.97     Cash Out Refinance            7.5     Full Documentation            A                     915000              915000              0
661021343                        445500     Cash Out Refinance            7.4     Stated Income Documentation   AA                    495000              495000              0
661021377                     518459.33     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   770000              770000              0
661021435                        620000     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   755000              755000              0
661021472                      86547.36     Purchase                    11.75     Stated Income Documentation   AA+                   440000              440000         433000
661021515                     485852.51     Cash Out Refinance            7.8     Stated Income Documentation   B                     540000              540000              0
661021566                      65964.88     Purchase                    12.35     Full Documentation            AA+                   335000              335000         330000
661021625                      97831.06     Purchase                     11.4     Stated Income Documentation   AA+                   490000              490000         490000
661021713                        270000     Purchase                     7.55     Full Documentation            AA+                   360000              360000         339000
661021762                     529717.49     Cash Out Refinance           8.26     Full Documentation            B                     530000              530000              0
661021835                    1598384.78     Cash Out Refinance           5.99     Full Documentation            AA+                  2700000             2000000              0
661021837                        935000     Cash Out Refinance           8.09     Stated Income Documentation   AA                   1100000             1100000              0
661021906                     329796.74     Purchase                     7.76     Full Documentation            AA+                   330000              330000         330000
661021937                        364000     Purchase                     7.45     Stated Income Documentation   AA+                   470000              470000         455000
661021940                      90970.91     Purchase                     11.5     Stated Income Documentation   AA+                   470000              470000         455000
661021998                     559559.46     Cash Out Refinance            8.7     Stated Income Documentation   B                     700000              700000              0
661022027                        418000     Cash Out Refinance           6.58     Stated Income Documentation   AA+                   465000              465000              0
661022044                        531000     Cash Out Refinance            7.8     Business Bank Statements      AA+                   684000              684000              0
661022074                     674228.48     Cash Out Refinance            8.8     Stated Income Documentation   AA                   1075000             1075000              0
661022085                     804413.25     Purchase                     7.99     Stated Income Documentation   AA+                   895000              895000         895000
661022095                     469959.21     Purchase                      8.4     Stated Income Documentation   AA+                   515000              515000         495000
661022132                        474000     Purchase                      7.6     Full Documentation            AA+                   593000              593000         592500
661022162                        445500     Purchase                     6.65     Stated Income Documentation   AA+                   495000              495000         495000
661022205                        211500     Cash Out Refinance           6.45     Full Documentation            AA                    235000              235000              0
661022216                        427500     Cash Out Refinance           7.74     Stated Income Documentation   AA+                   450000              450000              0
661022275                        564000     Purchase                     7.85     Full Documentation            AA+                   705000              705000         705000
661022298                     103935.55     Cash Out Refinance           8.39     Full Documentation            B                     189000              189000              0
661022311                      719481.5     Purchase                     7.65     Stated Income Documentation   AA+                   810000              810000         800000
661022372                     619392.52     Cash Out Refinance            6.1     Full Documentation            AA+                   775000              775000              0
661022403                     419797.54     Cash Out Refinance           6.15     Full Documentation            AA+                   525000              525000              0
661022429                        570000     Rate/Term Refinance           7.1     Stated Income Documentation   AA+                   618000              618000              0
661022451                      83491.64     Purchase                      8.6     Stated Income Documentation   AA+                   220000              220000         215280
661022469                     427663.64     Purchase                      6.9     Full Documentation            AA+                   535000              535000         535000
661022475                     423694.66     Cash Out Refinance           7.65     Stated Income Documentation   AA+                   530000              530000              0
661022482                     442696.67     Cash Out Refinance            7.9     Full Documentation            AA                    633000              633000              0
661022486                        650000     Purchase                     9.45     Full Documentation            AA+                   650000              650000         650000
661022490                     248229.92     Cash Out Refinance            7.9     Stated Income Documentation   AA+                   276000              276000              0
661022491                     299959.24     Purchase                      9.6     Full Documentation            AA+                   310000              310000         300000
661022505                     553382.32     Cash Out Refinance            6.6     Full Documentation            AA+                   615000              615000              0
661022554                        300000     Purchase                      7.8     Stated Income Documentation   AA+                   450000              450000         375000
661022607                        352000     Purchase                     7.55     Stated Income Documentation   AA+                   440000              440000         440000
661022636                     203869.92     Purchase                     8.25     Stated Income Documentation   AA+                   255000              255000         255000
661022649                        451990     Purchase                      6.5     Full Documentation            AA+                   452000              452000         451990
661022654                     829303.08     Purchase                    10.05     Stated Income Documentation   AA+                   873000              873000         873000
661022672                        230000     Purchase                     7.49     Full Documentation            AA+                   230000              230000         230000
661022746                        228720     Purchase                      7.7     Full Documentation            AA+                   286000              286000         285900
661022819                        570000     Cash Out Refinance              6     Stated Income Documentation   AA+                   600000              600000              0
661022895                     514560.92     Rate/Term Refinance           6.8     Full Documentation            AA+                   610000              610000              0
661022912                        424800     Purchase                     7.35     Full Documentation            AA+                   550000              550000         531000
661022973                      398918.5     Purchase                     9.15     Stated Income Documentation   AA+                   459000              459000         420000
661022992                     436943.85     Cash Out Refinance           7.95     Full Documentation            AA                    460000              460000              0
661023019                     503373.49     Cash Out Refinance           8.45     No Documentation              AA+                   530000              530000              0
661023026                        522000     Cash Out Refinance           7.55     Full Documentation            AA+                   580000              580000              0
661023035                        560500     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   590000              590000              0
661023046                     399998.99     Purchase                     7.05     Full Documentation            AA+                   503000              503000         499999
661023078                     475047.27     Cash Out Refinance            7.6     Stated Income Documentation   B                     528000              528000              0
661023087                     469947.06     Cash Out Refinance            8.2     Stated Income Documentation   AA                    495000              495000              0
661023126                        248000     Purchase                      7.3     Full Documentation            AA+                   310000              310000         310000
661023178                        196997     Cash Out Refinance            6.1     Stated Income Documentation   AA+                   290000              290000              0
661023241                     104929.55     Cash Out Refinance              8     Stated Income Documentation   AA+                   350000              350000              0
661023344                        460000     Purchase                     9.44     Stated Income Documentation   AA+                   460000              460000         460000
661023370                     251952.88     Purchase                     6.95     Full Documentation            AA+                   320000              320000         315000
661023386                        427500     Cash Out Refinance           8.35     Stated Income Documentation   AA+                   485000              485000              0
661023395                        456000     Purchase                     7.25     Stated Income Documentation   AA+                   630000              630000         570000
661023417                        372000     Purchase                     7.15     Full Documentation            AA+                   465000              465000         465000
661023432                        439500     Cash Out Refinance              7     Full Documentation            AA+                   600000              600000              0
661023478                        304000     Purchase                      5.9     Full Documentation            AA+                   380000              380000         380000
661023496                        909995     Cash Out Refinance          8.525     Full Documentation            AA+                  1100000             1100000              0
661023497                        549000     Cash Out Refinance            7.5     Stated Income Documentation   AA                    610000              610000              0
661023517                        741000     Purchase                    8.625     Full Documentation            AA+                   780000              780000         780000
661023697                        722000     Cash Out Refinance            7.7     Full Documentation            AA+                   760000              760000              0
661023753                        512050     Cash Out Refinance           8.25     Business Bank Statements      AA+                   539000              539000              0
661023780                        432250     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   455000              455000              0
661023816                        655000     Cash Out Refinance            7.3     Full Documentation            AA+                   700000              700000              0
661024115                        328500     Purchase                     6.05     Full Documentation            AA+                   370000              370000         365000
671014482                     802105.04     Purchase                   11.375     Full Documentation            AA                    845000              845000         845000
671015048                        720000     Cash Out Refinance            9.4     Stated Income Documentation   AA+                   800000              775000              0
671015231                     140806.37     Cash Out Refinance          13.13     Full Documentation            AA+                   705000              705000              0
671016068                      99901.68     Purchase                    12.75     Full Documentation            AA+                   520000              520000         500000
671016167                     119852.69     Cash Out Refinance          11.75     Stated Income Documentation   AA+                   600000              600000              0
671016260                     654673.41     Rate/Term Refinance          6.65     Full Documentation            AA+                   730000              730000              0
671016335                     486919.36     Cash Out Refinance            7.9     Stated Income Documentation   AA                    650000              650000              0
671016471                     299697.62     Purchase                      9.4     Stated Income Documentation   AA                    375000              375000         375000
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671016519                      77493.37     Purchase                     12.5     Stated Income Documentation   AA+                   388672              388672         387872
671016550                      91935.34     Cash Out Refinance          12.94     Stated Income Documentation   AA+                   460000              460000              0
671016600                     101952.47     Purchase                    12.94     Full Documentation            AA+                   540000              510000         510000
671016637                     147878.59     Purchase                    12.25     Stated Income Documentation   AA+                   740000              740000         740000
671016654                     511451.34     Cash Out Refinance           7.25     Full Documentation            AA+                   573000              573000              0
671016665                     557302.58     Cash Out Refinance            6.7     Stated Income Documentation   B                     700000              700000              0
671016710                     908953.86     Cash Out Refinance              7     Stated Income Documentation   AA                   1300000             1300000              0
671016725                     482659.26     Cash Out Refinance            8.7     Stated Income Documentation   AA                    690000              690000              0
671016738                        587663     Cash Out Refinance            9.4     Stated Income Documentation   AA                    740000              740000              0
671016789                     728009.46     Cash Out Refinance            6.5     Full Documentation            AA+                   730000              730000              0
671016793                     866593.71     Cash Out Refinance            8.7     Stated Income Documentation   AA+                  1020000              918000              0
671016819                      558573.1     Cash Out Refinance           7.81     Stated Income Documentation   AA                    740000              740000              0
671016828                     542852.27     Cash Out Refinance            7.8     Stated Income Documentation   AA+                   640000              595000              0
671016847                     140267.77     Purchase                   11.625     Stated Income Documentation   AA+                   702000              702000         702000
671016889                     463169.87     Cash Out Refinance           7.25     Full Documentation            AA+                   515000              515000              0
671016919                     109918.23     Purchase                    12.69     Stated Income Documentation   AA+                   550000              550000         550000
671016967                     530430.98     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   650000              650000              0
671017004                     539498.03     Cash Out Refinance           7.75     Stated Income Documentation   AA+                   600000              600000              0
671017039                      86464.44     Purchase                     11.5     Stated Income Documentation   AA+                   475000              475000         432600
671017095                     635937.06     Cash Out Refinance           7.05     Stated Income Documentation   A                     850000              850000              0
671017099                     667598.98     Purchase                    9.245     Full Documentation            AA+                   750000              750000         668000
671017132                     434546.84     Cash Out Refinance           7.35     Stated Income Documentation   AA+                   580000              580000              0
671017139                     134911.31     Purchase                     11.5     Stated Income Documentation   AA+                   676000              676000         674990
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671017243                     124934.98     Cash Out Refinance          12.45     Full Documentation            AA+                   625000              625000              0
671017260                     509570.33     Rate/Term Refinance          6.65     Full Documentation            AA                    600000              600000              0
671017360                     575726.08     Rate/Term Refinance          8.65     Full Documentation            B                     640000              640000              0
671017386                     543859.25     Cash Out Refinance           8.35     Full Documentation            A                     680000              680000              0
671017431                     524606.63     Cash Out Refinance           6.95     Stated Income Documentation   AA+                   705000              705000              0
671017439                     503670.35     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   715000              715000              0
671017489                      564684.5     Cash Out Refinance            8.1     Full Documentation            AA+                   640000              640000              0
671017496                        496000     Purchase                     8.65     Stated Income Documentation   AA+                   650000              650000         620000
671017504                        341900     Purchase                     9.25     Full Documentation            AA+                   355000              355000         341900
671017509                     145920.22     Cash Out Refinance          12.23     Full Documentation            AA+                   730000              730000              0
671017559                     495283.34     Purchase                     7.65     Full Documentation            AA+                   755000              755000         620000
671017582                     689666.53     Cash Out Refinance          8.595     Full Documentation            AA+                   690000              670000              0
671017590                     552385.44     Cash Out Refinance            9.1     Full Documentation            AA                    650000              650000              0
671017602                     869297.25     Purchase                   10.445     Full Documentation            AA+                   870000              870000         870000
671017608                     314925.37     Purchase                     8.65     Full Documentation            AA+                   320000              320000         315000
671017618                     459779.85     Purchase                    9.495     Full Documentation            AA+                   460000              460000         459950
671017689                        580000     Cash Out Refinance           6.45     Stated Income Documentation   AA+                   725000              725000              0
671017716                     799949.44     Purchase                     11.5     Full Documentation            AA+                   800000              800000         800000
671017725                     508144.71     Purchase                      7.8     Stated Income Documentation   AA+                   565000              565000         565000
671017736                     639716.99     Cash Out Refinance            6.5     Full Documentation            AA+                   800000              800000              0
671017773                     449837.95     Cash Out Refinance            7.2     Full Documentation            AA+                   730000              730000              0
671017774                        555000     Cash Out Refinance           5.99     Full Documentation            AA+                   748000              748000              0
671017794                        544000     Rate/Term Refinance             6     Stated Income Documentation   AA+                   683000              683000              0
671017805                      659850.4     Cash Out Refinance            8.8     Stated Income Documentation   AA+                   825000              825000              0
671017855                     809838.75     Cash Out Refinance           8.65     Stated Income Documentation   AA+                   900000              900000              0
671017904                        239200     Purchase                     7.25     Stated Income Documentation   AA+                   320000              320000         299000
671017927                     638789.54     Rate/Term Refinance           7.3     Full Documentation            AA+                   790000              790000              0
671017939                     439843.36     Purchase                    7.945     Full Documentation            AA+                   440000              440000         439900
671017960                     512910.94     Cash Out Refinance           7.15     Stated Income Documentation   AA+                   570000              570000              0
671017964                     775846.66     Cash Out Refinance            6.8     Full Documentation            AA+                   970000              970000              0
671017999                     547823.88     Rate/Term Refinance           7.6     Stated Income Documentation   B                     685000              685000              0
671018025                     435286.31     Purchase                     7.65     Stated Income Documentation   AA+                   570000              570000         570000
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671018093                     489853.51     Cash Out Refinance           5.65     Full Documentation            AA+                   720000              720000              0
671018094                     363957.48     Purchase                      8.2     Full Documentation            AA+                   455000              455000         455000
671018384                     244951.52     Purchase                      8.5     Full Documentation            AA+                   262000              262000         258000
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671018503                     121573.19     Purchase                      6.5     Full Documentation            AA+                   155000              155000         152000
671018508                     133360.81     Purchase                      8.6     Full Documentation            AA+                   168000              168000         166800
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671018517                     211889.17     Purchase                     9.21     Full Documentation            AA+                   220000              220000         212194
671018530                        276450     Purchase                     10.5     Full Documentation            AA+                   291000              291000         292000
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671018594                     819109.68     Purchase                     8.35     Full Documentation            AA+                  1024000             1024000        1024000
671018603                        979300     Cash Out Refinance           8.45     Stated Income Documentation   A                    1400000             1400000              0
671018647                     319153.17     Purchase                      7.6     Full Documentation            AA+                   400000              400000         399000
671018697                     834867.94     Purchase                      7.4     Full Documentation            AA+                   835000              835000         835000
671018706                     373839.74     Purchase                     6.75     Full Documentation            AA+                   440000              440000         439900
671018723                     533644.46     Rate/Term Refinance           8.5     Full Documentation            AA+                   593000              593000              0
671018764                     422298.66     Cash Out Refinance           9.65     Full Documentation            CC                    650000              650000              0
671018784                     175983.05     Purchase                      8.7     Full Documentation            AA+                   222000              222000         220000
671018801                     337208.29     Purchase                     8.05     Full Documentation            AA+                   358000              358000         355000
671018804                     628547.03     Rate/Term Refinance          7.65     Stated Income Documentation   AA+                   715000              715000              0
671018810                     812121.17     Purchase                     9.99     Full Documentation            AA                    855000              855000         855000
671018812                     129918.78     Cash Out Refinance           8.35     Business Bank Statements      AA                    200000              200000              0
671018818                      363725.6     Purchase                     9.15     Full Documentation            AA+                   390000              390000         382900
671018890                     166696.12     Purchase                      9.7     Full Documentation            AA+                   177000              177000         175500
671018903                        492000     Purchase                     6.95     Stated Income Documentation   AA+                   615000              615000         615000
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671018920                     221576.49     Purchase                     8.45     Full Documentation            AA+                   282000              282000         277000
671018969                     359936.91     Purchase                    7.125     Full Documentation            AA+                   450000              450000         450000
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671019023                     256476.24     Purchase                      8.8     Full Documentation            AA+                   270000              270000         270000
671019025                     419913.91     Cash Out Refinance            6.7     Full Documentation            AA+                   745000              745000              0
671019068                     630712.55     Purchase                     7.75     Full Documentation            AA+                   664000              664000         664000
671019114                        221483     Purchase                     9.55     Full Documentation            AA+                   235000              235000         233140
671019161                     173965.62     Purchase                      6.8     Full Documentation            AA+                   218000              218000         217500
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671019223                        490000     Cash Out Refinance              8     Stated Income Documentation   AA+                   565000              565000              0
671019260                      187974.9     Purchase                     7.85     Full Documentation            AA+                   235000              235000         235000
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671019278                      46987.21     Purchase                   12.225     Full Documentation            AA+                   235000              235000         235000
671019350                        276000     Purchase                      7.5     Stated Income Documentation   AA+                   345000              345000         345000
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671019503                        732699     Cash Out Refinance           7.05     Full Documentation            AA+                   776000              776000              0
671019515                        360000     Purchase                     7.55     Stated Income Documentation   AA+                   400000              400000         400000
671019875                        540000     Rate/Term Refinance          6.55     Full Documentation            AA+                   611000              611000              0
671019876                        625000     Cash Out Refinance           5.99     Full Documentation            AA+                   695000              695000              0
681014014                      36855.14     Purchase                     14.3     Full Documentation            AA+                   191000              191000         185000
691010396                      75894.52     Purchase                       14     Full Documentation            AA                    391000              391000         379900
691010561                      32968.68     Purchase                    13.92     Full Documentation            AA+                   173000              173000         165000
691010726                       79710.7     Purchase                     13.3     Full Documentation            AA+                   412000              412000         398900
691010899                      56134.38     Purchase                     13.6     Full Documentation            AA+                   340000              340000         280900
701004555                      93466.39     Cash Out Refinance           12.1     Full Documentation            AA                    104000              104000              0
741016851                      69476.53     Cash Out Refinance           9.65     Full Documentation            AA+                    78000               78000              0
741017514                      82746.12     Cash Out Refinance           11.3     Full Documentation            AA+                    92000               92000              0
761017006                       75298.6     Cash Out Refinance          11.85     Full Documentation            A                      84000               84000              0
761017385                      95728.75     Purchase                    10.55     Full Documentation            AA                    123000              123000         120000
761017390                      64657.93     Cash Out Refinance         11.725     Full Documentation            A                      72000               72000              0
761017462                     111825.49     Cash Out Refinance           10.4     Full Documentation            AA                    125000              125000              0
791007457                     151891.48     Rate/Term Refinance            11     Full Documentation            AA                    160000              160000              0
831048835                     607999.95     Cash Out Refinance            6.6     Full Documentation            AA+                   640000              640000              0
831060482                      348264.3     Cash Out Refinance            7.4     Stated Income Documentation   AA+                   585000              585000              0
831070810                     469659.53     Cash Out Refinance            8.5     Full Documentation            AA                    495000              495000              0
831072660                     422872.23     Cash Out Refinance           9.59     Full Documentation            AA                    446000              446000              0
831072755                     723313.18     Cash Out Refinance           8.75     Stated Income Documentation   AA+                  1000000             1000000              0
831072863                     599009.39     Cash Out Refinance              9     Stated Income Documentation   AA                    800000              800000              0
831073224                     578904.33     Cash Out Refinance           9.75     Stated Income Documentation   AA                    760000              760000              0
831073229                     632889.67     Cash Out Refinance          7.625     Stated Income Documentation   AA                    905000              905000              0
831073489                        448000     Purchase                     7.75     Stated Income Documentation   AA+                   560000              560000         560000
831073610                     494299.81     Cash Out Refinance           6.25     Stated Income Documentation   AA                    595000              595000              0
831073645                     591486.39     Cash Out Refinance           7.99     Stated Income Documentation   AA                    740000              740000              0
831073706                     734857.86     Cash Out Refinance           8.55     Stated Income Documentation   AA                    920000              920000              0
831073732                      32939.58     Purchase                     13.5     Stated Income Documentation   AA+                   185000              160000         164800
831073733                     131754.62     Purchase                     8.99     Stated Income Documentation   AA+                   185000              160000         164800
831073739                      41574.24     Purchase                     13.5     Full Documentation            AA+                   218000              218000         208000
831073740                     166139.21     Purchase                     9.25     Full Documentation            AA+                   218000              218000         208000
831073790                     534403.85     Cash Out Refinance           7.95     Full Documentation            AA                    595000              595000              0
831073792                     544891.36     Cash Out Refinance           7.99     Full Documentation            AA                    840000              840000              0
831073795                     458859.99     Cash Out Refinance           6.99     Full Documentation            AA+                   710000              710000              0
831074142                      67957.86     Purchase                     13.5     Business Bank Statements      AA+                   345000              345000         340000
831074175                     435104.41     Cash Out Refinance           7.99     Stated Income Documentation   AA+                   545000              545000              0
831074246                     878287.63     Purchase                      8.2     Stated Income Documentation   AA+                  1112000             1112000        1100000
831074247                     656397.96     Cash Out Refinance            7.8     Full Documentation            AA+                   730000              730000              0
831074260                     339375.62     Purchase                      8.5     Stated Income Documentation   AA+                   425000              425000         425000
831074305                     195867.72     Purchase                     8.85     Stated Income Documentation   AA+                   245000              245000         245000
831074499                     453239.63     Purchase                     9.49     Stated Income Documentation   AA+                   740000              740000         567975
831074527                     168480.13     Purchase                     8.33     Full Documentation            AA+                   212000              212000         211000
831074531                      42175.87     Purchase                    13.85     Full Documentation            AA+                   212000              212000         211000
831074664                     282004.77     Purchase                     8.38     Full Documentation            AA+                   334000              297000         297000
831074672                     419345.86     Cash Out Refinance           9.28     Stated Income Documentation   AA+                   525000              525000              0
831074685                     367636.97     Purchase                     8.55     Business Bank Statements      AA+                   460000              460000         460000
831074687                     947673.37     Cash Out Refinance            8.5     Stated Income Documentation   AA+                  1600000             1600000              0
831074702                     432706.55     Cash Out Refinance            8.5     Full Documentation            AA                    510000              510000              0
831074729                     189971.85     Purchase                     9.38     Full Documentation            AA                    205000              205000         201500
831074731                     632661.12     Cash Out Refinance           7.99     Business Bank Statements      AA+                  1057000             1057000              0
831074749                        531000     Cash Out Refinance          6.625     Stated Income Documentation   AA+                   590000              590000              0
831074878                     519675.08     Cash Out Refinance           7.71     Full Documentation            AA                    865000              865000              0
831074987                        448000     Cash Out Refinance          7.175     Stated Income Documentation   AA+                   560000              560000              0
831074996                      84915.44     Purchase                   11.375     Stated Income Documentation   AA+                   425000              425000         425000
831074997                     109877.99     Purchase                   10.875     Stated Income Documentation   AA+                   550000              550000         550000
831074999                      61748.59     Purchase                    12.55     Stated Income Documentation   AA+                   340000              340000         308980
831075090                        511000     Purchase                      7.5     Stated Income Documentation   AA+                   730000              730000         730000
831075093                     629421.87     Cash Out Refinance          7.795     Full Documentation            A                     840000              840000              0
831075094                     759995.42     Purchase                      7.5     Full Documentation            AA+                   880000              880000         845000
831075097                        545000     Cash Out Refinance           6.85     Stated Income Documentation   AA+                   840000              840000              0
831075103                     476779.75     Rate/Term Refinance          8.75     Stated Income Documentation   AA                    530000              530000              0
831075113                        676000     Purchase                     7.77     Stated Income Documentation   AA+                   845000              845000         845000
831075120                     658098.02     Cash Out Refinance           9.49     Full Documentation            AA                    775000              775000              0
831075135                     495932.81     Cash Out Refinance            6.7     Full Documentation            AA+                   828000              828000              0
831075138                    1078569.23     Cash Out Refinance           8.08     Full Documentation            A                    1800000             1800000              0
831075152                    1248359.11     Cash Out Refinance          8.125     Stated Income Documentation   AA                   3000000             3000000              0
831075157                     551419.41     Cash Out Refinance            9.2     Stated Income Documentation   AA+                   690000              690000              0
831075159                     444258.88     Cash Out Refinance            8.2     Stated Income Documentation   A                     635000              635000              0
831075177                     465558.98     Cash Out Refinance           9.15     Stated Income Documentation   AA                    671000              671000              0
831075215                     299584.39     Purchase                     7.37     Full Documentation            AA+                   385000              385000         375000
831075216                      74922.03     Purchase                     12.5     Full Documentation            AA+                   385000              385000         375000
831075223                     460980.23     Cash Out Refinance           7.94     Full Documentation            AA                    615000              615000              0
831075224                     721534.43     Cash Out Refinance            7.6     Full Documentation            AA+                   850000              850000              0
831075232                      147827.3     Purchase                      8.7     Full Documentation            AA+                   265000              265000         250000
831075233                     514028.53     Cash Out Refinance            7.8     Full Documentation            AA+                   735000              735000              0
831075239                     404656.18     Purchase                     8.35     Full Documentation            AA                    455000              455000         450000
831075261                     222524.77     Purchase                     7.75     Full Documentation            AA+                   282000              282000         278800
831075265                      55760.43     Purchase                     12.9     Full Documentation            AA+                   282000              282000         278800
831075302                     495942.11     Cash Out Refinance           6.75     Full Documentation            AA+                   552000              552000              0
831075306                        297000     Purchase                     7.89     Stated Income Documentation   AA+                   330000              330000         330000
831075314                     479464.84     Cash Out Refinance           8.92     Stated Income Documentation   AA+                   640000              640000              0
831075321                        185200     Purchase                     6.63     Full Documentation            AA+                   232000              232000         231500
831075322                       46214.8     Purchase                    9.875     Full Documentation            AA+                   232000              232000         231500
831075326                     502834.73     Cash Out Refinance            7.5     Stated Income Documentation   AA                    630000              630000              0
831075507                     649233.68     Cash Out Refinance           8.65     Stated Income Documentation   AA+                  1180000             1180000              0
831075513                     834999.64     Cash Out Refinance           7.75     Stated Income Documentation   AA                   1300000             1300000              0
831075515                        422000     Cash Out Refinance           8.99     Stated Income Documentation   AA+                   470000              470000              0
831075517                     534694.67     Purchase                     7.45     Full Documentation            AA+                   595000              595000         595000
831075520                        434000     Cash Out Refinance           6.69     Stated Income Documentation   AA+                   625000              625000              0
831075522                     283388.83     Purchase                      9.3     Stated Income Documentation   AA+                   350000              350000         315000
831075573                      41472.58     Purchase                     14.5     Full Documentation            AA+                   210000              210000         207500
831075574                     165895.96     Purchase                     7.45     Full Documentation            AA+                   210000              210000         207500
831075577                    1031037.83     Cash Out Refinance           7.75     Full Documentation            A                    1475000             1400000              0
831075581                     463414.63     Cash Out Refinance           8.32     Full Documentation            AA+                   580000              580000              0
831075583                        480000     Cash Out Refinance          6.375     Stated Income Documentation   AA+                   600000              600000              0
831075595                     211974.76     Purchase                     8.15     Stated Income Documentation   AA+                   270000              270000         265000
831075604                        800000     Rate/Term Refinance          8.99     Stated Income Documentation   AA+                  1137000             1137000              0
831075628                     437359.39     Purchase                      7.6     Full Documentation            A                     630000              630000         625000
831075644                        396000     Purchase                     7.75     Full Documentation            AA+                   495000              495000         495000
831075645                      98973.15     Purchase                    12.24     Full Documentation            AA+                   495000              495000         495000
831075821                     419814.69     Cash Out Refinance           9.12     Full Documentation            AA+                   540000              540000              0
831075824                     189820.81     Purchase                     9.99     Full Documentation            AA                    200000              200000         199900
831075845                        364000     Purchase                     7.15     Full Documentation            AA+                   455000              455000         455000
831075846                        448000     Purchase                      6.8     Full Documentation            AA+                   560000              560000         560000
831075848                     111917.99     Purchase                     10.9     Full Documentation            AA+                   560000              560000         560000
831075874                     165925.59     Cash Out Refinance           8.85     Full Documentation            A                     230000              230000              0
831075875                     139833.23     Cash Out Refinance            8.6     Full Documentation            AA                    210000              210000              0
831075876                        576650     Purchase                     8.99     Stated Income Documentation   AA+                   607000              607000         607000
831075878                     440688.75     Cash Out Refinance           7.75     Full Documentation            AA+                   490000              490000              0
831075887                     470125.67     Cash Out Refinance           7.95     Full Documentation            AA+                   588000              588000              0
831075894                        204000     Cash Out Refinance           8.25     Stated Income Documentation   AA+                   240000              240000              0
831075922                        396000     Purchase                     7.25     Full Documentation            AA+                   505000              505000         495000
831075923                       98964.7     Purchase                       11     Full Documentation            AA+                   505000              505000         495000
831076033                      99964.26     Purchase                    10.99     Full Documentation            AA                    107500              107500         107500
831076038                        484800     Cash Out Refinance           7.85     Full Documentation            AA+                   606000              606000              0
831076048                     261123.65     Purchase                     9.58     Full Documentation            AA                    280000              280000         275000
831076072                      275934.6     Cash Out Refinance           8.65     Full Documentation            AA+                   310000              310000              0
831076078                     267255.08     Purchase                      9.8     Stated Income Documentation   AA+                   306000              297000         297000
831076087                      63892.62     Purchase                    10.15     Full Documentation            AA+                    80000               80000          79900
831076091                     159820.09     Purchase                     8.35     Full Documentation            AA+                   202000              202000         199900
831076093                      129917.1     Purchase                     8.25     Full Documentation            AA+                   205000              205000         200000
831076095                     273545.75     Purchase                     9.25     Stated Income Documentation   AA+                   333000              333000         304000
831076100                      67986.12     Cash Out Refinance           13.5     Stated Income Documentation   AA+                   365000              340000              0
831076102                       39970.5     Purchase                    12.83     Full Documentation            AA+                   202000              202000         199900
831076104                      403179.7     Cash Out Refinance           7.99     Full Documentation            AA                    505000              505000              0
831076233                     317738.82     Cash Out Refinance           6.99     Full Documentation            AA+                   355000              355000              0
831076249                     480037.09     Purchase                     9.99     Stated Income Documentation   AA+                   565000              565000         565000
831076255                     184946.95     Cash Out Refinance          11.99     Full Documentation            CC                    450000              450000              0
831076258                        249900     Purchase                      8.5     Full Documentation            AA+                   252000              252000         249900
831076261                        435000     Purchase                     8.35     Full Documentation            AA+                   435000              435000         435000
831076274                        144000     Purchase                     8.29     Full Documentation            AA+                   180000              180000         180000
831076275                      35990.24     Purchase                    12.24     Full Documentation            AA+                   180000              180000         180000
831076280                        584250     Cash Out Refinance            8.4     Stated Income Documentation   AA+                   615000              615000              0
831076286                     427212.58     Rate/Term Refinance          7.99     Stated Income Documentation   AA+                   450000              450000              0
831076287                     407912.06     Purchase                     8.97     Stated Income Documentation   AA+                   480000              480000         480000
831076305                     192921.64     Cash Out Refinance           10.4     Full Documentation            AA                    193000              193000              0
831076326                     399911.98     Purchase                      8.9     Full Documentation            AA+                   525000              525000         525000
831076401                     104756.24     Cash Out Refinance          10.27     Full Documentation            AA                    131000              135000              0
831076502                     246604.72     Cash Out Refinance           9.15     Full Documentation            AA                    260000              260000              0
831076566                     127129.06     Purchase                      8.9     Stated Income Documentation   AA+                   180000              180000         159000
831076568                      26387.68     Purchase                     9.75     Full Documentation            AA+                   150000              150000         132000
831076642                     374794.74     Cash Out Refinance           8.99     Full Documentation            AA+                   400000              400000              0
831076902                        187000     Purchase                     8.75     Full Documentation            AA                    228000              228000         220000
831076996                     374040.19     Purchase                    8.875     Full Documentation            B                     540000              540000         499000
831076997                        394250     Purchase                     7.39     Full Documentation            AA+                   415000              415000         415000
831077000                      100331.4     Rate/Term Refinance         9.475     Full Documentation            AA                    111500              111500              0
831077064                     150277.98     Cash Out Refinance          10.25     Full Documentation            A                     167000              167000              0
831077067                     267856.73     Purchase                     8.25     Full Documentation            AA+                   335000              335000         335000
831077080                      66969.55     Purchase                    13.05     Full Documentation            AA+                   335000              335000         335000
831077082                        573700     Cash Out Refinance           9.35     Full Documentation            AA+                   700000              700000              0
841022959                      49576.12     Purchase                   13.225     Stated Income Documentation   AA+                   255000              255000         248100
841022964                      42966.96     Purchase                    12.65     Full Documentation            AA+                   215500              215500         215051
841024099                      41569.61     Purchase                   13.075     Stated Income Documentation   AA+                   211000              208358         208358
841024177                     859608.71     Rate/Term Refinance           8.8     Stated Income Documentation   AA+                   940000              925000              0
841024366                     404926.14     Purchase                     8.85     Stated Income Documentation   AA                    500000              500000         450000
841024486                      695633.3     Cash Out Refinance            8.3     Stated Income Documentation   AA+                   870000              805000              0
841024650                      49984.37     Purchase                     11.6     Full Documentation            AA+                    50000               50000          50000
841025026                      33166.77     Purchase                    11.65     Full Documentation            AA+                   170000              170000         167000
871007061                     434478.53     Cash Out Refinance           6.85     Full Documentation            AA+                   588000              588000              0
871007190                      49967.88     Purchase                     11.5     Stated Income Documentation   AA+                   255000              255000         250000
871007298                     150910.23     Rate/Term Refinance         11.85     Stated Income Documentation   AA+                   755000              755000              0
871007305                        420000     Purchase                     6.75     Stated Income Documentation   AA+                   530000              530000         525000
871007334                     441549.49     Cash Out Refinance           9.35     Stated Income Documentation   AA                    520000              520000              0
871007351                      76460.65     Purchase                     12.5     Full Documentation            AA+                    86000               86000          76500
871007362                     460681.26     Cash Out Refinance           7.55     Stated Income Documentation   AA+                   518000              518000              0
951000556                     129440.64     Purchase                    8.525     Full Documentation            AA+                   169000              169000         162000
951000665                     487406.64     Cash Out Refinance            8.5     Stated Income Documentation   AA+                   610000              610000              0
951001053                     129700.76     Purchase                     10.7     Full Documentation            AA+                   130000              130000         129800
951001111                        420000     Cash Out Refinance              6     Full Documentation            AA+                   560000              505000              0
951001129                     247722.34     Purchase                      8.9     Stated Income Documentation   AA+                   311000              311000         310000
951001169                     698194.75     Purchase                      7.2     Stated Income Documentation   AA+                  1050000             1050000         999000
951001191                     122600.57     Purchase                    10.43     Full Documentation            AA+                   125000              125000         122700
951001207                      305681.5     Purchase                     9.25     Full Documentation            AA+                   370000              370000         340000
951001239                     151843.66     Cash Out Refinance          9.375     Full Documentation            AA+                   160000              160000              0
951001257                      61988.25     Purchase                   13.825     Stated Income Documentation   AA+                   311000              311000         310000
951001634                     133080.15     Cash Out Refinance           9.94     Full Documentation            AA                    148000              148000              0
951001659                      53783.55     Purchase                     11.7     Stated Income Documentation   AA+                   289000              289000         269000
951001664                       55783.5     Purchase                    11.85     Stated Income Documentation   AA+                    62000               62000          62000
951001690                     179085.73     Purchase                     8.25     Full Documentation            AA+                   224000              228000         224000
951001694                     185337.98     Purchase                    10.08     Full Documentation            AA+                   185500              185500         185500
951001701                      79978.36     Cash Out Refinance         10.525     Full Documentation            AA+                    80000               78000              0
951001715                     129744.21     Purchase                    6.075     Full Documentation            AA+                   265000              240000         240000
951001734                      68337.96     Cash Out Refinance           11.8     Full Documentation            AA+                    72000               72000              0
951001938                     115147.94     Purchase                      9.9     Stated Income Documentation   AA+                   144000              144000         144000
951001970                     119872.46     Purchase                     9.15     Stated Income Documentation   AA+                   220500              220500         150000
951001990                     138770.76     Purchase                     9.55     Full Documentation            AA+                   139000              139000         138790
951001999                     134865.27     Purchase                     9.45     Full Documentation            AA+                   136000              136000         135000
951002065                     158859.29     Purchase                   10.075     Stated Income Documentation   AA+                   159000              159000         159000
951002072                     349590.78     Purchase                   10.025     Business Bank Statements      AA+                   350000              350000         349900
951002088                     116951.78     Purchase                    10.33     Full Documentation            AA+                   123000              123000         117000
951002097                         94870     Purchase                    11.55     Full Documentation            AA+                   102000              102000          99900
951002104                     440766.54     Purchase                     9.15     Stated Income Documentation   AA+                   500000              500000         490000
951002287                     199729.24     Purchase                     9.18     Full Documentation            AA+                   199900              199900         199900
951002326                     142907.23     Purchase                    9.675     Full Documentation            AA+                   172500              172000         150500
951002365                     189955.95     Purchase                   11.025     Full Documentation            AA+                   193000              193000         190000
951002377                     424755.48     Cash Out Refinance           8.75     Full Documentation            A                     800000              800000              0
951002384                        101250     Cash Out Refinance             10     Full Documentation            C                     135000              135000              0
951002425                     387947.22     Purchase                      7.8     Stated Income Documentation   AA+                   485000              485000         485000
951002432                     175906.83     Purchase                     9.15     Full Documentation            AA+                   225000              220000         220000
951002438                     244087.78     Purchase                     6.95     Full Documentation            AA+                   299000              299000         287400
951002493                     268735.18     Purchase                     8.59     Full Documentation            AA+                   336000              336000         336000
951002544                        153425     Purchase                    8.425     Full Documentation            AA+                   164000              164000         161500
951002545                        540000     Cash Out Refinance           7.25     Stated Income Documentation   AA+                   750000              600000              0
951002561                      99970.75     Cash Out Refinance           11.9     Full Documentation            CC                    160000              145000              0
951002603                     151079.09     Purchase                    7.125     Full Documentation            AA+                   168000              170000         168000
951002605                     589653.46     Cash Out Refinance           8.65     Full Documentation            AA                    925000              925000              0
951002611                     132730.07     Purchase                    9.175     Full Documentation            AA+                   169500              169500         166000
951002618                        381600     Purchase                     9.15     Stated Income Documentation   AA+                   480000              480000         477000
951002692                     175903.47     Purchase                     8.98     Full Documentation            AA+                   184000              184000         176000
951002757                     178438.84     Purchase                     8.28     Full Documentation            AA+                   216000              190000         187950
951002777                        532000     Cash Out Refinance          8.445     Stated Income Documentation   AA+                   560000              560000              0
951002851                     391774.46     Purchase                     8.75     Stated Income Documentation   AA+                   560000              560000         490000
951002888                     535403.51     Cash Out Refinance           7.05     Stated Income Documentation   AA+                   650000              650000              0
951002893                     119131.77     Purchase                    8.775     Full Documentation            AA+                   152000              152000         149000
951003036                     466973.74     Purchase                      8.2     Full Documentation            A                     549000              519000         519000
951003235                        212000     Purchase                     9.05     Full Documentation            AA+                   272000              272000         265000
951003244                        167000     Purchase                    8.225     Stated Income Documentation   AA+                   210000              210000         208750
951003253                        324000     Purchase                      7.9     Full Documentation            AA+                   405000              405000         405000
951003841                        490500     Cash Out Refinance          10.75     Full Documentation            B                     546000              546000              0
951003938                        764150     Purchase                    7.975     Full Documentation            AA+                   899000              899000         899000
951004259                        266400     Cash Out Refinance            7.9     Full Documentation            AA+                   296000              296000              0
961073213                        348000     Purchase                    8.825     Business Bank Statements      AA+                   435000              435000         435000
961075903                      492263.2     Rate/Term Refinance         7.192     Stated Income Documentation   AA                    616000              616000              0
961076137                     101581.81     Purchase                     9.59     Full Documentation            AA+                   128000              128000         127000
961076138                       25395.1     Purchase                    13.75     Full Documentation            AA+                   128000              128000         127000
961076289                    1120992.07     Cash Out Refinance           8.75     Stated Income Documentation   AA+                  1725000             1725000              0
961076586                        471200     Purchase                     8.95     Stated Income Documentation   AA+                   590000              590000         589000
961076984                     487698.57     Purchase                     7.75     Business Bank Statements      AA                    615000              615000         610000
961076985                     121937.24     Purchase                     12.5     Business Bank Statements      AA                    615000              615000         610000
961076986                     337435.06     Cash Out Refinance           9.35     Full Documentation            AA                    375000              375000              0
961076988                        179400     Cash Out Refinance           8.35     Full Documentation            CC                    276000              276000              0
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       2,492             663,937,475.17
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       6,783           1,499,999,162.53
==================================================================================================================================================================================

-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
   Loan Number  Actual Unpaid Balance             Prepayment Penalty              Prepayment Term    Remaining Prepayment Term    Rounding Code             Product                Lien Position
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
031045956                 345888.12     6 mo int on 80%                                      36                           32     U                Fixed Rate 40/30 Balloon        First Lien
051069009                  37960.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051069980                  28921.25     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051071504                   29178.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051071605                  30979.31     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051071664                  32725.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051072920                  38973.89     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051073502                 159916.31     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
051073704                 140653.44     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
051074012                 125642.91     3% / 2% / 1%                                         24                           21     U                2/28 6 MO LIBOR                 First Lien
051074018                 137550.67     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR                 First Lien
051074087                 151773.67     3% / 2% / 1%                                         24                           21     U                2/28 6 MO LIBOR                 First Lien
051074128                  59975.36     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051074163                    117000     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
051074178                  28976.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051074250                 263665.16     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR                 First Lien
051074280                 179869.65     3% / 2% / 1%                                         24                           21     U                2/28 6 MO LIBOR                 First Lien
051074425                 327852.96     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
051074444                  99953.35     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
051074492                  224748.5     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
051074640                    143907     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
051074688                  83989.79     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
051074692                 143918.09     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
061072797                  39368.75     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061074681                  25954.34     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061074694                   25695.8     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061074703                   43750.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061074852                   62856.8     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           21     U                2/28 6 MO LIBOR                 First Lien
061074855                 166995.64     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           21     U                2/28 6 MO LIBOR                 First Lien
061075468                 153469.93     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
061075640                 303825.26     2 mo int on 66% if less than 8%                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061075654                    119700     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061075711                   29985.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061075811                  116976.7     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34     U                Fixed Rate 40/30 Balloon        First Lien
061075875                 207785.75     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
061075959                  92713.57     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           21     U                2/28 6 MO LIBOR                 First Lien
061075960                  32543.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076098                  94762.25     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 15 Yr                First Lien
061076141                  65749.15     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           21     U                5/25 6 MO LIBOR                 First Lien
061076191                  150045.6     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 30 Yr                First Lien
061076235                 179899.19     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 30 Yr                First Lien
061076357                  122501.3     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 30 Yr                First Lien
061076789                    246000     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35     U                3/27 6 MO LIBOR                 First Lien
061076812                     85975     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061076839                 154214.26     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
061076916                  124939.8     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 30 Yr                First Lien
061076948                 157240.54     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
061077018                    147250     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061077062                 118718.58     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061077101                 162501.64     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061077174                 134902.29     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061077235                  59594.91     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077243                 287924.39     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077319                    100000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061077346                  33980.08     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061077360                 139967.07     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077429                  83986.65     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077473                  140937.6     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 30 Yr                First Lien
061077477                 203454.15     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077495                 125745.24     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34     U                3/27 6 MO LIBOR                 First Lien
061077519                  349402.8     1% of UPB                                            36                           34     U                3/27 6 MO LIBOR                 First Lien
061077565                     89000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061077568                 159922.12     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
061077612                 143424.09     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34     U                Fixed Rate 40/30 Balloon        First Lien
061077619                 168910.97     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077628                    125100     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061077631                    125100     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061077638                    199750     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061077639                     63000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061077677                 237566.43     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 50/30 Balloon        First Lien
061077746                 280853.56     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
061077756                  95364.28     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
061077769                     89040     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061077773                    214500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061077787                    223250     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061077818                    126490     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061077843                    215200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061077871                  198779.5     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR                 First Lien
061077872                     64300     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077873                    100002     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     U                2/28 6 MO LIBOR                 First Lien
061077878                 148420.14     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
061077895                 112759.34     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     U                2/28 6 MO LIBOR                 First Lien
061077909                     69420     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061077911                  57755.25     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
061077917                 143953.21     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
061077925                 115929.73     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     U                2/28 6 MO LIBOR                 First Lien
061077939                     64600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061078027                 129941.75     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078041                    112000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
061078042                  99925.79     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061078095                    130150     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078097                    186675     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078100                 106922.48     2% of ppd amt                                        36                           34                0     Fixed Rate 30 Yr                First Lien
061078119                     94500     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078129                  59979.74     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061078198                  50384.33     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061078199                     50350     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061078203                   62380.6     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061078205                  66479.89     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061078228                 180003.92     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078233                    268000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061078262                     71250     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
061078276                     77000     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078302                 112924.61     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078305                    153400     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     U                2/28 6 MO LIBOR                 First Lien
061078309                    133000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061078336                     54150     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078353                     65860     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061078369                     88500     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078381                    342000     2 mo int on 66% if less than 8%                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
061078418                 127431.28     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078423                  94984.35     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35     U                Fixed Rate 40/30 Balloon        First Lien
061078454                    171000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078485                     92220     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
061078535                    116092     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061078554                     55250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078598                    404000     1% of amt ppd if loan greater than $150K             30                           29     U                5/25 6 MO LIBOR IO              First Lien
061078610                    116000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
061078792                    121800     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061078816                 112942.87     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078828                  145769.2     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078830                     68400     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061078866                  130003.2     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
061078938                    124186     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061078986                    191750     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     U                2/28 6 MO LIBOR                 First Lien
061078996                     55250     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
061079011                    105600     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061079022                    151050     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23                0     Fixed Rate 30 Yr                First Lien
061079044                    207000     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR IO              First Lien
061079047                     75000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061079050                  79170.18     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35     U                Fixed Rate 30 Yr                First Lien
061079074                    152000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061079077                    129200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079134                    132000     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061079181                  59178.66     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079197                    377200     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
061079222                    190000     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061079224                     55100     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061079250                     98089     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     N                2/28 6 MO LIBOR                 First Lien
061079309                     68020     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
061079312                    185250     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
061079372                     73600     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
061079390                    117000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061079422                    196000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
061079433                    102500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061079475                 274805.52     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061079486                 121543.27     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061079586                  99968.33     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079622                 104838.35     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           23     U                2/28 6 MO LIBOR                 First Lien
061079648                 127852.63     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
061079656                    100750     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061079657                    237500     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061079705                    114950     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061079804                 125381.77     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 40/30 Balloon        First Lien
061079867                    234000     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061079913                     75920     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
061080016                    108000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061080065                    390000     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061080067                     54000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061080118                     94500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061080128                    165300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061080130                  89943.19     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061080163                    120650     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36     U                Fixed Rate 30 Yr                First Lien
061080184                    114000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
061080196                    194845     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061080274                     65600     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
061080278                     81600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061080517                    141000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061080524                    147000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061080538                     55385     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061080699                    116000     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061080746                 149834.25     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061080929                    160200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061081006                     99000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061081039                    283500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061081610                     71992     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061081835                     79200     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36     U                Fixed Rate 30 Yr                First Lien
101061168                  41885.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101061249                  28702.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101061729                  31862.71     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062227                  33923.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062304                   33887.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062348                  28934.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062511                   27304.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062714                     28336     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062734                  31578.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062910                  25352.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063120                  25421.56     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063148                  29912.45     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063657                 165572.21     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101063909                   25545.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064679                  24966.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064700                  31123.22     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064818                  99966.61     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101064925                 295985.17     3% / 2% / 1%                                         36                           31                0     Fixed Rate 30 Yr                First Lien
101065353                  34719.08     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065382                  33479.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065421                  25053.86     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065751                 401763.28     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101065907                  38508.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065909                  26164.87     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
101066081                 127770.19     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101066221                 132801.15     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
101066361                  99844.06     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101066474                  26951.55     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066479                 123372.61     6 mo int on 80%                                      36                           34                0     Fixed Rate 20 Yr                First Lien
101066529                  54951.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066732                  25465.81     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066956                  31272.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066994                    281288     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101067061                 117800.25     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
101067115                 131047.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101067118                 118325.61     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101067271                  39964.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067414                    112100     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101067416                  26165.19     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067443                   27725.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067454                 134811.69     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
101067504                 166188.42     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
101067553                 135093.77     None                                                  0                            0                0     Fixed Rate 15 Yr                First Lien
101067579                  27444.16     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067592                  29973.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067643                   36983.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067657                 117457.69     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
101067659                 191881.27     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101067689                     64800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101067698                     77400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101067699                     77400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101067734                 303807.33     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101067789                  29386.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067957                     75003     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101067999                 195511.82     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
101068113                 115868.78     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101068120                    311600     1% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
101068132                   28170.9     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068152                    190000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068198                 170922.72     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
101068211                 299707.62     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068227                 127951.81     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
101068238                 141946.54     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
101068353                 131948.39     2% of UPB                                            12                           10     U                2/28 6 MO LIBOR                 First Lien
101068373                   58359.5     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068392                  219894.6     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101068395                  26756.14     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068398                  90754.49     6 mo int on 80%                                      36                           35                0     Fixed Rate 15 Yr                First Lien
101068401                  70521.44     6 mo int on 80%                                      36                           35                0     Fixed Rate 15 Yr                First Lien
101068403                  67728.51     6 mo int on 80%                                      36                           35                0     Fixed Rate 15 Yr                First Lien
101068406                    140000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068415                    277850     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
101068442                 104856.01     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068451                 138842.68     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068469                    186500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068506                  226775.8     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR                 First Lien
101068530                 104966.25     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068573                     80000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068631                  91962.45     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101068647                 219544.34     2% of UPB                                            24                           22     N                2/28 6 MO LIBOR                 First Lien
101068659                     54600     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101068668                 187446.23     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101068684                    110200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068691                     95000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101068694                    100000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068695                    104300     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101068721                     94000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101068779                 111937.54     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068789                    107200     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101068825                    288000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068848                  35668.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068867                 150331.67     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101068869                     91200     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101068885                    139400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101068942                    100858     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101068952                  88939.06     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101068964                    143921     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101068975                    100000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069032                    109818     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069034                    288800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101069059                 155754.42     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069095                    365000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069125                  147176.8     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069176                     88000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101069178                    178990     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101069190                 123454.25     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069192                     90217     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069212                    236250     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069213                    125600     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101069246                    104000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101069259                    107200     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101069306                 126964.06     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069360                    236000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069376                 119951.06     3% / 2% / 1%                                         24                           23     N                2/28 6 MO LIBOR                 First Lien
101069378                 105406.25     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069393                     66600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069468                    381650     6 mo int on 80%                                      12                           11     U                Fixed Rate 40/30 Balloon        First Lien
101069474                     95000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069497                     81600     2% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
101069522                  116448.7     2% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
101069543                    140000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101069564                    128000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
101069565                 137953.41     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069578                    118480     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069598                    148000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069603                    113050     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069615                    122400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069622                     80504     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101069641                    119900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
101069645                    213100     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069661                  76463.16     2% / 1%                                              24                           23     N                2/28 6 MO LIBOR                 First Lien
101069666                    163400     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101069681                    156800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069706                    113900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069717                    131100     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069744                    114750     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101069815                    100800     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
101069818                    100000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
101069832                    178900     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
101069845                    201400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101069852                    190900     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
101069870                    124150     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
101069899                     96000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101069901                     60000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
101069944                    140600     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069948                    152800     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR IO              First Lien
101070024                    147350     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
101070030                    213750     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
101070038                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070041                    164000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101070077                    182400     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101070083                    137600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070116                  79967.17     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070123                     96000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070136                 136170.42     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070148                    126350     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070157                     89550     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070178                     65600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070197                    107350     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070203                    117800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070213                 135595.01     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070238                    102000     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
101070245                    107500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070295                    166500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070350                     63200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070421                     87510     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
101070432                    109250     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
101070655                     67500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070776                    126000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070985                    104769     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
101071109                     88000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
101071147                    112500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
111002711                 571275.43     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
111002751                 354758.55     6 mo int on 80%                                      36                           33     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
111002791                 297282.04     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
111002809                  215788.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
111002822                 599446.96     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
111002825                    308000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
111002850                 484669.34     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
111002855                 341560.11     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
111002882                 368714.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
111002904                    453600     6 mo int on 80%                                      12                           12     U                5/25 6 MO LIBOR                 First Lien
111002912                    499867     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
111002947                 546541.87     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
111002952                 259872.08     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
111002975                 387330.31     6 mo int on 80%                                      36                           35     U                Fixed Rate 40/30 Balloon        First Lien
111002986                    485014     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
111003011                 449899.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
111003044                 249917.42     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
111003047                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
111003052                    261000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
111003056                    375000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
111003066                 369946.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
111003071                    200000     6 mo int on 80%                                      12                           12     N                2/28 6 MO LIBOR IO              First Lien
111003074                 522341.02     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
111003102                 369658.96     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
111003212                    315000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
111003251                    325800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
111003273                    320024     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
111003304                    414000     6 mo int on 80%                                      36                           36     U                Fixed Rate 50/30 Balloon        First Lien
121048492                 100552.28     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
121048709                  57476.71     2 mo int or 60 days int on UPB                       24                           17     U                2/28 6 MO LIBOR                 First Lien
121049293                  37533.35     2 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
121049992                  37335.79     2 mo int or 60 days int on UPB                       24                           19                0     Fixed Rate 30 Yr                Second Lien
121050125                  33738.16     2 mo int or 60 days int on UPB                       24                           19                0     Fixed Rate 30 Yr                Second Lien
121050414                   43922.8     2 mo int or 60 days int on UPB                       24                           19                0     Fixed Rate 30 Yr                Second Lien
121050447                  35938.18     2 mo int or 60 days int on UPB                       24                           19                0     Fixed Rate 30 Yr                Second Lien
121050450                  48257.08     2 mo int or 60 days int on UPB                       24                           20                0     Fixed Rate 30 Yr                Second Lien
121050794                  46656.37     2 mo int or 60 days int on UPB                       24                           20                0     Fixed Rate 30 Yr                Second Lien
121050923                  27940.54     2 mo int or 60 days int on UPB                       24                           20                0     Fixed Rate 30 Yr                Second Lien
121051024                  26796.09     2 mo int or 60 days int on UPB                       24                           20                0     Fixed Rate 30 Yr                Second Lien
121051044                  35983.73     2 mo int or 60 days int on UPB                       24                           22                0     Fixed Rate 30 Yr                Second Lien
121051102                 136575.11     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
121051385                  26514.45     2 mo int or 60 days int on UPB                       24                           21                0     Fixed Rate 30 Yr                Second Lien
121051435                 170185.26     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121051713                    119848     2 mo int or 60 days int on UPB                       24                           21     U                2/28 6 MO LIBOR                 First Lien
121051752                    280000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121051790                  25945.24     2 mo int or 60 days int on UPB                       24                           21                0     Fixed Rate 30 Yr                Second Lien
121051799                 140067.18     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121051863                 389908.93     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121051876                  214521.1     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR                 First Lien
121051899                 165929.33     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121051928                    219600     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121051980                   71987.4     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052000                 359500.35     2 mo int or 60 days int on UPB                       36                           34     U                3/27 6 MO LIBOR                 First Lien
121052023                 123442.38     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052027                 173730.57     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052033                 351801.64     2 mo int or 60 days int on UPB                       24                           22     N                2/28 6 MO LIBOR                 First Lien
121052059                    305000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052075                    148500     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052101                 202828.92     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052107                    113905     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052133                 233597.87     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR                 First Lien
121052147                 109974.42     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052149                 180523.21     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052154                 257947.76     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052175                 318442.85     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR                 First Lien
121052186                 231858.01     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121052194                 208111.88     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052227                 142338.96     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052228                    223200     2 mo int or 60 days int on UPB                       24                           24     U                2/28 6 MO LIBOR                 First Lien
121052230                    106001     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052233                 229828.92     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR                 First Lien
121052246                    236649     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052247                 211728.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052251                  136429.6     2 mo int or 60 days int on UPB                       24                           24     U                2/28 6 MO LIBOR                 First Lien
121052262                 185070.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052361                 134974.22     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052369                    215000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
121052371                     59000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121052393                    188000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR IO              First Lien
121052420                 134332.14     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121052441                    160000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
121052446                     40000     2 mo int or 60 days int on UPB                       24                           23                0     Fixed Rate 30 Yr                Second Lien
121052453                 103970.57     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
121052470                 237784.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052485                 318406.99     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052489                    127920     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
121052490                    186000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052497                    260100     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052506                 178803.07     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121052524                    304000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052892                    128250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052916                    143100     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052945                   75976.5     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
121052998                 232823.59     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121053031                  91473.67     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053042                  80749.45     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053066                    237500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053067                 210794.06     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053187                 103436.62     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121053191                    240350     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121053199                     83120     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
121053212                    229000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
121053255                     84000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
121053265                     82500     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
121053305                    116100     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053314                    112900     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
121053315                     68000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053358                    129600     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121053465                    127800     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121053475                    143687     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121053481                    143687     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121053485                  78825.36     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053539                    132000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053562                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053600                    100800     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
121053628                    346500     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
121053630                    200000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
121053696                     50000     2 mo int or 60 days int on UPB                       24                           24     U                2/28 6 MO LIBOR                 First Lien
121053702                    178125     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121053704                    137600     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
121053780                     53910     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
121053955                    145800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121054075                    108800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121054420                    121500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
141057248                  26177.98     5% of ppd amt                                        24                           19                0     Fixed Rate 30 Yr                Second Lien
141057368                  64950.14     5% of ppd amt                                        24                           20                0     Fixed Rate 30 Yr                Second Lien
151036099                  95192.13     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151037670                 421975.78     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151037716                  233348.2     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151038991                 166189.22     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039182                  31880.68     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151039196                    131000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151039247                 156960.53     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151039302                 215835.57     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039309                 306689.14     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151039326                 247671.61     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039458                 179920.37     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039462                  64973.91     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151039509                 105519.26     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
151039582                  71939.63     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039597                 107946.31     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039632                  68946.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151039667                 193690.34     1% of amt ppd if loan greater than $150K             24                           21     U                2/28 6 MO LIBOR                 First Lien
151039761                 211488.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151039771                  65660.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151039800                 117492.14     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
151039908                  99910.97     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
151040100                 359453.18     2 mo int on 66% if less than 8%                      36                           33                0     Fixed Rate 30 Yr                First Lien
151040103                    274500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151040122                 103888.31     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
151040131                    116000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
151040146                 339820.86     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040160                 317240.72     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040199                 234883.21     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040210                     85500     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
151040274                  199881.8     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151040291                  319424.1     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040301                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040319                 255329.93     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040376                    324000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040379                 401989.85     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
151040383                 409516.26     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151040390                 159805.46     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
151040418                  31487.37     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151040469                 140505.47     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
151040623                 143865.92     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151040673                  369872.3     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040784                    121200     None                                                  0                            0                0     Fixed Rate 30 Yr IO             First Lien
151040805                 137935.95     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040811                 188964.71     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040852                 403755.26     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040866                    190000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151040930                 197667.99     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
151040950                 173375.68     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
151040967                  183956.4     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040985                    105000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151041000                 199860.26     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
151041055                  99949.24     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041067                 196450.32     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151041078                     79200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151041079                     77400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151041082                     63000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151041097                    201000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041103                    216720     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041118                   43981.2     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151041132                    222300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041146                    260000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041147                     66000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151041152                    200000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041159                 184875.24     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041160                 147175.25     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041180                 106190.12     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041186                 132926.59     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
151041228                    136000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041233                 387866.09     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041235                    174200     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041242                 298902.52     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041247                     75600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041282                  489851.3     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041284                 224828.63     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041319                  32943.58     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151041358                    115600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041375                 139918.07     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151041382                 235874.28     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151041390                  99954.81     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
151041391                     75000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041393                    307000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151041394                    198000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041402                     82445     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
151041403                 166888.25     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151041405                 151934.88     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
151041410                 149320.08     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041442                 234919.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041451                    166250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041457                  223206.4     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041460                    139875     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041476                    162000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
151041479                    298000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041482                    240445     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041483                    129200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041484                 196341.11     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041502                 143847.75     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041528                    127500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041536                    171500     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151041543                  150012.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041558                 162423.38     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041560                    348500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041576                 183628.17     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041582                 138680.89     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041590                 309855.37     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
151041599                    264000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041601                    126000     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
151041602                    195700     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151041636                    303450     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041653                    153500     2 mo int or 60 days int on UPB                       24                           23     N                5/25 6 MO LIBOR IO              First Lien
151041683                     51850     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041696                 279955.59     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041724                  66980.71     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151041729                    340000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
151041742                    124364     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151041763                    224000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151041770                    204000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041781                    200000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
151041784                    114000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151041786                 226922.79     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151041788                    140000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151041791                    222000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041813                    142400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041821                    149490     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151041914                 229422.35     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041923                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041963                 229720.35     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                First Lien
151041968                     92000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
151041981                 283328.25     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042001                    325000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
151042003                    340000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042020                    178000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042029                 159987.57     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042034                    137000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151042043                 144040.96     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042063                  89969.45     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151042081                     84000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042091                     90100     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042099                    111200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042110                    300000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042117                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042149                    120000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042175                    570000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151042179                 147876.27     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042192                    495000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042229                    208000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042236                    215012     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
151042260                    147250     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
151042264                     99000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042273                    380000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042284                  83261.54     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151042286                    114894     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042292                  349943.6     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042319                 133992.11     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042341                    148750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042353                    481988     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151042362                    160000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151042377                    170000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042378                    191900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042381                    246038     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151042422                    310175     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042441                    406000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151042460                     63750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042470                    168750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042487                    184000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151042495                    110000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
151042524                 110419.62     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151042552                    210000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042597                    176000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
151042636                    144900     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151042655                    110400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042752                 134936.35     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042758                    168000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151042890                    100100     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151042896                     84800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042902                    212800     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
151042934                     92625     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151042982                    337500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
151043025                    109600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043095                    135000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
151043103                    110000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043170                    205200     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
151043173                    204000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151043174                    125000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151043184                    225000     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
151043211                    377000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043251                    128250     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151043317                     92500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151043528                    328000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
151043658                    138000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043781                    418500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151044013                    117000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
161051489                 131753.39     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
161051528                  41960.22     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161051664                  53921.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161051687                  67327.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161051695                 249722.99     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161051703                 389698.55     None                                                  0                            0     U                Fixed Rate 40/30 Balloon        First Lien
161051711                 256490.94     3% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR                 First Lien
161051717                 299209.29     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
161051773                 199871.68     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161051839                    160000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161051840                  288876.9     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052068                  265599.2     2% of UPB                                            12                            9                0     Fixed Rate 30 Yr                First Lien
161052132                 235889.19     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
161052186                 280394.27     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052206                    336000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052214                 169811.64     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052223                 336852.43     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052273                 350745.66     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052313                 248798.99     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052317                 324894.04     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052327                 422670.02     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052341                 283444.63     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052400                 382272.95     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052437                  121430.1     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052460                    400000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052484                    216600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052493                 347886.54     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052496                 252755.35     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052520                    165690     3% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
161052577                 314807.21     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052600                 279891.82     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052601                  71977.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052627                 449672.66     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052642                  31180.41     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052653                  258920.5     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052657                  69982.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052698                    306000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161052740                 337851.95     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052756                 195458.24     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052766                  199906.1     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052768                    355200     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
161052801                  49976.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052802                 235829.02     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052805                 241390.39     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052810                 346169.61     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052832                 284829.12     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
161052833                    316800     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
161052848                 162922.48     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052851                 119894.52     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
161052893                    311200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052894                    324000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
161052896                 301626.23     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
161052925                    187500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161052937                  33972.14     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052950                 292301.74     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052951                 355305.82     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053013                    382500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053019                    340000     None                                                  0                            0                0     2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053043                    400000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161053049                    292500     3% of ppd amt                                        12                           11     U                2/28 6 MO LIBOR                 First Lien
161053050                 310891.13     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161053051                 204982.49     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053059                    125000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
161053069                    382000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053076                  229462.6     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053084                    260000     3% of ppd amt                                        12                           11     U                2/28 6 MO LIBOR                 First Lien
161053094                 199965.46     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
161053145                 184974.83     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053149                 131928.65     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
161053151                    320500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053160                 149891.98     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
161053172                    175000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
161053179                  160967.6     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053196                 400760.95     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
161053234                 341826.38     3% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
161053287                    149925     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
161053290                 356742.91     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053291                 198687.92     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161053304                 179791.26     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053341                    330600     3% of ppd amt                                        12                           12     U                2/28 6 MO LIBOR                 First Lien
161053350                 166916.99     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053368                    339000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053407                    225000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053411                    374000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053432                 328283.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053438                  44941.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161053443                    226000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
161053451                    360000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053455                    205500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053467                    228000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
161053487                    250705     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053501                    186900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053514                    228800     2% of ppd amt                                        36                           35                0     Fixed Rate 30 Yr                First Lien
161053617                    157950     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053644                    148000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053657                    280000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
161053678                    199800     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
161053698                    480000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
161053739                    315000     2% of UPB                                            12                           12     U                2/28 6 MO LIBOR                 First Lien
161053782                    105000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
161053878                    254490     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053930                    274500     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
161053987                    204000     3% of ppd amt                                        24                           24     U                5/25 6 MO LIBOR                 First Lien
161054227                    396000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171034945                  73149.34     6 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
171035880                 131188.36     3% / 2% / 1%                                         36                           31                0     Fixed Rate 30 Yr                First Lien
171035982                    216150     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr IO             First Lien
171036966                  46361.48     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
171036994                    227200     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
171037147                 163763.49     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
171037627                 207402.76     6 mo int on 80%                                      36                           33     U                Fixed Rate 40/30 Balloon        First Lien
171037730                  38621.09     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
171037962                  27662.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171037978                 111901.55     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
171038124                 337314.07     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
171038163                  35973.59     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
171038175                  43978.59     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
171038182                    120000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171038215                    200000     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
171038220                 383734.13     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171038358                 170804.55     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
171038417                 219758.25     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
171038578                    290000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
171038759                 368806.95     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr IO             First Lien
171038762                    220000     6 mo int on 80%                                      36                           33     U                3/27 6 MO LIBOR IO              First Lien
171039075                     55000     2% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
171039088                 199822.68     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171039094                 305911.07     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039155                 158901.68     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171039170                 139604.54     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171039233                  50986.12     3% / 2% / 1%                                         24                           22                0     Fixed Rate 30 Yr                First Lien
171039256                    101000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
171039269                     41000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                Second Lien
171039274                    191250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171039283                   99932.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
171039285                    189750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171039290                    153750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171039377                 229434.26     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039545                    132960     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
171039546                 215934.45     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039575                 287937.56     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039626                  111923.7     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171039664                    100000     3% / 2% / 1%                                         36                           35                0     Fixed Rate 30 Yr                First Lien
171039700                 209868.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
171039702                     75200     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171039912                    200000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171039917                  32383.63     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171039970                 191157.07     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171040074                 175963.51     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040084                    207900     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171040092                    318400     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
171040109                 259188.58     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040150                     93500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171040194                    199500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040265                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
171040268                 201896.36     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
171040319                 163886.45     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040322                  72766.04     3% / 2% / 1%                                         36                           35                0     Fixed Rate 30 Yr                First Lien
171040359                     48000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
171040381                  224899.4     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040408                 235416.38     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040469                 224844.22     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040474                    275000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171040495                 269941.46     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040572                  49790.06     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
171040595                    178750     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR                 First Lien
171040600                    168000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040606                 232945.52     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040680                 316964.05     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171040707                  99967.26     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040755                 281964.31     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171040785                    100000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040809                 201840.85     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
171040830                  116767.5     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040852                    152000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040858                    175000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
171040870                 189990.06     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171040877                    260000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171040904                    220500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171040921                    302400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040943                    190000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171040954                    212500     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR IO              First Lien
171040990                    290000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041068                  94815.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041096                    126360     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041101                    179963     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
171041152                    184015     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041157                    230400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041161                 183828.76     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
171041183                 194589.64     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
171041203                    139500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041243                    169200     2% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
171041253                    170000     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
171041259                    183000     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
171041292                    109600     3% / 2% / 1%                                         36                           35                0     Fixed Rate 30 Yr                First Lien
171041309                 159918.78     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171041419                    199500     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
171041451                    286000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041455                    215500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171041503                    137599     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041534                    127500     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
171041547                    267996     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041566                    167200     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
171041638                 255431.95     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
171041639                    153900     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
171041701                    150500     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
171041743                    181600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
171041798                    300000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041808                    260260     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041833                 142474.18     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041850                 143984.96     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041871                    399500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041883                    190000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041909                    180000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041926                    396950     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
171042104                    144500     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
171042136                    175000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
171042172                    151200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042222                    129000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171042346                    183200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042402                    250000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042605                    130000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042613                    242250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171042769                    208000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042780                    192500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171043212                    288900     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191033192                    229950     6 mo int on 80%                                      24                           17     U                2/28 6 MO LIBOR IO              First Lien
191033443                  198651.7     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
191033875                 317001.95     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191034613                    168000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191034846                  46521.17     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191034875                  28783.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191034884                  58954.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191034956                 240148.92     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035044                 219793.48     6 mo int on 80%                                      36                           33     U                Fixed Rate 40/30 Balloon        First Lien
191035097                 287170.74     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR                 First Lien
191035147                  59363.23     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035231                    265157     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191035236                  40097.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035237                    261560     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191035383                  36048.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035386                 363607.27     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035400                    260000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
191035490                 134981.08     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035596                 213087.66     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035603                 227600.89     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035608                 195410.25     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035643                 280277.54     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035778                  65369.93     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035794                 234862.53     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035820                 264937.22     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035875                 354783.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035934                    252900     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
191036019                 276512.01     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
191036102                 278855.12     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036104                    270750     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR IO              First Lien
191036163                 149902.38     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
191036182                    299867     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
191036229                    280000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
191036237                 170897.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036257                  42909.63     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
191036264                 386646.98     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036267                 234898.63     6 mo int on 80%                                      36                           34     N                3/27 6 MO LIBOR 40/30 Balloon   First Lien
191036269                 157155.23     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
191036321                  56211.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191036339                 188927.63     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036355                    265419     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
191036360                 140169.13     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036374                 269833.22     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036382                    245600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
191036426                 355889.28     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
191036435                 161456.98     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036436                 149944.98     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
191036457                  255902.2     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036458                 123883.99     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036472                    260000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
191036473                 202296.13     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036477                  30970.31     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
191036483                 213365.24     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036488                 145309.99     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191036512                    212400     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
191036553                 251016.16     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
191036604                  130993.5     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036616                  34991.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191036626                 233900.33     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036643                 232431.44     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036669                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036680                    253000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
191036706                  99956.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036727                 130982.52     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036728                    316000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
191036730                   49987.2     10% / 7% / 3.5% on 90% upb                           24                           22                0     Fixed Rate 30 Yr                Second Lien
191036738                 208965.85     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
191036744                  233921.5     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036747                    250500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
191036765                    351000     2 mo int on 66% if less than 8%                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
191036768                    181000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036770                    337500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191036783                 212339.11     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
191036797                    232500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036808                    133600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036811                  130333.8     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036822                 161404.16     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
191036833                 129907.32     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
191036840                 204131.26     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
191036846                 144956.93     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036849                 188948.17     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036852                 122288.92     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
191036854                    102000     6 mo int on 80%                                      36                           35     N                3/27 6 MO LIBOR                 First Lien
191036865                 126955.94     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
191036866                    327250     6 mo int on 80%                                      36                           34     N                3/27 6 MO LIBOR IO              First Lien
191036881                    281050     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036884                    226900     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
191036886                    344000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
191036889                    433600     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
191036899                     91000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
191036923                    320000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
191036924                    315000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191036925                    256500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191036952                 152700.74     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036957                 193467.63     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036958                 161477.18     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036959                 151931.31     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191036960                 261555.37     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036963                 271721.91     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
191036988                    252700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036995                    178750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037013                    236000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
191037030                    180500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037051                    116002     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037082                  254965.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037125                    220500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037130                    198400     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037134                    335000     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
191037142                 195472.89     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037146                 164988.38     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037147                    288000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037159                    110004     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191037169                    190000     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
191037171                    242100     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037202                 272792.27     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
191037235                    244985     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037257                    206400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037278                 215806.62     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
191037288                    176000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037289                    266000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037297                 403689.64     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037305                 367758.05     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
191037306                    231000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037322                    225900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037324                    215000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037345                    168000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037364                    310500     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
191037365                    202500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
191037397                    157000     6 mo int on 80%                                      36                           35     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037402                    216000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037413                    315000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191037435                  219930.2     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037440                    165750     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
191037446                 224901.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037453                    197550     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037465                    151920     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037479                    160992     2 mo int or 60 days int on UPB                       24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037485                    270000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037489                     37980     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191037496                 328446.06     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037520                    333000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
191037543                    234200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037544                    161250     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037588                  99788.46     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
191037601                 199365.87     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037612                    200450     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037645                    193600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037665                     75000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191037673                    125000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
191037681                 131024.35     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037721                    135200     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
191037728                    334400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037731                    155800     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
191037744                    368600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
191037761                     71600     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
191037771                 215873.13     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
191037779                    232000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
191037868                    294400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191037953                    187000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037962                    369750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037983                    194000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191038004                    175200     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
191038087                    147750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191038316                    184500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191038357                    342000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
191038453                    247000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191038461                    324000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191038660                    369000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
191038909                    192000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211049199                 199540.57     1% of UPB                                            24                           18     U                2/28 6 MO LIBOR                 First Lien
211049371                 139492.08     2% of ppd amt                                        24                           19                0     Fixed Rate 30 Yr                First Lien
211049714                  54540.39     2% of ppd amt                                        24                           19                0     Fixed Rate 30 Yr                Second Lien
211049734                 287422.27     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211049967                 299125.98     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211050418                  50972.79     2% of ppd amt                                        24                           20                0     Fixed Rate 30 Yr                Second Lien
211050577                 107092.77     2% of ppd amt                                        24                           20     U                2/28 6 MO LIBOR                 First Lien
211050695                 346503.03     2 mo int on 66% if less than 8%                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211050726                 143946.95     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211050751                 271858.77     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211050813                  28382.82     2% of ppd amt                                        24                           20                0     Fixed Rate 30 Yr                Second Lien
211051006                     50000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211051139                    128000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211051165                 275589.06     2 mo int on 66% if less than 8%                      24                           21     U                2/28 6 MO LIBOR                 First Lien
211051174                 252473.18     2% of ppd amt                                        12                            9     U                2/28 6 MO LIBOR                 First Lien
211051210                 187859.35     2% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR                 First Lien
211051211                 211840.92     2 mo int on 66% if less than 8%                      24                           22                0     Fixed Rate 30 Yr                First Lien
211051327                 317258.91     2% / 1%                                              24                           21     N                2/28 6 MO LIBOR                 First Lien
211051586                 185706.02     2% of ppd amt                                        36                           33                0     Fixed Rate 30 Yr                First Lien
211051604                 199838.31     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
211051610                  59948.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211051753                  359805.4     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211051902                  210875.1     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211051936                 140750.74     2% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR                 First Lien
211051991                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211051997                    106250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211052036                 231516.68     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052040                  33593.14     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
211052134                  220863.9     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211052223                  35014.06     2% of ppd amt                                        36                           33                0     Fixed Rate 30 Yr                Second Lien
211052280                 246386.85     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052285                  29177.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052416                 335867.91     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211052423                 154954.61     2% of ppd amt                                        36                           34     U                5/25 6 MO LIBOR                 First Lien
211052529                 144697.29     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211052531                 208636.14     2% of ppd amt                                        36                           34     U                5/25 6 MO LIBOR                 First Lien
211052538                 319760.13     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052550                 188828.41     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052552                 291837.15     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211052554                  25394.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052569                 255286.41     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211052572                 134936.35     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211052618                 175941.49     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052623                 265052.09     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052657                    240000     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052748                 199887.76     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
211052756                 360911.13     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052765                 184846.86     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052782                  299907.5     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052808                  50589.91     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211052857                    315000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
211052881                    200000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211052897                 119907.31     2 mo int on 66% if less than 8%                      24                           23     N                2/28 6 MO LIBOR                 First Lien
211052933                    117300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211052934                 336632.58     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052942                 394884.38     2 mo int on 66% if less than 8%                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052962                    288868     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211052980                 172405.06     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052989                   25592.3     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053006                 175903.66     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211053046                 164914.46     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053049                    295200     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053055                 198465.69     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211053058                 172720.23     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211053063                    321300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053074                   50588.3     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053088                 199815.09     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
211053117                    169575     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053124                 224751.73     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211053136                 179833.93     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053153                 265463.41     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053156                 312782.65     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
211053163                    165500     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
211053170                    147000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053171                    116280     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
211053175                    223200     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR IO              First Lien
211053186                 325436.04     2 mo int on 66% if less than 8%                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053189                 105889.38     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053243                 144099.22     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211053257                 131102.77     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
211053262                    275500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211053265                 180403.44     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
211053268                    162816     2% of ppd amt                                        36                           35     U                Fixed Rate 40/30 Balloon        First Lien
211053270                 336432.73     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053279                  36953.64     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053304                  214818.8     2 mo int on 66% if less than 8%                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211053324                    142000     2% of ppd amt                                        36                           35     N                5/25 6 MO LIBOR IO              First Lien
211053343                 361536.82     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211053356                 227882.42     3% / 2% / 1%                                         36                           35                0     Fixed Rate 30 Yr                First Lien
211053363                 123129.12     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211053394                    212000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053410                 166413.69     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
211053415                  41574.38     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053416                    168547     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR IO              First Lien
211053423                  42989.83     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053426                  28556.29     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
211053438                    131900     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR IO              First Lien
211053488                    270000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
211053491                    208000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053521                    144500     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211053534                 134416.83     2% of ppd amt                                        36                           34     U                3/27 6 MO LIBOR                 First Lien
211053541                     75000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053550                 159908.33     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211053557                  282470.6     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053571                 202451.31     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053574                    107000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053584                 313891.63     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053593                    167000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211053595                    195500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211053606                 107955.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053609                    364500     2% of ppd amt                                        36                           35     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053654                 212440.35     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053658                   27983.3     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053668                    213675     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053696                 224894.47     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211053707                     94250     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
211053712                    414000     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053723                    108750     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211053731                 308632.04     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053737                    330000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053744                    147250     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211053747                    222000     2% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
211053749                 119962.52     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053754                 365726.21     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053758                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053806                 229939.17     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053813                    158400     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053816                 175328.48     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211053818                    246500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053825                  83954.02     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053845                 174913.47     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211053850                    332000     2 mo int on 66% if less than 8%                      24                           23     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
211053888                    292500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053893                    178000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211053911                     61100     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211053915                    168610     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053923                    103500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053933                    145000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053946                    340000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
211053965                    244000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211053968                    202500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053981                    218500     2% of ppd amt                                        36                           35                0     Fixed Rate 30 Yr                First Lien
211053994                    260000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211053997                    212960     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054002                    116250     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054009                    325000     2 mo int on 66% if less than 8%                      36                           35                0     Fixed Rate 30 Yr                First Lien
211054010                    218400     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054011                 299810.65     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054021                    117650     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211054024                    313000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054031                  79832.49     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054053                    260000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054087                    208000     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211054090                  99992.53     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054097                    540000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
211054098                 111944.33     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054106                    149500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054115                    164800     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
211054131                    147800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211054198                    200000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054221                    200000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
211054234                    180000     2 mo int on 66% if less than 8%                      36                           35                0     Fixed Rate 30 Yr                First Lien
211054240                    194000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
211054244                    133600     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
211054260                    325000     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054329                  99929.42     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054374                    105000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054401                    161500     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054417                    296400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054436                    184500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054458                 207061.54     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054462                 121383.38     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054545                    127400     2% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
211054551                 327857.97     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054552                    246905     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
211054576                    129000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
211054599                    168000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054619                 179887.62     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054645                  191901.5     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054647                    342487     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054656                    110700     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054657                    248000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054674                    148000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054700                    221400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054706                    225000     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054711                    222300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054746                    252000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054750                    135000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211054754                    102000     1% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
211054762                    135000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054770                    255500     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054787                  148851.1     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054789                    220500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211054805                    119700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054825                    123500     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211054884                  147698.7     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054891                    100000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211054912                    240000     2 mo int on 66% if less than 8%                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211054915                 159510.99     2% of ppd amt                                        36                           35                0     Fixed Rate 30 Yr                First Lien
211055033                    289750     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
211055037                    408500     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055060                    132000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055067                    285000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055106                 181767.89     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                First Lien
211055114                 203877.07     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211055118                 111991.96     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211055164                     81000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055218                 268081.11     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211055232                    164000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211055294                    116850     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211055297                    240000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055306                    146000     2 mo int on 66% if less than 8%                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211055363                    142505     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055420                    405000     2 mo int on 66% if less than 8%                      24                           24     N                2/28 6 MO LIBOR IO              First Lien
211055492                    148750     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055605                    169200     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055660                    179100     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055661                    135000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
211055693                     69750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055825                    112000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
211055851                    185000     2 mo int on 66% if less than 8%                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211055855                    111150     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055857                    139000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055900                    272700     2 mo int on 66% if less than 8%                      12                           12     U                Fixed Rate 40/30 Balloon        First Lien
211055959                    130000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055976                    216000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211056187                    227250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211056278                    325000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211056416                    148500     1% of UPB                                            24                           24     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
211056575                     75000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231084886                  59321.52     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231085926                 121225.92     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231086057                  36974.42     2% of UPB                                            12                            7                0     Fixed Rate 30 Yr                Second Lien
231086899                 231809.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231087046                 375647.21     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231087165                 151870.59     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231087295                    132600     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
231087305                 224575.36     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231087414                 166752.59     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
231087481                  87926.61     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
231087498                  35981.89     5% of ppd amt                                        24                           21                0     Fixed Rate 30 Yr                Second Lien
231087565                 132640.17     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231087570                  99855.89     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231087641                  44981.94     5% of ppd amt                                        24                           21                0     Fixed Rate 30 Yr                Second Lien
231087694                 405619.62     6 mo int on 80%                                      12                            9     U                3/27 6 MO LIBOR                 First Lien
231087706                 207964.74     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231087713                  117911.7     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR                 First Lien
231087762                    441150     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
231087773                 216434.93     2% of UPB                                            12                            9     U                2/28 6 MO LIBOR                 First Lien
231087788                    140000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231087792                    360900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231087835                 155849.14     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231087837                 211861.41     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231087883                    114795     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231087928                 327808.73     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231087939                    234000     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
231087947                 144926.77     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231088566                 101502.14     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088575                 199784.77     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088580                 241802.79     2% of UPB                                            12                            9     U                Fixed Rate 40/30 Balloon        First Lien
231088589                 324858.55     2% of UPB                                            12                            9     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231088614                 414468.92     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088673                 374689.37     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231088683                 123909.21     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088712                 159882.85     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231088771                  74946.14     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231088809                 209553.98     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231088822                 103960.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088912                  50979.52     5% of ppd amt                                        24                           21                0     Fixed Rate 30 Yr                Second Lien
231088959                 449715.97     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088976                 341530.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088980                 210145.22     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089030                 319755.29     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089045                 332282.52     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089060                  296146.3     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089064                  47662.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089075                 143821.28     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089091                 251005.86     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231089092                 251564.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
231089118                 481347.45     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089199                 275816.35     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089206                  467730.5     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR                 First Lien
231089247                  47564.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089264                  404840.2     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089307                  203887.4     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089353                    321600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089412                  53184.78     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
231089428                 185861.74     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089469                 203862.84     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089470                 184464.12     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
231089504                 152453.44     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
231089509                 161898.79     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089537                 157943.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089541                  45954.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089543                    242000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089554                    340000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089558                  30901.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089574                 266810.46     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089578                    153000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089593                 212390.66     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089597                 164851.27     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089619                    112500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231089630                 202844.77     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089631                  230341.2     None                                                  0                            0     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
231089652                 276087.34     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089673                    225000     2% of UPB                                            12                           10     U                2/28 6 MO LIBOR                 First Lien
231089692                 399657.29     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
231089697                 139798.76     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
231089720                 254899.81     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089743                 144913.06     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089763                 282440.99     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089769                  389867.3     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089776                    368000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
231089784                 170890.96     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
231089788                 179876.75     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089793                 369808.18     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089804                 344898.28     3% of ppd amt                                        24                           22     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
231089866                     53900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089892                 299795.95     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
231089898                 319964.72     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231089914                    274500     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
231089931                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
231089955                  31689.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089973                 259827.31     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
231089992                 403767.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090011                 296911.16     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090013                 363887.93     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090016                 235755.31     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231090022                    135000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090047                    130000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090061                    385000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090088                  189820.1     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090090                 220057.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231090170                 141018.82     3% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
231090179                     57000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090204                 134925.48     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090216                 237757.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090219                 153925.83     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231090223                 192826.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090252                 120979.04     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090253                    182000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
231090259                    140000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090269                  27633.23     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
231090288                    319600     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
231090304                  51966.24     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
231090308                 171864.89     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231090311                    110000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090322                 219251.03     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090339                    318250     2 mo int on 66% if less than 8%                      36                           36                0     Fixed Rate 50/30 Balloon        First Lien
231090347                 194842.41     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
231090349                 153947.43     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090355                  65911.37     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090356                 119402.02     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090357                  130257.9     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090359                    320000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090364                    143910     2% of UPB                                            12                           11     U                2/28 6 MO LIBOR                 First Lien
231090367                 337371.06     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090381                    251750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090392                  159894.8     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090396                 254828.55     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090397                    274500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090418                    176000     2% of UPB                                            12                           11     U                2/28 6 MO LIBOR                 First Lien
231090420                 254282.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090444                 311827.79     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090461                 179917.79     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090470                    245000     6 mo int on 80%                                      12                           12                0     Fixed Rate 30 Yr IO             First Lien
231090487                    100000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231090488                    333000     None                                                  0                            0                0     Fixed Rate 50/30 Balloon        First Lien
231090499                 306864.54     None                                                  0                            0                0     2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090502                    600000     2% of UPB                                            12                           11                0     Fixed Rate 30 Yr                First Lien
231090503                    378900     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
231090508                  99950.82     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090511                  29271.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090521                    200000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090527                  224847.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090536                    130500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090542                    124200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090562                     94500     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
231090564                    388000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090567                 284663.59     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090576                 279211.28     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090582                    180000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090641                    253800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090648                    272000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090666                  99944.23     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090678                    225250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090683                  169904.2     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090691                    430000     6 mo int on 80%                                      12                           12                0     Fixed Rate 30 Yr IO             First Lien
231090702                     63750     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
231090714                    285600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090721                 428847.69     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
231090722                     87600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090724                    162400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090732                    348000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231090739                 149909.13     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231090756                    193500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090759                     28000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090763                    119250     2% of UPB                                            12                           12     U                2/28 6 MO LIBOR                 First Lien
231090764                 102331.98     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090778                    180000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR                 First Lien
231090783                    173400     2 mo int on 66% if less than 8%                      36                           36                0     Fixed Rate 30 Yr                First Lien
231090784                    144000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090787                 187403.82     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
231090789                    252000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090816                     88000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090833                    102006     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090857                    396000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090861                    132750     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
231090862                     54000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231090868                    315000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090877                  32966.75     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
231090884                    154000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090894                    148800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090904                    125000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090908                    171000     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
231090933                    208000     2% of UPB                                            12                           11     U                2/28 6 MO LIBOR                 First Lien
231090948                    141000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090970                  262272.4     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
231090986                    302000     3% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
231091002                    346080     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091102                 157886.22     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
231091108                    440000     6 mo int on 80%                                      12                           12     U                Fixed Rate 30 Yr IO             First Lien
231091115                 229800.03     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231091126                  52975.28     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091146                 286229.16     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
231091185                    218500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091189                  103942.3     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091192                    200750     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231091222                 199791.92     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091225                    120000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091228                    169600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091229                    200013     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091235                 204879.75     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091237                    244800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091247                    398000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091259                    270000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR IO              First Lien
231091273                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091297                  193175.8     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231091298                 177876.33     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091304                    171900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091306                 147884.55     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091323                    118750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091337                 212726.35     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091344                     54000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091350                    120000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091355                    310250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091367                    134190     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091371                    219600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091382                    175500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091388                    165000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091407                    103920     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091415                    207000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231091424                     65600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091431                    164800     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
231091436                    416000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091445                 411891.84     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091446                 109963.51     None                                                  0                            0     U                Fixed Rate 40/30 Balloon        First Lien
231091460                    162400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091471                     92000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091478                    300000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231091485                    284000     None                                                  0                            0                0     Fixed Rate 50/30 Balloon        First Lien
231091508                    143500     2% of ppd amt                                        36                           35                0     Fixed Rate 30 Yr                First Lien
231091510                    118750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091514                 160824.69     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
231091525                    155000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091526                    209000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091542                     85104     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091544                   59972.3     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091572                     75000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091585                    212000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091598                    206900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091607                 239818.37     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091611                    309500     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
231091617                 258302.32     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091620                    240000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091623                    290000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
231091633                  159538.6     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
231091638                 314129.31     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091657                 144898.69     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091671                 130358.09     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091673                    205000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091679                    196000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091681                    121410     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091699                 162936.95     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091700                    116000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091716                    207000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091719                    257500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091723                    120000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091724                    225000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091730                  74978.54     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
231091741                 374799.39     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR                 First Lien
231091743                  310486.4     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231091748                 167904.74     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091756                    148500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091768                    132960     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091778                    168000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091781                    254600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091785                 145460.18     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091794                    319000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091804                    325000     3% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
231091815                    251910     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
231091817                    228500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091822                  113940.9     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091837                    274921     6 mo int on 80%                                      24                           23     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
231091841                    172800     6 mo int on 80%                                      36                           36     U                Fixed Rate 40/30 Balloon        First Lien
231091878                    142500     6 mo int on 80%                                      36                           36                0     Fixed Rate 15 Yr                First Lien
231091905                 123339.31     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091915                    284400     2% of UPB                                            12                           12     U                5/25 6 MO LIBOR                 First Lien
231091924                    159600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091938                    127500     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231091975                     75000     1% of amt prepaid                                    36                           36                0     Fixed Rate 30 Yr                First Lien
231091985                  74979.25     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231092058                    137750     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
231092063                    310500     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
231092097                 175840.26     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
231092115                    133000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092165                    346400     None                                                  0                            0     U                5/25 6 MO LIBOR IO              First Lien
231092184                    168000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231092198                    151500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092218                    125000     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
231092224                    413250     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231092243                    175750     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
231092259                  358222.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092271                     92800     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
231092347                     31470     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231092373                    175500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092408                     73400     5% of ppd amt                                        36                           36     U                Fixed Rate 30 Yr                Second Lien
231092410                    240000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
231092414                    297000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092465                    168150     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
231092529                    135850     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092579                    280250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092635                     50350     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092650                    280250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231092705                    117000     6 mo int on 80%                                      36                           36     U                Fixed Rate 40/30 Balloon        First Lien
231092744                 261173.15     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231092775                    109000     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
231093134                     69600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231093304                    201500     2% of UPB                                            12                           12     U                2/28 6 MO LIBOR                 First Lien
231093897                    160003     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
271029535                  77899.27     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
271029696                  67378.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
291007265                  71869.01     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
321037288                  71907.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321037520                   49965.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321038053                  35982.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321038854                 175779.33     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
321038905                 135939.71     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
321039073                  195689.1     6 mo int on 80%                                      36                           32     U                Fixed Rate 40/30 Balloon        First Lien
321039081                 259678.59     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                First Lien
321039295                 168981.26     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
321039356                  69965.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039392                 328610.45     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321039512                  63971.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039582                 279912.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321039588                  44676.58     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039607                 275864.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321039670                  35951.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039702                 248100.69     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321039748                  39979.98     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039767                  379399.4     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
321039858                  37384.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039925                 162279.48     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321039971                 219185.11     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321039974                 159881.26     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
321040026                 212441.21     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040045                   52389.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321040072                  45488.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321040073                 122484.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040104                 216836.04     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040114                 218564.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040116                 192900.99     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040158                 413906.16     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040175                 115509.34     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040212                 327437.19     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040245                 188555.91     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040265                 314746.85     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040288                 245561.54     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
321040296                    204000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
321040297                 191880.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040359                  50992.06     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040384                    128000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
321040442                 239799.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040477                 209951.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040494                  73985.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321040512                    185500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
321040523                 155457.97     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040534                 296846.02     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
321040538                 179893.37     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
321040546                 191844.17     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040568                 223821.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
321040585                 320310.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040611                    165000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040616                 142027.11     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
321040622                 165883.95     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
321040626                    182750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040653                    171000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
321040764                 157529.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040785                    248500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
321040806                  29987.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321040850                     99000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
321040860                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331047292                 174532.21     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331050405                  526819.8     6 mo int on 80%                                      12                            8     U                2/28 6 MO LIBOR                 First Lien
331050651                 327970.38     6 mo int on 80%                                      12                            8                0     Fixed Rate 20 Yr                First Lien
331050729                 230788.13     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                First Lien
331050862                 369808.76     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
331050901                  90960.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331050923                 516715.46     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331050939                 159874.73     6 mo int on 80%                                      12                            8                0     Fixed Rate 30 Yr                First Lien
331050949                  192207.6     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
331051076                 316726.04     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331051078                 187340.38     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331051198                 183887.96     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331051203                 121442.79     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
331051207                    266000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331051242                 254827.17     6 mo int on 80%                                      12                            9     U                Fixed Rate 40/30 Balloon        First Lien
331051303                    522500     6 mo int on 80%                                      12                           11     U                Fixed Rate 40/30 Balloon        First Lien
331051434                 305824.61     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331051448                 328878.13     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331051465                  389489.8     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
331051513                 264729.89     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
331051552                 368970.15     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                First Lien
331051580                 419482.29     6 mo int on 80%                                      12                            9     U                Fixed Rate 40/30 Balloon        First Lien
331051654                    345000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331051667                  39973.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051709                 210455.01     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331051731                 279592.97     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331051786                 155878.06     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
331052045                 308500.33     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
331052102                 299034.86     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331052198                 279937.47     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052263                 121455.14     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331052334                 323342.12     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
331052349                 349723.03     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052360                    237370     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
331052363                 231616.56     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052421                 362728.96     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331052440                     59400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331052456                 324793.42     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052471                 411991.67     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
331052475                    385000     6 mo int on 80%                                      12                           11                0     Fixed Rate 40/30 Balloon        First Lien
331052492                  255875.4     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331052512                 178839.27     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331052537                 315237.85     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052556                 327121.78     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052567                 286143.29     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
331052621                  49568.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052654                 311860.39     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052666                 404871.69     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052684                 380835.46     6 mo int on 80%                                      12                           10     U                Fixed Rate 30 Yr                First Lien
331052707                    256880     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR                 First Lien
331052708                    390000     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
331052761                 199871.68     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331052762                    175500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331052776                    369750     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
331052833                 375640.01     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
331052852                 367908.88     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052878                  259812.2     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331052884                 511818.21     6 mo int on 80%                                      12                           10     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331052920                    345000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
331052939                 374717.23     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331052945                 402856.98     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052949                    335000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
331052996                 158129.87     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
331053003                  271925.4     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053034                 637019.62     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053064                 399767.47     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053104                 211472.81     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
331053105                 407925.11     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053108                  484128.7     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053137                 429801.05     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053145                 281203.66     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331053164                 157450.16     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053233                    334000     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR IO              First Lien
331053238                 479752.36     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053254                    188000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053263                    440000     6 mo int on 80%                                      12                           11     U                Fixed Rate 40/30 Balloon        First Lien
331053278                 412502.26     6 mo int on 80%                                      12                            9     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053321                    425000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053336                 180340.53     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331053351                    232000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331053364                 269922.66     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053379                 359735.49     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053395                 412331.46     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053444                    110000     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
331053481                  45570.59     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053484                  356029.7     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
331053489                 157276.96     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
331053502                  196759.8     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331053520                 107919.85     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
331053535                    157250     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053553                    448000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053589                    304000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331053591                    317900     None                                                  0                            0     U                5/25 6 MO LIBOR IO              First Lien
331053617                    150000     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
331053661                    675000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331053663                 177953.94     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331053686                    153000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
331053693                    340000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053784                    350000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331053788                  416674.7     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053790                    600000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053807                    360000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053847                    290000     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR                 First Lien
331053869                    182000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053883                    253000     6 mo int on 80%                                      12                           12     U                Fixed Rate 30 Yr IO             First Lien
331053888                    336000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053926                 302059.57     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053934                 181903.15     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
331053943                    385000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053944                    417000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331053949                    178500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
331053978                    365000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053992                    390000     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR                 First Lien
331054008                    395000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR IO              First Lien
331054035                    420000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
331054052                 286764.75     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054057                    336000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054118                    138400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054137                    371000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054152                    325000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054160                 271840.24     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
331054162                 371796.38     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054221                    307000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR                 First Lien
331054227                  178431.8     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331054236                    218500     None                                                  0                            0     U                Fixed Rate 40/30 Balloon        First Lien
331054237                    133110     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054239                    468000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054243                  299926.8     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054256                 339302.65     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054267                    325000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
331054287                    273000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054296                    140000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
331054320                 219849.97     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
331054325                 195963.89     None                                                  0                            0                0     2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054337                 162210.67     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054422                    368885     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054423                    435000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
331054428                 314356.35     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054438                    214500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054441                    391000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
331054445                    275000     6 mo int on 80%                                      36                           35     N                2/28 6 MO LIBOR IO              First Lien
331054447                    208000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
331054463                    560000     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
331054465                 414896.16     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
331054479                 411855.77     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
331054485                    287000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054488                    288000     6 mo int on 80%                                      12                           12     U                5/25 6 MO LIBOR IO              First Lien
331054524                    133110     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054532                 244894.36     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054536                    228000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054548                 227370.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054591                    315000     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
331054649                 253553.28     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054694                    165000     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
331054753                    100580     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
331054759                 458735.13     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
331054766                 299935.92     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054787                 348204.54     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR IO              First Lien
331054833                    186000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
331054854                 137387.07     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054856                    364000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR IO              First Lien
331054857                    335000     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR IO              First Lien
331054893                    231000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054912                    278800     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
331054936                    389500     None                                                  0                            0     U                Fixed Rate 40/30 Balloon        First Lien
331054938                    190000     6 mo int on 80%                                      36                           36                0     Fixed Rate 40/30 Balloon        First Lien
331054952                 100752.72     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
331054988                    504000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331055058                 458735.13     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
331055073                  99962.76     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331055097                    123750     6 mo int on 80%                                      12                           12                0     Fixed Rate 30 Yr                First Lien
331055131                    200000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331055182                    202800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
331055208                    300000     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR IO              First Lien
331055218                    330000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331055243                    507000     6 mo int on 80%                                      12                           12     U                5/25 6 MO LIBOR IO              First Lien
331055266                    420000     6 mo int on 80%                                      12                           12                0     Fixed Rate 30 Yr                First Lien
331055275                    416000     6 mo int on 80%                                      12                           12                0     Fixed Rate 30 Yr IO             First Lien
331055327                     72000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331055441                     74000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331055457                 101960.66     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331055458                    448000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
331055515                  119991.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331055521                    306000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
331055574                    492000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331055581                    123300     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR                 First Lien
331055595                    373350     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331055722                    275000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331055784                    247000     6 mo int on 80%                                      36                           36     U                Fixed Rate 50/30 Balloon        First Lien
331056284                    477000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331056315                    292500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341035602                  88009.43     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341035624                 101495.79     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341035717                 213303.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341036232                   67251.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341036792                  77635.57     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
341036983                  33983.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341037342                 191165.44     1% of amt ppd if loan greater than $150K             30                           27     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
341037855                 147767.69     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038101                  80674.39     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038434                    101250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038549                 267792.86     1% of amt ppd if loan greater than $150K             24                           21     U                2/28 6 MO LIBOR                 First Lien
341038574                 164483.81     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341038765                 239553.48     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
341038822                  220452.2     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341038841                 113458.95     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
341038940                  28983.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341038958                 183949.54     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341039000                 122300.08     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341039012                 106095.26     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341039061                  59961.48     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341039067                   66958.5     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341039107                  34770.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341039135                  43159.01     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
341039166                 215755.66     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341039314                 169920.27     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341039513                 111933.54     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
341039563                  35989.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341039578                    270000     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
341039697                 124123.27     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341039705                 234555.53     1% of UPB                                            36                           34     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
341040012                     50004     1% of UPB                                            36                           35                0     Fixed Rate 15 Yr                First Lien
341040052                 119962.25     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
341040083                  101885.8     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341040125                 224870.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
341040284                 167905.42     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040286                 169038.14     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040293                     83600     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341040309                 184463.86     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040367                 193220.41     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040387                 127289.63     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
341040417                 161487.82     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341040427                    152000     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
341040478                 158597.89     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040480                 322279.17     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
341040486                 106200.95     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040513                    164350     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341040514                    240000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
341040551                    216300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040553                     80000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341040556                     76500     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341040563                     88750     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341040598                 134876.84     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040675                 193274.22     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040678                 279833.84     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040703                    121200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040707                 276910.26     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040769                 179886.97     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341040779                    198000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
341040781                 188767.67     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040845                    233750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040854                 123441.15     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040857                   82971.4     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
341040881                    152000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040883                 130386.03     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341040892                 127380.24     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040911                    146300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040940                 139932.58     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
341040974                 104903.66     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041012                     68000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041048                 323833.22     1% of amt ppd if loan greater than $150K             30                           28                0     Fixed Rate 30 Yr                First Lien
341041063                    219840     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041085                 167314.57     1% of amt ppd if loan greater than $150K             30                           28     U                3/27 6 MO LIBOR                 First Lien
341041086                    153000     1% of UPB                                            36                           35     U                5/25 6 MO LIBOR                 First Lien
341041099                 115957.73     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
341041117                    256000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041119                 116881.65     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341041125                    250000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041150                 126140.62     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041155                    153900     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041196                     56700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041216                    156000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041218                 215919.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041224                 129920.84     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041226                 150237.13     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041278                    175000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
341041283                 181945.57     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041286                 222263.37     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341041297                     80750     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341041311                    129600     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341041329                  149274.2     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
341041333                    405600     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041335                    119000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041339                    405600     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041344                     72300     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
341041384                    237000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041396                  99954.32     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341041401                    400500     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041447                 100514.99     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
341041460                    324900     1% of amt ppd if loan greater than $150K             30                           29                0     Fixed Rate 30 Yr                First Lien
341041492                 139885.02     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041509                    147050     1% of UPB                                            24                           23                0     Fixed Rate 30 Yr                First Lien
341041569                     76500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
341041616                    136000     3% / 2% / 1%                                         36                           35     U                3/27 6 MO LIBOR                 First Lien
341041620                    223250     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341041628                  84975.95     3% / 2% / 1%                                         36                           35                0     Fixed Rate 30 Yr                First Lien
341041695                 224078.19     1% of UPB                                            36                           35     U                5/25 6 MO LIBOR IO              First Lien
341041734                     69600     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341041735                  98776.59     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341041736                    143920     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041744                     76900     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041797                 100648.88     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041807                     63928     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341041815                     70000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341041838                    230400     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
341041844                 173335.14     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341041851                    207920     1% of UPB                                            24                           23     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
341041905                    100620     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041912                    117000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
341041961                     85405     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341041965                    121500     1% of UPB                                            24                           24     U                3/27 6 MO LIBOR IO              First Lien
341041981                    218500     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341042040                     68400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042056                    127300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042057                    124000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341042090                    133000     None                                                  0                            0                0     Fixed Rate 15 Yr                First Lien
341042093                     97755     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
341042141                    163200     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
341042172                    220000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341042226                    257850     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
341042313                    241600     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341042339                     68400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042405                   79972.7     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341042410                     55080     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042487                    130500     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
341042519                    191495     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
341042540                    137000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341042556                    139900     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341042565                    111150     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341042571                    105783     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042576                    116000     1% of UPB                                            36                           36     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341042587                    148500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042592                     85215     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042605                    100500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042654                    117505     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341042689                    130500     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
341042697                    144000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341042737                    147250     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341042743                    126000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042758                    164000     1% of amt ppd if loan greater than $150K             24                           24     U                5/25 6 MO LIBOR IO              First Lien
341042806                    121500     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
341042840                    194750     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
341042981                     69291     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341043014                 125262.25     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341043037                 239408.22     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
341043133                    116850     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341043281                    111150     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341043325                     52000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341043388                    101700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341043415                    125000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341044032                     93750     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
341044124                    139500     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
341044263                    135200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351038412                  31722.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038444                     25331     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039017                  31696.71     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039509                  34629.15     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039554                  28715.14     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039629                  31280.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039698                  29633.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039899                  25898.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040200                  26328.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040466                   25853.5     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040735                  32840.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040799                  31704.81     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041157                  28109.51     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041596                   29536.9     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041826                  26963.82     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041899                  28947.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043156                  25577.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043342                 113008.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043434                 161829.52     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043436                 103941.39     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
351043458                 107012.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043471                     27600     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043487                    196800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351043499                  24988.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043551                    102400     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
351043635                     50000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351043713                     82400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
351043716                    108965     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043793                  64960.27     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043808                  126691.8     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043889                 126986.59     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351043957                    127000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043973                    123500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351044013                     88400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044134                     72000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044135                 101941.01     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044227                    174600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044260                    162785     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044297                    158500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351044339                     74750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044366                     84000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351044398                 108688.53     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044452                    159900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044475                     56775     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
351044502                    143317     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
351044507                     76000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
351044509                    114000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
351044542                     86310     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044553                 103942.71     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044638                  84992.12     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
351044703                    100000     6 mo int on 80%                                      36                           36     U                2/28 6 MO LIBOR                 First Lien
351044718                    140600     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
351044759                    119200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044800                    144000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044891                    137600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351045046                     64500     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
351045203                     92800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351045333                    130500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351045613                     64000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371038950                 139691.19     3% / 2% / 1%                                         24                           18     U                2/28 6 MO LIBOR                 First Lien
371039046                  25977.38     6 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
371039219                  48974.24     3% / 2% / 1%                                         24                           19                0     Fixed Rate 30 Yr                Second Lien
371039667                  49953.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371040079                 211727.03     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371040316                   26185.7     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
371040928                 215876.95     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR IO              First Lien
371041230                 195861.11     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371041231                 125055.75     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                First Lien
371041406                    110500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371041638                 127855.21     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371041691                 191678.27     6 mo int on 80%                                      36                           33     U                3/27 6 MO LIBOR                 First Lien
371041787                 148693.38     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371042250                  55819.97     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
371042397                 251778.48     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371042488                  91918.26     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371042524                 277936.99     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371042526                 147879.06     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371042580                  119904.2     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371042645                  26469.77     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371042739                  80364.85     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
371042801                 124699.51     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
371042874                 126569.24     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
371042884                 160038.98     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371042936                    265000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371043017                 201452.47     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043101                  33681.59     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371043104                 174933.71     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043215                    316000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
371043226                  202869.7     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
371043332                 151474.13     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
371043436                 251289.16     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
371043438                 207825.08     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371043455                 171822.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371043483                 167826.95     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
371043494                 194893.49     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043548                 102570.48     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
371043579                 151925.23     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043582                    379950     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
371043589                 149786.65     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043700                 315966.51     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
371043714                 117868.59     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
371043716                 199880.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043722                 284622.33     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371043792                 231869.81     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043842                 285453.85     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371043883                    111745     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043897                 115952.39     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
371043920                  112119.2     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043947                  195182.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044001                    102400     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
371044011                    175750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044012                    148750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044046                  204270.2     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371044059                 221298.12     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044089                 142893.09     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044105                 207820.92     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371044170                    192000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
371044190                     80750     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
371044305                    159800     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
371044330                 406009.03     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044362                 118203.75     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
371044364                  242173.8     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044388                    292000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
371044390                  73211.51     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
371044392                 171192.09     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044395                    410000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
371044419                 143618.39     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044420                 310333.89     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371044445                 202940.49     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044538                 147891.26     6 mo int on 80%                                      36                           35     U                2/28 6 MO LIBOR                 First Lien
371044545                     67200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044566                 144417.72     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044575                 184887.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044595                 381884.47     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR                 First Lien
371044601                 131935.66     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
371044616                 101250.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044635                 130747.26     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044636                 159710.73     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044643                  64894.67     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
371044648                    105000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371044658                 131936.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044672                    150000     6 mo int on 80%                                      36                           35     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371044702                    112000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
371044708                    147600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044716                 174866.18     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR                 First Lien
371044732                     87900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044764                 156940.46     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044801                 396190.15     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371044875                    164000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371044876                 144868.92     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371044898                 196317.15     6 mo int on 80%                                      36                           34                0     5/25 6 MO LIBOR 50/30 Balloon   First Lien
371044910                    264000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044926                 119945.77     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044928                    283500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044942                  263779.3     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044947                  65973.49     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
371044973                 129525.05     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
371044974                    180000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371044994                  25170.41     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371045028                    154000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
371045084                 144935.17     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371045124                 269430.35     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
371045132                     84000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371045135                  93577.82     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045165                  149912.5     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045181                 177954.62     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045185                    165750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045201                 142948.46     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045278                    135850     6 mo int on 80%                                      36                           35     U                Fixed Rate 40/30 Balloon        First Lien
371045284                     80000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
371045304                  33584.38     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
371045311                    124000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045353                 166406.17     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045374                     98840     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
371045378                 170897.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045383                    110500     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
371045405                    192000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
371045457                  234826.3     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045472                    172500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045473                    148750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045474                     96000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045495                 127902.12     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371045509                  106777.2     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371045532                 123870.93     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045564                    320000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045574                    144000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371045584                     90000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
371045627                    133000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045649                    175000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr Rate Reduction First Lien
371045682                    347750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045685                 306154.44     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371045709                 272170.82     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045750                 206155.19     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045754                   56890.6     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371045755                    251750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045756                    280000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045760                    185000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045770                     60300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371045829                    324000     2 mo int on 66% if less than 8%                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
371045832                    106800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
371045836                 207830.18     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045844                 296834.36     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
371045859                 166897.79     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371045913                    146500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
371045938                    172500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
371045942                     56000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
371045950                    176250     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
371045952                 125947.61     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
371045954                    405000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045969                    100000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045979                    126000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045983                 182851.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046003                     64800     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
371046007                     50350     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
371046008                     57950     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
371046039                  75961.01     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
371046040                 103944.94     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046046                 112995.56     2 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                First Lien
371046052                     85500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046056                 214603.38     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046087                    108800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046102                 154974.31     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371046106                    200000     2% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
371046109                    112200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046161                    139000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
371046223                 104937.69     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
371046229                 161940.96     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046245                    240000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
371046248                    118000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
371046258                    144000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046277                    104000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046349                    183600     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
371046356                    193500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371046377                    180000     2% of ppd amt                                        24                           23     U                5/25 6 MO LIBOR                 First Lien
371046385                    400000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046507                    108158     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046524                 157384.28     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046538                    189000     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
371046558                    264800     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
371046577                 332259.35     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046587                    161000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046623                    168000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
371046628                    200000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
371046630                    112500     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
371046676                    113050     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371046688                     89888     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371046693                    110000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046714                    301500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
371046775                    382850     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371046797                  99765.49     6 mo int on 80%                                      36                           32     U                Fixed Rate 30 Yr                First Lien
371046822                    213750     6 mo int on 80%                                      36                           36     U                Fixed Rate 40/30 Balloon        First Lien
371046826                    138000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046827                    155800     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
371046832                    313500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046862                 250517.56     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
371046872                    120000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046900                    182341     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371046941                    128250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371046980                     90000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371047009                    130000     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
371047068                    102200     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
371047105                     95000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047136                    212400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047302                    236700     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371047399                    120400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047422                    204000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047478                    158400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047509                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371047512                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371047526                    135900     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047537                     90000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047551                 189999.05     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047564                    180405     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371047640                    106900     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047666                    166250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047742                    135000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
371047860                    105000     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
371048025                    176000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
371048067                     53000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
371048071                    115000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371048140                    204000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371048243                    225000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371048547                    211500     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
381029925                  47954.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
381030190                  217663.3     2% of UPB                                            12                            8     U                2/28 6 MO LIBOR                 First Lien
381030377                 147864.39     2% of ppd amt                                        36                           32     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
401009249                  260487.4     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
401009857                  62880.57     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411000250                  30577.07     6 mo int on UPB                                      36                           31                0     Fixed Rate 30 Yr                Second Lien
411000343                 178452.18     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411001253                 119966.12     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411001376                 370748.55     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411001399                 296706.13     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411001452                  35175.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
411001523                 111912.36     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
411001540                 187734.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411001561                 143924.23     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
411001758                 349912.05     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411001764                 120172.13     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411001811                 352765.54     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
411001865                    395000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
411001885                 244689.65     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
411001959                  78787.65     2% of UPB                                            24                           21     U                2/28 6 MO LIBOR                 First Lien
411002044                 285894.06     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002058                 105208.64     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002081                 319584.78     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002102                 203800.63     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
411002107                  67823.18     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002123                 215760.67     2% / 1%                                              24                           21     U                2/28 6 MO LIBOR                 First Lien
411002140                 211906.36     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002233                    124000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002301                 169956.66     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002309                 149964.98     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002319                 117874.44     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002331                 351187.27     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411002338                 349792.94     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002340                 134936.35     PIF - 1% of OPB ; Partial - 1% of amt ppd            12                           10     U                2/28 6 MO LIBOR                 First Lien
411002347                 389193.59     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
411002363                 152932.41     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002372                 170191.54     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002374                 159965.57     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002395                 189947.13     2 mo int or 60 days int on UPB                       36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002396                 134927.03     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002412                 221878.74     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411002429                 269865.22     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002431                 153655.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002475                  99951.67     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002484                 166952.85     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002504                     63333     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002519                 145133.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002525                 112470.03     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002549                    100000     3% / 2% / 1%                                         36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002551                 175905.14     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002562                 151156.69     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002570                    104000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411002574                 239928.21     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002578                 104206.28     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
411002581                 253846.13     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002585                 162742.19     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002588                     84000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002594                    112000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002626                     60160     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002639                    200000     2 mo int or 60 days int on UPB                       36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002663                 130868.53     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002666                    195500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002670                    152600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411002691                     86250     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411002719                  105966.9     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002734                  254925.9     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002735                 156756.58     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002737                 224687.07     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
411002739                    272000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411002741                    250000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002767                    251750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
411002781                    374000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411002797                    182000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002801                 192899.95     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002844                    195300     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411002849                     52500     1% of amt prepaid                                    24                           24     U                5/25 6 MO LIBOR                 First Lien
411002850                    176000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002853                 259081.61     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411002855                    116850     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002870                     95500     6 mo int on 80%                                      36                           36                0     Fixed Rate 15 Yr                First Lien
411002886                    386000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
411002897                    288000     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002906                  72214.84     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
411002911                    237510     6 mo int on 80%                                      24                           23     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411002917                 363671.03     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411002920                    357700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002937                    168000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002938                  87162.64     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411002946                    351500     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
411002948                    258750     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411002957                    155000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002966                    262500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002977                 116984.97     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411002980                    150000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002982                    111600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002986                 251202.37     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002989                    112000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411002999                     85500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
411003002                 149900.37     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003015                    406000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003024                     57000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003033                 119939.72     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003046                    210000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
411003060                    157000     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003064                    190000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
411003082                 383162.67     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411003087                    148000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
411003106                    310000     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003145                    110500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003147                     78500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003157                    128250     6 mo int on 80%                                      36                           36     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003171                    163500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
411003173                 188272.89     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003180                    113600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003183                    227375     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003189                    158500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411003191                     66405     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003196                    156900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003200                    116500     2% of UPB                                            24                           24     U                5/25 6 MO LIBOR                 First Lien
411003206                    111200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003230                 412865.35     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411003236                     90000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411003253                    247500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003256                 149920.59     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
411003261                  81160.45     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003265                    193000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
411003271                     95250     6 mo int on 80%                                      24                           24     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003276                    280000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003284                    198000     1% of amt prepaid                                    36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003311                    124000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003321                    105500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003339                     68500     2% / 1%                                              12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003340                    117200     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411003341                    146700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003353                     65550     2% / 1%                                              12                           12     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003359                    228000     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003360                 258968.57     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003368                    173000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003377                    172320     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003388                     58000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003392                    112350     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003404                    230000     None                                                  0                            0                0     Fixed Rate 15 Yr                First Lien
411003416                    228950     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411003421                    178000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003433                    190000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003438                 147235.57     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003444                    188800     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003448                 260960.24     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003457                    108800     3% / 2% / 1%                                         12                           11                0     Fixed Rate 30 Yr                First Lien
411003462                    410000     6 mo int on 80%                                      12                           12     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003466                    222000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003478                    266300     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003483                 104997.15     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
411003500                    175400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
411003516                    363850     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003533                    124250     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
411003543                     84750     3% / 2% / 1%                                         36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003548                    335350     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003567                    198000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003580                  89695.27     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003581                    124000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003603                    198400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003613                    207000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003648                     76800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003718                    393300     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
411003721                    288000     2% of ppd amt                                        36                           36     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003759                    161100     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411003834                    209600     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003838                    389500     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003863                    255000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
411003865                    133200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411004195                    115200     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
421000467                     72000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421000624                  46275.67     None                                                  0                            0                0     Fixed Rate 20 Yr                Second Lien
421001176                     57800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421001417                 279929.14     6 mo int on 80%                                      12                            8     U                2/28 6 MO LIBOR IO              First Lien
421001519                    192500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421001580                 202409.93     2 mo int or 60 days int on UPB                       24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421001606                 122226.48     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421001704                  35174.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
421001768                    102000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421001872                  29981.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
421002021                    206700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002067                  76319.05     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002110                 216486.45     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR                 First Lien
421002238                 150535.15     1% of amt prepaid                                    36                           34                0     Fixed Rate 30 Yr                First Lien
421002433                 170961.24     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002467                 279828.63     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
421002475                  130828.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002519                    196000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
421002549                 249853.16     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
421002552                     50000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002596                  69310.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002603                 107912.46     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
421002612                    111000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002628                  77920.28     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
421002660                 183938.22     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421002694                 136927.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421002738                 109933.37     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002743                 240868.61     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
421002756                    160000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002765                  75139.72     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
421002818                    236250     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002865                    135000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
421002878                 301511.07     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002881                 231501.09     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
421002890                 131936.43     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002903                 113967.56     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
421002941                    107200     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
421002951                    171000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002971                    152000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002976                 179885.22     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
421003028                     52500     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
421003029                  64570.06     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003032                     63000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003040                  99958.07     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003044                    104640     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
421003052                    153600     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
421003089                    180000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
421003096                 180111.36     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003103                  61615.97     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003105                    290000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003107                    100000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
421003114                    182750     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003118                    119725     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003120                    129900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003124                 100190.96     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
421003128                     72000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003140                 140169.31     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003163                    114950     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003172                  49580.13     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
421003181                  56995.35     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003198                    118750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003208                  49974.36     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003245                     82500     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
421003271                    140000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
421003274                    167871     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003305                    152000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003308                    130500     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
421003311                     57200     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
421003367                  55990.03     6 mo int on 80%                                      12                           11                0     Fixed Rate 10 Yr                First Lien
421003370                  99952.54     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003394                  173897.8     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
421003417                    180500     2 mo int or 60 days int on UPB                       24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003461                  85368.21     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
421003482                  68500.64     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003483                     50625     2% / 1%                                              24                           23     U                2/13 6 MO LIBOR                 First Lien
421003487                    171500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003497                    220000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
421003499                    120000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
421003559                     85500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
421003597                    209000     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
421003618                     80000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
421003631                    283500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003641                     53000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421003643                    126000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
421003753                    109600     1% of amt prepaid                                    12                           12     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003756                     27400     1% of amt prepaid                                    12                           12                0     Fixed Rate 30 Yr                Second Lien
421003902                     76000     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
511049767                 177267.86     6 mo int on 80%                                      36                           29                0     Fixed Rate 30 Yr                First Lien
511050303                 310363.59     6 mo int on 80%                                      24                           17     N                2/28 6 MO LIBOR                 First Lien
511052297                 295773.64     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
511052456                 227412.41     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                First Lien
511052662                  40981.54     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
511053025                 199883.37     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053270                 566683.37     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053337                  275074.9     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
511053462                 137673.97     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511053574                    326250     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
511053605                 266177.12     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053623                 399698.58     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053705                 471516.32     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053806                  341435.2     6 mo int on 80%                                      36                           33     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053833                 279720.46     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054138                    389500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054389                 258815.35     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054537                 310528.17     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
511054584                 339893.82     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054606                 319828.93     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054658                 358754.93     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054755                 344912.04     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054765                    249300     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
511054810                 289827.75     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054982                 259522.36     3% / 2% / 1%                                         24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054987                 289855.86     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054999                  246707.4     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055017                  359990.8     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055031                    378000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055136                    275000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
511055177                    216000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
511055186                    191700     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
511055227                 327141.77     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055246                    445500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511055288                 254923.73     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055310                 230829.65     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055325                 203696.25     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
511055352                 387477.58     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511055373                 243436.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055441                    178100     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055461                    176400     5% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
511055486                    195200     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
511055489                 263911.44     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055498                 399742.07     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055499                 159937.44     1% of UPB                                            24                           22     N                2/28 6 MO LIBOR                 First Lien
511055512                 358259.34     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055532                    222000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
511055552                    267750     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055562                 212601.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511055564                  349677.4     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511055638                    400000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511055680                 359704.33     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511055685                    268000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511055724                    143500     2 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
511055736                 427614.07     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
511055776                 369725.41     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
511055811                    359000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055853                    120800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055877                 131062.89     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511055928                 319428.64     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055954                    281070     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511055999                 314938.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511056016                 191184.93     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056023                 214536.08     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056033                    117000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056079                 124944.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511056088                 331792.11     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056114                 199857.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056125                    340000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511056150                 216748.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511056165                    210000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
511056170                 335762.85     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
511056205                    340000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511056206                 269998.25     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
511056222                    370000     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
511056230                 405748.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511056251                    304500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056266                    142500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
511056278                    348000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056293                    332000     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR IO              First Lien
511056318                 187972.27     2% of UPB                                            24                           22     N                2/28 6 MO LIBOR IO              First Lien
511056357                     92000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511056361                     84350     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511056401                    348500     6 mo int on 80%                                      36                           35     N                3/27 6 MO LIBOR IO              First Lien
511056442                 268901.75     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056446                    332350     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
511056475                    216000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
511056478                    193500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056484                    193500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056508                    385000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056523                 206386.03     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511056538                 291962.48     6 mo int on 80%                                      24                           23                0     Fixed Rate 50/30 Balloon        First Lien
511056543                    213000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511056618                 319379.79     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
511056662                    416000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056674                  99952.35     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056694                    182000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056723                    255000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056772                 399885.08     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056782                    348500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
511056791                    323988     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056829                    372504     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056849                    264000     2% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
511056882                    365000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR IO              First Lien
511056898                    395000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511056902                    105000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056958                    227200     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
511056968                     93500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
511057025                 209842.58     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
511057035                    410000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057086                    278350     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511057104                    389008     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057131                    160000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511057152                    150000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511057202                    388000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057203                    264100     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057229                    396000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511057236                 327999.67     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057258                 263885.37     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057263                    221000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
511057276                    146200     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511057287                    251000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057289                 134978.55     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057358                    250000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
511057374                    310500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511057389                  138670.5     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511057390                    225000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057405                  249936.3     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057413                    297500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057419                    229500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057483                    263000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057545                 272807.31     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
511057549                 362922.12     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
511057560                    351500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
511057620                    399000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511057640                    340000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057680                    275500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057695                    325000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
511057720                    200000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057737                    232000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
511057746                    351500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511057749                    210000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057756                    225000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511057769                    220000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057800                    133000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057838                  126235.6     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057851                    158650     1% of amt prepaid                                    36                           36     U                Fixed Rate 50/30 Balloon        First Lien
511057911                    147000     2% of ppd amt                                        24                           24     N                2/28 6 MO LIBOR                 First Lien
511057929                    168300     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057936                 257513.93     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057939                    380000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057941                    101600     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
511057975                    361200     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511057988                    136000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511058054                 254764.96     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
511058374                    110000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511058381                    360000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
511058398                    235000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511058414                    255000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr IO             First Lien
511058475                    270000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511058502                    358200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511058559                    308750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511058562                    408000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511058644                    292000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
511058673                    216000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511058863                    194500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511058885                    182400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511058919                    180000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
511058949                    217600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511058954                    152000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511058965                    399000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
521043409                  80814.86     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521043595                  164545.5     2% / 1%                                              24                           17     U                2/28 6 MO LIBOR                 First Lien
521043773                 137355.89     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521044930                  269991.6     2% of UPB                                            24                           18     U                2/28 6 MO LIBOR                 First Lien
521046078                   26185.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521047620                  123905.2     None                                                  0                            0                0     Fixed Rate 30 Yr Rate Reduction First Lien
521047644                  36975.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521047667                 223017.95     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521047769                 229696.54     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521047848                 343337.38     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
521048240                 203922.02     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521048314                  49475.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521048339                  36982.61     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521048767                     60325     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521048792                    113775     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521048806                  150860.8     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
521049046                 104921.01     None                                                  0                            0     U                15/15 6 MO LIBOR                First Lien
521049157                  80946.23     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521049164                 299505.78     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521049177                 319746.23     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521049261                  143862.6     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521049318                   81469.9     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
521049378                 172695.54     1% of amt prepaid                                    24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521049417                    135000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521049461                 157216.66     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521049554                 142386.85     1% of amt prepaid                                    36                           34                0     Fixed Rate 30 Yr                First Lien
521050158                 140381.49     1% of amt prepaid                                    36                           35     U                5/25 6 MO LIBOR                 First Lien
521050243                 269652.32     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34                0     Fixed Rate 30 Yr                First Lien
521050274                 249789.29     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521050397                    207100     1% of amt prepaid                                    24                           23     U                5/25 6 MO LIBOR                 First Lien
521050458                 129948.24     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521050477                 399734.32     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521050485                 239812.78     1% of amt prepaid                                    24                           22                0     Fixed Rate 30 Yr                First Lien
521050593                  99986.14     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521050628                 171916.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521050632                    148000     2% of UPB                                            12                           11     U                2/28 6 MO LIBOR                 First Lien
521050669                    250000     2% of UPB                                            36                           34                0     Fixed Rate 30 Yr                First Lien
521050675                 211386.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521050732                    135000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521050751                 274887.13     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521050966                    292000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521050982                    149600     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521050988                 115893.04     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521051004                  75068.88     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051078                    351000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051083                  131908.5     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
521051137                 157169.75     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521051183                    259840     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521051212                 139837.66     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
521051230                 177906.36     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051255                 218992.18     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521051260                 108776.41     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051334                    106400     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521051436                     68000     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521051449                     66400     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521051452                 275819.47     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051458                    110500     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
521051464                 111823.23     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           22     U                2/28 6 MO LIBOR                 First Lien
521051478                    109000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
521051503                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051534                     70200     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521051570                 199901.36     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051583                     36791     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521051587                    343800     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051598                 102959.29     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
521051656                     98000     2% / 1%                                              24                           23                0     Fixed Rate 30 Yr Rate Reduction First Lien
521051666                  28692.98     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521051677                 249346.66     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521051678                 164972.27     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051755                 218350.92     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051759                  355363.6     6 mo int on 80%                                      24                           22     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
521051761                 152805.45     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051768                  26573.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521051786                  169960.6     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051842                 258947.88     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051848                    276750     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
521051899                 129879.77     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051924                     95400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051933                    105000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521051937                 207418.42     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051951                    256500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051958                 120526.19     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521051971                    113600     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521051978                    108000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521051996                     94400     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521051997                 103449.41     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
521052002                 138918.37     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052018                     83700     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052039                 110190.92     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052044                  106072.9     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052097                     93900     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521052104                    248000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052115                 415893.93     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052122                 205265.61     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052129                    186000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052147                    161700     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
521052160                 307817.21     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052192                 101958.58     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
521052202                    217800     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052218                    157500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052243                 119938.49     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
521052275                  134948.9     2% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
521052295                  25793.89     1% of amt prepaid                                    36                           34                0     Fixed Rate 30 Yr                Second Lien
521052302                    228000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052325                  59965.69     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521052365                 219964.33     1% of amt prepaid                                    36                           34     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
521052378                    165000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052386                    209600     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052393                     90072     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052394                    208000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052405                 118947.13     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
521052411                 216617.96     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052432                 227738.42     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052472                  151955.5     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521052523                     60350     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521052545                  32892.56     1% of amt prepaid                                    24                           23                0     Fixed Rate 30 Yr                Second Lien
521052565                    159804     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052576                    175500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052600                  98972.17     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052611                 264902.39     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
521052664                 202282.52     2% of UPB                                            12                           10     U                2/28 6 MO LIBOR                 First Lien
521052706                    412000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052708                    330000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052720                    274500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052766                     97750     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052780                    158650     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052790                 241975.96     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052794                    113000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521052858                    156750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052862                    261250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052872                    271800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052925                    150750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052927                    110000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052964                    162000     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521052987                    207500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052994                    148500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052996                     50000     1% of amt prepaid                                    36                           35     U                3/27 6 MO LIBOR                 First Lien
521053010                    281250     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
521053016                    320000     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
521053020                    259250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053040                    225250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053057                    105000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521053064                     72000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053067                     72000     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053072                     66600     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053074                    274500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053079                    202500     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
521053085                    164500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053090                    322500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053091                 168916.08     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053101                    152000     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521053153                 106442.26     1% of amt prepaid                                    36                           35                0     Fixed Rate 30 Yr                First Lien
521053156                  83668.49     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521053208                    135000     2% / 1%                                              12                           11     U                2/28 6 MO LIBOR                 First Lien
521053212                 203947.22     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521053221                    150100     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
521053233                  28992.74     1% of amt prepaid                                    24                           23                0     Fixed Rate 30 Yr                Second Lien
521053234                     64000     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521053256                     82400     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521053265                 109203.63     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053272                 121432.94     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521053274                    157600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521053296                    227287     2% / 1%                                              24                           23     U                5/25 6 MO LIBOR                 First Lien
521053321                     75000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521053326                 102956.63     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053348                     84150     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053353                 188869.28     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053357                     85000     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053390                 185236.17     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521053394                    148000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053398                    102000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521053402                    148800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053472                    114000     2% / 1%                                              24                           23                0     Fixed Rate 30 Yr                First Lien
521053502                 106956.78     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053506                    118800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521053509                 149952.84     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053522                     65600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053530                  174905.2     1% of amt prepaid                                    36                           35                0     Fixed Rate 30 Yr                First Lien
521053543                    188800     1% of amt prepaid                                    36                           35     U                3/27 6 MO LIBOR                 First Lien
521053575                    132000     1% of amt prepaid                                    36                           35     U                5/25 6 MO LIBOR                 First Lien
521053589                     64800     2% / 1%                                              24                           24                0     Fixed Rate 30 Yr                First Lien
521053599                     59310     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053629                  68381.49     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053630                 276812.25     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
521053640                    206150     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053643                    172000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521053666                 131898.05     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521053670                    335000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053671                 242870.01     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053676                     78500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053688                    240000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053712                     79655     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521053715                    108000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053722                 268401.09     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053741                    472010     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
521053749                    169500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053759                     95000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521053787                 119644.15     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053796                  58483.17     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053802                    310500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053812                    275500     1% of amt prepaid                                    24                           24     N                2/28 6 MO LIBOR                 First Lien
521053828                    135850     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521053835                 198988.28     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521053906                    133950     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521053916                     99000     2% of UPB                                            36                           36     U                5/25 6 MO LIBOR                 First Lien
521053930                    110000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053957                     76950     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053983                    106400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053996                     64999     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521054004                    132997     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521054019                    356250     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521054030                 103947.76     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054037                     76500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521054047                 124947.92     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521054051                     72000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054076                 100660.91     1% of amt prepaid                                    36                           35     N                3/27 6 MO LIBOR                 First Lien
521054084                 114893.76     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054101                    199405     1% of amt prepaid                                    36                           36                0     Fixed Rate 30 Yr                First Lien
521054103                 107952.73     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521054117                    161500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054130                    220000     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521054142                 165949.24     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521054151                    131100     1% of amt prepaid                                    36                           36     U                5/25 6 MO LIBOR                 First Lien
521054188                    170000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054191                    252000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054196                     54900     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521054205                    100000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521054216                     57600     2% / 1%                                              24                           23     U                5/25 6 MO LIBOR                 First Lien
521054265                    175500     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521054275                    137000     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
521054298                    265000     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521054299                 120645.83     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521054321                    108000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521054344                     55000     1% of amt prepaid                                    36                           35                0     Fixed Rate 30 Yr                First Lien
521054354                    243000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054357                  99941.87     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521054374                 349752.91     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054398                    144000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521054407                 115646.37     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521054422                     63000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054423                    139500     1% of amt prepaid                                    24                           23     N                2/28 6 MO LIBOR                 First Lien
521054440                 160927.94     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521054464                    166500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054473                 119945.77     1% of amt prepaid                                    36                           35                0     Fixed Rate 30 Yr                First Lien
521054490                     94000     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521054513                    229500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054515                    172900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054519                    380000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521054539                    152000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521054550                     52500     1% of amt prepaid                                    36                           36     U                3/27 6 MO LIBOR                 First Lien
521054576                    186400     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521054602                     81000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054619                    125000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR IO              First Lien
521054680                    323000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054712                    101650     1% of amt prepaid                                    24                           24     N                2/28 6 MO LIBOR                 First Lien
521054721                    111920     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521054736                     69750     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521054743                    123500     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
521054762                 187932.96     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521054773                    220000     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
521054777                    157500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054846                     72000     1% of amt prepaid                                    36                           36     U                5/25 6 MO LIBOR                 First Lien
521054859                    140000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521054880                    181800     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521054882                     81600     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521054915                    232000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054951                    446700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054966                    203595     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521055000                    101250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055006                    128250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055013                    126000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521055080                    153600     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521055083                    163500     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521055133                    136800     1% of amt prepaid                                    12                           12     N                2/28 6 MO LIBOR                 First Lien
521055135                    125005     2% / 1%                                              12                           12     U                2/28 6 MO LIBOR                 First Lien
521055144                   56384.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055193                     81000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521055204                    130000     1% of amt prepaid                                    36                           36     U                3/27 6 MO LIBOR                 First Lien
521055230                    125005     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
521055270                    138250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055301                    157700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055335                    399000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055366                     99000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521055373                    109250     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521055385                    140800     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521055407                    100100     2% of UPB                                            24                           24     N                2/28 6 MO LIBOR                 First Lien
521055444                    165600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055577                     81000     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521055633                    185500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055648                     55500     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36     U                Fixed Rate 30 Yr                First Lien
521055677                    100000     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521055684                    138240     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521055704                     76500     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
521055743                    174250     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521056061                    101650     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521056091                    163008     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056144                     88000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521056178                     58500     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521056192                    117000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521056258                    132000     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521056287                     74998     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056299                    151000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521056321                    283500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056445                    127500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056610                    225000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056785                     94770     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521056838                    190400     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
521056864                    195490     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056959                    121500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056981                     78750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521057075                    124000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521057182                    174500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521057366                    140250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521057485                    227160     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551014002                   29350.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551017637                   34217.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551018083                  77840.85     6 mo int on 80%                                      24                           17     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
551018553                   26480.2     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021789                  46612.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022094                  28973.91     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022287                  27086.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022367                  33010.58     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022417                  26720.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022477                  25965.12     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022653                  33459.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022936                  25365.93     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023021                  26140.55     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023376                  25660.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023782                  28928.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023896                 265299.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551023988                  25266.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024102                  35751.98     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024577                  27331.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024591                  35137.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024679                  28918.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024686                  32368.51     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024741                     74400     2% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
551024769                 101891.06     6 mo int on 80%                                      36                           32     U                3/27 6 MO LIBOR                 First Lien
551024951                   37747.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025068                  25365.93     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025144                  25077.64     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025186                 231612.99     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551025485                   25352.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025517                  33070.44     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025844                  101557.1     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
551025880                 139905.88     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
551025894                  33070.54     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026400                  64579.02     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026542                 287811.61     1% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
551026586                    150000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551026749                    400000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551026867                 199773.75     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551026883                     59856     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551026888                 139909.81     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551027003                    252000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
551027015                  61319.25     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027043                     84800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027044                    117200     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
551027056                     64000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
551027058                     92900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027060                 111949.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551027062                    106400     2% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
551027112                  29966.71     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551027163                 164906.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551027173                    237500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551027179                    104000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027195                 119862.86     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
551027205                  75520.55     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027296                  97192.74     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551027301                  64932.66     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551027304                  88928.95     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551027346                    173098     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
551027365                     64400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027395                    120500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027461                   91958.2     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027515                    248500     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
551027535                    215600     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
551027603                  99943.65     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
551027672                    202003     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551027694                     63600     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551027709                    113050     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551027752                    160650     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
551027758                  89221.35     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027872                    142500     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
551027907                  368767.1     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551027908                     84000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551027934                    191250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027939                     88200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027970                    190000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551027990                  71229.84     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
551028172                    201600     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551028228                 232404.57     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551028236                    128250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028262                    225000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
551028264                    125600     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551028278                 123896.14     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551028304                 105042.98     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028345                 150475.94     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551028374                     84075     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
551028430                    108000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
551028432                 123452.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028445                     76000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551028450                     84800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551028484                     76500     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
551028487                    118400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028628                     85500     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
551028668                    128000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028702                     65420     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028756                    106400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028800                     93200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028807                    108000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
551028823                    180000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028930                    199500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551028968                    102600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
551028988                     95920     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029087                    151900     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
551029126                     63900     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029290                    117900     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
551029308                     69642     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
551029342                     93600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029574                    162225     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029747                    104850     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
551029884                    311782     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551030993                     72000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581012346                  59915.23     6 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
581013246                    370000     3% / 2% / 1%                                         36                           31                0     Fixed Rate 30 Yr IO             First Lien
581013988                 299696.21     3% / 2% / 1%                                         24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581014339                 199883.37     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581014508                  52014.69     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
581014517                  286814.7     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581014697                 213811.67     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                First Lien
581014715                    369896     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581014940                 356477.93     6 mo int on 80%                                      36                           33     U                Fixed Rate 40/30 Balloon        First Lien
581014943                    270000     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
581015048                 350410.29     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
581015068                 179868.13     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015084                 319900.06     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015112                 246828.99     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015145                    238007     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015232                 329630.56     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
581015276                    185000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015307                 366573.83     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581015313                    306000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015334                 341183.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015336                 149899.05     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015423                 337212.25     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015443                 174959.74     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015446                    204000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015489                    250000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015503                 369596.14     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015527                  394728.4     6 mo int on 80%                                      36                           34     U                Fixed Rate 40/30 Balloon        First Lien
581015538                 267730.19     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
581015622                    270000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015633                 191953.97     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015650                    365722     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015653                    268000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015677                 172870.32     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015698                    320000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581015705                 319871.06     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015767                 350921.38     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015769                 243023.44     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015787                 185870.04     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015802                    328500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015807                    345000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
581015816                    342000     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
581015829                 399678.54     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015834                 363698.68     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
581015867                 299820.49     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
581015892                 184959.89     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015894                 259169.03     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015918                    293000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015928                 339920.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015933                 267920.98     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015950                 128963.82     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015957                 287825.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015961                 319947.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015964                 313899.09     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015986                    313500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581015999                 139902.18     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581016039                    400500     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581016046                 241895.49     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016054                    256500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016077                    324000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581016091                 365396.81     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016095                 184346.38     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016097                 239893.44     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016106                 276944.07     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016112                    290700     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581016175                    290500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
581016178                 319954.38     6 mo int on 80%                                      24                           22                0     2/28 6 MO LIBOR 50/30 Balloon   First Lien
581016206                 255429.56     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016230                    340200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016286                    391000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
581016290                    364000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
581016316                 379734.49     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
581016337                 149886.43     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016343                    291600     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
581016353                    350000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016378                    183920     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
581016379                    160011     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016383                  124921.9     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016391                  227917.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016400                 251949.28     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581016405                    355500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr IO             First Lien
581016442                    304000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016450                 149446.58     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016468                    248000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016479                    410000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
581016494                    397000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr IO             First Lien
581016501                    315000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016509                    356250     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
581016511                  409858.5     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016536                 171948.55     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017097                    238000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                First Lien
581017102                 189133.42     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017110                    282987     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017117                 121960.93     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017125                 174939.61     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017150                    173000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017166                    238600     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
581017169                    294000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017174                 139468.84     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017185                    197000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
581017204                    187192     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
581017210                    186900     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
581017214                    114000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017218                    153000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
581017220                    189050     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
581017226                 139982.29     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017235                 201368.44     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
581017236                 189640.83     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017243                    116000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017308                     80900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017311                     53400     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
581017331                    198800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017334                    223250     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
581017354                    308500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
581017362                    399900     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr IO             First Lien
581017368                    370000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
581017381                    127000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581017407                  341922.5     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017418                 337450.49     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
581017435                 244614.65     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017455                 227999.76     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017496                 346242.85     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017515                 269818.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017541                    380000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017626                    294500     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
581017652                    216000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017667                    303000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
581017673                    318000     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
581017676                    313500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
581017689                    414500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017693                    310500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017694                    135200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017698                    201600     2% of ppd amt                                        36                           35                0     Fixed Rate 30 Yr                First Lien
581017711                    182900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017714                 211939.27     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
581017721                    393000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
581017746                    134400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017757                    300007     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017773                    475000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581017876                    341700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017877                    100000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
581017883                 129903.52     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
581017900                    190000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017906                  49683.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
581017927                    261250     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017952                    186300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581017953                    247500     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
581017955                    233750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017963                  87955.33     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018017                    304000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581018033                     89500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018041                    251750     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
581018048                    468750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018110                    261250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581018128                    324000     6 mo int on 80%                                      36                           35     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581018132                 331220.13     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018157                     89500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018159                     89499     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018162                   89499.2     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018163                   89499.2     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581018166                    204000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581018173                    565250     6 mo int on 80%                                      36                           36                0     Fixed Rate 50/30 Balloon        First Lien
581018240                    114982     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581018276                    335000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
581018283                    299700     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581018290                    277500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
581018376                    184000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581018415                    124000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581018425                    355500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
581018430                    182750     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
581018483                    218500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
581018493                    159990     6 mo int on 80%                                      36                           36     U                Fixed Rate 40/30 Balloon        First Lien
581018497                    356250     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
581018512                    133000     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
581018578                    374000     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr IO             First Lien
581018591                    422750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581018845                    292080     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581018939                    277650     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
581018980                    380000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581019078                    177600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
581019155                    281870     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
611025886                 112413.66     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
611026282                 505166.04     3% / 2% / 1%                                         12                            8     U                Fixed Rate 40/30 Balloon        First Lien
611026326                  345599.9     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
611026360                 339072.91     6 mo int on 80%                                      12                            8                0     Fixed Rate 30 Yr                First Lien
611026492                 334795.46     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
611026550                 279596.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
621017765                  52145.17     6 mo int on 80%                                      24                           17                0     Fixed Rate 30 Yr                Second Lien
621019238                  125904.6     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
621019417                  37981.06     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
621019750                 220182.67     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR                 First Lien
621019830                 243646.09     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
621019964                  32974.96     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                Second Lien
621019984                 248234.31     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR                 First Lien
621020179                    256000     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr IO             First Lien
621020185                  63939.41     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
621020222                   55966.1     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
621020252                 124968.13     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621020282                  47969.24     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
621020315                 367461.27     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
621020327                 178425.68     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
621020395                   80172.9     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
621020420                 159736.94     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
621020441                 295658.16     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020457                 356810.19     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621020721                 174902.99     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
621020724                 239880.88     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621020738                 204727.88     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020757                 165808.07     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020761                 199899.35     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621020776                  79960.86     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
621020793                    315250     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621020861                 176046.46     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020898                 223672.75     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020937                   26233.5     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
621020940                    125600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621020956                 187857.38     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021011                   30380.9     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
621021052                 109906.34     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621021061                 146850.17     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621021069                 207841.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021125                    314000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
621021184                 253141.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021251                 257391.24     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021297                  99994.72     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021324                  71958.58     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021331                 213838.62     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021375                 162202.51     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
621021403                 269490.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021410                    135200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021525                    145600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021573                    217800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021574                    145000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
621021584                    117000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021596                 223868.97     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
621021626                  56640.15     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
621021654                 174907.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021668                    144381     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021685                 316656.84     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021689                  29974.78     1% of UPB                                            12                           10                0     Fixed Rate 30 Yr                Second Lien
621021690                 189678.27     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
621021707                 327948.13     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021744                    153000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021753                  187455.1     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021814                 267728.44     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
621021819                    293250     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021835                 186914.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021845                 110207.02     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021846                  27554.31     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621021923                 211797.13     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021934                 310917.27     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021936                    200012     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021972                    150000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021980                 379945.29     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022008                    246500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022076                 199875.56     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621022083                    145000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
621022101                    200000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
621022103                 305964.94     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022125                  32983.76     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621022178                    179200     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
621022180                 164980.68     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022214                    284750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022280                    272000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022287                 182397.96     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621022329                    238500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022332                  235170.8     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022337                 268342.68     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022382                 198644.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022418                 224897.67     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022442                    180000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621022451                    252000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022453                 206973.61     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022454                    200000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
621022466                    154000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621022499                    327250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621022508                  154993.2     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022511                    336000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022533                    112000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621022542                    134300     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
621022599                 174973.34     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022630                    140600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022641                    175000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
621022650                    243100     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022678                    117600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022707                  99977.81     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621022712                    140000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022777                    236000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022907                    134900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022923                    198000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022938                    190000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023011                    100000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621023063                    335750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
621023098                    280000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023110                    210000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
621023191                    162000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
621023228                    225000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
621023333                    261000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
621023346                    270750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023357                    100000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023444                    280000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023506                  350931.6     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023566                    349200     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
621023808                    177750     6 mo int on 80%                                      36                           36     U                Fixed Rate 50/30 Balloon        First Lien
621023896                    127500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023950                    125000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621024069                    396000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
631015909                 292545.77     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
631016048                 269849.23     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
631016064                 279800.58     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
651022040                  51237.73     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
651023393                 193989.82     2 mo int or 60 days int on UPB                       36                           32                0     Fixed Rate 30 Yr                First Lien
661018921                  69908.55     6 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
661019317                  57968.32     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                Second Lien
661019648                 306201.57     3% of ppd amt                                        12                            8                0     Fixed Rate 30 Yr                First Lien
661019715                 199510.15     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
661019761                 215050.35     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661019950                 276900.25     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020087                 224490.85     6 mo int on 80%                                      12                            8     N                2/28 6 MO LIBOR                 First Lien
661020150                    305490     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR IO              First Lien
661020195                    289000     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR IO              First Lien
661020249                 139655.19     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
661020268                 213309.91     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020285                    319500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661020341                 167899.17     2 mo int or 60 days int on UPB                       36                           33     U                Fixed Rate 40/30 Balloon        First Lien
661020370                 299773.94     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020527                 365383.06     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020605                  203937.2     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020630                  317875.4     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020801                 231668.14     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
661020846                 207855.31     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020918                 329441.19     6 mo int on 80%                                      36                           33     U                3/27 6 MO LIBOR                 First Lien
661020919                    145800     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
661020939                 399786.15     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020952                  44678.51     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
661020967                    202500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020981                    320000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021004                 154892.33     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021040                 339608.25     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021072                 297741.88     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021092                 322216.95     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021154                 286022.13     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661021241                 243661.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021246                 167898.23     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021296                  401775.8     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021304                 294692.96     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
661021305                 237815.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021389                 267915.09     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021392                 295986.79     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
661021456                 288441.51     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021458                    314500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661021490                    287689     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021526                    125000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661021545                    360000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
661021546                    275867     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021561                 254929.04     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021563                 329367.24     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021565                 134964.04     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021598                 187250.09     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
661021755                 274950.85     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
661021756                    307500     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
661021768                    171000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661021773                 259846.17     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021810                 178855.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021831                 300782.87     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661021839                 168869.47     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661021848                 404865.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021850                 175466.73     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021854                 367248.36     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
661021872                 242909.99     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021878                 263044.98     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR                 First Lien
661021880                  259764.8     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021884                 319200.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021885                 294938.74     6 mo int on 80%                                      36                           34     U                Fixed Rate 40/30 Balloon        First Lien
661021929                    107000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661021946                  352553.5     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021948                 244654.72     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661021983                 218909.27     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022042                 254847.11     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661022052                 243399.12     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022059                    180000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr IO             First Lien
661022097                    259999     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022131                 214915.76     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022138                 324872.96     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022155                 197860.25     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661022156                    243750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022168                 100974.62     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022186                 279794.27     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
661022188                  259149.6     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022222                    236700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661022232                    230400     2 mo int or 60 days int on UPB                       24                           23     N                2/28 6 MO LIBOR                 First Lien
661022236                 341950.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022252                    200000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661022265                 293328.42     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022277                    276250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022295                 168658.48     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022310                    155000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661022328                    319000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022332                    378000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022336                 126268.65     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022348                    171500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022389                    337500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022395                    392000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
661022473                    263250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022500                    230000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
661022508                  43990.92     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
661022542                  299810.1     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022571                 358682.83     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
661022580                 304914.29     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
661022600                    209950     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022614                 214429.07     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022623                 187396.51     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022628                    272000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661022660                    260000     6 mo int on 80%                                      36                           35     N                3/27 6 MO LIBOR IO              First Lien
661022713                 288945.54     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
661022728                    150000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022731                     75000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022743                    200000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022754                    294500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022768                    152000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
661022844                    248000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022864                    256000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
661022886                    264000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661022898                    400000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022907                    225000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661022954                 258754.25     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
661022970                    352000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022971                  287882.4     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
661022984                 302429.03     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
661023029                    218500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661023056                    320000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023082                     59400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661023089                    175750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023138                     58900     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
661023154                  74795.77     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661023155                    311800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023172                    156000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661023223                    324000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661023224                    332000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023231                    235000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661023233                     54000     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
661023235                     55800     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
661023271                    180500     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
661023333                    216000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661023340                    370500     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
661023346                    398905     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023361                    360000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023396                    279800     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
661023400                    250000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661023404                    165000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661023450                    182000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
661023451                    258000     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
661023452                    217750     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
661023466                    345800     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
661023521                    180000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661023535                    200000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
661023561                    327750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661023580                    276500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661023622                    171000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661023627                    320000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR IO              First Lien
661023655                    288350     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr IO             First Lien
661023681                    157250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023771                    302000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023942                    219984     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
661024073                    379998     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661024097                    292500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
661024141                    152000     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661024332                    231000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661024497                 181734.53     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661024502                    374985     1% of UPB                                            36                           35     U                Fixed Rate 30 Yr                First Lien
661024524                 201341.81     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671016061                    370000     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
671016188                 309829.38     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016239                 347644.46     3% / 2% / 1%                                         24                           20     N                2/28 6 MO LIBOR                 First Lien
671016269                 344592.15     3% / 2% / 1%                                         24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016313                 310730.76     3% / 2% / 1%                                         24                           20     N                2/28 6 MO LIBOR                 First Lien
671016407                    365000     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR IO              First Lien
671016449                 399698.58     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016503                 215820.56     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016526                    308000     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR IO              First Lien
671016612                 299806.55     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016658                 313327.21     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016681                  238355.6     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
671016683                 370783.64     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016719                 199500.87     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016739                 279791.96     6 mo int on 80%                                      36                           33     U                Fixed Rate 40/30 Balloon        First Lien
671016758                 206138.12     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016803                 367745.38     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
671016836                 124785.28     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016839                 326341.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
671016894                    203500     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
671016895                 159919.31     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016906                 259392.49     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016929                 299923.72     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016990                 260927.37     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017023                 299700.51     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017045                 361425.49     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017060                 234903.63     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017068                 623521.81     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017133                 152724.72     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017146                 254810.52     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
671017194                 324816.86     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
671017195                 220824.14     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
671017208                    196175     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017224                 256124.46     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017235                 245890.78     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017239                 269697.72     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
671017288                 223913.45     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017326                 395911.56     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017335                 486931.16     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
671017369                 299884.09     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017380                 308699.33     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017384                 305999.58     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
671017442                    160000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
671017471                 195864.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
671017533                 250680.29     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
671017553                 259874.78     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
671017573                    358700     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
671017579                 145755.75     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017653                    299000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017658                 260849.84     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
671017671                 264831.02     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
671017683                 200739.94     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017686                 374964.58     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
671017701                 360167.72     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
671017712                 134896.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017735                    225000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017739                    272000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
671017748                    329820     6 mo int on 80%                                      36                           35     U                Fixed Rate 40/30 Balloon        First Lien
671017797                    217000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671017798                 369931.83     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
671017840                    357300     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
671017868                  189966.4     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017879                    310000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017887                    325000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671017900                    410000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671017911                    176250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
671017940                    288000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
671017943                    131750     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017963                  300758.3     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017966                    263500     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
671017982                 323871.27     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018039                    205700     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
671018040                 172491.13     6 mo int on 80%                                      36                           35                0     Fixed Rate 15 Yr                First Lien
671018046                    200000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671018048                    306850     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671018049                    243950     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018056                 188009.41     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
671018066                    325000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
671018085                    166250     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
671018375                    170000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
671018446                 203957.32     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
671018464                    148500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018480                    144000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671018487                 136603.73     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
671018488                    157600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018493                    173850     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018495                    320000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018540                    154000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018541                 170847.99     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018550                 269799.62     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
671018552                    222500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018580                    395000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671018621                    233750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671018635                    339750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671018638                 212422.39     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018644                    116000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018669                    150100     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
671018685                     75000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671018704                    412300     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018721                    159000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018756                 161362.51     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018826                    310000     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
671018865                 130725.52     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018870                    315000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018882                    165000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671018898                    227500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018960                    133000     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
671018987                    248300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671018993                 271727.59     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019011                 242858.74     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671019055                    220000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019058                    577800     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
671019091                    141550     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671019115                    747500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
671019128                    352019     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
671019135                    225004     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671019184                 557753.15     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
671019197                    323950     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019227                    176000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019234                    292000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019267                    315000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019269                    303050     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019363                    122000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019376                    207000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
671019408                    394725     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019449                    198000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
671019476                    116000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019478                    360000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019545                    403750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
671019557                    318600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019577                    116000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019604                    308750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019992                    304000     2 mo int on 66% if less than 8%                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671020077                    215000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
681014503                  51971.59     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
681014550                 142737.73     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
681014749                  41577.54     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
681014756                 102185.97     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
681014897                 299428.74     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR                 First Lien
681014940                 124903.72     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
701004428                 103290.71     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
711010207                 130610.38     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
711011266                  54293.43     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
711011390                 134792.97     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
711011394                 166425.94     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
741017663                  70800.16     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
761017340                 123048.31     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
761017614                  74892.91     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
791007505                 108117.72     2% of ppd amt                                        24                           18     U                2/28 6 MO LIBOR                 First Lien
831069427                 195305.92     6 mo int on 80%                                      24                           19     N                2/28 6 MO LIBOR                 First Lien
831070055                 163859.11     6 mo int on 80%                                      36                           30                0     Fixed Rate 30 Yr                First Lien
831070060                 221053.48     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831070925                    260000     3% / 2% / 1%                                         36                           31     N                5/25 6 MO LIBOR IO              First Lien
831072662                 329396.01     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831072860                 206652.88     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831072930                 174837.19     5% of ppd amt                                        12                            7     N                5/25 6 MO LIBOR 40/30 Balloon   First Lien
831072931                 400224.31     5% of ppd amt                                        12                            7     N                3/27 6 MO LIBOR                 First Lien
831073209                  327150.8     3% / 2% / 1%                                         24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073216                 179642.55     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831073378                  45964.31     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831073388                 106310.69     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831073397                 153737.72     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831073496                 199593.75     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831073691                 362641.65     6 mo int on 80%                                      24                           19     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073704                 272772.51     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073705                  163542.8     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073728                 192767.58     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073729                 142762.58     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073730                 235782.76     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073731                 228511.78     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073734                 117453.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073735                 244726.85     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073736                 158417.71     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073738                 177424.59     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073742                 227773.87     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073743                 182315.77     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073744                 199770.92     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073745                 107866.06     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073746                 132386.87     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073747                 210151.41     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073780                 219703.18     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073781                 234699.26     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073782                  214228.3     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073783                 184263.89     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073785                  179660.3     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073786                 199405.12     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073789                 344576.17     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831073793                 304030.99     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073794                 120894.41     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073796                 349559.36     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
831074172                 191034.77     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074173                 155779.07     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074174                 399538.06     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074176                 399196.95     6 mo int on 80%                                      12                            9     N                2/28 6 MO LIBOR                 First Lien
831074177                 359757.96     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074208                 329594.92     6 mo int on 80%                                      24                           18     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074233                 233593.16     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074241                  243564.7     None                                                  0                            0     N                5/25 6 MO LIBOR                 First Lien
831074242                  60647.08     None                                                  0                            0                0     Fixed Rate 15 Yr                Second Lien
831074265                 379578.67     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
831074275                    157110     1% of amt prepaid                                    24                           21     N                2/28 6 MO LIBOR                 First Lien
831074294                  110462.7     1% of amt prepaid                                    24                           21     N                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831074304                 203820.86     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074323                 254660.12     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074325                  232889.7     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074329                  96775.99     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074345                 295820.31     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831074346                   51790.6     None                                                  0                            0                0     Fixed Rate 15 Yr                Second Lien
831074347                  219887.5     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074513                 113124.53     2% of ppd amt                                        24                           21     N                2/28 6 MO LIBOR                 First Lien
831074514                  243496.3     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831074515                 187538.72     2% of ppd amt                                        24                           21     N                2/28 6 MO LIBOR                 First Lien
831074516                 376582.29     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074518                   99829.7     2% of ppd amt                                        36                           33                0     Fixed Rate 30 Yr                First Lien
831074519                 222900.63     2% of ppd amt                                        36                           33                0     Fixed Rate 30 Yr                First Lien
831074523                 181334.41     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831074526                  335641.4     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074650                 214738.05     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074651                 237249.96     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831074652                 237082.55     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074655                    130000     5% / 4%                                              24                           22     N                2/28 6 MO LIBOR                 First Lien
831074656                 260742.22     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074657                 219879.58     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074658                    280000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074659                   99895.9     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074660                 261185.31     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074661                 235945.71     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074663                  314933.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074665                 125971.44     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074666                    308000     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831074667                 111831.56     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831074668                 207853.19     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831074669                 118894.51     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831074670                  109968.4     6 mo int on 80%                                      36                           34     U                Fixed Rate 40/30 Balloon        First Lien
831074671                 233736.93     6 mo int on 80%                                      36                           33     N                5/25 6 MO LIBOR                 First Lien
831074678                 299817.88     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074679                 203702.27     5% of ppd amt                                        24                           20     N                2/28 6 MO LIBOR                 First Lien
831074680                 344597.43     5% of ppd amt                                        12                            9     N                2/28 6 MO LIBOR                 First Lien
831074681                 269125.61     5% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074682                 273663.41     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074684                  151944.7     5% of ppd amt                                        24                           20     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074686                 191525.08     None                                                  0                            0     N                5/25 6 MO LIBOR                 First Lien
831074690                 218504.71     1% of UPB                                            24                           20     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074701                 157326.86     5% of ppd amt                                        36                           33     N                3/27 6 MO LIBOR                 First Lien
831074703                 268041.32     2% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074704                 198289.02     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074705                 384473.71     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831074706                 159822.71     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074707                 129829.13     2% of ppd amt                                        24                           21     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074713                 132861.57     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831074717                 259884.73     5% of OPB                                            12                           10     N                2/28 6 MO LIBOR                 First Lien
831074719                    380000     5% of OPB                                            12                           10     N                3/27 6 MO LIBOR IO              First Lien
831074724                 173904.76     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831074726                 184963.32     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074728                 117500.86     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074730                 189945.18     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074737                 233960.44     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074746                 282998.29     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074879                    174871     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074880                 172518.26     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074883                 119960.36     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074884                 369856.24     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074885                 143917.66     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074887                  199766.6     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074889                 185211.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074890                    191000     6 mo int on 80%                                      36                           34     N                5/25 6 MO LIBOR IO              First Lien
831074891                 103940.66     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074894                 184955.52     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074895                    136500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074916                 126648.82     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831074917                 324883.86     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
831074998                  77969.82     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831075010                 211171.98     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075016                  58836.29     1% of amt prepaid                                    24                           20     N                2/28 6 MO LIBOR                 First Lien
831075017                 102044.35     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075023                 135272.56     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831075025                 149644.26     1% of amt prepaid                                    36                           32     N                2/28 6 MO LIBOR                 First Lien
831075031                  99879.65     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075032                  53503.91     1% of amt prepaid                                    24                           20     N                2/28 6 MO LIBOR                 First Lien
831075037                   65803.7     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075038                 311825.09     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075043                  71935.89     1% of amt prepaid                                    24                           21     N                2/28 6 MO LIBOR                 First Lien
831075046                  99955.67     1% of amt prepaid                                    24                           21     N                2/28 6 MO LIBOR                 First Lien
831075047                  57963.36     6 mo int on 80%                                      12                            9                0     Fixed Rate 30/15 Balloon        Second Lien
831075083                 242770.63     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075087                 244929.61     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075088                    358000     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR IO              First Lien
831075095                 319911.99     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075096                 214811.19     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075098                    265500     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831075101                  525888.9     6 mo int on 80%                                      24                           19     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075102                 199777.83     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075106                 406307.61     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075108                 157837.27     1% of UPB                                            12                           10     N                2/28 6 MO LIBOR                 First Lien
831075109                 167229.64     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
831075110                  41866.67     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
831075129                 244560.12     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075130                 207886.15     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075131                 387892.05     6 mo int on 80%                                      36                           34     N                5/25 6 MO LIBOR                 First Lien
831075132                  103926.6     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075133                 239808.08     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831075134                 174904.21     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075137                 129410.25     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075139                 334651.13     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075141                 341865.07     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075142                 149381.25     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075143                 251872.74     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075145                 198132.35     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075146                 384494.09     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075147                 239904.45     None                                                  0                            0     U                Fixed Rate 40/30 Balloon        First Lien
831075148                 195426.39     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075149                 144435.93     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075150                 220345.93     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075153                  187897.3     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075154                 224941.78     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075155                 125203.35     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075156                    140000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831075158                  226729.6     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075160                 324756.37     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075161                 104703.87     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075162                   75943.6     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831075164                 241060.38     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075165                 115717.22     None                                                  0                            0                0     Fixed Rate 20 Yr                First Lien
831075167                 159907.76     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075171                 131426.96     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075174                 179916.02     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075175                 199835.74     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075179                 199706.21     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075180                 119942.82     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075183                 212005.57     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075192                    220000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075193                    104250     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075195                    341250     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831075202                 179737.31     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831075204                 251747.73     6 mo int on 80%                                      12                            8     U                Fixed Rate 40/30 Balloon        First Lien
831075205                 371578.47     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075206                 404295.85     6 mo int on 80%                                      12                            8     N                2/28 6 MO LIBOR                 First Lien
831075207                 139707.58     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075214                 296936.37     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075217                 199867.31     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075218                 179785.59     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
831075219                 269092.29     5% of ppd amt                                        12                           10     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075220                 174705.01     3 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
831075221                 139861.45     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075225                  249012.1     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831075226                 424711.93     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075228                 333537.18     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075229                 108690.14     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
831075230                  157308.5     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075234                 174611.81     1% of amt prepaid                                    36                           33                0     Fixed Rate 30 Yr                First Lien
831075235                 201396.88     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
831075236                 209434.31     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075237                 310037.68     5% of ppd amt                                        12                            9                0     Fixed Rate 30 Yr                First Lien
831075238                 179843.44     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075240                 231717.91     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075242                 152913.78     1% of amt ppd if loan greater than $150K             30                           28                0     Fixed Rate 30 Yr                First Lien
831075243                 219873.16     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075245                 351312.08     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075246                 264361.23     5% of ppd amt                                        24                           21     N                2/28 6 MO LIBOR                 First Lien
831075247                 152790.39     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
831075248                 264812.97     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075249                 210373.65     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075251                 145276.77     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075252                  265885.6     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075253                 174873.34     2 mo int on 66% if less than 8%                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075255                 397852.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075256                 394730.38     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075258                 159919.62     6 mo int on 80%                                      36                           34     N                3/27 6 MO LIBOR                 First Lien
831075263                 214855.44     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075297                    392000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831075298                 224927.69     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075303                 288283.34     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831075304                 227407.05     5% / 4% / 3%                                         36                           34     U                Fixed Rate 40/30 Balloon        First Lien
831075308                  355090.2     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075488                 181958.15     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831075489                 152640.34     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831075491                 254665.25     5% of OPB                                            12                           10                0     Fixed Rate 30 Yr                First Lien
831075492                 221936.34     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831075494                 236400.82     5% of OPB                                            12                           10     N                5/25 6 MO LIBOR                 First Lien
831075495                 181877.64     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075496                    250000     5% of OPB                                            12                           11     N                5/25 6 MO LIBOR                 First Lien
831075498                  384754.5     5% of OPB                                            12                           10                0     Fixed Rate 30 Yr                First Lien
831075501                 224857.69     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075503                 212947.26     6 mo int on 80%                                      12                           10     N                5/25 6 MO LIBOR 40/30 Balloon   First Lien
831075504                 243859.62     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075511                    265500     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831075516                 274997.53     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075524                 147159.73     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075525                    280250     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831075527                 194908.75     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075531                 257527.77     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           32                0     Fixed Rate 30 Yr                First Lien
831075533                  298400.2     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                First Lien
831075559                    144000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
831075561                 387809.15     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075563                    130000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075564                 259820.15     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075565                    137700     3% of ppd amt                                        24                           23     N                2/28 6 MO LIBOR                 First Lien
831075567                    173000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075572                 157474.46     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831075578                  99940.44     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075582                  99936.17     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831075584                 203939.42     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075585                    330000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075586                 149912.44     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
831075589                     59500     2% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
831075592                    236000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075593                 179903.36     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075594                    399300     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075603                 134891.25     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075606                 353836.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075608                  238212.4     None                                                  0                            0     N                5/25 6 MO LIBOR                 First Lien
831075609                    188699     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075611                 131622.59     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075612                 107951.86     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075615                    150000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075616                    160000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075617                 162267.25     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075618                 104949.63     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075619                 349534.45     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075621                     61600     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075623                 152906.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075625                 101584.62     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
831075627                 100362.61     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075630                    185000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831075633                 124941.67     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
831075646                  76920.68     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075647                  606525.5     6 mo int on 80%                                      36                           32     N                3/27 6 MO LIBOR                 First Lien
831075815                     93500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075816                    389500     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075817                    325000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831075822                    244000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831075831                    231500     2 mo int on 66% if less than 8%                      12                           11                0     Fixed Rate 30 Yr                First Lien
831075836                    115000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075873                    185250     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075877                    202300     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075881                    122400     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075889                 124912.66     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
831075893                    280000     None                                                  0                            0     N                5/25 6 MO LIBOR                 First Lien
831075895                    269750     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075900                    172000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075921                 115373.35     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831076026                  179812.9     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076028                    206500     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831076035                    255000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831076046                    375000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831076052                    220500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831076082                    220000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076105                 415729.26     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
831076141                    138400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076142                    196800     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076228                    313500     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
831076247                    402800     6 mo int on 80%                                      12                           11                0     Fixed Rate 40/30 Balloon        First Lien
831076250                    153000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076324                    100000     2% / 1%                                              24                           23     N                2/28 6 MO LIBOR                 First Lien
831076331                    204800     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
831076349                    130000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831076350                    285000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076399                    252000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831076400                    112000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076405                    167200     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076408                    175000     None                                                  0                            0     N                3/27 6 MO LIBOR IO              First Lien
831076415                    119225     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076475                    396000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831076635                    261277     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831076911                    357000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831077063                    310000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831077066                    136000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831077069                    152000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831077074                    400500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
841018957                  81258.28     1% of amt prepaid                                    24                           17     U                2/28 6 MO LIBOR                 First Lien
841019443                 260555.11     1% of amt prepaid                                    24                           18     N                2/28 6 MO LIBOR                 First Lien
841022000                  33774.08     1% of amt prepaid                                    24                           20                0     Fixed Rate 30 Yr                Second Lien
841022564                 124770.69     2% of UPB                                            24                           20     N                2/28 6 MO LIBOR                 First Lien
841023495                 122140.22     1% of amt prepaid                                    24                           21     U                2/28 6 MO LIBOR                 First Lien
841023807                   42971.2     1% of amt prepaid                                    24                           21                0     Fixed Rate 30 Yr                Second Lien
841024026                 269927.02     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
841024156                 227875.46     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
841024235                 199673.98     1% of amt prepaid                                    24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
841024345                    287805     1% of amt prepaid                                    36                           34     U                5/25 6 MO LIBOR                 First Lien
841024599                 242119.05     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
841024732                 183552.85     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
841024767                  63982.19     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
841024795                  53170.57     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
841024966                     88940     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
871006364                 610675.48     3% / 2% / 1%                                         12                            7     U                2/28 6 MO LIBOR                 First Lien
871006473                 371670.42     None                                                  0                            0                0     Fixed Rate 15 Yr                First Lien
871006596                    188745     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
871006700                 324819.83     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
871006809                 335269.46     6 mo int on 80%                                      12                            8     N                2/28 6 MO LIBOR                 First Lien
871006878                 322455.57     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871006907                  33986.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
871006969                 271546.15     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
871006975                 199759.04     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
871006993                 349780.68     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
871007023                 369496.76     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
871007088                 139813.41     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871007122                 487387.86     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
871007182                 254841.51     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
871007191                 254720.38     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
871007226                 307342.25     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871007238                 188043.04     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
871007254                 136637.76     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871007290                    354875     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
871007300                 214093.43     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
871007323                    207000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871007345                 323998.52     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
871007383                 271554.14     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR                 First Lien
951000619                   98081.3     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951000640                  99962.35     3% / 2% / 1%                                         24                           22     N                2/28 6 MO LIBOR                 First Lien
951000647                 203882.63     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951000666                     95000     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
951000676                    416500     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
951000679                 296739.24     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951001063                  145925.1     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
951001067                    176000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
951001073                 134872.44     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001084                  85465.28     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
951001090                 227832.31     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
951001115                 128172.71     3% / 2% / 1%                                         12                           10                0     Fixed Rate 30 Yr                First Lien
951001138                 344761.37     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
951001150                    156000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001158                    357000     6 mo int on 80%                                      12                           10     N                5/25 6 MO LIBOR IO              First Lien
951001166                    352750     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
951001170                    100000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951001173                 131478.88     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001175                    156000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951001185                 476815.71     6 mo int on 80%                                      12                           10                0     Fixed Rate 40/30 Balloon        First Lien
951001188                     67500     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951001190                  76476.35     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001197                 143935.92     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001210                  167258.6     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
951001220                     60300     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951001223                     71400     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951001255                    115000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001611                 126693.93     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
951001633                     91200     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001644                    140000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001652                 137622.81     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951001663                    135000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001695                  43386.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
951001699                 109918.23     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
951001702                 140301.41     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951001704                     68000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
951001741                 322250.08     6 mo int on 80%                                      12                           10     U                Fixed Rate 40/30 Balloon        First Lien
951001748                    336000     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr IO             First Lien
951001761                  130432.7     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
951001766                     90000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001842                    416000     1% of amt prepaid                                    36                           35     U                Fixed Rate 30 Yr                First Lien
951001852                 159597.16     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001854                    265000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001862                    155000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001872                 171914.05     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001899                 164742.63     1% of UPB                                            36                           34                0     Fixed Rate 30 Yr                First Lien
951001907                    103500     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
951001928                    116000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001930                    178000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951001941                    124200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002050                    150000     3% / 2% / 1%                                         36                           35     U                3/27 6 MO LIBOR                 First Lien
951002056                    170000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
951002064                    280000     1% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
951002071                    207000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002074                 198875.51     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002079                    108500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951002086                    159000     3% / 2% / 1%                                         36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
951002121                 263715.54     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002125                    202000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002138                    133800     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
951002156                    130000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002160                    106500     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
951002197                 149904.83     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
951002235                    142500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
951002236                     96800     1% of UPB                                            36                           35     U                2/28 6 MO LIBOR                 First Lien
951002238                    119700     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
951002247                    289000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002249                 215828.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002283                    266000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
951002321                    153600     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
951002336                    115200     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
951002353                    337250     1% of amt prepaid                                    36                           35     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
951002366                    161250     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
951002375                    415600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002380                 228095.91     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
951002430                    240750     2% of ppd amt                                        36                           35                0     Fixed Rate 30 Yr                First Lien
951002437                    360000     6 mo int on 80%                                      12                           11     U                Fixed Rate 30 Yr                First Lien
951002453                 124768.18     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951002480                     61275     1% of amt prepaid                                    36                           35     U                3/27 6 MO LIBOR                 First Lien
951002488                    124995     2% / 1%                                              24                           23     U                3/27 6 MO LIBOR IO              First Lien
951002518                 226974.19     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
951002548                    103500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951002569                    228000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
951002604                    100000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951002642                    135000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951002667                    133000     1% of UPB                                            36                           35     U                3/27 6 MO LIBOR                 First Lien
951002673                    104000     2% of ppd amt                                        36                           35     U                Fixed Rate 30 Yr                First Lien
951002684                    490000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
951002730                     57000     1% of amt prepaid                                    36                           35     U                Fixed Rate 30 Yr                First Lien
951002739                    141300     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002767                    189050     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
951002771                     59760     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951002798                    151800     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951002879                    441000     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
951002923                 439817.14     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951002924                    156750     1% of UPB                                            36                           35     U                Fixed Rate 30 Yr                First Lien
951002935                 125376.05     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951002936                 188326.73     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951002939                    121500     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
951002950                    220500     3% / 2% / 1%                                         36                           35     U                Fixed Rate 30 Yr                First Lien
951002958                    220500     3% / 2% / 1%                                         36                           35     U                Fixed Rate 30 Yr                First Lien
951002964                    321750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
951003012                    144000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951003017                    280000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR                 First Lien
951003023                    128250     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951003062                    156750     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951003114                    320000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
951003118                    168625     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951003147                     84000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
951003157                     90000     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
951003190                    153000     1% of amt prepaid                                    36                           36     U                3/27 6 MO LIBOR                 First Lien
951003202                    132000     1% of UPB                                            36                           36     U                Fixed Rate 30 Yr                First Lien
951003216                     75000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951003263                    154800     1% of amt prepaid                                    36                           36     U                5/25 6 MO LIBOR                 First Lien
951003331                    100000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951003397                    102050     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
951003400                    225000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951003437                    114750     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951003447                    103500     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
951003484                    112000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
951003493                    457200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951003499                    256500     1% of amt prepaid                                    36                           36     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
951003522                    123500     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
951003637                     51000     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
951003719                    234000     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
951003732                    220000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951003747                    243000     2% of ppd amt                                        36                           36     U                Fixed Rate 30 Yr IO             First Lien
951004565                    359980     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
961073278                 314276.33     3 mo int                                             24                           20     N                2/28 6 MO LIBOR                 First Lien
961073454                  109701.8     6 mo int on 80%                                      24                           19     N                2/28 6 MO LIBOR                 First Lien
961074336                 228109.01     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961075199                 143569.47     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
961075266                    308000     6 mo int on 80%                                      12                            9     N                2/28 6 MO LIBOR IO              First Lien
961075296                 241083.84     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
961075331                 165567.86     5% of ppd amt                                        12                            9                0     Fixed Rate 30 Yr                First Lien
961075332                 127951.81     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
961075484                 129811.17     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
961075499                 116949.87     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
961075509                 299736.88     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
961075510                 159842.61     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
961075512                 102300.34     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
961075575                  129076.3     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961075576                    140000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961075635                 107969.03     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
961075643                 193892.04     2% / 1%                                              24                           22     N                2/28 6 MO LIBOR                 First Lien
961075872                    165000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961075918                    174250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961076025                 114633.77     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
961076103                  84965.04     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
961076139                 263822.14     6 mo int on 80%                                      36                           33     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076257                    227050     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961076307                    191250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961076334                 120806.08     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
961076345                    196000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961076347                 429708.54     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
961076613                    270000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
961076615                    299000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076633                    470000     3 mo int                                             12                           12     N                2/28 6 MO LIBOR                 First Lien
961076975                    139500     6 mo int on 80%                                      36                           36                0     Fixed Rate 40/30 Balloon        First Lien
961076977                    389500     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076978                    324000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       4,291
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

031043050                 851976.98     6 mo int on 80%                                      24                           14     U                2/28 6 MO LIBOR IO              First Lien
031045923                  86929.44     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
051067790                 598993.64     6 mo int on 80%                                      36                           29                0     Fixed Rate 30 Yr                First Lien
051069231                  53659.67     6 mo int on 80%                                      24                           17     U                2/28 6 MO LIBOR                 First Lien
051070422                  33644.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051071039                 558903.51     1% of UPB                                            12                            6     U                2/28 6 MO LIBOR                 First Lien
051071431                  28635.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051071710                  53960.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051072011                  36913.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051072508                  30408.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051074045                  24989.08     3% / 2% / 1%                                         24                           21                0     Fixed Rate 30 Yr                Second Lien
051074301                  35984.27     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
051074716                 149445.81     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
061071952                 116349.59     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           18     U                2/28 6 MO LIBOR                 First Lien
061072607                  50326.11     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           18     U                2/28 6 MO LIBOR                 First Lien
061073287                  29983.61     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061075020                  99864.67     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
061075400                 191883.29     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           21     U                2/28 6 MO LIBOR                 First Lien
061075454                  93981.52     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34     U                Fixed Rate 40/30 Balloon        First Lien
061075812                  54772.44     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061075844                  47906.19     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076005                  39654.15     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076581                   25852.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076643                  37857.89     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076865                  55335.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076871                  27546.82     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061076912                 181173.81     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061076973                 107837.82     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           22     U                2/28 6 MO LIBOR                 First Lien
061077204                    106400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061077263                 118167.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061077350                 219854.03     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           34     U                Fixed Rate 40/30 Balloon        First Lien
061077365                    615000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
061077479                 125371.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077508                    559246     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
061077518                  74989.58     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077573                     86400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077578                 171127.33     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
061077647                  26955.91     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061077719                    214000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
061077740                     71972     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061077777                    599734     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
061077942                     43000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061077962                    363750     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061077994                 175482.25     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
061078019                     85490     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061078160                    105000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078164                  87985.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
061078246                 113851.51     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
061078386                  98780.25     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061078493                 289712.05     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061078505                    560000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078545                 181889.91     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
061078567                 175663.55     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
061078630                     49980     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
061078805                  63582.48     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061078863                     72900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078930                  92570.59     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061078957                     79950     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061079053                    102600     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           36                0     Fixed Rate 30 Yr                First Lien
061079081                     63750     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061079169                    129500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079355                  57580.98     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079357                    311200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061079398                    100800     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061079434                 190383.36     6 mo int on 80%                                      36                           35                0     Fixed Rate 50/30 Balloon        First Lien
061079437                 123902.78     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079445                 408403.21     1% of UPB                                            36                           35     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061079456                     56000     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
061079573                  126415.6     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079638                  147653.6     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061079678                     84550     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061079716                     52000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061079719                     53400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061079848                  68852.13     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061079861                    131200     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
061079884                     92560     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061079896                    152000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079926                    418000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
061079986                    168300     2 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
061079987                    122000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061079997                 169382.92     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
061080171                     50350     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
061080272                     65860     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061080276                    124000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
061080505                     66750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
061081232                    340000     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061081986                     80100     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061082006                    153000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
061082154                     80991     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           24     U                2/28 6 MO LIBOR                 First Lien
061082236                    274500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101059703                  52354.37     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101060735                  32464.55     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101061517                   37894.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101061690                  94337.36     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
101061813                  31892.16     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101061819                  36825.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101061959                  38993.81     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062093                  44499.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062190                  33891.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062265                  29746.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062338                  36334.63     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062387                  24943.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062436                  27608.01     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062571                  29188.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062854                  32292.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062862                  34322.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062877                   47673.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062880                  36753.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101062930                  29670.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063067                  31728.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063189                  25265.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063236                  33324.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063242                  34643.75     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063297                  28557.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063434                   50374.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063556                  28433.77     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063574                  42783.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063589                  31942.52     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063629                  27062.88     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063688                  39158.54     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063689                  28136.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063872                  35941.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101063924                  34558.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064083                  25143.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064121                  35935.36     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064132                   37033.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064179                  40514.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064191                 109852.46     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064240                  25753.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064305                   61324.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064377                  29226.86     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064418                  35231.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064456                  37050.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064479                   30351.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064487                  47310.44     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064525                  29725.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064681                  27701.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064707                  43599.59     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064710                  31643.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064785                  27707.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064883                  32890.84     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064961                  60236.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101064971                  65274.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065014                  37976.68     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065099                  34523.16     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065107                  42922.79     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065159                  35191.23     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065177                  28348.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065273                  27308.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065300                 165784.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065364                  56749.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065457                  34622.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065492                   26302.2     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065526                  26259.76     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065536                  31757.37     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065579                  25177.57     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065599                  30499.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065620                  62116.59     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065635                  34012.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065650                  28341.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065741                  31521.68     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065861                  25543.68     None                                                  0                            0                0     Fixed Rate 15 Yr                Second Lien
101065863                  27875.15     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065889                  40824.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065896                  53727.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101065993                  32416.51     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066068                  29447.02     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066188                  43741.27     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066298                  29059.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066299                  29293.67     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066314                  31557.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066409                  38066.08     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066498                  698320.4     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101066507                 107655.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066525                  29360.58     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066725                 908973.14     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
101066755                  42540.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066802                  29732.75     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066862                  38348.52     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101066997                  27575.42     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067090                  36958.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067129                  99924.37     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
101067141                     58500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101067144                 199911.53     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
101067176                  29973.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067269                    107300     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101067276                  28729.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067350                 114949.02     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067352                  47957.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067366                 179908.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101067401                  35366.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067419                  35524.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067439                  30664.67     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067486                  558985.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101067513                     33671     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067516                  88277.95     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                First Lien
101067556                  34968.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067598                  27740.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067602                  36619.14     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067614                  49122.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067634                     37025     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067654                  51953.71     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067662                  141933.4     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101067668                  35037.46     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067686                  27263.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067718                  99986.13     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101067724                  61744.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067748                  36351.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067757                 107573.92     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
101067805                  76965.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067836                 197976.24     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101067878                  31308.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101067884                 213532.95     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101067947                    170155     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068018                 170976.68     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068031                 161453.65     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068038                  65354.01     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068052                  77365.69     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068109                 229876.87     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068114                 176834.18     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068117                    133000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068140                   41363.5     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068143                  55975.17     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068206                 351208.91     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101068254                  25968.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068258                 571383.86     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068263                    145000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
101068266                  133704.6     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
101068342                 239370.23     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068388                    128750     6 mo int on 80%                                      36                           35     N                2/28 6 MO LIBOR                 First Lien
101068423                  78965.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068432                  25968.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068454                    276000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068470                  37129.58     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068486                    180000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101068523                    476000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068544                  70936.79     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101068546                    107112     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068576                    135200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068605                    164800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068622                    268400     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068646                 101590.89     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068743                    276000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
101068790                    228000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
101068806                    145188     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101068824                 189930.76     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068828                 169628.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068868                 189915.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068872                 139118.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
101068883                  82286.89     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
101068908                    197100     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
101069008                    360000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101069014                    116884     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069017                    319600     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
101069036                  38558.17     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101069050                    230000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069054                 127248.18     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069089                 284875.77     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
101069094                 108262.63     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069105                    116960     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069107                 118886.28     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101069109                     29240     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101069145                    196914     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069147                  32775.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101069151                    110675     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069227                 349749.17     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069235                    112000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069248                     88000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069311                     99655     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069330                 224551.69     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069352                     50000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101069357                  132293.4     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069371                    142500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
101069384                    115805     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069422                    100415     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069437                 156724.49     1% of amt ppd if loan greater than $150K             24                           23     N                2/28 6 MO LIBOR                 First Lien
101069440                    325639     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069517                    106400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069586                     50000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069628                 359712.11     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
101069657                    344000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
101069738                    140065     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069766                    111840     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069777                    153425     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069839                    159818     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069867                    164000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101069878                    111600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101069895                     97512     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101069900                    108800     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
101069930                     65000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070002                    139650     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
101070003                    902500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101070016                    216000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101070036                     54000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
101070089                 223816.72     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101070092                 122944.18     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
101070126                     80800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070156                     71920     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070179                 154197.78     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070181                 101601.05     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070182                    108000     2% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
101070184                     88000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070223                 155915.67     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070307                 173520.71     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
101070378                    286900     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
101070439                    110675     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
101070458                     95000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070466                    328800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
101070608                    308000     6 mo int on 80%                                      24                           24     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
101070674                     58500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
101070697                    240900     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
111002715                    430000     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR IO              First Lien
111002766                 531898.35     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR                 First Lien
111002799                    497250     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
111002800                    485100     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
111002859                    705495     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
111002873                 431629.87     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
111002894                 482946.67     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
111002944                 466711.42     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
111002953                    414400     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
111002964                 481990.73     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
111002995                 473907.37     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
111002999                    529650     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR                 First Lien
111003004                    441900     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
111003005                 485637.51     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
111003006                    521550     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
111003022                    700000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
111003034                 274411.78     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
111003041                    485100     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
111003105                    678000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
111003226                    435000     6 mo int on 80%                                      36                           36                0     Fixed Rate 50/30 Balloon        First Lien
121041369                  49990.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
121049820                  53907.77     2 mo int or 60 days int on UPB                       24                           19                0     Fixed Rate 30 Yr                Second Lien
121049995                  45721.37     2 mo int or 60 days int on UPB                       24                           19                0     Fixed Rate 30 Yr                Second Lien
121051169                 131676.97     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121051335                  55192.36     2 mo int or 60 days int on UPB                       24                           21                0     Fixed Rate 30 Yr                Second Lien
121051474                  39927.63     2 mo int or 60 days int on UPB                       36                           33                0     Fixed Rate 30 Yr                Second Lien
121051616                  99913.94     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
121051801                    116000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
121051829                    160011     2 mo int or 60 days int on UPB                       24                           24     U                2/28 6 MO LIBOR                 First Lien
121051861                 129569.07     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052029                  99933.58     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052113                    264000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
121052129                     53500     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
121052307                 185822.81     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
121052377                    210000     2 mo int or 60 days int on UPB                       24                           23     U                2/28 6 MO LIBOR                 First Lien
121052449                    227600     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052457                     56900     2 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
121052928                    295200     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121052938                  54995.33     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121053076                    102320     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121053107                    106400     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
121053137                     26600     1% of amt prepaid                                    24                           23                0     Fixed Rate 30 Yr                Second Lien
121053149                    164000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
121053182                    157200     3% / 2%                                              24                           23     U                2/28 6 MO LIBOR IO              First Lien
121053203                  57994.75     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
121053310                     50050     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
121054024                    123520     2 mo int or 60 days int on UPB                       36                           36     U                3/27 6 MO LIBOR                 First Lien
141057257                 295444.75     6 mo int on 80%                                      12                            8     U                Fixed Rate 40/30 Balloon        First Lien
141057653                  71883.48     5% of ppd amt                                        24                           20                0     Fixed Rate 30 Yr                Second Lien
141057925                  61968.82     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151036787                    115558     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
151037333                 494747.86     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151037943                  50322.29     3% / 2% / 1%                                         24                           18     U                2/28 6 MO LIBOR                 First Lien
151038328                   34657.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151038445                  40977.61     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151039183                 103092.59     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
151039353                 469890.27     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151039457                  32973.23     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151039459                 559238.33     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
151039502                 251811.46     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151039866                  127885.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151040080                 474073.98     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040235                 519770.31     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040342                  99683.79     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151040412                 514811.91     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040661                 699824.12     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040722                 499548.45     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151040766                 638857.29     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040834                 114458.94     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040938                 121540.17     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151040965                 515689.42     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151040998                  41174.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151041077                    404000     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
151041081                 174154.83     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
151041102                 734590.08     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041144                 275965.05     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041181                 128617.02     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
151041244                 594650.52     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041268                 759849.31     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041277                 669430.19     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041321                    429000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
151041424                    223920     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151041480                    500000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR IO              First Lien
151041516                  131995.5     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151041525                    399000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151041644                    155200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041670                 218362.18     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041713                  48590.42     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151041716                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151041749                    448000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151041750                    576000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151041800                    156300     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041809                 279846.14     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041811                    372800     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041815                    432000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
151041973                 619612.66     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151041992                    436000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151041994                    585000     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
151041999                 619646.97     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
151042005                    407880     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042039                     95200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042084                 107535.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042102                 379959.75     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042118                 274326.75     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042144                    394000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042151                 319978.98     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042158                     89900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042159                 221432.22     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042181                    495000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042196                    313120     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042203                    298800     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
151042216                     74700     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
151042226                     86400     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151042289                    720000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151042308                    152000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042317                    291080     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042364                 119941.59     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042395                    445300     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
151042416                    335000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042419                    218500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
151042479                 174896.15     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
151042481                     81900     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
151042522                    355000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042551                    549000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151042563                    299250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042576                 129973.95     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042637                    244000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042685                    163556     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151042688                    308480     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151042743                 303808.12     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
151042952                    225000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
151042994                    312000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043000                    380000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043026                    110400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
151043083                    176000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
151044193                    182000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
151044213                    226800     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
151044265                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161050883                  35973.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161051775                  67970.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052077                    511000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052084                  30986.46     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052187                 104900.58     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052245                 213818.59     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052617                  67875.75     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052621                 639722.86     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161052758                 647528.64     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
161052765                 779616.34     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
161052963                  46891.27     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
161052995                 640826.74     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161053061                    206320     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053095                 185580.46     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053213                    650400     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053241                 246828.12     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
161053248                    301600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053280                 168884.28     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053353                    469600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
161053371                  251811.1     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
161053393                    725000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053399                    513000     None                                                  0                            0                0     Fixed Rate 30 Yr IO             First Lien
161053420                    146800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053464                    260000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
161053496                    286000     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
161053522                 386748.14     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053561                    260800     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
161053610                    512000     None                                                  0                            0     U                5/25 6 MO LIBOR IO              First Lien
161053658                    218500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
161053721                    292500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053772                    304200     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
161053812                    520000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
171030850                  66275.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171034395                  41605.36     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171034829                 206980.34     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
171034845                  28311.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171034846                  27326.57     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171034882                   25602.9     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171035014                  52901.94     6 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
171035570                  35285.42     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171035708                 308916.99     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
171036181                   36475.5     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171036387                   47062.1     3% / 2% / 1%                                         24                           20                0     Fixed Rate 20 Yr                Second Lien
171036521                 119919.11     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
171036540                  33958.97     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
171036550                  40695.34     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171036730                  60762.35     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
171036801                  51638.51     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
171037211                  29959.77     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171037493                  38680.03     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
171037607                 304790.51     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171037916                  98944.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171038379                 619685.25     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
171038412                 199724.71     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171038447                  54354.28     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
171038519                 175927.83     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171038619                  43573.51     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
171038705                  39642.67     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171038791                  35945.15     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
171038858                  39987.91     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
171038896                 314898.12     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
171038979                  47215.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171039015                 267902.59     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
171039323                  66922.99     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
171039494                 483904.03     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039497                    553350     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039587                 159763.05     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171039639                    372500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171039754                  29285.02     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171039807                  49960.94     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
171039870                 191106.37     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171039903                    256624     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
171039956                  65966.43     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
171039988                 219902.82     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040116                    134000     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                Second Lien
171040145                 269632.18     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040352                  25302.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
171040384                 774867.12     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171040397                 175898.74     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
171040418                    203920     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
171040487                 232692.37     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040536                    131481     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171040703                    157960     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
171040708                  58118.56     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
171040778                    477700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040789                    224000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171040834                    176000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171040842                    269900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171040950                 190204.35     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
171040960                    272566     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
171041046                    175000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171041268                    204496     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171041338                 455940.28     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041349                    166993     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171041378                    179360     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041406                    124628     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171041441                 187936.03     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041498                    196000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041540                    189950     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041541                    341525     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041584                    228000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041641                    593750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041659                    293136     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041742                    289750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171041753                    218565     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
171041812                 211857.75     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171041827                 233860.99     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041828                    299900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
171041845                    130000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
171041879                    172000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
171041934                    641938     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042032                    229000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171042048                    225000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
171042081                    256000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171042096                    127560     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171042116                    164100     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171042133                    124344     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
171042322                    190720     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
171042357                    132631     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
171042377                    170400     None                                                  0                            0                0     Fixed Rate 15 Yr                First Lien
171042399                    284000     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR IO              First Lien
171042433                    112500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
171042467                    227050     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042504                    213480     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
171042514                    205500     6 mo int on 80%                                      24                           24     U                5/25 6 MO LIBOR                 First Lien
171042552                    422400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171042612                    313500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171042618                    145161     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
171042625                    138400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171042638                    260000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
171043114                    282676     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171043282                    296000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
171043414                    227700     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
171043756                    255150     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191034126                  28984.16     6 mo int on UPB                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
191034186                  45718.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191034731                  99477.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191034827                 426511.51     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035217                  46531.56     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                Second Lien
191035248                  36013.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035727                  30564.46     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035756                 419708.03     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035768                 199831.15     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR                 First Lien
191035792                  41238.77     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191035850                  99942.53     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191035940                 399404.91     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036011                  32979.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191036208                 794717.74     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036277                 429629.78     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
191036288                    310500     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036312                 292364.67     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036376                    641700     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
191036396                    211410     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036413                 171968.31     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191036482                    385341     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
191036586                 719316.84     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
191036595                    308000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
191036684                 238198.73     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
191036775                    263200     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
191036780                  48191.22     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
191036838                 489803.95     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
191036893                 522324.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036898                   1080000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
191036910                 242153.73     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
191036937                    120000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
191036938                 618807.47     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191036944                  47268.82     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
191037018                    412000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191037050                    500000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
191037060                    128000     1% of amt prepaid                                    36                           35     U                5/25 6 MO LIBOR                 First Lien
191037066                    550000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
191037101                    160800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037123                    613613     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037178                    759999     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
191037208                    180000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037260                    176000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037267                  93478.46     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037281                    283860     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037290                    616000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
191037366                    233600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
191037464                 156735.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037549                    474000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037556                 205973.53     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037593                    422483     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
191037691                    351405     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037724                 173473.36     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191037773                    550800     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
191037950                     90000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
191037985                    302100     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
191037989                    288000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
191038048                    186400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
191038289                     63000     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
191038859                    217800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211049092                  28386.31     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
211049307                  92432.23     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211049846                  83923.89     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211050069                 169552.23     2% of ppd amt                                        36                           32                0     Fixed Rate 30 Yr                First Lien
211050745                  99958.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211050965                 476441.42     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211050971                 122911.77     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211051014                 356047.15     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211051104                 571715.73     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211051137                  41772.46     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211051224                    450000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211051300                    434995     2 mo int on 66% if less than 8%                      36                           33                0     Fixed Rate 30 Yr IO             First Lien
211051307                 429135.96     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211051329                  351336.7     2 mo int on 66% if less than 8%                      24                           21     U                2/28 6 MO LIBOR                 First Lien
211051538                   37975.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052193                 749998.98     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211052194                 475808.21     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052236                 587609.45     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052296                 160791.77     1% of amt ppd if loan greater than $150K             24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052300                  40208.08     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052322                  70207.64     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052343                  40342.84     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052352                 479776.06     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211052487                    199900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211052598                  83979.68     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052677                 490074.95     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211052736                 446129.38     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052763                    598975     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211052778                    170206     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211052789                  30979.24     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211052798                  31562.71     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211052873                 182961.26     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211052952                 235822.03     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211052958                 270030.39     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
211052971                 136934.72     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211053015                 559882.14     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053066                  32142.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211053093                 145902.03     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053129                 111739.88     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053135                 151848.26     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053152                  46986.78     2% of ppd amt                                        24                           22                0     Fixed Rate 30 Yr                Second Lien
211053166                  169757.8     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053202                     75000     2% of ppd amt                                        36                           35     U                3/27 6 MO LIBOR                 First Lien
211053269                 508957.64     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053278                 129951.85     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053305                    570250     None                                                  0                            0     N                3/27 6 MO LIBOR                 First Lien
211053331                    490900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211053382                    448000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
211053411                    476000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211053518                    132000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211053528                     33000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
211053544                    429250     2 mo int on 66% if less than 8%                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
211053572                    275000     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211053597                 197936.02     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
211053629                 124863.36     2% of ppd amt                                        36                           35     U                5/25 6 MO LIBOR                 First Lien
211053637                    107120     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053642                     26780     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211053666                    526500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211053730                 351464.12     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053753                 577763.85     2 mo int on 66% if less than 8%                      24                           23     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
211053798                    645000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211053807                    404000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211053855                   60688.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
211053874                    531250     None                                                  0                            0     U                5/25 6 MO LIBOR IO              First Lien
211053896                    527000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211053999                 204643.57     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
211054008                    428000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054041                 470202.74     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054103                 114669.22     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054112                    576000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
211054123                    578000     2 mo int on 66% if less than 8%                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
211054170                    489600     1% of amt ppd if loan greater than $150K             30                           29                0     Fixed Rate 30 Yr                First Lien
211054195                    663200     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211054211                 134981.57     2% of ppd amt                                        36                           35                0     Fixed Rate 50/30 Balloon        First Lien
211054214                    240000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211054250                    200000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211054255                 113211.34     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054267                 319964.03     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054296                    133900     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
211054324                    126000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211054394                    245000     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
211054450                    165300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211054472                 399933.09     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054503                 149501.57     2% of ppd amt                                        36                           35                0     Fixed Rate 15 Yr                First Lien
211054559                    207920     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
211054571                    176000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
211054611                    109745     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054615                    260800     1% of amt prepaid                                    36                           35     U                3/27 6 MO LIBOR                 First Lien
211054627                    127920     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054632                    244000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
211054649                    280250     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054691                    124000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211054709                    332000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054797                    460000     2 mo int on 66% if less than 8%                      36                           36                0     Fixed Rate 40/30 Balloon        First Lien
211054815                 251337.43     1% of UPB                                            36                           35                0     Fixed Rate 30 Yr                First Lien
211054817                    664000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054827                    346750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
211054847                    314355     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054876                    522000     2 mo int on 66% if less than 8%                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
211054948                    223920     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
211054952                    115900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211054953                    134400     2% of ppd amt                                        24                           24                0     Fixed Rate 30 Yr                First Lien
211054975                     66780     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
211054985                    292800     1% of UPB                                            36                           36                0     Fixed Rate 30 Yr                First Lien
211055225                    100000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211055448                    541405     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211055464                    229200     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
211055485                    230565     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211055536                    146500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211055601                    118750     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
211055750                     88000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
211056334                    445500     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211056337                    468000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211056339                    427500     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
211056384                    134100     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
211056501                    297000     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
231084423                 498978.09     6 mo int on 80%                                      12                            5     U                2/28 6 MO LIBOR                 First Lien
231085638                 329589.89     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231085937                  55161.81     5% of ppd amt                                        24                           19                0     Fixed Rate 30 Yr                Second Lien
231087342                    580000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR IO              First Lien
231087727                  71968.53     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231087786                  83924.71     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231087827                    520000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231088644                  35373.14     2% of UPB                                            12                            9                0     Fixed Rate 30 Yr                Second Lien
231088714                  51477.02     5% of ppd amt                                        24                           21                0     Fixed Rate 30 Yr                Second Lien
231088827                 655871.86     6 mo int on 80%                                      12                           10     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
231088829                 439062.34     3% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR                 First Lien
231088863                 103801.69     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089228                 524595.65     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089281                 469295.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089370                  36991.25     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089466                 474861.96     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231089517                  203881.9     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089521                    343000     3% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
231089539                  42365.77     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089553                 527123.31     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089625                 251791.39     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
231089650                  62987.43     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
231089660                   57967.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089688                   85976.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089732                  80974.68     2% of UPB                                            12                           10                0     Fixed Rate 30 Yr                Second Lien
231089797                 181786.53     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231089851                  76983.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231089900                 503837.73     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090006                    396000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
231090052                   30993.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090057                  444146.3     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
231090104                    576000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090126                    184000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090171                 559214.92     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
231090260                 110520.75     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090276                 314874.84     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
231090303                 627779.28     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
231090334                   38560.8     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090338                    169150     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090348                  40988.09     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
231090405                  63724.11     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090433                 378853.49     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
231090441                 287829.09     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090538                 243787.85     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090577                 151919.53     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231090596                  29980.53     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231090664                 521951.11     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231090688                 494650.63     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090700                 215968.61     6 mo int on 80%                                      24                           23     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
231090835                    400000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231090903                    553850     6 mo int on 80%                                      12                           12     U                5/25 6 MO LIBOR                 First Lien
231090992                  27189.08     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231091112                    778500     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
231091121                    237500     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
231091128                    549100     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
231091226                     70000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
231091249                 100061.91     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091269                    387000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231091374                    116000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091475                    148000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
231091535                 587455.39     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091582                    435420     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
231091648                    140000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091766                    520000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231091875                    749000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
231091899                    285000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231091918                    392000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
231091988                  230377.6     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092017                     65000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092186                    274550     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
231092356                    247920     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092357                    158602     6 mo int on 80%                                      12                           12     U                Fixed Rate 30 Yr                First Lien
231092395                    415000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092427                    105000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092618                    243000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092630                    157500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231092801                     54000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
231093371                    104000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231093397                    220915     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
231093714                    117000     None                                                  0                            0     U                Fixed Rate 30 Yr                First Lien
231093965                     82800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
261057814                  55285.86     3% / 2% / 1%                                         24                           17     U                2/28 6 MO LIBOR                 First Lien
261058065                  63811.95     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
261058250                 145071.42     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
291007842                 149607.57     6 mo int on 80%                                      36                           30     U                5/25 6 MO LIBOR                 First Lien
321036760                 101881.73     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321037940                  357374.4     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
321037968                  89301.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321038990                 185004.28     6 mo int on 80%                                      36                           32     U                Fixed Rate 40/30 Balloon        First Lien
321039289                 275136.56     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321039537                 167872.65     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
321039634                  52564.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321039842                 512874.83     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040012                  66956.96     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321040195                 136981.38     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040321                 674756.93     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040336                    321873     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
321040428                    388000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
321040572                 116543.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
321040582                 285228.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
321040656                  232395.5     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331050362                 539498.03     6 mo int on 80%                                      12                            8     U                Fixed Rate 40/30 Balloon        First Lien
331050363                 253091.17     3% / 2% / 1%                                         12                            8     U                2/28 6 MO LIBOR                 First Lien
331050422                 647643.35     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331050457                 561734.92     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR                 First Lien
331050567                  87921.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331050579                   52977.1     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331050602                 140346.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331050693                  101903.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331050755                 445876.06     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR                 First Lien
331050835                 466622.62     1% of UPB                                            24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331050958                  68847.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051045                  90882.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051115                  641282.2     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331051184                  41965.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051327                  66675.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051332                 722092.85     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331051394                  129932.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051471                    540000     6 mo int on 80%                                      12                            9     U                3/27 6 MO LIBOR IO              First Lien
331051495                 483540.76     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
331051534                  97957.17     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051698                  61409.63     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331051713                    446250     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331051728                    621000     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR IO              First Lien
331051758                 458812.47     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052035                 419370.17     6 mo int on 80%                                      12                            9     U                Fixed Rate 40/30 Balloon        First Lien
331052131                 109930.89     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052145                  617347.1     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052167                  55498.91     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052171                 494621.98     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052230                 530686.55     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052258                    530000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052501                 559882.14     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052519                 116563.55     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052538                    132000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052659                  94369.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052663                 405939.78     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331052665                 442607.59     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331052697                    537300     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
331052721                  65974.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331052743                    558000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331052768                    520000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331052793                 188924.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
331052916                 467581.84     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                First Lien
331052927                    637500     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
331052962                 704614.91     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331052999                 939575.21     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR                 First Lien
331053005                 637085.11     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331053021                    440000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053029                    110000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053033                  69905.34     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053037                  69481.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053079                 365310.28     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053089                 719805.39     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053126                  110965.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053162                  98968.02     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053168                 347797.05     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053175                    347680     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053197                 649517.61     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
331053199                 118925.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053230                    840000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR IO              First Lien
331053239                 535263.22     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053270                 459727.83     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053277                 467589.01     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
331053296                 363972.87     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
331053309                   87680.7     None                                                  0                            0     U                Fixed Rate 30 Yr                Second Lien
331053386                    420000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
331053410                    484500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053433                 407620.28     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331053443                    192000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
331053449                    552500     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr IO             First Lien
331053458                 449458.44     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
331053462                 374763.31     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331053487                    323600     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
331053513                    500000     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
331053556                    280000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
331053587                 106969.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053596                  899440.6     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
331053627                  398918.5     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053651                    356000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053666                    540000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053709                    562500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331053749                 424916.02     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053775                 654586.81     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR                 First Lien
331053795                  87981.52     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
331053822                 455618.78     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR                 First Lien
331053842                    637500     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
331053844                 254360.51     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331053897                 219885.94     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331053902                 531694.08     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331053925                 440718.79     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054012                 461157.17     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054021                    607500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054023                    900000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
331054039                    476000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054072                    244000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054100                    594000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
331054106                    793250     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054129                    679725     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054172                 391409.67     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
331054182                    460000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331054189                 433802.83     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR                 First Lien
331054214                    518500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
331054247                 189810.75     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
331054265                    558000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
331054309                    460000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331054380                    364000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054502                    148750     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331054558                    510000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
331054581                    332000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054624                    736250     6 mo int on 80%                                      12                           11                0     Fixed Rate 40/30 Balloon        First Lien
331054648                    621000     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR                 First Lien
331054653                    655500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054654                    634500     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR                 First Lien
331054662                    252000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
331054709                    294500     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054711                    320000     6 mo int on 80%                                      12                           12     U                5/25 6 MO LIBOR IO              First Lien
331054760                    236075     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331054770                    436000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054792                    463220     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054804                    336000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054818                    396800     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054828                    760000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054845                    620800     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054855                    270000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331054860                 535919.87     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054866                 419897.52     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331054929                    484800     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331054935                    121200     None                                                  0                            0     U                Fixed Rate 30 Yr                Second Lien
331054992                    484120     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331055027                    551000     6 mo int on 80%                                      12                           11     U                Fixed Rate 50/30 Balloon        First Lien
331055033                    427500     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331055038                    488000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331055043                    630000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331055067                  362818.3     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331055105                    276925     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331055113                    310400     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331055157                    691320     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
331055160                    651700     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331055166                    695000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331055287                    440000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331055376                    475000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331055419                    441000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331055530                    331200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
331055546                  339574.4     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331055617                    348800     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
331055619                    475000     None                                                  0                            0                0     Fixed Rate 50/30 Balloon        First Lien
331055640                    338400     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
331055750                    456000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331056034                    454100     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331056075                    420750     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
331056276                    207000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
331056304                    749500     6 mo int on 80%                                      12                           12                0     Fixed Rate 50/30 Balloon        First Lien
331056329                    495000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331056370                    579500     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
331056654                    200000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
331057194                    495000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341035363                 208522.32     1% of amt ppd if loan greater than $150K             24                           17     U                2/28 6 MO LIBOR                 First Lien
341036537                  28320.89     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341036604                  29945.51     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341036804                  50353.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341036997                  31923.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341038041                 838584.12     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038093                    183600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038177                 269393.44     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038473                  52954.23     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341038527                    240000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341038676                  58667.16     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341038713                 195855.17     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341038781                 259825.19     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
341038960                  86161.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341039204                  74349.81     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341039226                  91982.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341039374                  72915.68     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
341039453                 170899.55     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341039565                  30157.18     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
341040056                 129146.69     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
341040246                    336775     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040248                 110489.68     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040252                 600503.43     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341040290                    208000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR IO              First Lien
341040296                  553336.8     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040353                 679771.89     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040381                    175480     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341040421                 100953.37     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR                 First Lien
341040432                 107054.92     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040534                  39568.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341040562                 164971.86     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040580                 596167.78     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341040643                    269800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040644                 140459.13     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040658                 139894.58     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
341040717                    155000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040727                  58965.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341040735                  229776.2     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040813                 174837.41     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341040915                  93974.56     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341040952                 159145.13     1% of amt ppd if loan greater than $150K             24                           22     U                2/28 6 MO LIBOR                 First Lien
341041043                 211936.95     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341041078                    456000     6 mo int on 80%                                      36                           35     U                Fixed Rate 40/30 Balloon        First Lien
341041122                 472892.93     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
341041189                 594980.49     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041484                    145800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
341041493                    140400     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341041525                     81250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
341041559                    192000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041565                    175300     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341041574                    206000     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR IO              First Lien
341041593                     98400     None                                                  0                            0     U                3/27 6 MO LIBOR IO              First Lien
341041634                    148000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
341041635                 131329.34     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
341041654                    160000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041671                    219200     1% of amt ppd if loan greater than $150K             30                           29     U                3/27 6 MO LIBOR                 First Lien
341041681                     54800     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
341041682                 127690.63     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041767                     52820     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041803                    181500     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
341041829                 299981.06     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341041879                    223702     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041897                    544000     1% of amt ppd if loan greater than $150K             24                           23     U                2/28 6 MO LIBOR                 First Lien
341041948                    220000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341041976                    109800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341042028                    128000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341042228                    151525     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
341042340                    180000     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341042364                    187252     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341042439                    162450     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
341042469                    251010     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
341042628                  100733.4     1% of UPB                                            24                           23     U                3/27 6 MO LIBOR                 First Lien
341042761                     70300     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
341043430                    193500     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
341043468                     52500     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
341043686                     50000     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
341043844                    107920     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
341044023                    127800     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
341044331                    200700     1% of amt ppd if loan greater than $150K             24                           24     U                2/28 6 MO LIBOR                 First Lien
351037846                  27936.91     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038209                  27423.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038226                     27904     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038370                  33603.86     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038460                  28322.88     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038774                  45575.89     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038947                  42760.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351038975                  41387.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039027                  32312.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039157                  29719.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039311                  36102.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039312                  28836.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039348                  32832.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039403                  27118.75     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039419                  36896.67     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039438                  52756.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039462                   42104.9     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039486                  29619.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039518                  36415.73     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039544                  28912.88     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039555                  28036.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039669                  27724.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039688                  33829.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039813                  26549.16     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039883                  37515.25     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039915                   29313.8     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351039948                  34901.15     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040132                  37477.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040277                  59239.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040331                  27957.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040460                  27835.64     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040511                  34262.63     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040544                  37302.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040562                 116789.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040574                  29897.86     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040597                  26137.91     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040610                  63914.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040621                   30080.9     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040668                  29460.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040716                  32341.84     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040719                  51742.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040865                  46383.56     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040920                  28335.02     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040948                  57013.44     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351040986                  65881.49     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041029                  25821.69     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041057                   36238.8     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041082                  31665.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041095                  31158.16     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041097                  25653.84     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041272                   26512.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041392                 230925.23     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                First Lien
351041394                  29573.19     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041537                  45876.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041831                  25310.48     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351041926                  30459.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042030                  27163.52     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042044                  37629.57     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042102                  46358.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042123                  29646.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042133                  33570.08     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042150                   25953.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042260                  27675.34     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042508                 155259.16     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
351042542                 203998.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351042617                  29981.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042641                 494121.39     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351042659                  35964.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042718                  31937.12     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042737                  41762.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042749                   31871.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351042783                 150940.14     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351042804                 127426.51     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
351042907                 125352.48     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351042945                 123463.06     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
351042999                    136800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043023                 174944.07     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
351043079                  42980.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043080                 149457.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043128                  28931.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043136                    156750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043286                 149947.81     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
351043315                    151905     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043429                    109077     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
351043478                 157597.05     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043501                 112924.67     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043505                 137521.31     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043572                 112949.34     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043580                    142500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043605                 113860.91     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043643                 158159.93     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
351043653                    140000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
351043698                    480000     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
351043722                 152871.95     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043760                  47843.36     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
351043762                    234555     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351043818                    292000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043918                 124223.53     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043924                  92304.97     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351043926                 100095.44     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043945                    134412     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043955                    118590     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043978                    106000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351043990                     87900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044014                  56531.32     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351044030                    127200     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
351044051                     50400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044075                 109962.71     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
351044088                    148200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044097                 116814.01     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044113                  74955.63     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044255                    347753     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
351044269                 132937.62     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044304                    100000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351044337                    128250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044373                    182795     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044385                    213750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044451                 130427.55     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
351044459                    175750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044481                    190739     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044515                    121750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044571                    313500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044602                    100225     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044610                    174702     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044657                    135755     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044664                    387979     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044666                    180400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044704                    119800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
351044706                    209000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044811                    157225     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044827                    105735     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
351044926                    134900     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
351045610                    117000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
361028790                  66260.31     1% of amt prepaid                                    36                           20                0     Fixed Rate 30 Yr                Second Lien
371038477                 146798.68     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
371038605                  43142.43     6 mo int on 80%                                      24                           18                0     Fixed Rate 30 Yr                Second Lien
371039527                  26982.97     3% / 2% / 1%                                         24                           19                0     Fixed Rate 30 Yr                Second Lien
371040885                   47174.2     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
371041285                   58096.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371041403                 823410.91     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR                 First Lien
371041812                  52257.53     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371041858                 142454.29     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371041899                    896000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
371041984                 122932.81     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
371042229                  33222.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371042542                    561000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371042571                   84434.3     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
371042627                 636672.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
371042711                 159886.03     6 mo int on 80%                                      36                           33     U                Fixed Rate 40/30 Balloon        First Lien
371042736                  45175.94     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
371042749                 344769.19     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
371042762                  86249.38     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
371042792                  79402.12     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
371042886                  66973.11     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
371043129                  56771.43     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
371043370                    240000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
371043394                  59973.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371043489                 524847.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371043533                 366871.56     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
371043542                  472391.3     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371043555                  35373.72     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
371043599                  86283.02     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
371043701                    895000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
371043813                 140948.93     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043983                 231797.74     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371043986                  29402.93     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
371044109                 100029.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044114                  65971.18     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
371044183                    468000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044200                 463475.39     None                                                  0                            0     U                3/27 6 MO LIBOR                 First Lien
371044212                  145500.3     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044393                 152719.96     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371044429                 185616.11     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044466                 271569.73     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044633                    185000     3% / 2% / 1%                                         12                           11     U                2/28 6 MO LIBOR                 First Lien
371044660                   31991.3     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
371044675                 159948.86     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044727                 267457.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371044802                 145688.51     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044843                 175183.26     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371044859                  43792.38     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
371044880                 832232.21     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044909                 179933.69     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044914                   52406.9     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
371044967                 450266.45     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044968                 101259.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371044990                 487092.45     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
371045013                    488300     2 mo int on 66% if less than 8%                      36                           35                0     Fixed Rate 30 Yr                First Lien
371045023                 151909.78     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
371045031                  35611.65     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
371045129                    636000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
371045196                  99945.27     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045228                    101000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045235                    230000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
371045298                 219926.85     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
371045308                 530740.13     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
371045309                    499000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
371045320                    427500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
371045325                    661000     6 mo int on 80%                                      24                           23     U                3/27 6 MO LIBOR                 First Lien
371045358                    556000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045376                    795000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
371045385                 674466.26     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045404                    178490     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
371045512                    118575     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045551                  498423.5     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045563                    182700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045566                  107940.5     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371045576                    127500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045594                    195000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045606                    478000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371045640                    176000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045671                 219802.51     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
371045679                 123911.22     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045744                    100800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371045784                    147250     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
371045827                   84946.9     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371045959                     52000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371045994                    259360     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046047                    228926     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046094                    127952     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046099                 244816.78     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371046110                    255200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
371046117                 839376.99     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
371046128                    175750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046235                 427430.32     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
371046261                    498750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371046336                 113009.69     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
371046374                  166165.6     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046418                    119991     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046434                    780000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
371046446                    425000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371046584                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371046681                    199500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046727                    522500     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
371046767                    463500     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
371046787                    288000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
371046792                     75003     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
371046936                    216000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371047023                    175000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371047044                    264000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371047130                    665000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371047139                    525000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
371047186                 239879.87     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
371047430                     50400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371047502                    168500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
371047609                    131250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371048043                    292500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
371048335                     50000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
381030460                 490294.68     6 mo int on 80%                                      12                            8                0     Fixed Rate 30 Yr                First Lien
381030461                  47970.93     2% of UPB                                            12                            8                0     Fixed Rate 30 Yr                Second Lien
411000958                  49966.08     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
411001186                 161675.03     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR                 First Lien
411001455                   76971.2     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411001563                    100750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411001877                 641772.06     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411001995                  67446.41     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
411002048                  430677.5     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002110                 673236.12     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002164                 127476.02     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002302                    995000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
411002315                  159595.5     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411002316                  106463.5     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002330                  99930.13     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411002354                 574601.64     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002415                    109330     None                                                  0                            0     U                5/25 6 MO LIBOR IO              First Lien
411002432                 189522.18     2% of ppd amt                                        24                           22     U                2/28 6 MO LIBOR                 First Lien
411002460                   89972.1     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002500                     93575     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002540                    126000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002552                 488529.02     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411002553                    552600     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
411002609                 428928.23     2 mo int or 60 days int on UPB                       24                           22     U                2/28 6 MO LIBOR                 First Lien
411002619                    467200     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
411002635                 101184.11     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411002660                    106250     3% / 2% / 1%                                         36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002690                 171943.93     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002694                    336000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411002708                 269897.14     2% of ppd amt                                        36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002731                   1193653     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002742                    366000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
411002765                  674628.5     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002774                    527250     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411002780                 267850.54     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
411002784                    450000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
411002828                 134250.95     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
411002884                    172800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002921                    232000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
411002944                    285000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411002972                     89600     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
411003107                    107000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
411003144                    300100     6 mo int on 80%                                      12                           11                0     Fixed Rate 30 Yr                First Lien
411003148                  59946.88     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003246                     62400     2% of ppd amt                                        36                           35     U                5/25 6 MO LIBOR                 First Lien
411003249                    104000     2% of ppd amt                                        36                           35     U                5/25 6 MO LIBOR                 First Lien
411003259                    484507     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
411003266                    571250     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
411003347                    112100     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
411003374                    186000     2% of ppd amt                                        12                           11     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
411003395                     60000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
411003455                    175950     2% of ppd amt                                        36                           36     U                3/27 6 MO LIBOR                 First Lien
411003605                    653000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
411003769                     56500     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
411004099                    632000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
421000448                  58455.75     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
421000883                  63794.84     3% / 2% / 1%                                         24                           19     U                2/28 6 MO LIBOR                 First Lien
421001015                 157239.96     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR                 First Lien
421001589                 208493.74     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR                 First Lien
421001733                     78000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421001827                 195909.53     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421001853                 128633.17     2% of ppd amt                                        24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002000                 145453.15     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
421002037                  99797.38     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR                 First Lien
421002076                     52000     3% / 2% / 1%                                         36                           35     U                5/25 6 MO LIBOR                 First Lien
421002101                 287825.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
421002211                    122000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
421002271                    457000     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR IO              First Lien
421002534                    148750     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR                 First Lien
421002635                 149875.37     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002733                  75686.59     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
421002751                 108692.43     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421002858                   64984.6     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002863                 192355.95     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002927                 161192.45     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421002944                  99974.12     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003054                  71959.84     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003063                     65700     3% / 2% / 1%                                         36                           35     U                5/25 6 MO LIBOR                 First Lien
421003081                 219931.98     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003127                  51412.99     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
421003137                    100000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003160                    162000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003165                    104000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
421003262                    115000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
421003337                    207920     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
421003408                    195500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
421003453                     61600     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
421003525                     80500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
421003602                    191610     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511047713                 140133.81     3% / 2% / 1%                                         36                           28                0     Fixed Rate 30 Yr                Second Lien
511052597                  99926.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
511053082                 671703.16     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053546                    520000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053594                 536972.84     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053611                 169932.42     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
511053726                    560000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
511053736                 571110.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511053747                    336361     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
511053774                    470000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511053804                 188836.61     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
511054280                 514829.69     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054304                 635669.75     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054404                  94949.13     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
511054474                 467184.46     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054535                    480000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511054610                 689578.75     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054612                 539675.88     6 mo int on 80%                                      12                            9     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054624                    464000     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR IO              First Lien
511054636                 168699.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054723                    493000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
511054847                  450109.8     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511054946                 450203.81     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
511054952                    435000     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR IO              First Lien
511054996                 425758.77     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055096                  309950.6     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511055113                 289863.98     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055123                    498750     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055159                 248398.19     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055199                 404938.73     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055203                 629999.49     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055263                 474840.66     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055300                 584673.32     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055314                  496642.6     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055371                 224835.53     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
511055397                  49985.15     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
511055415                    440000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
511055422                 137897.58     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511055442                  97473.61     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                Second Lien
511055454                    552000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055548                 471412.62     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055560                    445500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055594                    259935     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511055620                    612000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055640                    638110     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
511055714                 183855.03     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511055721                    599999     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511055734                 299951.84     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511055802                  127942.8     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
511055830                 305976.84     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
511055832                    655000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
511055886                 143910.67     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
511055901                    496000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
511055938                 728473.38     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056015                    480000     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
511056081                    244000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511056112                 492832.25     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056124                    535015     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511056127                 355200.58     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
511056162                   1250000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
511056236                 599349.41     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
511056241                    524000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056254                    830000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
511056285                    526500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511056324                    276181     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
511056402                    428804     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
511056413                 551880.32     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056434                    345497     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
511056477                    488750     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511056516                    720000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511056536                    584000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511056624                    330400     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511056632                    469000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511056652                  99973.75     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056660                    354490     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
511056683                 464839.52     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056735                    693500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056746                  99960.55     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511056784                    555750     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
511056788                    500000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
511056799                    418500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056831                    416800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511056847                   1725000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511056896                    735200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511056928                    190000     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR IO              First Lien
511056974                  99921.21     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057064                 109922.37     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057074                 535060.19     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057076                  658476.7     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057129                    318463     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057174                    536000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
511057199                    715000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057254                    400000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057281                    618750     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057348                    180000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
511057370                    560000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
511057385                    640500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057396                    493000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
511057431                    546250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057444                 602642.15     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057481                    451250     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
511057540                    522500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511057541                    400000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
511057552                    194400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511057609                    297963     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
511057632                    280000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
511057830                    328000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511057873                 739477.72     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
511057888                    749999     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
511057964                    475000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
511057977                    468000     None                                                  0                            0     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
511057987                    475000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511058017                    519190     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
511058031                    855000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511058153                    268000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
511058248                    303600     None                                                  0                            0     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
511058447                    855000     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr                First Lien
511058716                    810000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR IO              First Lien
511059461                    399046     6 mo int on 80%                                      36                           36     U                Fixed Rate 30 Yr IO             First Lien
511059577                    594000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
511059748                    504000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
521044745                  49907.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521045302                  51841.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521045380                  29573.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521045583                  35177.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521045867                  26839.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521045930                  37366.25     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521046221                  48917.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521047516                 103949.98     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521047957                  31770.01     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521049037                  54972.64     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
521049053                 432061.22     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
521049066                  54667.93     2% of UPB                                            24                           21     U                3/27 6 MO LIBOR                 First Lien
521049528                 444854.92     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521050469                 599846.45     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521050745                  99858.54     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521051123                    110000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521051256                  93770.67     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521051295                  187409.7     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521051308                 144955.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521051392                 188752.75     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521051418                 133659.75     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR                 First Lien
521051505                  53974.54     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521051539                  111964.6     2% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
521051720                    202410     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
521051756                    115464     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521051764                    660000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
521051905                     80360     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521051948                  45987.96     1% of amt prepaid                                    24                           22                0     Fixed Rate 30 Yr                Second Lien
521052087                     25200     None                                                  0                            0                0     Fixed Rate 10 Yr                Second Lien
521052109                 439864.54     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052181                    224900     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052232                  253600.9     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
521052263                 137981.31     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052289                    214015     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521052300                 164202.51     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052304                    718400     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
521052313                 126846.79     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052357                 285741.18     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
521052410                  254947.1     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052416                    513000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052445                    227866     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052473                    399000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521052487                 139745.65     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
521052625                    275000     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521052697                 124394.36     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521052717                    137275     PIF - 1% of OPB ; Partial - 1% of amt ppd            36                           35                0     Fixed Rate 30 Yr                First Lien
521052789                    290000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052792                  79696.67     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052800                     53100     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052805                    163600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521052843                  52483.67     1% of amt prepaid                                    36                           34                0     Fixed Rate 30 Yr                First Lien
521052899                    107350     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521052904                  227970.7     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521052952                 131390.37     2% / 1%                                              24                           22     U                2/28 6 MO LIBOR                 First Lien
521052970                   61030.4     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521052975                     45000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
521053021                     62000     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
521053160                    202400     None                                                  0                            0     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
521053259                    110250     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053324                    100000     2% of ppd amt                                        24                           23     U                2/28 6 MO LIBOR                 First Lien
521053362                     53500     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053404                    204000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053505                    257450     1% of amt prepaid                                    36                           35     U                2/28 6 MO LIBOR                 First Lien
521053524                 116403.23     None                                                  0                            0     U                5/25 6 MO LIBOR                 First Lien
521053572                    100100     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521053623                  346575.1     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053662                    220800     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521053705                    792000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521053754                    107910     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521053825                  74972.84     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
521053841                  99942.35     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521053898                    304000     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR IO              First Lien
521053914                  62974.69     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521054043                    110240     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521054095                    162720     2% of UPB                                            36                           35                0     Fixed Rate 30 Yr IO             First Lien
521054182                 148141.43     2% / 1%                                              24                           23     U                2/28 6 MO LIBOR                 First Lien
521054296                 276173.31     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521054657                    271920     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521054694                    146300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
521054746                 107363.58     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
521054774                    272000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521054798                  99966.67     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521054809                    137750     1% of amt prepaid                                    36                           36                0     Fixed Rate 30 Yr IO             First Lien
521054851                     69350     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521054912                 123125.74     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
521055019                    183825     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055022                    441750     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
521055065                    156720     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055121                    124000     2% of UPB                                            24                           23     U                2/28 6 MO LIBOR                 First Lien
521055312                     79800     2% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
521055409                    206400     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055463                    104000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
521055536                  223487.5     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521055558                    172000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055628                    256560     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055784                  311215.5     2% / 1%                                              24                           24     U                2/28 6 MO LIBOR                 First Lien
521055933                    120800     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521055956                    126067     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
521056556                    229900     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
521057435                    278550     1% of amt prepaid                                    36                           36     U                Fixed Rate 30 Yr                First Lien
521057525                    387000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
521057810                     94400     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551017109                  42459.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551018267                  32540.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551018434                  29032.43     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551019800                   29477.4     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551019973                  38676.55     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020042                  30435.39     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020249                  64620.26     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020446                  41885.92     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020544                  38758.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020756                  26939.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020777                  47870.24     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551020850                  25921.45     None                                                  0                            0     U                Fixed Rate 30 Yr                Second Lien
551020899                  41325.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021026                  34660.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021165                   28440.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021222                   25542.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021283                  26891.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021309                  63257.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021334                  31693.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021418                  37984.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021478                  29806.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021538                 103707.47     6 mo int on 80%                                      24                           18     U                2/28 6 MO LIBOR                 First Lien
551021597                  34921.13     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021636                  41325.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021690                  35104.37     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021697                  75432.12     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021743                  29147.54     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021837                  33340.04     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551021940                   41938.6     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022041                  43570.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022102                  29864.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022135                  31043.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022136                  33498.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022258                   38350.2     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022458                  28803.19     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022532                  30034.98     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022750                  30821.76     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022758                  28635.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022805                  38499.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551022876                  38927.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023104                  36584.99     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023153                  28284.12     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023196                   77660.3     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023765                  57149.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023944                  31937.12     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023946                  31092.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551023996                  57496.56     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024060                  56870.62     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024112                  26754.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024147                  54526.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024148                  27965.44     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024232                  27949.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024255                  49932.94     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024318                  34353.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024336                  36547.96     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024414                  36950.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024439                  35673.57     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024547                  33954.41     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024572                  32854.87     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024602                  36938.41     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024647                 103511.02     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
551024706                  32346.69     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024723                  35768.12     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024797                  35232.68     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024800                  36251.32     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024879                  28471.67     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024894                  25554.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551024924                  32156.83     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025054                  57276.72     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551025106                  25765.41     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025112                  32930.66     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025170                  28666.46     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025262                  28256.63     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025273                  39991.84     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025301                  29560.31     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025397                  46758.33     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025432                  42028.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025440                  34753.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025509                  56254.57     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025555                  29567.65     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025612                  35967.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025616                  50991.55     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025636                  32730.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025655                  33909.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025731                  27665.18     None                                                  0                            0                0     Fixed Rate 15 Yr                Second Lien
551025743                  60011.39     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
551025756                   28093.2     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025759                  99071.76     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
551025807                  36167.78     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025875                  24777.74     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025973                  25687.07     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551025984                  48434.95     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026001                  33352.29     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026011                  42961.72     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026087                     57948     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026122                  35967.01     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026155                  45773.21     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026179                 707571.09     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551026272                  43780.59     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026281                  129831.6     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026300                 149799.07     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR                 First Lien
551026306                  41163.31     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026308                 102969.87     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
551026367                  30721.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026428                 240885.15     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
551026466                 125350.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026489                  77486.52     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                Second Lien
551026497                 134594.23     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026525                 149559.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026606                 163932.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026627                  61381.84     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026644                 117953.11     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026685                 167381.64     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026697                  35964.05     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026701                 141173.98     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026707                 190666.96     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026716                  52688.03     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026742                 155924.87     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
551026782                  41981.38     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026794                 158594.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026806                  92273.15     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026831                 194159.67     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026875                 125940.02     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026879                 126460.01     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026886                  31624.97     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551026904                    310000     6 mo int on 80%                                      12                           11     N                2/28 6 MO LIBOR                 First Lien
551026918                    118500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551026939                 175978.89     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551026948                     80750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551026949                 221099.35     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
551026964                     98800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027066                 128356.29     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551027084                    123500     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
551027087                 473658.65     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
551027103                  266736.3     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
551027136                    154371     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
551027140                  320780.2     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
551027165                 108675.38     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027186                    131746     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
551027187                 205555.32     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551027200                    164350     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027202                    168750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027216                  166584.6     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551027234                 126270.65     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551027316                    225000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551027352                     80000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027405                    142500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027416                 130276.68     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
551027427                    122000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
551027439                  91146.43     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027458                 120456.56     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
551027490                 161735.66     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027543                  28687.28     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
551027674                 117486.55     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
551027702                 101234.55     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551027763                    149900     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551027780                 127691.09     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027781                     75600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027835                    121785     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551027857                    323920     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027878                 131534.09     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
551027909                 102747.26     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551027917                 375699.29     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
551027924                    110486     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
551027984                 134778.99     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551028006                    255000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028009                    102600     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028017                 169032.44     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028020                 165940.84     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028030                     81672     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028050                   1200000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
551028085                    130000     2% of ppd amt                                        24                           24     U                2/28 6 MO LIBOR                 First Lien
551028136                    106400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028153                    137592     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028250                    264836     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028309                    135840     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
551028324                 130262.22     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028339                  178999.1     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
551028378                     60000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028385                    122016     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028416                     63000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028433                    132800     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028477                    195920     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
551028599                    225277     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028643                     50040     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028671                    146541     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028677                    173755     6 mo int on 80%                                      36                           36     U                3/27 6 MO LIBOR                 First Lien
551028720                    101840     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
551028779                    759050     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
551028792                    125910     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551028859                    256500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029026                     70400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029056                    154301     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029115                    103550     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029135                    114000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551029149                    144000     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
551029198                     74700     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
551029359                    232000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
551029546                     69300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
551030586                     94500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
571022069                     82000     None                                                  0                            0     U                Fixed Rate 30 Yr                Second Lien
581013182                  63919.17     3% / 2% / 1%                                         24                           19                0     Fixed Rate 30 Yr                Second Lien
581014116                 602353.05     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
581014627                 588267.24     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581014728                    545000     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
581014751                 594788.74     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581014806                    630800     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581014851                    725000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581014881                 527402.71     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
581014958                  93909.02     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
581014973                    503200     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015028                 503630.74     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015070                  86206.61     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
581015105                 419733.01     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015119                    480000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015121                    499500     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015133                 647455.57     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015282                    508500     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015287                 824152.02     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015373                    585000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
581015425                 419957.56     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015445                 579785.16     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015494                    810000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015589                    477000     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
581015602                     93200     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
581015679                  44371.48     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
581015688                    575100     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015780                 859746.67     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
581015781                 422829.57     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015783                 455901.13     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015797                    457000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581015854                 654090.94     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581015951                    391000     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
581015973                  603839.1     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581015979                    445000     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR IO              First Lien
581016134                 651660.97     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016168                    650750     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016173                 599580.78     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
581016193                    427500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016210                    477000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581016222                    441000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
581016236                    570000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016244                 724428.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
581016269                 719849.69     6 mo int on 80%                                      24                           22                0     2/28 6 MO LIBOR 50/30 Balloon   First Lien
581016294                    553500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
581016312                    740000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR IO              First Lien
581016326                    467500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016387                    412000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581016411                    450000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
581016433                    420000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581016440                   1537500     6 mo int on 80%                                      12                           11     U                3/27 6 MO LIBOR IO              First Lien
581016443                    518000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
581016451                    395250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581016460                    512000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR IO              First Lien
581016496                    997150     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
581016505                    616500     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
581016540                    467500     6 mo int on 80%                                      36                           35     N                3/27 6 MO LIBOR IO              First Lien
581016541                    576000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017099                    256000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017122                    260560     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017155                 233862.56     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017170                 204101.63     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017197                 132738.53     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017247                    225000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017254                 390825.22     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017258                 136972.02     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017280                    204000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017352                 497562.76     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017397                    482000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017415                     31425     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
581017449                    448000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017464                    296000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017468                    204000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017477                    300000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017528                    315600     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR 50/30 Balloon   First Lien
581017566                  50984.06     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
581017587                    310000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581017630                 187055.41     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
581017645                    366068     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017690                    476000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017742                    555000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
581017822                    484200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017863                 223928.32     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017868                 563713.07     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
581017873                    508500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
581017890                    598500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
581017915                    589000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581017930                    214400     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581018035                    435000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
581018167                    595000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
581018171                    180000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
581018186                    497250     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR                 First Lien
581018311                    900000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
581018321                    261250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581018594                    445000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
581018614                    475000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
581019451                    138060     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
611026228                  81146.85     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
621018184                 123798.47     6 mo int on 80%                                      24                           17     U                2/28 6 MO LIBOR                 First Lien
621019523                 239674.88     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621019801                  42981.52     6 mo int on 80%                                      36                           32                0     Fixed Rate 30 Yr                Second Lien
621019827                  225583.2     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
621020134                  99828.99     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020263                  73955.21     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
621020272                  53504.85     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
621020363                  59961.57     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
621020444                 562187.71     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621020504                 161738.04     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020539                 149293.78     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020573                  199752.8     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020625                 122220.99     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621020641                     46385     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621020696                  46725.45     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
621020786                  42878.79     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
621020858                 191738.86     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
621020954                  33957.03     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
621021170                    192000     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR IO              First Lien
621021245                 158685.66     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021382                 207704.01     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021392                 161882.75     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021436                 259962.83     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021441                    172000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621021444                     43000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
621021456                  37371.88     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621021491                 179968.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021593                     49800     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
621021603                  39589.23     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621021649                    418000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
621021677                 223846.63     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021729                 195098.17     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021787                  47987.99     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621021843                 179907.66     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021868                    268792     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621021869                    160000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621021891                 139962.95     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621021893                 314962.22     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621021964                    291490     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621021976                 324759.46     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621021988                    527400     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
621022025                    166500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022032                 547910.83     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621022129                 934478.54     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
621022133                    248000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621022193                    208000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022221                  45981.52     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
621022238                    264000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022259                    646750     None                                                  0                            0     U                5/25 6 MO LIBOR IO              First Lien
621022260                    205000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022262                 113903.75     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022265                 219934.57     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621022292                  39791.78     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
621022363                    801000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
621022388                    102700     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
621022394                    127880     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022404                    440000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621022440                    268000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022448                    252800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022464                    121500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022476                 163913.54     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022494                    239200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
621022507                 251962.33     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621022540                    516000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022589                    260000     6 mo int on 80%                                      36                           36     U                2/28 6 MO LIBOR                 First Lien
621022602                     94500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022604                    242400     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr                First Lien
621022633                    128000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022703                     92000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022723                    148000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022761                    264000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022775                     66000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
621022800                    217800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
621022872                    376000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621022897                    268000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
621022935                  74965.72     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
621022974                    232000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
621022989                    170000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023060                    440000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
621023066                    231600     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621023076                    360000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
621023145                    560500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621023214                    105000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023223                    128000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023283                     95200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621023303                    276000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023311                     56000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621023385                    431200     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
621023468                    445257     2% / 1%                                              24                           24     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
621023585                    522000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
621023702                    731000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
621023705                    432000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
621024185                     86450     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
631015565                    575000     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR IO              First Lien
631015679                 191805.36     3% / 2% / 1%                                         12                            8                0     Fixed Rate 30 Yr                Second Lien
631015936                    907000     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
631016095                 599934.63     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
651023074                  89949.35     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
651023540                     37097     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
661019651                  63470.26     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
661019700                  54971.71     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                Second Lien
661020082                 499138.77     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020166                  99900.43     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
661020227                 100952.51     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
661020239                 457879.67     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020355                 800577.97     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
661020557                 167828.56     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020613                 423080.14     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020817                    549000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
661020833                 124930.21     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020874                  98951.84     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
661020906                 586177.21     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661020935                  75960.01     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
661020997                 299661.13     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021055                 566827.93     6 mo int on 80%                                      36                           34     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
661021064                 471861.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021095                    436500     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR IO              First Lien
661021116                 449241.75     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
661021155                 147914.88     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
661021173                 458467.81     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021195                 314799.76     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021239                 731124.88     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021314                 777492.79     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021343                    445500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661021377                 518640.66     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021435                    620000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
661021472                  86547.36     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
661021515                 485852.51     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021566                  65982.53     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
661021625                  97831.06     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
661021713                    270000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661021762                 529859.23     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
661021835                1598384.78     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021837                    935000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661021906                  329898.7     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661021937                    364000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661021940                     91000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
661021998                 559559.46     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
661022027                    418000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661022044                    531000     6 mo int on 80%                                      12                           10     U                5/25 6 MO LIBOR IO              First Lien
661022074                 674615.65     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661022085                 804958.43     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
661022095                    470250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022132                    474000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022162                    445500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661022205                    211500     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR IO              First Lien
661022216                    427500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022275                    564000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022298                 103935.55     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022311                    720000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022372                 619392.52     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
661022403                    420000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022429                    570000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022451                  83491.64     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022469                    428000     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022475                    424000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022482                    443000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022486                    650000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
661022490                    248400     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022491                  299979.7     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022505                    553500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022554                    300000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
661022607                    352000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022636                    204000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661022649                    451990     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
661022654                    829350     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661022672                    230000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661022746                    228720     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR IO              First Lien
661022819                    570000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022895                    515000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR                 First Lien
661022912                    424800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661022973                    399000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661022992                    437000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661023019                    503500     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
661023026                    522000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
661023035                    560500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023046                 399998.99     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023078                    475200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661023087                    470250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661023126                    248000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023178                    196997     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
661023241                    105000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
661023344                    460000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023370                    252000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661023386                    427500     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
661023395                    456000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
661023417                    372000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023432                    439500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023478                    304000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023496                    909995     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
661023497                    549000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR IO              First Lien
661023517                    741000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661023697                    722000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR IO              First Lien
661023753                    512050     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661023780                    432250     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
661023816                    655000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
661024115                    328500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671014482                 802193.37     6 mo int on 80%                                      12                            5     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
671015048                    720000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
671015231                 140839.43     6 mo int on 80%                                      12                            6                0     Fixed Rate 30 Yr                Second Lien
671016068                  99951.36     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
671016167                 119890.06     3% / 2% / 1%                                         24                           20                0     Fixed Rate 30 Yr                Second Lien
671016260                 655259.89     3% / 2% / 1%                                         36                           32                0     Fixed Rate 30 Yr                First Lien
671016335                 487065.95     3% / 2% / 1%                                         24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016471                  299756.4     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016502                 111947.68     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
671016519                  77493.37     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
671016550                  91978.68     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
671016600                    102000     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
671016637                 147919.47     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
671016654                 511635.33     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016665                 557768.82     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016710                  909304.6     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016725                 482659.26     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016738                 587776.21     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016789                 728676.56     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
671016793                 866797.59     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016819                 558750.68     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016828                 543237.33     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR                 First Lien
671016847                 140312.27     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                Second Lien
671016889                 463335.43     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671016919                 109945.77     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
671016967                  530621.8     6 mo int on 80%                                      36                           33     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
671017004                 539666.43     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017039                  86492.35     6 mo int on 80%                                      12                           10                0     Fixed Rate 30 Yr                Second Lien
671017095                 636460.58     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
671017099                 667733.68     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017132                 434698.82     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017139                 134911.31     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
671017225                   1070000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
671017243                 124967.66     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
671017260                 509785.76     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017360                 575863.53     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017386                 543859.25     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017431                 524810.65     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017439                 503670.35     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017489                 564842.78     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017496                    496000     6 mo int on 80%                                      12                           11     U                5/25 6 MO LIBOR IO              First Lien
671017504                    341900     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
671017509                 145920.22     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
671017559                 495642.81     6 mo int on 80%                                      24                           22     N                5/25 6 MO LIBOR                 First Lien
671017582                 689833.86     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017590                    552500     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017602                 869650.15     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
671017608                    315000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017618                 459865.26     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017689                    580000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671017716                 799974.84     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017725                    508500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671017736                 639858.88     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017773                    450000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017774                    555000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
671017794                    544000     6 mo int on 80%                                      36                           34     U                5/25 6 MO LIBOR IO              First Lien
671017805                    660000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671017855                 809838.75     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017904                    239200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671017927                 638895.09     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017939                 439843.36     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017960                    513000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017964                    776000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671017999                    548000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018025                    435600     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
671018042                 307899.15     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018062                    675000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR IO              First Lien
671018093                    490000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018094                 363957.48     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018384                 244951.52     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018440                   1125000     6 mo int on 80%                                      36                           35                0     Fixed Rate 30 Yr IO             First Lien
671018503                    121600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018508                 133360.81     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018516                    205500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018517                    212000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018530                    276450     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018585                    575000     6 mo int on 80%                                      36                           35     N                5/25 6 MO LIBOR IO              First Lien
671018594                    819200     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018603                    979300     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671018647                    319200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018697                 834867.94     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018706                 373839.74     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018723                    533700     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018764                    422500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
671018784                    176000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018801                    337250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018804                    629000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
671018810                    812250     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018812                    130000     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
671018818                    363755     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018890                    166725     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671018903                    492000     6 mo int on 80%                                      36                           35     U                3/27 6 MO LIBOR IO              First Lien
671018906                 873878.83     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018920                    221600     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018969                    360000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671018985                    520000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019023                    256500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019025                    420000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019068                    630800     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019114                    221483     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019161                 173965.62     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019189                    420000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
671019207                    305360     6 mo int on 80%                                      36                           36     N                5/25 6 MO LIBOR IO              First Lien
671019223                    490000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
671019260                    188000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019266                    674500     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019278                     47000     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
671019350                    276000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
671019369                    509600     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019374                    186200     6 mo int on 80%                                      36                           36                0     Fixed Rate 30 Yr                First Lien
671019503                    732699     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019515                    360000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
671019875                    540000     6 mo int on 80%                                      36                           36     N                5/25 6 MO LIBOR                 First Lien
671019876                    625000     6 mo int on 80%                                      36                           36     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
681014014                  36863.06     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
691010396                  75909.18     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
691010561                  32975.09     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
691010726                  79728.31     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
691010899                  56145.98     2% of ppd amt                                        24                           20                0     Fixed Rate 30 Yr                Second Lien
701004555                  93493.65     3% / 2% / 1%                                         24                           19     U                2/28 6 MO LIBOR                 First Lien
741016851                  69511.68     6 mo int on 80%                                      24                           16     U                2/28 6 MO LIBOR                 First Lien
741017514                  82755.31     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
761017006                  75323.69     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
761017385                  95807.96     PIF - 1% of OPB ; Partial - 1% of amt ppd            24                           17     U                2/28 6 MO LIBOR                 First Lien
761017390                  64678.82     2% / 1%                                              24                           17     U                2/28 6 MO LIBOR                 First Lien
761017462                 111876.57     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
791007457                 151909.98     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831048835                 607999.95     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831060482                 348393.29     5% of OPB                                            24                           10     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831070810                  469779.3     6 mo int on 80%                                      24                           19     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831072660                 423081.65     6 mo int on 80%                                      12                            8     N                2/28 6 MO LIBOR                 First Lien
831072755                 723739.49     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831072863                 599342.06     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831073224                 579181.58     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR                 First Lien
831073229                  633094.4     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073489                    448000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831073610                 494534.42     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073645                 591486.39     5% of OPB                                            24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073706                 735039.86     3% / 2% / 1%                                         24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073732                  32946.46     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
831073733                 131783.29     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831073739                  41582.92     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
831073740                 166139.21     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073790                 534771.65     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073792                 545263.36     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831073795                 458859.99     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074142                  67986.11     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831074175                 435401.53     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074246                 878862.31     6 mo int on 80%                                       6                            3     N                2/28 6 MO LIBOR                 First Lien
831074247                 656599.94     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074260                 339584.54     6 mo int on 80%                                      12                            9     N                2/28 6 MO LIBOR                 First Lien
831074305                 195867.72     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074499                 453470.79     6 mo int on 80%                                      24                           19     N                2/28 6 MO LIBOR                 First Lien
831074527                 168480.13     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831074531                  42175.87     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
831074664                 282077.64     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074672                 419565.59     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074685                  367728.7     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074687                  948261.2     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074702                  432972.9     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831074729                 189985.98     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831074731                 633091.61     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831074749                    531000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831074878                 519838.06     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831074987                    448000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831074996                  84943.89     6 mo int on 80%                                      24                           21                0     Fixed Rate 30 Yr                Second Lien
831074997                  109959.7     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831074999                  61764.56     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
831075090                    511000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831075093                 629421.87     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075094                 759995.42     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075097                    545000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831075103                 476890.28     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075113                    676000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831075120                 658425.29     5% of OPB                                            12                           10     N                2/28 6 MO LIBOR                 First Lien
831075135                 495932.81     2 mo int on 66% if less than 8%                      36                           34                0     Fixed Rate 30 Yr                First Lien
831075138                   1079287     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075152                1249182.32     6 mo int on 80%                                      12                           10     N                2/28 6 MO LIBOR                 First Lien
831075157                 551710.82     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075159                 444379.85     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075177                 465654.85     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075215                 299689.25     6 mo int on 80%                                      24                           20     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075216                  74941.83     6 mo int on 80%                                      24                           20                0     Fixed Rate 30 Yr                Second Lien
831075223                 461115.56     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075224                 721767.95     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075232                  147827.3     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075233                 514186.71     2% of ppd amt                                        36                           33     U                3/27 6 MO LIBOR 40/30 Balloon   First Lien
831075239                 404762.62     6 mo int on 80%                                      24                           21     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075261                  222684.2     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831075265                  55773.76     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831075302                 496372.26     6 mo int on 80%                                      36                           34                0     Fixed Rate 30 Yr                First Lien
831075306                    297000     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831075314                    480000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075321                    185200     6 mo int on 80%                                      24                           20     N                2/28 6 MO LIBOR IO              First Lien
831075322                  46236.36     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831075326                 503213.68     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR                 First Lien
831075507                 649618.22     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
831075513                 834999.64     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR IO              First Lien
831075515                    422000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831075517                 535098.58     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075520                    434000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831075522                 283444.63     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075573                  41486.46     1% of amt prepaid                                    24                           20                0     Fixed Rate 30 Yr                Second Lien
831075574                  165948.3     1% of amt prepaid                                    24                           20     N                2/28 6 MO LIBOR 50/30 Balloon   First Lien
831075577                1031771.27     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR                 First Lien
831075581                 463708.33     6 mo int on 80%                                      36                           34     N                3/27 6 MO LIBOR                 First Lien
831075583                    480000     6 mo int on 80%                                      36                           34     N                5/25 6 MO LIBOR IO              First Lien
831075595                    212000     6 mo int on 80%                                      36                           35     U                5/25 6 MO LIBOR 50/30 Balloon   First Lien
831075604                    800000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831075628                    437500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075644                    396000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831075645                     99000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
831075821                    419902     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075824                    189905     2% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
831075845                    364000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831075846                    448000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR IO              First Lien
831075848                    112000     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
831075874                    166000     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075875                    140000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075876                    576650     6 mo int on 80%                                      12                            9     N                2/28 6 MO LIBOR IO              First Lien
831075878                    441000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831075887                    470400     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831075894                    204000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
831075922                    396000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831075923                     99000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
831076033                  99964.26     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076038                    484800     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831076048                    261250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076072                    276000     6 mo int on 80%                                      36                           35                0     Fixed Rate 40/30 Balloon        First Lien
831076078                    267300     None                                                  0                            0     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076087                     63920     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076091                    159920     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076093                    130000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076095                    273600     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076100                     68000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
831076102                     39980     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
831076104                 403454.95     6 mo int on 80%                                      12                            9                0     Fixed Rate 30 Yr                First Lien
831076233                    318000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076249                    480250     1% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
831076255                    185000     6 mo int on 80%                                      12                           11     N                5/25 6 MO LIBOR                 First Lien
831076258                    249900     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831076261                    435000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831076274                    144000     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831076275                     36000     6 mo int on 80%                                      24                           23                0     Fixed Rate 30 Yr                Second Lien
831076280                    584250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831076286                    427500     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076287                    408000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076305                    193000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076326                    400000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076401                    104800     1% of UPB                                            24                           23     N                2/28 6 MO LIBOR                 First Lien
831076502                 246869.25     6 mo int on 80%                                      36                           33                0     Fixed Rate 30 Yr                First Lien
831076566                    127200     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076568                     26400     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831076642                    375000     None                                                  0                            0     N                2/28 6 MO LIBOR                 First Lien
831076902                    187000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831076996                    374250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR                 First Lien
831076997                    394250     6 mo int on 80%                                      24                           23     N                2/28 6 MO LIBOR IO              First Lien
831077000                    100350     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831077064                    150300     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831077067                 267928.61     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
831077080                  66984.86     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
831077082                    573700     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR IO              First Lien
841022959                  49587.27     1% of amt prepaid                                    24                           20                0     Fixed Rate 30 Yr                Second Lien
841022964                  42977.94     1% of amt prepaid                                    24                           20                0     Fixed Rate 30 Yr                Second Lien
841024099                  41569.61     1% of amt prepaid                                    24                           21                0     Fixed Rate 30 Yr                Second Lien
841024177                 859805.07     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
841024366                 404963.21     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
841024486                 695817.28     1% of amt prepaid                                    36                           34     U                5/25 6 MO LIBOR 40/30 Balloon   First Lien
841024650                     50000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
841025026                  33154.17     1% of amt prepaid                                    24                           22                0     Fixed Rate 30 Yr                Second Lien
871007061                 434653.34     None                                                  0                            0     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
871007190                  49984.02     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
871007298                 150955.34     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
871007305                    420000     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR IO              First Lien
871007334                 441775.62     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871007351                  76480.43     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
871007362                    461020     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951000556                 129519.32     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951000665                 487406.64     6 mo int on 80%                                      12                           10     U                2/28 6 MO LIBOR                 First Lien
951001053                  129750.6     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
951001111                    420000     None                                                  0                            0                0     Fixed Rate 30 Yr IO             First Lien
951001129                 247861.68     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951001169                 698749.03     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
951001191                  122650.5     1% of UPB                                            24                           22     N                2/28 6 MO LIBOR                 First Lien
951001207                 305841.36     3% / 2% / 1%                                         36                           34     U                3/27 6 MO LIBOR                 First Lien
951001239                 151921.04     None                                                  0                            0                0     Fixed Rate 30 Yr                First Lien
951001257                     62000     3% / 2% / 1%                                         24                           23                0     Fixed Rate 30 Yr                Second Lien
951001634                 133140.32     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR                 First Lien
951001659                     53800     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
951001664                     55800     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001690                    179200     3% / 2% / 1%                                         36                           35     U                2/28 6 MO LIBOR                 First Lien
951001694                 185419.33     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
951001701                  79978.36     6 mo int on 80%                                      24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951001715                 129872.43     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951001734                  68337.96     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951001938                    115200     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
951001970                 119872.46     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951001990                 138780.42     1% of UPB                                            24                           22                0     2/28 6 MO LIBOR 50/30 Balloon   First Lien
951001999                  134932.9     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
951002065                 158859.29     3% / 2% / 1%                                         24                           22     U                2/28 6 MO LIBOR                 First Lien
951002072                 349746.03     1% of UPB                                            24                           22     U                2/28 6 MO LIBOR                 First Lien
951002088                    117000     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951002097                     94900     1% of amt prepaid                                    24                           23     U                2/28 6 MO LIBOR                 First Lien
951002104                    441000     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR                 First Lien
951002287                 199729.24     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002326                 142907.23     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002365                 189978.08     1% of amt prepaid                                    24                           22     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951002377                 424755.48     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
951002384                    101250     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
951002425                    388000     None                                                  0                            0     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
951002432                 175906.83     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002438                    244290     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002493                    268800     1% of amt prepaid                                    36                           35     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951002544                    153425     3% / 2% / 1%                                         24                           24     U                2/28 6 MO LIBOR                 First Lien
951002545                    540000     6 mo int on 80%                                      12                           12     U                3/27 6 MO LIBOR                 First Lien
951002561                    100000     1% of amt prepaid                                    36                           35     U                Fixed Rate 30 Yr                First Lien
951002603                 151079.09     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002605                    590000     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
951002611                    132800     3% / 2% / 1%                                         36                           35     U                2/28 6 MO LIBOR                 First Lien
951002618                    381600     None                                                  0                            0     U                2/28 6 MO LIBOR                 First Lien
951002692                    176000     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951002757                    178552     1% of amt prepaid                                    36                           35     U                Fixed Rate 30 Yr                First Lien
951002777                    532000     None                                                  0                            0     U                2/28 6 MO LIBOR IO              First Lien
951002851                 391774.46     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR                 First Lien
951002888                 535403.51     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
951002893                 119131.77     3% / 2% / 1%                                         24                           23     U                2/28 6 MO LIBOR                 First Lien
951003036                    467100     1% of UPB                                            24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
951003235                    212000     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR 50/30 Balloon   First Lien
951003244                    167000     1% of amt prepaid                                    24                           24     U                2/28 6 MO LIBOR                 First Lien
951003253                    324000     6 mo int on 80%                                      12                           12     U                2/28 6 MO LIBOR                 First Lien
951003841                    490500     1% of UPB                                            24                           24     U                2/28 6 MO LIBOR                 First Lien
951003938                    764150     6 mo int on 80%                                      24                           24     U                2/28 6 MO LIBOR                 First Lien
951004259                    266400     1% of UPB                                            36                           36     U                5/25 6 MO LIBOR                 First Lien
961073213                    348000     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
961075903                 492622.13     6 mo int on 80%                                      24                           21     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076137                    101600     None                                                  0                            0                0     Fixed Rate 40/30 Balloon        First Lien
961076138                     25400     None                                                  0                            0                0     Fixed Rate 30 Yr                Second Lien
961076289                   1121250     6 mo int on 80%                                      12                           11     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076586                    471200     None                                                  0                            0     N                2/28 6 MO LIBOR IO              First Lien
961076984                    488000     6 mo int on 80%                                      24                           22     N                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076985                    122000     6 mo int on 80%                                      24                           22                0     Fixed Rate 30 Yr                Second Lien
961076986                    337500     6 mo int on 80%                                      24                           23     U                2/28 6 MO LIBOR 40/30 Balloon   First Lien
961076988                    179400     6 mo int on 80%                                      24                           24     N                2/28 6 MO LIBOR                 First Lien
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       2,492
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
       6,783
=================================================================================================================================================================================================

-----------------------------------------------------------------------------------------------------------------------------------------------------------------
   Loan Number    Minimum Mortgage Rate     Maximum Mortgage Rate    Gross Margin   Next Adjustment Date   Initial Periodic Rate  Cap Subsequent Rate Cap  Group
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
031045956                           0                        0               0                                               0                     0     Group 1
051069009                           0                        0               0                                               0                     0     Group 1
051069980                           0                        0               0                                               0                     0     Group 1
051071504                           0                        0               0                                               0                     0     Group 1
051071605                           0                        0               0                                               0                     0     Group 1
051071664                           0                        0               0                                               0                     0     Group 1
051072920                           0                        0               0                                               0                     0     Group 1
051073502                        5.85                   14.325            5.85               1/1/2009                        3                     1     Group 1
051073704                        5.85                    15.25            5.85               1/1/2009                        3                     1     Group 1
051074012                        5.85                    14.37            5.85               1/1/2009                        3                     1     Group 1
051074018                        6.25                   16.975            6.25               1/1/2009                        3                     1     Group 1
051074087                        6.05                     13.5            6.05               1/1/2009                        3                     1     Group 1
051074128                           0                        0               0                                               0                     0     Group 1
051074163                         5.6                   14.875             5.6               1/1/2010                        3                     1     Group 1
051074178                           0                        0               0                                               0                     0     Group 1
051074250                         6.2                    15.55             6.2               1/1/2009                        3                     1     Group 1
051074280                         5.6                    16.95             5.6               1/1/2009                        3                     1     Group 1
051074425                        5.85                    14.85            5.85               1/1/2009                        3                     1     Group 1
051074444                           6                    15.75               6               2/1/2009                        3                     1     Group 1
051074492                        5.85                     13.1            5.85               1/1/2009                        3                     1     Group 1
051074640                        5.85                   15.225            5.85               2/1/2009                        3                     1     Group 1
051074688                        5.85                    16.95            5.85               2/1/2009                        3                     1     Group 1
051074692                        5.85                   14.805            5.85               2/1/2009                        3                     1     Group 1
061072797                           0                        0               0                                               0                     0     Group 1
061074681                           0                        0               0                                               0                     0     Group 1
061074694                           0                        0               0                                               0                     0     Group 1
061074703                           0                        0               0                                               0                     0     Group 1
061074852                         5.6                     17.2             5.6               1/1/2009                        3                     1     Group 1
061074855                           4                   16.425               4               1/1/2009                        3                     1     Group 1
061075468                           4                   16.225               4               1/1/2009                        3                     1     Group 1
061075640                           6                       14               6               1/1/2009                        3                     1     Group 1
061075654                           0                        0               0                                               0                     0     Group 1
061075711                           0                        0               0                                               0                     0     Group 1
061075811                           0                        0               0                                               0                     0     Group 1
061075875                         6.2                     15.3             6.2               1/1/2009                        3                     1     Group 1
061075959                           6                     16.9               6               1/1/2009                        3                     1     Group 1
061075960                           0                        0               0                                               0                     0     Group 1
061076098                           0                        0               0                                               0                     0     Group 1
061076141                           6                    16.65               6               1/1/2012                        3                     1     Group 1
061076191                           0                        0               0                                               0                     0     Group 1
061076235                           0                        0               0                                               0                     0     Group 1
061076357                           0                        0               0                                               0                     0     Group 1
061076789                           6                    14.35               6               3/1/2010                        3                     1     Group 1
061076812                           0                        0               0                                               0                     0     Group 1
061076839                           6                   14.725               6               2/1/2009                        3                     1     Group 1
061076916                           0                        0               0                                               0                     0     Group 1
061076948                           6                    12.99               6               2/1/2009                        3                     1     Group 1
061077018                           0                        0               0                                               0                     0     Group 1
061077062                         6.2                    18.35             6.2               3/1/2009                        3                     1     Group 1
061077101                           6                   17.825               6               3/1/2009                        3                     1     Group 1
061077174                           6                   13.625               6               3/1/2009                        3                     1     Group 1
061077235                           6                    17.98               6               3/1/2009                        3                     1     Group 1
061077243                           6                     14.3               6               2/1/2009                        3                     1     Group 1
061077319                         6.2                    17.65             6.2               4/1/2009                        3                     1     Group 1
061077346                           0                        0               0                                               0                     0     Group 1
061077360                           6                   14.675               6               2/1/2009                        3                     1     Group 1
061077429                           6                    18.23               6               2/1/2009                        3                     1     Group 1
061077473                           0                        0               0                                               0                     0     Group 1
061077477                           6                    14.82               6               3/1/2009                        3                     1     Group 1
061077495                           6                   16.075               6               2/1/2010                        3                     1     Group 1
061077519                           6                    12.95               6               2/1/2010                        3                     1     Group 1
061077565                        6.65                     17.1            6.65               3/1/2009                        3                     1     Group 1
061077568                           6                    15.55               6               2/1/2009                        3                     1     Group 1
061077612                           0                        0               0                                               0                     0     Group 1
061077619                           6                     14.3               6               2/1/2009                        3                     1     Group 1
061077628                           6                   13.685               6               3/1/2009                        3                     1     Group 1
061077631                           6                   13.685               6               3/1/2009                        3                     1     Group 1
061077638                           0                        0               0                                               0                     0     Group 1
061077639                           0                        0               0                                               0                     0     Group 1
061077677                           0                        0               0                                               0                     0     Group 1
061077746                           6                   15.225               6               2/1/2009                        3                     1     Group 1
061077756                           6                   16.775               6               2/1/2009                        3                     1     Group 1
061077769                           6                     14.1               6               3/1/2009                        3                     1     Group 1
061077773                           0                        0               0                                               0                     0     Group 1
061077787                           0                        0               0                                               0                     0     Group 1
061077818                           0                        0               0                                               0                     0     Group 1
061077843                           6                    14.35               6               3/1/2009                        3                     1     Group 1
061077871                           6                     14.5               6               2/1/2010                        3                     1     Group 1
061077872                           6                   17.825               6               3/1/2009                        3                     1     Group 1
061077873                           6                    14.45               6               3/1/2009                        3                     1     Group 1
061077878                           6                   15.075               6               3/1/2009                        3                     1     Group 1
061077895                           3                    16.95               3               3/1/2009                        3                     1     Group 1
061077909                           6                     17.4               6               3/1/2009                        3                     1     Group 1
061077911                           6                     18.3               6               3/1/2009                        3                     1     Group 1
061077917                         6.2                   17.425             6.2               3/1/2009                        3                     1     Group 1
061077925                           6                     14.5               6               3/1/2009                        3                     1     Group 1
061077939                           6                    17.45               6               3/1/2009                        3                     1     Group 1
061078027                           0                        0               0                                               0                     0     Group 1
061078041                           6                    15.45               6               3/1/2009                        3                     1     Group 1
061078042                           0                        0               0                                               0                     0     Group 1
061078095                           0                        0               0                                               0                     0     Group 1
061078097                         6.2                    14.19             6.2               3/1/2009                        3                     1     Group 1
061078100                           0                        0               0                                               0                     0     Group 1
061078119                           0                        0               0                                               0                     0     Group 1
061078129                           0                        0               0                                               0                     0     Group 1
061078198                           0                        0               0                                               0                     0     Group 1
061078199                           0                        0               0                                               0                     0     Group 1
061078203                           0                        0               0                                               0                     0     Group 1
061078205                           6                    17.75               6               3/1/2009                        3                     1     Group 1
061078228                           6                     18.5               6               3/1/2009                        3                     1     Group 1
061078233                           6                    13.05               6               3/1/2009                        3                     1     Group 1
061078262                           6                     17.9               6               3/1/2009                        3                     1     Group 1
061078276                           0                        0               0                                               0                     0     Group 1
061078302                           0                        0               0                                               0                     0     Group 1
061078305                           6                   14.075               6               3/1/2009                        3                     1     Group 1
061078309                           0                        0               0                                               0                     0     Group 1
061078336                           6                     16.8               6               3/1/2009                        3                     1     Group 1
061078353                           6                    17.85               6               3/1/2009                        3                     1     Group 1
061078369                           0                        0               0                                               0                     0     Group 1
061078381                           6                     13.2               6               3/1/2009                        3                     1     Group 1
061078418                        6.65                   15.285            6.65               3/1/2009                        3                     1     Group 1
061078423                           0                        0               0                                               0                     0     Group 1
061078454                           6                   14.025               6               3/1/2009                        3                     1     Group 1
061078485                           6                   16.125               6               4/1/2009                        3                     1     Group 1
061078535                           6                    16.05               6               3/1/2009                        3                     1     Group 1
061078554                           6                    17.95               6               3/1/2009                        3                     1     Group 1
061078598                           6                    13.95               6               3/1/2012                        3                     1     Group 1
061078610                           6                   13.525               6               3/1/2009                        3                     1     Group 1
061078792                         6.4                     17.1             6.4               4/1/2009                        3                     1     Group 1
061078816                           0                        0               0                                               0                     0     Group 1
061078828                           0                        0               0                                               0                     0     Group 1
061078830                           0                        0               0                                               0                     0     Group 1
061078866                           6                   14.925               6               3/1/2009                        3                     1     Group 1
061078938                         6.4                    16.15             6.4               4/1/2009                        3                     1     Group 1
061078986                         6.4                    15.65             6.4               3/1/2009                        3                     1     Group 1
061078996                           6                    14.75               6               3/1/2009                        3                     1     Group 1
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121052892                         6.2                   18.275             6.2               3/1/2009                        3                     1     Group 1
121052916                           6                   15.175               6               3/1/2009                        3                     1     Group 1
121052945                           6                    17.65               6               3/1/2009                        3                     1     Group 1
121052998                           6                     13.4               6               3/1/2009                        3                     1     Group 1
121053031                           6                   17.975               6               3/1/2009                        3                     1     Group 1
121053042                           6                    14.35               6               3/1/2009                        3                     1     Group 1
121053066                         6.2                    14.55             6.2               4/1/2009                        3                     1     Group 1
121053067                           6                     15.4               6               3/1/2009                        3                     1     Group 1
121053187                           6                     15.7               6               3/1/2009                        3                     1     Group 1
121053191                           6                    14.35               6               3/1/2009                        3                     1     Group 1
121053199                           6                    14.25               6               3/1/2009                        3                     1     Group 1
121053212                         6.2                     13.4             6.2               3/1/2009                        3                     1     Group 1
121053255                           6                     16.3               6               4/1/2009                        3                     1     Group 1
121053265                           6                    17.98               6               4/1/2009                        3                     1     Group 1
121053305                           6                    15.65               6               3/1/2009                        3                     1     Group 1
121053314                           6                    16.17               6               4/1/2009                        3                     1     Group 1
121053315                       5.385                   18.375           5.385               3/1/2009                        3                     1     Group 1
121053358                           6                   15.075               6               3/1/2009                        3                     1     Group 1
121053465                           6                   16.275               6               3/1/2009                        3                     1     Group 1
121053475                           6                   15.275               6               3/1/2009                        3                     1     Group 1
121053481                           6                   15.275               6               3/1/2009                        3                     1     Group 1
121053485                           6                     17.8               6               3/1/2009                        3                     1     Group 1
121053539                           6                   12.525               6               4/1/2009                        3                     1     Group 1
121053562                        7.25                     16.8            7.25               4/1/2009                        3                     1     Group 1
121053600                           6                    16.15               6               4/1/2009                        3                     1     Group 1
121053628                         6.2                   15.075             6.2               4/1/2009                      1.5                   1.5     Group 1
121053630                           6                     13.3               6               4/1/2009                        3                     1     Group 1
121053696                         6.9                     17.7             6.9               4/1/2009                        3                     1     Group 1
121053702                           6                    13.93               6               4/1/2009                        3                     1     Group 1
121053704                           6                   16.875               6               4/1/2009                        3                     1     Group 1
121053780                           6                     16.4               6               4/1/2009                        3                     1     Group 1
121053955                           6                   14.525               6               4/1/2009                      1.5                   1.5     Group 1
121054075                           6                       17               6               5/1/2009                      1.5                   1.5     Group 1
121054420                           6                    16.35               6               5/1/2009                      1.5                   1.5     Group 1
141057248                           0                        0               0                                               0                     0     Group 1
141057368                           0                        0               0                                               0                     0     Group 1
151036099                       10.15                    16.15             6.1              10/1/2008                        3                     1     Group 1
151037670                        9.65                    15.65            5.85              10/1/2008                        3                     1     Group 1
151037716                        9.87                    15.87             6.1              10/1/2008                        3                     1     Group 1
151038991                         5.8                     14.3             5.8               1/1/2009                        3                     1     Group 1
151039182                           0                        0               0                                               0                     0     Group 1
151039196                         5.6                     16.5             5.6               3/1/2009                        3                     1     Group 1
151039247                         5.6                     14.6             5.6               3/1/2009                        3                     1     Group 1
151039302                         5.8                    16.72             5.8               1/1/2009                        3                     1     Group 1
151039309                         5.6                    13.45             5.6              12/1/2008                        3                     1     Group 1
151039326                         5.8                    16.05             5.8              12/1/2008                        3                     1     Group 1
151039458                         6.4                       16             6.4               3/1/2009                        3                     1     Group 1
151039462                           0                        0               0                                               0                     0     Group 1
151039509                         5.8                     16.7             5.8               1/1/2009                        3                     1     Group 1
151039582                         6.4                    18.15             6.4               1/1/2009                        3                     1     Group 1
151039597                         5.6                    15.45             5.6               3/1/2009                        3                     1     Group 1
151039632                           0                        0               0                                               0                     0     Group 1
151039667                         5.8                    13.15             5.8               1/1/2009                        3                     1     Group 1
151039761                         5.8                    13.37             5.8               2/1/2009                        3                     1     Group 1
151039771                           0                        0               0                                               0                     0     Group 1
151039800                         5.8                    15.85             5.8               1/1/2009                        3                     1     Group 1
151039908                         5.6                    15.99             5.6               1/1/2009                        3                     1     Group 1
151040100                           0                        0               0                                               0                     0     Group 1
151040103                         6.1                    14.35             6.1               3/1/2009                        3                     1     Group 1
151040122                        7.25                     15.1            7.25               1/1/2009                        3                     1     Group 1
151040131                         6.2                     16.1             6.2               3/1/2012                        3                     1     Group 1
151040146                           6                     14.3               6               1/1/2009                        3                     1     Group 1
151040160                           6                    14.85               6               1/1/2009                        3                     1     Group 1
151040199                         6.2                     14.5             6.2               1/1/2009                        3                     1     Group 1
151040210                           6                    16.99               6               4/1/2010                        3                     1     Group 1
151040274                           0                        0               0                                               0                     0     Group 1
151040291                         6.4                    13.95             6.4               1/1/2009                        3                     1     Group 1
151040301                           6                       11               6               4/1/2009                        3                     1     Group 1
151040319                           6                    14.15               6               2/1/2009                        3                     1     Group 1
151040376                           6                    15.25               6               3/1/2009                        3                     1     Group 1
151040379                        9.35                    15.35             6.2               1/1/2009                        3                     1     Group 1
151040383                           6                    14.65               6               2/1/2009                        3                     1     Group 1
151040390                        6.65                     14.5            6.65               1/1/2009                        3                     1     Group 1
151040418                           0                        0               0                                               0                     0     Group 1
151040469                           0                        0               0                                               0                     0     Group 1
151040623                           6                    16.35               6               2/1/2009                        3                     1     Group 1
151040673                           6                    13.35               6               2/1/2009                        3                     1     Group 1
151040784                           0                        0               0                                               0                     0     Group 1
151040805                           6                   15.775               6               2/1/2009                        3                     1     Group 1
151040811                           6                    15.45               6               2/1/2009                        3                     1     Group 1
151040852                           6                     14.5               6               2/1/2009                        3                     1     Group 1
151040866                        6.65                     16.3            6.65               3/1/2009                        3                     1     Group 1
151040930                           6                     12.9               6               2/1/2010                        3                     1     Group 1
151040950                           6                   13.675               6               2/1/2010                        3                     1     Group 1
151040967                           6                    14.65               6               2/1/2009                        3                     1     Group 1
151040985                           6                   16.275               6               2/1/2009                        3                     1     Group 1
151041000                           6                     13.8               6               3/1/2012                        3                     1     Group 1
151041055                         6.4                    15.35             6.4               3/1/2009                        3                     1     Group 1
151041067                        6.65                    14.29            6.65               2/1/2009                        3                     1     Group 1
151041078                           6                    18.15               6               4/1/2009                        3                     1     Group 1
151041079                           6                    18.15               6               4/1/2009                        3                     1     Group 1
151041082                         5.5                     18.3             5.5               4/1/2009                        3                     1     Group 1
151041097                           6                    13.57               6               4/1/2009                        3                     1     Group 1
151041103                           6                    16.32               6               4/1/2009                      1.5                   1.5     Group 1
151041118                           0                        0               0                                               0                     0     Group 1
151041132                           6                    15.12               6               3/1/2009                        3                     1     Group 1
151041146                           6                    14.15               6               3/1/2009                        3                     1     Group 1
151041147                           0                        0               0                                               0                     0     Group 1
151041152                           6                    14.87               6               3/1/2009                        3                     1     Group 1
151041159                           6                   13.975               6               3/1/2009                        3                     1     Group 1
151041160                           6                    15.35               6               3/1/2009                        3                     1     Group 1
151041180                           6                    14.85               6               3/1/2009                        3                     1     Group 1
151041186                         6.2                    14.95             6.2               3/1/2009                        3                     1     Group 1
151041228                        6.65                    15.49            6.65               3/1/2009                        3                     1     Group 1
151041233                         6.2                    13.35             6.2               2/1/2009                        3                     1     Group 1
151041235                           6                    15.55               6               3/1/2009                        3                     1     Group 1
151041242                         6.4                    13.55             6.4               2/1/2009                        3                     1     Group 1
151041247                           6                    17.55               6               3/1/2009                        3                     1     Group 1
151041282                           6                     13.8               6               2/1/2009                        3                     1     Group 1
151041284                           6                    13.37               6               2/1/2009                        3                     1     Group 1
151041319                           0                        0               0                                               0                     0     Group 1
151041358                           6                     13.9               6               4/1/2009                        3                     1     Group 1
151041375                           0                        0               0                                               0                     0     Group 1
151041382                           6                    15.12               6               2/1/2009                        3                     1     Group 1
151041390                        6.65                     15.9            6.65               3/1/2009                        3                     1     Group 1
151041391                           6                     17.2               6               3/1/2009                        3                     1     Group 1
151041393                           0                        0               0                                               0                     0     Group 1
151041394                         6.4                       15             6.4               2/1/2009                        3                     1     Group 1
151041402                         7.1                    17.35             7.1               3/1/2010                        3                     1     Group 1
151041403                           6                     15.5               6               2/1/2009                        3                     1     Group 1
151041405                       10.15                    16.15            6.65               3/1/2009                        3                     1     Group 1
151041410                         6.4                     15.1             6.4               3/1/2009                        3                     1     Group 1
151041442                         6.4                   13.375             6.4               3/1/2009                        3                     1     Group 1
151041451                           6                    14.65               6               4/1/2009                        3                     1     Group 1
151041457                           6                     15.3               6               3/1/2009                        3                     1     Group 1
151041460                        7.25                    15.31            7.25               3/1/2009                        3                     1     Group 1
151041476                           6                   12.275               6               3/1/2009                        3                     1     Group 1
151041479                        6.65                    16.55            6.65               4/1/2009                        3                     1     Group 1
151041482                        6.65                    14.77            6.65               3/1/2009                        3                     1     Group 1
151041483                           6                    15.25               6               3/1/2009                        3                     1     Group 1
151041484                           6                    16.44               6               2/1/2009                        3                     1     Group 1
151041502                           6                     12.6               6               3/1/2009                        3                     1     Group 1
151041528                           6                    14.95               6               3/1/2009                        3                     1     Group 1
151041536                           6                    14.15               6               3/1/2009                        3                     1     Group 1
151041543                           6                     14.1               6               3/1/2009                        3                     1     Group 1
151041558                         6.2                     15.7             6.2               3/1/2009                        3                     1     Group 1
151041560                           6                     12.9               6               3/1/2009                        3                     1     Group 1
151041576                         6.2                     14.4             6.2               2/1/2009                        3                     1     Group 1
151041582                           6                    16.45               6               3/1/2009                        3                     1     Group 1
151041590                           6                    15.75               6               3/1/2009                        3                     1     Group 1
151041599                         6.4                    16.05             6.4               3/1/2009                        3                     1     Group 1
151041601                           0                        0               0                                               0                     0     Group 1
151041602                           6                     15.6               6               3/1/2009                        3                     1     Group 1
151041636                         6.4                    16.25             6.4               3/1/2009                        3                     1     Group 1
151041653                           6                   13.175               6               3/1/2012                        3                     1     Group 1
151041683                         6.4                     18.2             6.4               3/1/2009                        3                     1     Group 1
151041696                        6.65                    15.99            6.65               3/1/2009                        3                     1     Group 1
151041724                           6                    17.97               6               2/1/2009                        3                     1     Group 1
151041729                         6.4                    13.99             6.4               3/1/2009                        3                     1     Group 1
151041742                           6                     15.7               6               3/1/2009                        3                     1     Group 1
151041763                           0                        0               0                                               0                     0     Group 1
151041770                         6.4                    15.42             6.4               3/1/2009                        3                     1     Group 1
151041781                           6                    14.62               6               3/1/2009                        3                     1     Group 1
151041784                           6                     16.9               6               3/1/2009                        3                     1     Group 1
151041786                           0                        0               0                                               0                     0     Group 1
151041788                           0                        0               0                                               0                     0     Group 1
151041791                        6.65                    15.57            6.65               4/1/2009                        3                     1     Group 1
151041813                         6.2                    14.75             6.2               3/1/2009                        3                     1     Group 1
151041821                           0                        0               0                                               0                     0     Group 1
151041914                        6.65                    13.42            6.65               3/1/2009                        3                     1     Group 1
151041923                        6.65                    16.95            6.65               3/1/2009                        3                     1     Group 1
151041963                           0                        0               0                                               0                     0     Group 1
151041968                           6                    14.25               6               3/1/2009                        3                     1     Group 1
151041981                           6                     14.5               6               3/1/2009                        3                     1     Group 1
151042001                         6.4                    15.75             6.4               3/1/2009                        3                     1     Group 1
151042003                         6.2                    15.85             6.2               3/1/2009                        3                     1     Group 1
151042020                           6                   10.025               6               3/1/2009                        3                     1     Group 1
151042029                           6                    15.25               6               3/1/2009                        3                     1     Group 1
151042034                           0                        0               0                                               0                     0     Group 1
151042043                           6                     16.6               6               3/1/2009                        3                     1     Group 1
151042063                           6                   17.225               6               3/1/2009                        3                     1     Group 1
151042081                           6                   17.145               6               3/1/2009                        3                     1     Group 1
151042091                           6                   17.225               6               3/1/2009                        3                     1     Group 1
151042099                         6.2                    16.65             6.2               4/1/2009                        3                     1     Group 1
151042110                           6                    14.25               6               3/1/2009                        3                     1     Group 1
151042117                           6                    12.72               6               3/1/2009                        3                     1     Group 1
151042149                        6.65                     15.6            6.65               3/1/2009                        3                     1     Group 1
151042175                           0                        0               0                                               0                     0     Group 1
151042179                           6                     12.9               6               3/1/2009                        3                     1     Group 1
151042192                           6                    14.25               6               4/1/2009                      1.5                   1.5     Group 1
151042229                        6.65                    16.72            6.65               3/1/2009                        3                     1     Group 1
151042236                           6                    13.82               6               3/1/2009                        3                     1     Group 1
151042260                           0                        0               0                                               0                     0     Group 1
151042264                           6                     16.5               6               4/1/2009                        3                     1     Group 1
151042273                           6                    15.45               6               4/1/2009                        3                     1     Group 1
151042284                           0                        0               0                                               0                     0     Group 1
151042286                           6                    14.35               6               3/1/2009                        3                     1     Group 1
151042292                           6                    13.35               6               3/1/2009                        3                     1     Group 1
151042319                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 1
151042341                           6                       15               6               4/1/2009                        3                     1     Group 1
151042353                           6                    15.75               6               4/1/2009                        3                     1     Group 1
151042362                           0                        0               0                                               0                     0     Group 1
151042377                        6.65                    15.95            6.65               3/1/2009                        3                     1     Group 1
151042378                           6                    15.95               6               4/1/2009                        3                     1     Group 1
151042381                           6                    13.72               6               4/1/2009                        3                     1     Group 1
151042422                           6                    15.85               6               4/1/2009                        3                     1     Group 1
151042441                         6.2                     12.6             6.2               3/1/2009                        3                     1     Group 1
151042460                           6                     17.2               6               3/1/2009                        3                     1     Group 1
151042470                         6.4                     16.9             6.4               4/1/2009                        3                     1     Group 1
151042487                           0                        0               0                                               0                     0     Group 1
151042495                           0                        0               0                                               0                     0     Group 1
151042524                           0                        0               0                                               0                     0     Group 1
151042552                           6                    14.72               6               4/1/2009                        3                     1     Group 1
151042597                           0                        0               0                                               0                     0     Group 1
151042636                           6                    15.65               6               4/1/2009                        3                     1     Group 1
151042655                           6                    14.75               6               3/1/2009                        3                     1     Group 1
151042752                           6                     15.7               6               3/1/2009                        3                     1     Group 1
151042758                           6                    16.35               6               4/1/2009                        3                     1     Group 1
151042890                           6                     16.3               6               4/1/2009                        3                     1     Group 1
151042896                           6                    14.65               6               4/1/2009                        3                     1     Group 1
151042902                           6                    16.42               6               4/1/2010                        3                     1     Group 1
151042934                           6                     17.6               6               4/1/2009                        3                     1     Group 1
151042982                           6                    13.35               6               4/1/2009                        3                     1     Group 1
151043025                           6                    14.65               6               4/1/2009                        3                     1     Group 1
151043095                           6                    13.95               6               4/1/2010                        3                     1     Group 1
151043103                        6.65                    15.95            6.65               4/1/2009                        3                     1     Group 1
151043170                           6                    15.65               6               4/1/2009                        3                     1     Group 1
151043173                         6.4                    15.12             6.4               4/1/2009                        3                     1     Group 1
151043174                           6                     14.1               6               4/1/2009                        3                     1     Group 1
151043184                           0                        0               0                                               0                     0     Group 1
151043211                         6.2                     14.5             6.2               4/1/2009                        3                     1     Group 1
151043251                           6                     15.8               6               4/1/2009                        3                     1     Group 1
151043317                        6.65                    15.99            6.65               4/1/2009                      1.5                   1.5     Group 1
151043528                           0                        0               0                                               0                     0     Group 1
151043658                        7.25                    14.75            7.25               5/1/2009                      1.5                   1.5     Group 1
151043781                           6                       16               6               4/1/2009                      1.5                   1.5     Group 1
151044013                           6                   14.875               6               5/1/2009                      1.5                   1.5     Group 1
161051489                           0                        0               0                                               0                     0     Group 1
161051528                           0                        0               0                                               0                     0     Group 1
161051664                           0                        0               0                                               0                     0     Group 1
161051687                           0                        0               0                                               0                     0     Group 1
161051695                        5.85                    14.95            5.85               1/1/2009                        3                     1     Group 1
161051703                           0                        0               0                                               0                     0     Group 1
161051711                           6                    14.55               6               1/1/2009                        3                     1     Group 1
161051717                           0                        0               0                                               0                     0     Group 1
161051773                           6                    14.22               6               3/1/2009                        3                     1     Group 1
161051839                        6.85                    16.14            6.85               3/1/2009                        3                     1     Group 1
161051840                           6                     12.6               6               2/1/2009                        3                     1     Group 1
161052068                           0                        0               0                                               0                     0     Group 1
161052132                         6.2                    15.72             6.2               1/1/2009                        3                     1     Group 1
161052186                           6                    13.65               6               1/1/2009                        3                     1     Group 1
161052206                           6                     14.5               6               2/1/2009                        3                     1     Group 1
161052214                           6                    14.95               6               1/1/2009                        3                     1     Group 1
161052223                           6                     12.5               6               2/1/2009                        3                     1     Group 1
161052273                           6                    14.45               6               1/1/2009                        3                     1     Group 1
161052313                           6                    15.37               6               1/1/2009                        3                     1     Group 1
161052317                           6                    13.55               6               2/1/2009                        3                     1     Group 1
161052327                           6                    13.25               6               2/1/2009                        3                     1     Group 1
161052341                         6.4                     15.3             6.4               2/1/2009                        3                     1     Group 1
161052400                           6                   14.125               6               1/1/2009                        3                     1     Group 1
161052437                           6                    14.75               6               2/1/2009                        3                     1     Group 1
161052460                         6.2                    17.05             6.2               4/1/2009                        3                     1     Group 1
161052484                         6.4                    17.47             6.4               4/1/2009                        3                     1     Group 1
161052493                           6                    13.55               6               2/1/2009                        3                     1     Group 1
161052496                           6                     15.6               6               2/1/2009                        3                     1     Group 1
161052520                           6                     16.6               6               3/1/2009                        3                     1     Group 1
161052577                         6.4                    14.45             6.4               2/1/2009                        3                     1     Group 1
161052600                           6                    12.95               6               2/1/2009                        3                     1     Group 1
161052601                           0                        0               0                                               0                     0     Group 1
161052627                         6.2                     13.6             6.2               2/1/2009                        3                     1     Group 1
161052642                           0                        0               0                                               0                     0     Group 1
161052653                         6.4                     14.4             6.4               2/1/2009                        3                     1     Group 1
161052657                           0                        0               0                                               0                     0     Group 1
161052698                         6.2                     15.4             6.2               3/1/2009                        3                     1     Group 1
161052740                           6                     12.5               6               2/1/2009                        3                     1     Group 1
161052756                           6                       15               6               2/1/2009                        3                     1     Group 1
161052766                         6.2                    15.72             6.2               2/1/2009                        3                     1     Group 1
161052768                        2.75                     14.6            2.75               4/1/2009                        3                     1     Group 1
161052801                           0                        0               0                                               0                     0     Group 1
161052802                        6.85                    13.62            6.85               2/1/2009                        3                     1     Group 1
161052805                           6                    12.37               6               2/1/2009                        3                     1     Group 1
161052810                           6                     12.2               6               2/1/2009                        3                     1     Group 1
161052832                           6                    14.55               6               2/1/2012                        3                     1     Group 1
161052833                           6                     12.3               6               2/1/2009                        3                     1     Group 1
161052848                         6.4                    14.65             6.4               2/1/2009                        3                     1     Group 1
161052851                           6                    16.05               6               2/1/2009                        3                     1     Group 1
161052893                         5.6                    14.95             5.6               3/1/2009                        3                     1     Group 1
161052894                           0                        0               0                                               0                     0     Group 1
161052896                         6.4                    15.15             6.4               2/1/2012                        3                     1     Group 1
161052925                        6.65                    14.45            6.65               3/1/2009                        3                     1     Group 1
161052937                           0                        0               0                                               0                     0     Group 1
161052950                           6                    13.95               6               2/1/2009                        3                     1     Group 1
161052951                           6                       15               6               2/1/2009                        3                     1     Group 1
161053013                           6                    15.65               6               3/1/2009                        3                     1     Group 1
161053019                           6                    14.95               6               3/1/2009                        3                     1     Group 1
161053043                           6                    12.99               6               3/1/2009                        3                     1     Group 1
161053049                         6.2                     16.4             6.2               3/1/2009                        3                     1     Group 1
161053050                         6.2                     13.3             6.2               2/1/2009                        3                     1     Group 1
161053051                           6                    14.77               6               2/1/2009                        3                     1     Group 1
161053059                         6.4                    17.05             6.4               3/1/2009                        3                     1     Group 1
161053069                           6                    13.65               6               3/1/2009                        3                     1     Group 1
161053076                           6                    13.32               6               3/1/2009                        3                     1     Group 1
161053084                           6                     15.6               6               3/1/2009                        3                     1     Group 1
161053094                           6                    13.99               6               3/1/2010                        3                     1     Group 1
161053145                           6                     13.8               6               3/1/2009                        3                     1     Group 1
161053149                         6.4                    15.05             6.4               3/1/2009                        3                     1     Group 1
161053151                           6                     16.5               6               3/1/2009                        3                     1     Group 1
161053160                           6                    13.65               6               3/1/2009                        3                     1     Group 1
161053172                           6                    13.45               6               3/1/2009                        3                     1     Group 1
161053179                           6                    12.75               6               3/1/2009                        3                     1     Group 1
161053196                           6                    12.85               6               3/1/2012                        3                     1     Group 1
161053234                           6                    15.35               6               3/1/2009                        3                     1     Group 1
161053287                           0                        0               0                                               0                     0     Group 1
161053290                         6.4                    13.65             6.4               3/1/2009                        3                     1     Group 1
161053291                           6                     13.7               6               3/1/2009                        3                     1     Group 1
161053304                           6                    13.77               6               3/1/2009                        3                     1     Group 1
161053341                           6                    15.95               6               4/1/2009                        3                     1     Group 1
161053350                        6.65                    15.45            6.65               3/1/2009                        3                     1     Group 1
161053368                           6                    14.25               6               3/1/2009                        3                     1     Group 1
161053407                           6                    13.52               6               3/1/2009                        3                     1     Group 1
161053411                         6.4                   14.925             6.4               3/1/2009                        3                     1     Group 1
161053432                           6                     15.2               6               3/1/2009                        3                     1     Group 1
161053438                           0                        0               0                                               0                     0     Group 1
161053443                           0                        0               0                                               0                     0     Group 1
161053451                         6.2                     15.7             6.2               4/1/2009                        3                     1     Group 1
161053455                           6                    15.32               6               4/1/2009                        3                     1     Group 1
161053467                           6                    15.47               6               4/1/2009                        3                     1     Group 1
161053487                           6                     13.9               6               4/1/2009                        3                     1     Group 1
161053501                           6                   13.975               6               4/1/2009                        3                     1     Group 1
161053514                           0                        0               0                                               0                     0     Group 1
161053617                           6                    15.75               6               4/1/2009                        3                     1     Group 1
161053644                           6                    13.05               6               4/1/2009                        3                     1     Group 1
161053657                           6                     13.1               6               4/1/2012                        3                     1     Group 1
161053678                           6                     16.1               6               4/1/2009                        3                     1     Group 1
161053698                           0                        0               0                                               0                     0     Group 1
161053739                           6                    15.25               6               4/1/2009                        3                     1     Group 1
161053782                           6                    18.25               6               4/1/2009                        3                     1     Group 1
161053878                           6                     13.8               6               4/1/2009                      1.5                   1.5     Group 1
161053930                           6                    15.95               6               4/1/2009                      1.5                   1.5     Group 1
161053987                           6                     14.5               6               4/1/2012                      1.5                   1.5     Group 1
161054227                           6                     16.5               6               5/1/2009                      1.5                   1.5     Group 1
171034945                           0                        0               0                                               0                     0     Group 1
171035880                           0                        0               0                                               0                     0     Group 1
171035982                           0                        0               0                                               0                     0     Group 1
171036966                           0                        0               0                                               0                     0     Group 1
171036994                        7.25                    14.75            7.25               1/1/2009                        3                     1     Group 1
171037147                        5.85                    14.65            5.85               1/1/2009                        3                     1     Group 1
171037627                           0                        0               0                                               0                     0     Group 1
171037730                           0                        0               0                                               0                     0     Group 1
171037962                           0                        0               0                                               0                     0     Group 1
171037978                           6                    16.05               6               1/1/2009                        3                     1     Group 1
171038124                         6.2                     13.9             6.2               1/1/2009                        3                     1     Group 1
171038163                           0                        0               0                                               0                     0     Group 1
171038175                           0                        0               0                                               0                     0     Group 1
171038182                        6.25                     16.6            6.25               3/1/2009                        3                     1     Group 1
171038215                           6                     12.2               6               1/1/2012                        3                     1     Group 1
171038220                           6                    13.35               6               1/1/2009                        3                     1     Group 1
171038358                           6                     14.8               6               1/1/2009                        3                     1     Group 1
171038417                         6.2                    14.99             6.2               1/1/2009                        3                     1     Group 1
171038578                           6                     12.2               6               1/1/2009                        3                     1     Group 1
171038759                           0                        0               0                                               0                     0     Group 1
171038762                           5                     11.9               5               1/1/2010                        3                     1     Group 1
171039075                           0                        0               0                                               0                     0     Group 1
171039088                         6.4                     12.6             6.4               2/1/2009                        3                     1     Group 1
171039094                         6.2                    13.95             6.2               2/1/2009                        3                     1     Group 1
171039155                        6.75                     14.4            6.75               3/1/2009                        3                     1     Group 1
171039170                           6                    15.25               6               2/1/2009                        3                     1     Group 1
171039233                           0                        0               0                                               0                     0     Group 1
171039256                           6                    14.45               6               3/1/2009                        3                     1     Group 1
171039269                           0                        0               0                                               0                     0     Group 1
171039274                           6                       14               6               3/1/2009                        3                     1     Group 1
171039283                        6.65                     17.3            6.65               2/1/2009                        3                     1     Group 1
171039285                           6                       14               6               3/1/2009                        3                     1     Group 1
171039290                           6                    14.25               6               3/1/2009                        3                     1     Group 1
171039377                           6                       14               6               2/1/2009                        3                     1     Group 1
171039545                         6.2                   17.775             6.2               3/1/2009                        3                     1     Group 1
171039546                           6                     13.8               6               2/1/2009                        3                     1     Group 1
171039575                         6.2                    14.95             6.2               2/1/2009                        3                     1     Group 1
171039626                       7.925                   13.925               6               2/1/2009                        3                     1     Group 1
171039664                           0                        0               0                                               0                     0     Group 1
171039700                           6                    14.34               6               2/1/2009                        3                     1     Group 1
171039702                           9                       15             6.2               3/1/2009                        3                     1     Group 1
171039912                           6                   16.595               6               3/1/2009                        3                     1     Group 1
171039917                           0                        0               0                                               0                     0     Group 1
171039970                         6.4                     15.6             6.4               2/1/2009                        3                     1     Group 1
171040074                        6.65                     15.1            6.65               2/1/2009                        3                     1     Group 1
171040084                         6.2                    15.42             6.2               2/1/2009                        3                     1     Group 1
171040092                           6                    14.25               6               3/1/2009                        3                     1     Group 1
171040109                           6                    14.65               6               2/1/2009                        3                     1     Group 1
171040150                           6                    14.85               6               3/1/2009                        3                     1     Group 1
171040194                           6                     12.6               6               3/1/2009                        3                     1     Group 1
171040265                        7.25                    15.65            7.25               3/1/2009                        3                     1     Group 1
171040268                        8.26                    14.26               6               2/1/2010                        3                     1     Group 1
171040319                        6.65                    13.35            6.65               2/1/2009                        3                     1     Group 1
171040322                           0                        0               0                                               0                     0     Group 1
171040359                           0                        0               0                                               0                     0     Group 1
171040381                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 1
171040408                        6.65                    13.25            6.65               2/1/2009                        3                     1     Group 1
171040469                           6                   13.845               6               3/1/2009                        3                     1     Group 1
171040474                         6.4                    13.55             6.4               3/1/2009                        3                     1     Group 1
171040495                         6.2                    14.95             6.2               2/1/2009                        3                     1     Group 1
171040572                           0                        0               0                                               0                     0     Group 1
171040595                         7.4                    15.75             7.4               3/1/2009                        3                     1     Group 1
171040600                           6                     13.8               6               3/1/2009                        3                     1     Group 1
171040606                           6                   14.695               6               2/1/2009                        3                     1     Group 1
171040680                           6                    13.75               6               3/1/2009                        3                     1     Group 1
171040707                         6.2                     16.5             6.2               3/1/2009                        3                     1     Group 1
171040755                           6                    13.99               6               2/1/2009                        3                     1     Group 1
171040785                         6.2                       16             6.2               3/1/2009                        3                     1     Group 1
171040809                           6                     13.2               6               3/1/2009                        3                     1     Group 1
171040830                           6                     14.1               6               3/1/2009                        3                     1     Group 1
171040852                           6                     13.3               6               3/1/2009                        3                     1     Group 1
171040858                           6                    13.75               6               3/1/2012                        3                     1     Group 1
171040870                           6                   16.245               6               2/1/2009                        3                     1     Group 1
171040877                           6                     13.9               6               3/1/2009                        3                     1     Group 1
171040904                         6.4                     14.5             6.4               3/1/2009                        3                     1     Group 1
171040921                           6                    14.95               6               3/1/2009                        3                     1     Group 1
171040943                           6                       16               6               3/1/2009                        3                     1     Group 1
171040954                         6.2                    13.25             6.2               3/1/2009                        3                     1     Group 1
171040990                        6.65                   14.445            6.65               3/1/2009                        3                     1     Group 1
171041068                       10.01                    16.01               6               2/1/2009                        3                     1     Group 1
171041096                         6.2                    15.55             6.2               3/1/2009                        3                     1     Group 1
171041101                           6                     12.7               6               3/1/2010                        3                     1     Group 1
171041152                           6                    13.75               6               3/1/2009                        3                     1     Group 1
171041157                           6                       14               6               3/1/2009                        3                     1     Group 1
171041161                           0                        0               0                                               0                     0     Group 1
171041183                           6                   13.725               6               3/1/2012                        3                     1     Group 1
171041203                           6                     16.5               6               3/1/2009                        3                     1     Group 1
171041243                           0                        0               0                                               0                     0     Group 1
171041253                           6                   16.255               6               3/1/2010                        3                     1     Group 1
171041259                        7.25                    17.25            7.25               4/1/2009                        3                     1     Group 1
171041292                           0                        0               0                                               0                     0     Group 1
171041309                         6.4                    15.35             6.4               3/1/2009                        3                     1     Group 1
171041419                           0                        0               0                                               0                     0     Group 1
171041451                         6.2                    13.45             6.2               3/1/2009                        3                     1     Group 1
171041455                        8.15                    14.15               6               3/1/2009                        3                     1     Group 1
171041503                           6                     13.8               6               3/1/2009                        3                     1     Group 1
171041534                           6                     16.5               6               4/1/2010                        3                     1     Group 1
171041547                           6                     13.2               6               3/1/2009                        3                     1     Group 1
171041566                           6                     13.7               6               3/1/2009                        3                     1     Group 1
171041638                           6                     14.1               6               3/1/2009                        3                     1     Group 1
171041639                           6                    15.75               6               4/1/2009                        3                     1     Group 1
171041701                           0                        0               0                                               0                     0     Group 1
171041743                           6                     13.4               6               4/1/2009                        3                     1     Group 1
171041798                         6.2                    13.35             6.2               3/1/2009                        3                     1     Group 1
171041808                           6                     12.2               6               3/1/2009                        3                     1     Group 1
171041833                        7.25                    15.55            7.25               3/1/2009                        3                     1     Group 1
171041850                           6                   17.345               6               3/1/2009                        3                     1     Group 1
171041871                           6                     13.4               6               4/1/2009                        3                     1     Group 1
171041883                           6                     13.5               6               3/1/2009                        3                     1     Group 1
171041909                        6.65                    14.45            6.65               3/1/2009                        3                     1     Group 1
171041926                           6                    13.35               6               4/1/2012                        3                     1     Group 1
171042104                           6                     15.3               6               4/1/2009                        3                     1     Group 1
171042136                           6                     14.3               6               3/1/2010                        3                     1     Group 1
171042172                           6                     14.1               6               4/1/2009                        3                     1     Group 1
171042222                           6                    14.85               6               3/1/2009                        3                     1     Group 1
171042346                           6                    13.65               6               4/1/2009                        3                     1     Group 1
171042402                           6                    13.85               6               4/1/2009                        3                     1     Group 1
171042605                         7.1                     17.4             7.1               4/1/2009                        3                     1     Group 1
171042613                           6                     14.3               6               4/1/2009                      1.5                   1.5     Group 1
171042769                        7.25                    13.95            7.25               4/1/2009                        3                     1     Group 1
171042780                         7.4                    18.25             7.4               4/1/2009                        3                     1     Group 1
171043212                           6                     13.6               6               4/1/2009                      1.5                   1.5     Group 1
191033192                        8.68                    14.68            5.85               9/1/2008                        3                     1     Group 1
191033443                       10.85                    16.85            6.05              10/1/2008                        3                     1     Group 1
191033875                        7.25                    17.65            7.25               3/1/2009                        3                     1     Group 1
191034613                         6.2                       15             6.2               3/1/2009                        3                     1     Group 1
191034846                           0                        0               0                                               0                     0     Group 1
191034875                           0                        0               0                                               0                     0     Group 1
191034884                           0                        0               0                                               0                     0     Group 1
191034956                         5.6                    15.09             5.6               1/1/2009                        3                     1     Group 1
191035044                           0                        0               0                                               0                     0     Group 1
191035097                         5.6                     13.7             5.6              12/1/2008                        3                     1     Group 1
191035147                           0                        0               0                                               0                     0     Group 1
191035231                         5.6                     12.8             5.6               3/1/2009                        3                     1     Group 1
191035236                           0                        0               0                                               0                     0     Group 1
191035237                         5.6                     12.4             5.6               3/1/2009                        3                     1     Group 1
191035383                           0                        0               0                                               0                     0     Group 1
191035386                           6                     14.4               6               2/1/2009                        3                     1     Group 1
191035400                           6                    12.75               6               4/1/2009                        3                     1     Group 1
191035490                           6                   16.395               6               2/1/2009                        3                     1     Group 1
191035596                           6                     14.3               6               1/1/2009                        3                     1     Group 1
191035603                           6                    14.95               6               1/1/2009                        3                     1     Group 1
191035608                         6.2                     14.8             6.2               1/1/2009                        3                     1     Group 1
191035643                         8.3                     14.3               6               1/1/2009                        3                     1     Group 1
191035778                           0                        0               0                                               0                     0     Group 1
191035794                         6.2                     14.2             6.2               1/1/2009                        3                     1     Group 1
191035820                           6                    14.65               6               2/1/2009                        3                     1     Group 1
191035875                         6.4                     13.8             6.4               1/1/2009                        3                     1     Group 1
191035934                           0                        0               0                                               0                     0     Group 1
191036019                           0                        0               0                                               0                     0     Group 1
191036102                         6.2                    14.35             6.2               2/1/2009                        3                     1     Group 1
191036104                        11.1                     17.1             6.4               2/1/2009                        3                     1     Group 1
191036163                           6                    14.15               6               2/1/2009                        3                     1     Group 1
191036182                           6                    15.99               6               2/1/2009                        3                     1     Group 1
191036229                         7.8                     13.8               6               3/1/2009                        3                     1     Group 1
191036237                           6                    14.55               6               3/1/2009                        3                     1     Group 1
191036257                           0                        0               0                                               0                     0     Group 1
191036264                        6.65                    14.25            6.65               2/1/2009                        3                     1     Group 1
191036267                           6                    14.98               6               2/1/2010                        3                     1     Group 1
191036269                           6                   14.525               6               2/1/2009                        3                     1     Group 1
191036321                           0                        0               0                                               0                     0     Group 1
191036339                           6                    13.35               6               2/1/2009                        3                     1     Group 1
191036355                         5.9                    11.95             5.9               2/1/2009                        3                     1     Group 1
191036360                           6                    13.99               6               2/1/2009                        3                     1     Group 1
191036374                           6                    13.75               6               2/1/2009                        3                     1     Group 1
191036382                           6                    12.75               6               4/1/2009                        3                     1     Group 1
191036426                           6                   13.875               6               2/1/2010                        3                     1     Group 1
191036435                           6                    14.25               6               2/1/2009                        3                     1     Group 1
191036436                           0                        0               0                                               0                     0     Group 1
191036457                         6.2                    12.99             6.2               2/1/2009                        3                     1     Group 1
191036458                           6                    13.95               6               3/1/2009                        3                     1     Group 1
191036472                           6                    12.75               6               4/1/2009                        3                     1     Group 1
191036473                           6                       12            5.99               2/1/2009                        3                     1     Group 1
191036477                           0                        0               0                                               0                     0     Group 1
191036483                           6                     14.3               6               3/1/2009                        3                     1     Group 1
191036488                           6                     13.1               6               3/1/2009                        3                     1     Group 1
191036512                         6.2                    13.29             6.2               2/1/2009                        3                     1     Group 1
191036553                           6                    12.35               6               2/1/2012                        3                     1     Group 1
191036604                           6                     14.5               6               3/1/2009                        3                     1     Group 1
191036616                           0                        0               0                                               0                     0     Group 1
191036626                           6                     12.6               6               2/1/2009                        3                     1     Group 1
191036643                        6.65                     13.9            6.65               2/1/2009                        3                     1     Group 1
191036669                           6                    15.45               6               3/1/2009                        3                     1     Group 1
191036680                        5.98                    11.99            5.98               3/1/2012                        3                     1     Group 1
191036706                        6.65                    14.95            6.65               2/1/2009                        3                     1     Group 1
191036727                           6                    13.85               6               3/1/2009                        3                     1     Group 1
191036728                           6                     14.5               6               2/1/2009                        3                     1     Group 1
191036730                           0                        0               0                                               0                     0     Group 1
191036738                         6.2                    14.22             6.2               2/1/2009                        3                     1     Group 1
191036744                           6                    13.45               6               2/1/2009                        3                     1     Group 1
191036747                           6                       13               6               3/1/2009                        3                     1     Group 1
191036765                           6                    13.65               6               2/1/2009                        3                     1     Group 1
191036768                        6.65                    14.99            6.65               3/1/2009                        3                     1     Group 1
191036770                           6                    12.05               6               3/1/2009                        3                     1     Group 1
191036783                           6                     13.4               6               2/1/2009                        3                     1     Group 1
191036797                           6                     14.4               6               3/1/2009                        3                     1     Group 1
191036808                         7.9                     13.9               6               3/1/2009                        3                     1     Group 1
191036811                           6                    15.35               6               3/1/2009                        3                     1     Group 1
191036822                           6                     14.6               6               2/1/2009                        3                     1     Group 1
191036833                         7.7                     13.7               6               3/1/2009                        3                     1     Group 1
191036840                           6                     14.7               6               2/1/2009                        3                     1     Group 1
191036846                       7.875                   13.875               6               3/1/2009                        3                     1     Group 1
191036849                         6.4                    14.15             6.4               2/1/2009                        3                     1     Group 1
191036852                           6                     15.9               6               2/1/2009                        3                     1     Group 1
191036854                       10.85                    16.85               6               3/1/2010                        3                     1     Group 1
191036865                      10.475                   17.125             6.4               2/1/2009                        3                     1     Group 1
191036866                         5.9                    12.15             5.9               2/1/2010                        3                     1     Group 1
191036881                        6.65                    14.55            6.65               3/1/2009                        3                     1     Group 1
191036884                           6                     13.2               6               3/1/2012                        3                     1     Group 1
191036886                        5.98                   12.175            5.98               3/1/2012                        3                     1     Group 1
191036889                           6                    13.55               6               3/1/2009                        3                     1     Group 1
191036899                         9.4                     15.4             6.4               3/1/2009                        3                     1     Group 1
191036923                           6                    12.35               6               2/1/2009                        3                     1     Group 1
191036924                           6                     12.5               6               3/1/2009                        3                     1     Group 1
191036925                           6                     14.6               6               3/1/2009                        3                     1     Group 1
191036952                           6                    15.95               6               2/1/2009                        3                     1     Group 1
191036957                           6                    13.25               6               2/1/2009                        3                     1     Group 1
191036958                         7.7                     13.7               6               3/1/2009                        3                     1     Group 1
191036959                        6.65                     15.9            6.65               3/1/2009                        3                     1     Group 1
191036960                        6.65                    15.75            6.65               2/1/2009                        3                     1     Group 1
191036963                           0                        0               0                                               0                     0     Group 1
191036988                           6                    14.99               6               3/1/2009                        3                     1     Group 1
191036995                        6.65                     15.4            6.65               3/1/2009                        3                     1     Group 1
191037013                           6                    14.55               6               3/1/2009                        3                     1     Group 1
191037030                           6                     14.2               6               3/1/2009                        3                     1     Group 1
191037051                         6.4                    14.35             6.4               3/1/2009                        3                     1     Group 1
191037082                           6                   13.845               6               2/1/2009                        3                     1     Group 1
191037125                           6                    13.85               6               3/1/2009                        3                     1     Group 1
191037130                           6                    14.05               6               3/1/2009                        3                     1     Group 1
191037134                           0                        0               0                                               0                     0     Group 1
191037142                           6                    13.75               6               3/1/2009                        3                     1     Group 1
191037146                           6                     15.5               6               3/1/2009                        3                     1     Group 1
191037147                        6.65                    14.95            6.65               3/1/2009                        3                     1     Group 1
191037159                           6                     17.3               6               4/1/2009                        3                     1     Group 1
191037169                           0                        0               0                                               0                     0     Group 1
191037171                           6                   13.275               6               3/1/2009                        3                     1     Group 1
191037202                           0                        0               0                                               0                     0     Group 1
191037235                        9.87                    15.87             6.4               3/1/2009                        3                     1     Group 1
191037257                           6                    14.45               6               3/1/2009                        3                     1     Group 1
191037278                           0                        0               0                                               0                     0     Group 1
191037288                           6                     13.3               6               3/1/2009                        3                     1     Group 1
191037289                           6                     14.3               6               3/1/2009                        3                     1     Group 1
191037297                           6                    13.55               6               3/1/2009                        3                     1     Group 1
191037305                         6.2                     14.1             6.2               3/1/2009                        3                     1     Group 1
191037306                        6.65                    14.75            6.65               3/1/2009                        3                     1     Group 1
191037322                           6                    14.15               6               3/1/2009                        3                     1     Group 1
191037324                           6                    14.75               6               3/1/2009                        3                     1     Group 1
191037345                           6                    13.95               6               3/1/2009                        3                     1     Group 1
191037364                           6                     13.9               6               3/1/2009                        3                     1     Group 1
191037365                           6                     13.4               6               3/1/2009                        3                     1     Group 1
191037397                        10.2                     16.2               6               3/1/2009                        3                     1     Group 1
191037402                           6                    14.65               6               3/1/2009                        3                     1     Group 1
191037413                           6                    13.81               6               3/1/2009                        3                     1     Group 1
191037435                         6.4                    13.65             6.4               3/1/2009                        3                     1     Group 1
191037440                           6                   13.015               6               4/1/2012                        3                     1     Group 1
191037446                         6.5                     12.5               6               3/1/2009                        3                     1     Group 1
191037453                           6                    13.25               6               3/1/2009                        3                     1     Group 1
191037465                           6                     12.5               6               3/1/2009                        3                     1     Group 1
191037479                           6                   12.925               6               4/1/2009                        3                     1     Group 1
191037485                           6                      9.1               6               3/1/2009                        3                     1     Group 1
191037489                           0                        0               0                                               0                     0     Group 1
191037496                           6                     13.3               6               3/1/2009                        3                     1     Group 1
191037520                           6                    14.35               6               3/1/2009                        3                     1     Group 1
191037543                        6.65                     12.9            6.65               3/1/2009                        3                     1     Group 1
191037544                         6.2                     14.5             6.2               3/1/2009                        3                     1     Group 1
191037588                         6.4                    15.55             6.4               3/1/2009                        3                     1     Group 1
191037601                           6                    13.99               6               3/1/2009                        3                     1     Group 1
191037612                         6.2                    14.65             6.2               3/1/2009                        3                     1     Group 1
191037645                         6.2                    15.25             6.2               4/1/2009                        3                     1     Group 1
191037665                         6.2                    15.45             6.2               4/1/2009                        3                     1     Group 1
191037673                         6.2                     13.5             6.2               4/1/2012                        3                     1     Group 1
191037681                           6                     15.3               6               3/1/2009                        3                     1     Group 1
191037721                           6                   16.395               6               3/1/2009                        3                     1     Group 1
191037728                           6                     14.2               6               4/1/2009                        3                     1     Group 1
191037731                           6                       16               6               3/1/2009                        3                     1     Group 1
191037744                           6                   15.125               6               3/1/2009                        3                     1     Group 1
191037761                           6                    15.15               6               4/1/2010                        3                     1     Group 1
191037771                           0                        0               0                                               0                     0     Group 1
191037779                           6                    14.45               6               4/1/2009                        3                     1     Group 1
191037868                           6                    12.99               6               4/1/2009                        3                     1     Group 1
191037953                           6                    14.85               6               3/1/2009                        3                     1     Group 1
191037962                           6                     12.3               6               4/1/2009                        3                     1     Group 1
191037983                           6                   13.625               6               4/1/2009                      1.5                   1.5     Group 1
191038004                           6                     13.2               6               4/1/2012                        3                     1     Group 1
191038087                           7                     15.3               7               4/1/2009                        3                     1     Group 1
191038316                           6                   14.175               6               4/1/2009                      1.5                   1.5     Group 1
191038357                           6                    14.85               6               4/1/2009                        3                     1     Group 1
191038453                           6                    15.05               6               4/1/2009                        3                     1     Group 1
191038461                           6                     13.4               6               5/1/2009                      1.5                   1.5     Group 1
191038660                           6                     15.5               6               4/1/2009                      1.5                   1.5     Group 1
191038909                           6                    13.65               6               5/1/2009                      1.5                   1.5     Group 1
211049199                         9.9                     15.9               5              10/1/2008                        3                     1     Group 1
211049371                           0                        0               0                                               0                     0     Group 1
211049714                           0                        0               0                                               0                     0     Group 1
211049734                         5.8                    14.05             5.8               1/1/2009                        3                     1     Group 1
211049967                         5.8                     15.4             5.8              12/1/2008                        3                     1     Group 1
211050418                           0                        0               0                                               0                     0     Group 1
211050577                        6.25                    17.35            6.25              12/1/2008                        3                     1     Group 1
211050695                         5.6                    13.25             5.6               2/1/2009                        3                     1     Group 1
211050726                        6.65                    16.85            6.65               3/1/2009                        3                     1     Group 1
211050751                        6.25                    14.35            6.25               1/1/2009                        3                     1     Group 1
211050813                           0                        0               0                                               0                     0     Group 1
211051006                         5.6                    17.55             5.6               3/1/2009                        3                     1     Group 1
211051139                         6.2                     16.5             6.2               4/1/2009                        3                     1     Group 1
211051165                           6                     13.5               6               1/1/2009                        3                     1     Group 1
211051174                           6                     14.2               6               1/1/2009                        3                     1     Group 1
211051210                        6.25                     16.8            6.25               1/1/2009                        3                     1     Group 1
211051211                           0                        0               0                                               0                     0     Group 1
211051327                        6.25                     15.1            6.25               1/1/2009                        3                     1     Group 1
211051586                           0                        0               0                                               0                     0     Group 1
211051604                           0                        0               0                                               0                     0     Group 1
211051610                           0                        0               0                                               0                     0     Group 1
211051753                         6.2                    15.05             6.2               2/1/2009                        3                     1     Group 1
211051902                           6                    12.62               6               2/1/2009                        3                     1     Group 1
211051936                           6                     13.2               6               1/1/2009                        3                     1     Group 1
211051991                         6.2                    15.85             6.2               4/1/2009                        3                     1     Group 1
211051997                           6                     15.1               6               3/1/2009                        3                     1     Group 1
211052036                           5                       12               5               1/1/2009                        3                     1     Group 1
211052040                           0                        0               0                                               0                     0     Group 1
211052134                           6                    14.42               6               2/1/2009                        3                     1     Group 1
211052223                           0                        0               0                                               0                     0     Group 1
211052280                           6                    14.77               6               1/1/2009                        3                     1     Group 1
211052285                           0                        0               0                                               0                     0     Group 1
211052416                         6.4                    16.55             6.4               3/1/2009                        3                     1     Group 1
211052423                           6                   14.425               6               2/1/2012                        3                     1     Group 1
211052529                         6.2                   13.725             6.2               2/1/2009                        3                     1     Group 1
211052531                           6                    10.22               6               2/1/2012                        3                     1     Group 1
211052538                         6.2                    13.45             6.2               2/1/2009                        3                     1     Group 1
211052550                           6                    12.55               6               2/1/2009                        3                     1     Group 1
211052552                           6                     14.9               6               2/1/2009                        3                     1     Group 1
211052554                           0                        0               0                                               0                     0     Group 1
211052569                           6                     12.9               6               2/1/2009                        3                     1     Group 1
211052572                        6.05                     15.7            6.05               3/1/2009                        3                     1     Group 1
211052618                           6                       15               6               3/1/2009                        3                     1     Group 1
211052623                         6.2                     14.9             6.2               2/1/2009                        3                     1     Group 1
211052657                         6.2                    16.27             6.2               2/1/2009                        3                     1     Group 1
211052748                           0                        0               0                                               0                     0     Group 1
211052756                        8.55                    14.55             6.2               2/1/2009                        3                     1     Group 1
211052765                           6                    12.95               6               2/1/2009                        3                     1     Group 1
211052782                         6.4                    13.75             6.4               3/1/2009                        3                     1     Group 1
211052808                           0                        0               0                                               0                     0     Group 1
211052857                           0                        0               0                                               0                     0     Group 1
211052881                           6                    14.72               6               3/1/2009                        3                     1     Group 1
211052897                           7                     13.3               7               3/1/2009                        3                     1     Group 1
211052933                           6                     17.1               6               3/1/2009                        3                     1     Group 1
211052934                         6.4                    15.45             6.4               2/1/2009                        3                     1     Group 1
211052942                           6                   13.925               6               2/1/2009                        3                     1     Group 1
211052962                           6                    15.85               6               2/1/2009                        3                     1     Group 1
211052980                           6                    14.15               6               2/1/2009                        3                     1     Group 1
211052989                           0                        0               0                                               0                     0     Group 1
211053006                         6.2                    14.99             6.2               2/1/2009                        3                     1     Group 1
211053046                         6.2                    15.25             6.2               2/1/2009                        3                     1     Group 1
211053049                           6                     13.8               6               3/1/2009                        3                     1     Group 1
211053055                           6                     13.7               6               2/1/2009                        3                     1     Group 1
211053058                        6.65                     15.8            6.65               2/1/2009                        3                     1     Group 1
211053063                         5.3                    14.55             5.3               3/1/2009                        3                     1     Group 1
211053074                           0                        0               0                                               0                     0     Group 1
211053088                           6                     14.8               6               2/1/2009                        3                     1     Group 1
211053117                           6                    12.75               6               3/1/2009                        3                     1     Group 1
211053124                         6.2                    14.97             6.2               2/1/2009                        3                     1     Group 1
211053136                         6.2                    15.35             6.2               2/1/2009                        3                     1     Group 1
211053153                           6                    16.45               6               2/1/2009                        3                     1     Group 1
211053156                        6.65                     14.8            6.65               2/1/2010                        3                     1     Group 1
211053163                           6                   16.375               6               4/1/2012                        3                     1     Group 1
211053170                           6                   14.675               6               3/1/2009                        3                     1     Group 1
211053171                           6                     16.3               6               3/1/2010                        3                     1     Group 1
211053175                           5                    11.87               5               2/1/2009                        3                     1     Group 1
211053186                           6                     13.3               6               2/1/2009                        3                     1     Group 1
211053189                           6                   17.475               6               2/1/2009                        3                     1     Group 1
211053243                           6                   16.225               6               2/1/2009                        3                     1     Group 1
211053257                         6.4                     13.2             6.4               2/1/2012                        3                     1     Group 1
211053262                           6                     14.9               6               3/1/2009                        3                     1     Group 1
211053265                           6                     15.1               6               2/1/2009                        3                     1     Group 1
211053268                           0                        0               0                                               0                     0     Group 1
211053270                         6.2                     14.5             6.2               2/1/2009                        3                     1     Group 1
211053279                           0                        0               0                                               0                     0     Group 1
211053304                           6                    12.72               6               2/1/2009                        3                     1     Group 1
211053324                           6                     14.2               6               3/1/2012                        3                     1     Group 1
211053343                           6                     13.6               6               2/1/2009                        3                     1     Group 1
211053356                           0                        0               0                                               0                     0     Group 1
211053363                           6                    14.75               6               2/1/2009                        3                     1     Group 1
211053394                           6                    14.25               6               4/1/2009                        3                     1     Group 1
211053410                           6                    15.25               6               3/1/2009                        3                     1     Group 1
211053415                           0                        0               0                                               0                     0     Group 1
211053416                           6                    12.35               6               3/1/2009                        3                     1     Group 1
211053423                           0                        0               0                                               0                     0     Group 1
211053426                           0                        0               0                                               0                     0     Group 1
211053438                           6                   16.475               6               2/1/2009                        3                     1     Group 1
211053488                           6                     14.8               6               3/1/2009                        3                     1     Group 1
211053491                           6                    14.27               6               4/1/2009                        3                     1     Group 1
211053521                           6                    12.45               6               3/1/2009                        3                     1     Group 1
211053534                        6.65                     14.4            6.65               2/1/2010                        3                     1     Group 1
211053541                           6                    15.55               6               3/1/2009                        3                     1     Group 1
211053550                           6                     14.8               6               3/1/2009                        3                     1     Group 1
211053557                           6                     14.5               6               2/1/2009                        3                     1     Group 1
211053571                        6.65                     14.6            6.65               3/1/2009                        3                     1     Group 1
211053574                         6.2                    15.35             6.2               3/1/2009                        3                     1     Group 1
211053584                         6.2                    13.35             6.2               3/1/2009                        3                     1     Group 1
211053593                         5.5                    17.15             5.5               2/1/2009                        3                     1     Group 1
211053595                           6                    15.35               6               4/1/2009                        3                     1     Group 1
211053606                         6.2                     16.4             6.2               3/1/2009                        3                     1     Group 1
211053609                           6                     14.2               6               3/1/2009                        3                     1     Group 1
211053654                           6                    14.07               6               2/1/2009                        3                     1     Group 1
211053658                           0                        0               0                                               0                     0     Group 1
211053668                           6                    16.87               6               3/1/2009                        3                     1     Group 1
211053696                           6                   15.725               6               2/1/2009                        3                     1     Group 1
211053707                         6.6                    18.05             6.6               3/1/2009                        3                     1     Group 1
211053712                         6.2                    12.95             6.2               3/1/2009                        3                     1     Group 1
211053723                         6.4                    15.45             6.4               4/1/2009                        3                     1     Group 1
211053731                           6                    12.99               6               3/1/2009                        3                     1     Group 1
211053737                           6                    14.55               6               3/1/2009                        3                     1     Group 1
211053744                           6                    17.25               6               3/1/2009                        3                     1     Group 1
211053747                           6                    14.57               6               3/1/2009                        3                     1     Group 1
211053749                           6                     13.7               6               2/1/2009                        3                     1     Group 1
211053754                           6                     15.7               6               3/1/2009                        3                     1     Group 1
211053758                           6                     14.4               6               4/1/2009                        3                     1     Group 1
211053806                           6                   14.275               6               3/1/2009                        3                     1     Group 1
211053813                           6                     14.9               6               3/1/2009                        3                     1     Group 1
211053816                        7.25                    15.55            7.25               2/1/2009                        3                     1     Group 1
211053818                           6                     13.2               6               3/1/2009                        3                     1     Group 1
211053825                           6                    14.99               6               3/1/2009                        3                     1     Group 1
211053845                           5                   15.475               5               3/1/2009                        3                     1     Group 1
211053850                           6                   13.775               6               3/1/2010                        3                     1     Group 1
211053888                           6                    14.85               6               3/1/2009                        3                     1     Group 1
211053893                           6                    14.87               6               3/1/2009                        3                     1     Group 1
211053911                           6                     15.7               6               3/1/2009                        3                     1     Group 1
211053915                         6.2                     14.8             6.2               3/1/2009                        3                     1     Group 1
211053923                           6                       15               6               3/1/2009                        3                     1     Group 1
211053933                           6                    15.45               6               3/1/2009                        3                     1     Group 1
211053946                           5                     11.9               5               3/1/2009                        3                     1     Group 1
211053965                           6                    13.72               6               3/1/2009                        3                     1     Group 1
211053968                        5.75                    16.67            5.75               3/1/2009                        3                     1     Group 1
211053981                           0                        0               0                                               0                     0     Group 1
211053994                           6                     13.1               6               3/1/2009                        3                     1     Group 1
211053997                        5.75                    16.77            5.75               3/1/2009                        3                     1     Group 1
211054002                        6.65                    15.55            6.65               3/1/2009                        3                     1     Group 1
211054009                           0                        0               0                                               0                     0     Group 1
211054010                           6                     12.5               6               3/1/2009                        3                     1     Group 1
211054011                         6.2                     14.3             6.2               3/1/2009                        3                     1     Group 1
211054021                           6                    15.05               6               5/1/2009                      1.5                   1.5     Group 1
211054024                           6                     13.8               6               3/1/2009                        3                     1     Group 1
211054031                         6.2                   15.125             6.2               3/1/2009                        3                     1     Group 1
211054053                           6                     14.4               6               3/1/2009                        3                     1     Group 1
211054087                           6                       13               6               3/1/2009                        3                     1     Group 1
211054090                           6                    15.35               6               3/1/2009                        3                     1     Group 1
211054097                           6                     16.2               6               3/1/2012                        3                     1     Group 1
211054098                           6                    15.45               6               3/1/2009                        3                     1     Group 1
211054106                           5                    15.89               5               3/1/2009                        3                     1     Group 1
211054115                        6.65                   15.425            6.65               3/1/2009                        3                     1     Group 1
211054131                           6                    12.94               6               3/1/2009                        3                     1     Group 1
211054198                           6                    12.57               6               3/1/2009                        3                     1     Group 1
211054221                           6                    14.25               6               3/1/2009                        3                     1     Group 1
211054234                           0                        0               0                                               0                     0     Group 1
211054240                           0                        0               0                                               0                     0     Group 1
211054244                           6                     14.8               6               4/1/2012                        3                     1     Group 1
211054260                         5.5                    11.65             5.5               3/1/2009                        3                     1     Group 1
211054329                           6                    13.75               6               3/1/2009                        3                     1     Group 1
211054374                           6                    14.67               6               3/1/2009                        3                     1     Group 1
211054401                        6.65                       14            6.65               3/1/2009                        3                     1     Group 1
211054417                           6                     15.9               6               4/1/2009                        3                     1     Group 1
211054436                           6                    16.45               6               3/1/2009                        3                     1     Group 1
211054458                           6                    14.02               6               3/1/2009                        3                     1     Group 1
211054462                           6                     16.7               6               3/1/2009                        3                     1     Group 1
211054545                         6.4                     14.8             6.4               3/1/2009                        3                     1     Group 1
211054551                           6                     16.1               6               3/1/2009                        3                     1     Group 1
211054552                           6                     15.4               6               4/1/2009                        3                     1     Group 1
211054576                           6                   15.825               6               4/1/2009                        3                     1     Group 1
211054599                           6                     14.5               6               3/1/2009                        3                     1     Group 1
211054619                         6.2                     14.9             6.2               3/1/2009                        3                     1     Group 1
211054645                        6.65                     15.3            6.65               3/1/2009                        3                     1     Group 1
211054647                           6                    13.95               6               3/1/2009                        3                     1     Group 1
211054656                           6                     17.1               6               3/1/2009                        3                     1     Group 1
211054657                           6                    13.95               6               3/1/2009                        3                     1     Group 1
211054674                           6                    14.85               6               3/1/2009                        3                     1     Group 1
211054700                           6                    15.32               6               4/1/2009                        3                     1     Group 1
211054706                         6.2                    12.27             6.2               3/1/2009                        3                     1     Group 1
211054711                           6                    15.32               6               4/1/2009                        3                     1     Group 1
211054746                         6.2                     12.4             6.2               3/1/2009                        3                     1     Group 1
211054750                           6                     13.5               6               4/1/2009                        3                     1     Group 1
211054754                           0                        0               0                                               0                     0     Group 1
211054762                           6                     15.2               6               3/1/2009                        3                     1     Group 1
211054770                           6                     14.2               6               4/1/2009                        3                     1     Group 1
211054787                           6                    15.95               6               3/1/2009                        3                     1     Group 1
211054789                           6                    15.57               6               3/1/2009                        3                     1     Group 1
211054805                           6                    14.65               6               4/1/2009                        3                     1     Group 1
211054825                           6                    13.15               6               4/1/2009                        3                     1     Group 1
211054884                         6.4                    13.35             6.4               3/1/2009                        3                     1     Group 1
211054891                           6                    14.95               6               4/1/2009                        3                     1     Group 1
211054912                           6                    12.12               6               4/1/2009                        3                     1     Group 1
211054915                           0                        0               0                                               0                     0     Group 1
211055033                           6                     14.7               6               4/1/2010                        3                     1     Group 1
211055037                           6                    14.75               6               4/1/2009                        3                     1     Group 1
211055060                           6                    16.15               6               4/1/2009                        3                     1     Group 1
211055067                           6                    15.55               6               4/1/2009                        3                     1     Group 1
211055106                           0                        0               0                                               0                     0     Group 1
211055114                        7.85                    13.85            4.85               1/1/2009                        3                     1     Group 1
211055118                           6                    15.45               6               3/1/2009                        3                     1     Group 1
211055164                           6                    18.48               6               4/1/2009                        3                     1     Group 1
211055218                         6.6                     12.6             3.6               1/1/2009                        3                     1     Group 1
211055232                         6.2                     15.4             6.2               3/1/2009                        3                     1     Group 1
211055294                           6                    15.55               6               3/1/2009                        3                     1     Group 1
211055297                           6                    15.25               6               4/1/2009                        3                     1     Group 1
211055306                           6                     13.7               6               4/1/2009                        3                     1     Group 1
211055363                        7.25                    15.65            7.25               4/1/2009                        3                     1     Group 1
211055420                         6.2                     13.7             6.2               4/1/2009                        3                     1     Group 1
211055492                           6                    16.45               6               4/1/2009                        3                     1     Group 1
211055605                           6                     15.5               6               4/1/2009                        3                     1     Group 1
211055660                           6                     12.7               6               4/1/2009                        3                     1     Group 1
211055661                        6.75                   16.775            6.75               4/1/2009                        3                     1     Group 1
211055693                           6                    17.35               6               4/1/2009                        3                     1     Group 1
211055825                           6                   15.675               6               4/1/2009                        3                     1     Group 1
211055851                           6                    12.25               6               4/1/2009                        3                     1     Group 1
211055855                           6                     15.3               6               4/1/2009                        3                     1     Group 1
211055857                           6                    16.25               6               4/1/2009                        3                     1     Group 1
211055900                           0                        0               0                                               0                     0     Group 1
211055959                           6                     16.9               6               4/1/2009                      1.5                   1.5     Group 1
211055976                           6                    13.47               6               4/1/2009                      1.5                   1.5     Group 1
211056187                           6                    15.12               6               4/1/2009                      1.5                   1.5     Group 1
211056278                           6                     17.4               6               4/1/2009                      1.5                   1.5     Group 1
211056416                           6                   15.125               6               4/1/2010                      1.5                   1.5     Group 1
211056575                           6                    15.95               6               5/1/2009                      1.5                   1.5     Group 1
231084886                       12.45                    18.45            5.85              10/1/2008                        3                     1     Group 1
231085926                         8.9                     14.9            5.85              11/1/2008                        3                     1     Group 1
231086057                           0                        0               0                                               0                     0     Group 1
231086899                         5.6                    16.37             5.6               1/1/2009                        3                     1     Group 1
231087046                         5.8                    15.75             5.8               1/1/2009                        3                     1     Group 1
231087165                         6.5                     16.2             6.5               1/1/2009                        3                     1     Group 1
231087295                         5.8                     14.3             5.8               3/1/2012                        3                     1     Group 1
231087305                         5.6                    14.35             5.6               1/1/2009                        3                     1     Group 1
231087414                           0                        0               0                                               0                     0     Group 1
231087481                         5.6                     16.4             5.6               1/1/2009                        3                     1     Group 1
231087498                           0                        0               0                                               0                     0     Group 1
231087565                         5.6                    14.55             5.6               1/1/2009                        3                     1     Group 1
231087570                        6.25                    15.65            6.25               1/1/2009                        3                     1     Group 1
231087641                           0                        0               0                                               0                     0     Group 1
231087694                         6.4                    15.75             6.4               1/1/2010                        3                     1     Group 1
231087706                         6.2                    15.77             6.2               2/1/2009                        3                     1     Group 1
231087713                        6.65                     16.8            6.65               1/1/2009                        3                     1     Group 1
231087762                           5                     12.2               5               2/1/2009                        3                     1     Group 1
231087773                           6                    13.62               6               1/1/2009                        3                     1     Group 1
231087788                           6                    13.45               6               3/1/2009                        3                     1     Group 1
231087792                           6                    12.95               6               3/1/2009                        3                     1     Group 1
231087835                         6.4                     15.6             6.4               1/1/2009                        3                     1     Group 1
231087837                         6.2                    14.22             6.2               2/1/2009                        3                     1     Group 1
231087883                           6                     15.2               6               3/1/2009                        3                     1     Group 1
231087928                           6                    13.95               6               2/1/2009                        3                     1     Group 1
231087939                         5.6                    16.92             5.6               4/1/2009                        3                     1     Group 1
231087947                         7.4                   15.375             7.4               3/1/2009                        3                     1     Group 1
231088566                         6.2                     15.7             6.2               1/1/2009                        3                     1     Group 1
231088575                         6.2                    15.09             6.2               1/1/2009                        3                     1     Group 1
231088580                           0                        0               0                                               0                     0     Group 1
231088589                         5.6                    14.95             5.6               1/1/2009                        3                     1     Group 1
231088614                         5.6                    14.25             5.6               1/1/2009                        3                     1     Group 1
231088673                         6.2                    14.15             6.2               1/1/2009                        3                     1     Group 1
231088683                           6                     16.9               6               1/1/2009                        3                     1     Group 1
231088712                         6.2                     16.9             6.2               1/1/2009                        3                     1     Group 1
231088771                           0                        0               0                                               0                     0     Group 1
231088809                       6.849                     17.2           6.849               1/1/2009                        3                     1     Group 1
231088822                         6.2                    16.75             6.2               1/1/2009                        3                     1     Group 1
231088912                           0                        0               0                                               0                     0     Group 1
231088959                           6                     14.3               6               2/1/2009                        3                     1     Group 1
231088976                         6.2                     13.9             6.2               1/1/2009                        3                     1     Group 1
231088980                         6.2                    14.52             6.2               1/1/2009                        3                     1     Group 1
231089030                           6                    13.35               6               2/1/2009                        3                     1     Group 1
231089045                         6.2                    13.55             6.2               1/1/2009                        3                     1     Group 1
231089060                           6                     13.3               6               2/1/2009                        3                     1     Group 1
231089064                           0                        0               0                                               0                     0     Group 1
231089075                        6.65                     14.4            6.65               2/1/2009                        3                     1     Group 1
231089091                        6.65                    16.65            6.65               1/1/2009                        3                     1     Group 1
231089092                           6                    12.75               6               1/1/2009                        3                     1     Group 1
231089118                           6                    13.65               6               2/1/2009                        3                     1     Group 1
231089199                           6                    13.49               6               1/1/2009                        3                     1     Group 1
231089206                           6                    14.75               6               2/1/2012                        3                     1     Group 1
231089247                           0                        0               0                                               0                     0     Group 1
231089264                           6                   12.875               6               2/1/2009                        3                     1     Group 1
231089307                         6.5                    14.95             6.5               3/1/2009                        3                     1     Group 1
231089353                           6                     13.7               6               3/1/2009                        3                     1     Group 1
231089412                           0                        0               0                                               0                     0     Group 1
231089428                           6                    16.83               6               2/1/2009                        3                     1     Group 1
231089469                           6                    13.99               6               2/1/2009                        3                     1     Group 1
231089470                           6                   15.315               6               2/1/2012                        3                     1     Group 1
231089504                           0                        0               0                                               0                     0     Group 1
231089509                         6.2                    14.35             6.2               2/1/2009                        3                     1     Group 1
231089537                           6                    16.95               6               2/1/2009                        3                     1     Group 1
231089541                           0                        0               0                                               0                     0     Group 1
231089543                         6.2                    14.55             6.2               2/1/2009                        3                     1     Group 1
231089554                        6.64                    13.54            6.64               3/1/2009                        3                     1     Group 1
231089558                           0                        0               0                                               0                     0     Group 1
231089574                           6                    13.45               6               2/1/2009                        3                     1     Group 1
231089578                           6                    14.25               6               3/1/2009                        3                     1     Group 1
231089593                         5.9                    11.91             5.9               2/1/2009                        3                     1     Group 1
231089597                        6.65                     15.7            6.65               2/1/2009                        3                     1     Group 1
231089619                         6.2                     15.1             6.2               3/1/2009                        3                     1     Group 1
231089630                        6.25                    13.35            6.25               3/1/2009                        3                     1     Group 1
231089631                           6                     12.1               6               2/1/2010                        3                     1     Group 1
231089652                           6                    14.85               6               2/1/2009                        3                     1     Group 1
231089673                           6                    13.77               6               2/1/2009                        3                     1     Group 1
231089692                           6                   12.775               6               2/1/2012                        3                     1     Group 1
231089697                           6                    15.35               6               2/1/2010                        3                     1     Group 1
231089720                         5.6                    12.89             5.6               2/1/2009                        3                     1     Group 1
231089743                         6.2                    14.55             6.2               2/1/2009                        3                     1     Group 1
231089763                           6                   15.075               6               2/1/2009                        3                     1     Group 1
231089769                           6                     13.4               6               2/1/2009                        3                     1     Group 1
231089776                           6                    12.55               6               2/1/2009                        3                     1     Group 1
231089784                           6                    14.25               6               2/1/2009                        3                     1     Group 1
231089788                           6                     13.9               6               2/1/2009                        3                     1     Group 1
231089793                         6.2                    15.25             6.2               2/1/2009                        3                     1     Group 1
231089804                           6                     13.9               6               2/1/2012                        3                     1     Group 1
231089866                           6                    18.05               6               3/1/2009                        3                     1     Group 1
231089892                        7.25                    13.65            7.25               3/1/2009                        3                     1     Group 1
231089898                           6                    14.35               6               3/1/2009                        3                     1     Group 1
231089914                           6                    12.79               6               3/1/2009                        3                     1     Group 1
231089931                           6                     14.2               6               4/1/2009                        3                     1     Group 1
231089955                           0                        0               0                                               0                     0     Group 1
231089973                        8.05                    14.05               6               2/1/2009                        3                     1     Group 1
231089992                           6                    14.75               6               2/1/2009                        3                     1     Group 1
231090011                           6                    13.85               6               2/1/2009                        3                     1     Group 1
231090013                           6                    13.75               6               2/1/2009                        3                     1     Group 1
231090016                           6                    15.22               6               2/1/2009                        3                     1     Group 1
231090022                           6                    16.08               6               3/1/2009                        3                     1     Group 1
231090047                           6                     13.1               6               3/1/2009                        3                     1     Group 1
231090061                         6.2                     15.6             6.2               2/1/2009                        3                     1     Group 1
231090088                           6                     15.7               6               2/1/2009                        3                     1     Group 1
231090090                         5.9                    11.97             5.9               2/1/2009                        3                     1     Group 1
231090170                           6                    14.75               6               2/1/2009                        3                     1     Group 1
231090179                           0                        0               0                                               0                     0     Group 1
231090204                           6                    14.95               6               2/1/2009                        3                     1     Group 1
231090216                        5.86                    11.87            5.86               3/1/2009                        3                     1     Group 1
231090219                         6.4                     15.6             6.4               2/1/2009                        3                     1     Group 1
231090223                           6                    13.95               6               3/1/2009                        3                     1     Group 1
231090252                        6.65                     15.7            6.65               2/1/2009                        3                     1     Group 1
231090253                           6                     13.2               6               3/1/2012                        3                     1     Group 1
231090259                         6.4                     14.8             6.4               3/1/2009                        3                     1     Group 1
231090269                           0                        0               0                                               0                     0     Group 1
231090288                           0                        0               0                                               0                     0     Group 1
231090304                           0                        0               0                                               0                     0     Group 1
231090308                         6.2                     13.6             6.2               2/1/2009                        3                     1     Group 1
231090311                           6                    15.55               6               3/1/2009                        3                     1     Group 1
231090322                         6.4                    14.85             6.4               2/1/2009                        3                     1     Group 1
231090339                           0                        0               0                                               0                     0     Group 1
231090347                           6                     12.8               6               2/1/2010                        3                     1     Group 1
231090349                           6                     17.2               6               3/1/2009                        3                     1     Group 1
231090355                           0                        0               0                                               0                     0     Group 1
231090356                           6                   16.375               6               2/1/2009                        3                     1     Group 1
231090357                        6.65                    17.45            6.65               3/1/2009                        3                     1     Group 1
231090359                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 1
231090364                           6                       15               6               3/1/2009                        3                     1     Group 1
231090367                           6                    12.99               6               2/1/2009                        3                     1     Group 1
231090381                           6                   15.925               6               3/1/2009                        3                     1     Group 1
231090392                           6                     14.1               6               2/1/2009                        3                     1     Group 1
231090396                           6                    13.99               6               2/1/2009                        3                     1     Group 1
231090397                           6                    14.25               6               3/1/2009                        3                     1     Group 1
231090418                        6.65                    14.75            6.65               3/1/2009                        3                     1     Group 1
231090420                        6.65                     15.8            6.65               2/1/2009                        3                     1     Group 1
231090444                        6.65                    14.95            6.65               3/1/2009                        3                     1     Group 1
231090461                         6.2                    15.85             6.2               2/1/2009                        3                     1     Group 1
231090470                           0                        0               0                                               0                     0     Group 1
231090487                           0                        0               0                                               0                     0     Group 1
231090488                           0                        0               0                                               0                     0     Group 1
231090499                           6                    15.05               6               2/1/2009                        3                     1     Group 1
231090502                           0                        0               0                                               0                     0     Group 1
231090503                           6                   13.725               6               3/1/2012                        3                     1     Group 1
231090508                         6.4                     15.5             6.4               3/1/2009                        3                     1     Group 1
231090511                           0                        0               0                                               0                     0     Group 1
231090521                         6.5                    16.12             6.5               3/1/2009                        3                     1     Group 1
231090527                           6                    13.95               6               3/1/2009                        3                     1     Group 1
231090536                           6                     15.1               6               3/1/2009                        3                     1     Group 1
231090542                           6                   14.875               6               3/1/2009                        3                     1     Group 1
231090562                           0                        0               0                                               0                     0     Group 1
231090564                           6                     14.5               6               3/1/2009                        3                     1     Group 1
231090567                         6.2                     13.8             6.2               3/1/2009                        3                     1     Group 1
231090576                           6                     12.6               6               2/1/2009                        3                     1     Group 1
231090582                           6                    15.45               6               3/1/2009                        3                     1     Group 1
231090641                           6                    12.55               6               3/1/2009                        3                     1     Group 1
231090648                           6                    14.65               6               3/1/2009                        3                     1     Group 1
231090666                           6                     14.9               6               3/1/2009                        3                     1     Group 1
231090678                         6.4                    16.52             6.4               3/1/2009                        3                     1     Group 1
231090683                         6.4                    14.85             6.4               3/1/2009                        3                     1     Group 1
231090691                           0                        0               0                                               0                     0     Group 1
231090702                        9.99                    15.99               6               4/1/2010                      1.5                   1.5     Group 1
231090714                           6                    14.85               6               3/1/2009                        3                     1     Group 1
231090721                           6                    13.25               6               3/1/2010                        3                     1     Group 1
231090722                           6                    14.55               6               4/1/2009                        3                     1     Group 1
231090724                           6                     13.2               6               4/1/2009                        3                     1     Group 1
231090732                           6                     13.7               6               4/1/2009                        3                     1     Group 1
231090739                           0                        0               0                                               0                     0     Group 1
231090756                           6                    14.75               6               3/1/2009                        3                     1     Group 1
231090759                           0                        0               0                                               0                     0     Group 1
231090763                           6                    14.85               6               4/1/2009                        3                     1     Group 1
231090764                           6                    14.05               6               3/1/2009                        3                     1     Group 1
231090778                           6                   16.275               6               3/1/2012                        3                     1     Group 1
231090783                           0                        0               0                                               0                     0     Group 1
231090784                           6                     16.5               6               4/1/2009                        3                     1     Group 1
231090787                         6.4                     15.3             6.4               3/1/2009                        3                     1     Group 1
231090789                           6                     12.1               6               3/1/2009                        3                     1     Group 1
231090816                           6                    13.65               6               4/1/2009                        3                     1     Group 1
231090833                           6                    14.99               6               3/1/2009                        3                     1     Group 1
231090857                           6                    14.25               6               3/1/2009                        3                     1     Group 1
231090861                           0                        0               0                                               0                     0     Group 1
231090862                           6                     17.8               6               4/1/2009                        3                     1     Group 1
231090868                           6                     15.5               6               4/1/2009                        3                     1     Group 1
231090877                           0                        0               0                                               0                     0     Group 1
231090884                         6.2                     14.9             6.2               3/1/2009                        3                     1     Group 1
231090894                           6                    14.55               6               3/1/2009                        3                     1     Group 1
231090904                           6                    12.25               6               3/1/2009                        3                     1     Group 1
231090908                           6                    15.95               6               4/1/2009                        3                     1     Group 1
231090933                         6.2                    14.29             6.2               3/1/2009                        3                     1     Group 1
231090948                           6                    15.55               6               3/1/2009                        3                     1     Group 1
231090970                           7                    17.85               7               3/1/2009                        3                     1     Group 1
231090986                           6                    15.65               6               3/1/2009                        3                     1     Group 1
231091002                           6                     14.9               6               3/1/2009                        3                     1     Group 1
231091102                           0                        0               0                                               0                     0     Group 1
231091108                           0                        0               0                                               0                     0     Group 1
231091115                           0                        0               0                                               0                     0     Group 1
231091126                           6                    15.75               6               3/1/2009                        3                     1     Group 1
231091146                         6.2                   14.575             6.2               3/1/2010                        3                     1     Group 1
231091185                           6                    14.75               6               3/1/2009                        3                     1     Group 1
231091189                        6.65                   14.925            6.65               3/1/2009                        3                     1     Group 1
231091192                           6                    14.79               6               4/1/2009                        3                     1     Group 1
231091222                        6.65                    14.22            6.65               3/1/2009                        3                     1     Group 1
231091225                           6                    14.25               6               3/1/2009                        3                     1     Group 1
231091228                        6.65                    15.15            6.65               3/1/2009                        3                     1     Group 1
231091229                           6                    12.97               6               3/1/2009                        3                     1     Group 1
231091235                           6                    15.54               6               3/1/2009                        3                     1     Group 1
231091237                           7                    15.92               7               4/1/2009                        3                     1     Group 1
231091247                           6                     14.4               6               4/1/2009                        3                     1     Group 1
231091259                           6                     13.4               6               3/1/2009                        3                     1     Group 1
231091273                         6.4                    15.75             6.4               3/1/2009                        3                     1     Group 1
231091297                           6                     12.9               6               3/1/2009                        3                     1     Group 1
231091298                           6                    13.99               6               3/1/2009                        3                     1     Group 1
231091304                           6                    16.95               6               3/1/2009                        3                     1     Group 1
231091306                           6                    13.25               6               3/1/2009                        3                     1     Group 1
231091323                           6                     16.5               6               4/1/2009                        3                     1     Group 1
231091337                           6                    13.34               6               3/1/2009                        3                     1     Group 1
231091344                           6                    16.15               6               3/1/2009                        3                     1     Group 1
231091350                           6                       14               6               4/1/2009                        3                     1     Group 1
231091355                        5.99                       12            5.99               3/1/2009                        3                     1     Group 1
231091367                           6                     16.3               6               4/1/2009                        3                     1     Group 1
231091371                           6                    13.62               6               4/1/2009                        3                     1     Group 1
231091382                           6                     15.9               6               4/1/2009                        3                     1     Group 1
231091388                           6                     13.6               6               3/1/2009                        3                     1     Group 1
231091407                           6                     15.6               6               3/1/2009                        3                     1     Group 1
231091415                           0                        0               0                                               0                     0     Group 1
231091424                           6                       17               6               3/1/2009                        3                     1     Group 1
231091431                           6                     14.3               6               4/1/2010                        3                     1     Group 1
231091436                           6                     12.9               6               4/1/2009                        3                     1     Group 1
231091445                        6.65                     14.3            6.65               3/1/2009                        3                     1     Group 1
231091446                           0                        0               0                                               0                     0     Group 1
231091460                           6                    14.52               6               4/1/2009                        3                     1     Group 1
231091471                         6.2                     15.5             6.2               4/1/2009                        3                     1     Group 1
231091478                           0                        0               0                                               0                     0     Group 1
231091485                           0                        0               0                                               0                     0     Group 1
231091508                           0                        0               0                                               0                     0     Group 1
231091510                           6                    16.05               6               4/1/2009                        3                     1     Group 1
231091514                        5.62                   11.625            5.62               3/1/2012                        3                     1     Group 1
231091525                           6                    12.75               6               3/1/2009                        3                     1     Group 1
231091526                           6                     13.2               6               3/1/2009                        3                     1     Group 1
231091542                           6                    16.45               6               4/1/2009                        3                     1     Group 1
231091544                           6                     15.8               6               3/1/2009                        3                     1     Group 1
231091572                           6                     14.6               6               4/1/2009                        3                     1     Group 1
231091585                           6                    15.75               6               4/1/2009                        3                     1     Group 1
231091598                           6                    13.32               6               3/1/2009                        3                     1     Group 1
231091607                           6                    13.67               6               3/1/2009                        3                     1     Group 1
231091611                           6                     12.7               6               3/1/2012                        3                     1     Group 1
231091617                        6.65                    13.35            6.65               3/1/2009                        3                     1     Group 1
231091620                           6                    14.27               6               3/1/2009                        3                     1     Group 1
231091623                           0                        0               0                                               0                     0     Group 1
231091633                           6                    16.65               6               3/1/2012                        3                     1     Group 1
231091638                           6                    12.75               6               3/1/2009                        3                     1     Group 1
231091657                           6                     13.8               6               3/1/2009                        3                     1     Group 1
231091671                           6                     13.6               6               3/1/2009                        3                     1     Group 1
231091673                           6                    15.22               6               4/1/2009                        3                     1     Group 1
231091679                           6                     15.8               6               3/1/2009                        3                     1     Group 1
231091681                           6                    16.55               6               4/1/2009                        3                     1     Group 1
231091699                           6                   16.625               6               3/1/2009                        3                     1     Group 1
231091700                           6                    15.99               6               3/1/2009                        3                     1     Group 1
231091716                           6                     13.8               6               4/1/2009                        3                     1     Group 1
231091719                         6.2                     13.6             6.2               4/1/2009                        3                     1     Group 1
231091723                           6                     10.5               6               4/1/2009                        3                     1     Group 1
231091724                           6                     13.5               6               3/1/2009                        3                     1     Group 1
231091730                           0                        0               0                                               0                     0     Group 1
231091741                        6.65                     15.1            6.65               3/1/2009                        3                     1     Group 1
231091743                           6                    13.99               6               4/1/2009                        3                     1     Group 1
231091748                           6                    14.82               6               3/1/2009                        3                     1     Group 1
231091756                           6                    15.33               6               4/1/2009                        3                     1     Group 1
231091768                           6                    14.85               6               4/1/2009                        3                     1     Group 1
231091778                           6                     14.6               6               4/1/2009                        3                     1     Group 1
231091781                           6                     13.2               6               4/1/2009                        3                     1     Group 1
231091785                        6.65                     18.2            6.65               3/1/2009                        3                     1     Group 1
231091794                         6.2                    12.99             6.2               3/1/2009                        3                     1     Group 1
231091804                           6                     14.9               6               3/1/2009                        3                     1     Group 1
231091815                           0                        0               0                                               0                     0     Group 1
231091817                        7.25                    13.99            7.25               4/1/2009                        3                     1     Group 1
231091822                           6                    15.25               6               3/1/2009                        3                     1     Group 1
231091837                           6                    13.99               6               3/1/2012                        3                     1     Group 1
231091841                           0                        0               0                                               0                     0     Group 1
231091878                           0                        0               0                                               0                     0     Group 1
231091905                           6                     15.5               6               3/1/2009                        3                     1     Group 1
231091915                           6                     14.9               6               4/1/2012                        3                     1     Group 1
231091924                           6                    16.95               6               4/1/2009                        3                     1     Group 1
231091938                           6                    12.99               6               4/1/2009                        3                     1     Group 1
231091975                           0                        0               0                                               0                     0     Group 1
231091985                           6                    18.15               6               3/1/2009                        3                     1     Group 1
231092058                           6                   15.725               6               4/1/2009                        3                     1     Group 1
231092063                           6                     14.6               6               4/1/2009                        3                     1     Group 1
231092097                        6.05                     16.5            6.05               2/1/2009                        3                     1     Group 1
231092115                           6                    16.03               6               4/1/2009                        3                     1     Group 1
231092165                           6                    12.15               6               3/1/2012                        3                     1     Group 1
231092184                           6                     14.4               6               4/1/2009                        3                     1     Group 1
231092198                           6                     16.1               6               4/1/2009                        3                     1     Group 1
231092218                           6                    17.05               6               4/1/2010                        3                     1     Group 1
231092224                           6                    14.45               6               4/1/2009                        3                     1     Group 1
231092243                           6                    15.45               6               4/1/2009                        3                     1     Group 1
231092259                           6                    15.05               6               4/1/2009                        3                     1     Group 1
231092271                           6                    16.25               6               4/1/2010                        3                     1     Group 1
231092347                           0                        0               0                                               0                     0     Group 1
231092373                           6                     14.1               6               4/1/2009                        3                     1     Group 1
231092408                           0                        0               0                                               0                     0     Group 1
231092410                           6                   14.495               6               4/1/2010                        3                     1     Group 1
231092414                           6                    14.95               6               4/1/2009                        3                     1     Group 1
231092465                           6                    16.35               6               4/1/2009                        3                     1     Group 1
231092529                           6                    13.85               6               4/1/2009                        3                     1     Group 1
231092579                           6                    14.05               6               4/1/2009                        3                     1     Group 1
231092635                           6                    18.05               6               4/1/2009                        3                     1     Group 1
231092650                           6                     15.5               6               4/1/2009                        3                     1     Group 1
231092705                           0                        0               0                                               0                     0     Group 1
231092744                        6.05                    13.85            6.05               2/1/2009                        3                     1     Group 1
231092775                           6                    15.45               6               4/1/2009                        3                     1     Group 1
231093134                           6                    16.35               6               4/1/2009                      1.5                   1.5     Group 1
231093304                           6                    15.42               6               4/1/2009                      1.5                   1.5     Group 1
231093897                        6.65                     15.8            6.65               5/1/2009                      1.5                   1.5     Group 1
271029535                      12.225                   18.225             6.5               9/1/2008                        3                     1     Group 1
271029696                        11.9                     17.9            6.25               9/1/2008                        3                     1     Group 1
291007265                       11.85                    17.85            5.85               9/1/2009                        3                     1     Group 1
321037288                           0                        0               0                                               0                     0     Group 1
321037520                           0                        0               0                                               0                     0     Group 1
321038053                           0                        0               0                                               0                     0     Group 1
321038854                         5.6                    14.35             5.6               1/1/2009                        3                     1     Group 1
321038905                           6                    15.99               6               2/1/2009                        3                     1     Group 1
321039073                           0                        0               0                                               0                     0     Group 1
321039081                           0                        0               0                                               0                     0     Group 1
321039295                         6.2                     14.2             6.2               1/1/2009                        3                     1     Group 1
321039356                           0                        0               0                                               0                     0     Group 1
321039392                           6                    13.99               6               1/1/2009                        3                     1     Group 1
321039512                           0                        0               0                                               0                     0     Group 1
321039582                           6                     13.7               6               2/1/2009                        3                     1     Group 1
321039588                           0                        0               0                                               0                     0     Group 1
321039607                           6                    14.55               6               1/1/2009                        3                     1     Group 1
321039670                           0                        0               0                                               0                     0     Group 1
321039702                         6.4                   14.375             6.4               2/1/2009                        3                     1     Group 1
321039748                           0                        0               0                                               0                     0     Group 1
321039767                           6                     13.2               6               1/1/2009                        3                     1     Group 1
321039858                           0                        0               0                                               0                     0     Group 1
321039925                           6                     13.5               6               2/1/2009                        3                     1     Group 1
321039971                           6                     15.2               6               2/1/2009                        3                     1     Group 1
321039974                           6                     13.5               6               2/1/2012                        3                     1     Group 1
321040026                           6                    14.12               6               2/1/2009                        3                     1     Group 1
321040045                           0                        0               0                                               0                     0     Group 1
321040072                           0                        0               0                                               0                     0     Group 1
321040073                           6                    16.74               6               2/1/2009                        3                     1     Group 1
321040104                           6                     13.9               6               2/1/2009                        3                     1     Group 1
321040114                         6.2                     14.4             6.2               2/1/2009                        3                     1     Group 1
321040116                         6.4                     15.3             6.4               2/1/2009                        3                     1     Group 1
321040158                           6                     14.8               6               2/1/2009                        3                     1     Group 1
321040175                           6                     15.5               6               2/1/2009                        3                     1     Group 1
321040212                         6.2                     14.5             6.2               2/1/2009                        3                     1     Group 1
321040245                         6.2                     14.2             6.2               2/1/2009                        3                     1     Group 1
321040265                           6                     13.1               6               2/1/2009                        3                     1     Group 1
321040288                           6                    14.85               6               3/1/2009                        3                     1     Group 1
321040296                           6                    14.25               6               3/1/2009                        3                     1     Group 1
321040297                           6                    14.35               6               2/1/2009                        3                     1     Group 1
321040359                           6                    16.05               6               2/1/2009                        3                     1     Group 1
321040384                           6                   13.425               6               3/1/2010                        3                     1     Group 1
321040442                           6                     12.9               6               2/1/2009                        3                     1     Group 1
321040477                           6                    14.74               6               2/1/2009                        3                     1     Group 1
321040494                           0                        0               0                                               0                     0     Group 1
321040512                           6                    15.26               6               2/1/2009                        3                     1     Group 1
321040523                           6                     14.2               6               2/1/2009                        3                     1     Group 1
321040534                           6                    15.25               6               2/1/2009                        3                     1     Group 1
321040538                         6.4                     14.7             6.4               2/1/2012                        3                     1     Group 1
321040546                           6                    13.05               6               2/1/2009                        3                     1     Group 1
321040568                         6.2                    13.15             6.2               2/1/2009                        3                     1     Group 1
321040585                           6                     14.1               6               2/1/2009                        3                     1     Group 1
321040611                           6                    16.25               6               3/1/2009                        3                     1     Group 1
321040616                           6                     14.5               6               2/1/2009                        3                     1     Group 1
321040622                           6                    14.85               6               2/1/2009                        3                     1     Group 1
321040626                           6                     13.6               6               3/1/2009                        3                     1     Group 1
321040653                         6.2                     15.5             6.2               3/1/2009                        3                     1     Group 1
321040764                           6                     12.4               6               2/1/2009                        3                     1     Group 1
321040785                           6                    12.75               6               3/1/2012                        3                     1     Group 1
321040806                           0                        0               0                                               0                     0     Group 1
321040850                           6                    17.25               6               3/1/2009                        3                     1     Group 1
321040860                         6.2                    14.85             6.2               3/1/2009                        3                     1     Group 1
331047292                       11.45                    17.45             6.1               8/1/2008                        3                     1     Group 1
331050405                        6.25                    13.85            6.25              12/1/2008                        3                     1     Group 1
331050651                           0                        0               0                                               0                     0     Group 1
331050729                           0                        0               0                                               0                     0     Group 1
331050862                         5.8                    13.15             5.8               1/1/2009                        3                     1     Group 1
331050901                           0                        0               0                                               0                     0     Group 1
331050923                         5.8                    14.15             5.8               1/1/2009                        3                     1     Group 1
331050939                           0                        0               0                                               0                     0     Group 1
331050949                           6                     13.4               6               1/1/2009                        3                     1     Group 1
331051076                           6                     14.7               6               1/1/2009                        3                     1     Group 1
331051078                         5.6                     16.2             5.6               2/1/2009                        3                     1     Group 1
331051198                         6.2                     13.8             6.2               1/1/2009                        3                     1     Group 1
331051203                           6                     14.2               6               1/1/2009                        3                     1     Group 1
331051207                           6                     13.9               6               3/1/2009                        3                     1     Group 1
331051242                           0                        0               0                                               0                     0     Group 1
331051303                           0                        0               0                                               0                     0     Group 1
331051434                         6.2                     15.4             6.2               1/1/2010                        3                     1     Group 1
331051448                           6                     13.1               6               2/1/2009                        3                     1     Group 1
331051465                           6                     14.2               6               1/1/2009                        3                     1     Group 1
331051513                           6                    15.35               6               1/1/2009                        3                     1     Group 1
331051552                           0                        0               0                                               0                     0     Group 1
331051580                           0                        0               0                                               0                     0     Group 1
331051654                         5.6                    14.85             5.6               3/1/2009                        3                     1     Group 1
331051667                           0                        0               0                                               0                     0     Group 1
331051709                           6                    13.37               6               1/1/2009                        3                     1     Group 1
331051731                           6                       15               6               2/1/2009                        3                     1     Group 1
331051786                           6                   14.375               6               2/1/2009                        3                     1     Group 1
331052045                           6                     15.1               6               1/1/2009                        3                     1     Group 1
331052102                         6.4                    14.95             6.4               2/1/2009                        3                     1     Group 1
331052198                           6                    14.85               6               2/1/2009                        3                     1     Group 1
331052263                           6                     15.5               6               1/1/2010                        3                     1     Group 1
331052334                         5.8                    13.99             5.8               1/1/2009                        3                     1     Group 1
331052349                         6.2                   12.875             6.2               2/1/2009                        3                     1     Group 1
331052360                           0                        0               0                                               0                     0     Group 1
331052363                           6                   12.875               6               1/1/2009                        3                     1     Group 1
331052421                         6.2                    13.95             6.2               2/1/2009                        3                     1     Group 1
331052440                           6                    17.75               6               3/1/2009                        3                     1     Group 1
331052456                           6                    13.65               6               2/1/2009                        3                     1     Group 1
331052471                           6                     13.7               6               2/1/2012                        3                     1     Group 1
331052475                           0                        0               0                                               0                     0     Group 1
331052492                           6                    15.55               6               2/1/2009                        3                     1     Group 1
331052512                        6.65                    15.95            6.65               2/1/2009                        3                     1     Group 1
331052537                           6                     12.7               6               2/1/2009                        3                     1     Group 1
331052556                           6                     12.9               6               2/1/2009                        3                     1     Group 1
331052567                         6.2                    14.99             6.2               2/1/2009                        3                     1     Group 1
331052621                           0                        0               0                                               0                     0     Group 1
331052654                           6                    13.99               6               2/1/2009                        3                     1     Group 1
331052666                           6                    13.65               6               2/1/2009                        3                     1     Group 1
331052684                           0                        0               0                                               0                     0     Group 1
331052707                           6                       13               6               3/1/2010                        3                     1     Group 1
331052708                           6                    12.25               6               2/1/2009                        3                     1     Group 1
331052761                         6.2                    14.22             6.2               2/1/2009                        3                     1     Group 1
331052762                         6.2                     14.8             6.2               3/1/2009                        3                     1     Group 1
331052776                           6                     15.3               6               2/1/2009                        3                     1     Group 1
331052833                         6.2                   13.925             6.2               2/1/2012                        3                     1     Group 1
331052852                           6                     14.5               6               3/1/2009                        3                     1     Group 1
331052878                        6.65                    14.85            6.65               3/1/2009                        3                     1     Group 1
331052884                           6                    13.25               6               2/1/2010                        3                     1     Group 1
331052920                           6                     14.4               6               3/1/2012                        3                     1     Group 1
331052939                           6                    14.55               6               2/1/2009                        3                     1     Group 1
331052945                         6.2                     13.6             6.2               2/1/2009                        3                     1     Group 1
331052949                           0                        0               0                                               0                     0     Group 1
331052996                         6.4                    15.99             6.4               2/1/2009                        3                     1     Group 1
331053003                           6                    14.15               6               2/1/2009                        3                     1     Group 1
331053034                           6                    13.05               6               2/1/2009                        3                     1     Group 1
331053064                        6.65                     14.7            6.65               3/1/2009                        3                     1     Group 1
331053104                         6.4                     13.5             6.4               2/1/2009                        3                     1     Group 1
331053105                           6                       13               6               3/1/2009                        3                     1     Group 1
331053108                           6                    12.99               6               2/1/2009                        3                     1     Group 1
331053137                           6                     12.3               6               2/1/2009                        3                     1     Group 1
331053145                         6.2                     14.7             6.2               2/1/2009                        3                     1     Group 1
331053164                           6                   13.925               6               2/1/2009                        3                     1     Group 1
331053233                           6                    12.75               6               3/1/2010                        3                     1     Group 1
331053238                        5.75                     11.9            5.75               2/1/2009                        3                     1     Group 1
331053254                           6                     13.8               6               3/1/2009                        3                     1     Group 1
331053263                           0                        0               0                                               0                     0     Group 1
331053278                        7.85                    13.85            4.85               1/1/2009                        3                     1     Group 1
331053321                           6                     14.5               6               3/1/2009                        3                     1     Group 1
331053336                           6                    16.99               6               2/1/2009                        3                     1     Group 1
331053351                           6                    13.35               6               3/1/2009                        3                     1     Group 1
331053364                           6                       14               6               2/1/2009                        3                     1     Group 1
331053379                           6                    13.55               6               3/1/2009                        3                     1     Group 1
331053395                           6                    12.75               6               2/1/2009                        3                     1     Group 1
331053444                           0                        0               0                                               0                     0     Group 1
331053481                           0                        0               0                                               0                     0     Group 1
331053484                        6.65                     14.4            6.65               2/1/2009                        3                     1     Group 1
331053489                           6                    13.75               6               2/1/2009                        3                     1     Group 1
331053502                           6                    15.15               6               2/1/2010                        3                     1     Group 1
331053520                           0                        0               0                                               0                     0     Group 1
331053535                           6                    16.45               6               3/1/2009                        3                     1     Group 1
331053553                           6                    13.99               6               3/1/2009                        3                     1     Group 1
331053589                        6.65                    16.15            6.65               3/1/2009                        3                     1     Group 1
331053591                           6                   13.725               6               3/1/2012                        3                     1     Group 1
331053617                         6.2                     15.6             6.2               3/1/2012                        3                     1     Group 1
331053661                         6.5                    13.99             6.5               4/1/2009                        3                     1     Group 1
331053663                           6                    14.35               6               2/1/2010                        3                     1     Group 1
331053686                         6.2                    11.75             6.2               4/1/2010                        3                     1     Group 1
331053693                           6                   15.525               6               3/1/2009                        3                     1     Group 1
331053784                         6.4                    15.99             6.4               3/1/2009                        3                     1     Group 1
331053788                         6.4                    13.25             6.4               3/1/2009                        3                     1     Group 1
331053790                        6.65                     15.5            6.65               3/1/2009                        3                     1     Group 1
331053807                           6                    13.65               6               3/1/2009                        3                     1     Group 1
331053847                           6                     13.6               6               4/1/2010                        3                     1     Group 1
331053869                         6.4                       17             6.4               3/1/2009                        3                     1     Group 1
331053883                           0                        0               0                                               0                     0     Group 1
331053888                         6.2                    14.45             6.2               3/1/2009                        3                     1     Group 1
331053926                         7.4                    15.85             7.4               3/1/2009                        3                     1     Group 1
331053934                        6.65                   15.125            6.65               3/1/2009                        3                     1     Group 1
331053943                         6.4                     13.8             6.4               3/1/2009                        3                     1     Group 1
331053944                           6                       13               6               4/1/2009                        3                     1     Group 1
331053949                           6                     13.7               6               3/1/2012                        3                     1     Group 1
331053978                         6.4                    14.35             6.4               3/1/2009                        3                     1     Group 1
331053992                           6                    14.45               6               3/1/2010                        3                     1     Group 1
331054008                           6                    14.65               6               3/1/2009                        3                     1     Group 1
331054035                           6                    12.95               6               3/1/2012                        3                     1     Group 1
331054052                         6.2                       13             6.2               3/1/2009                        3                     1     Group 1
331054057                         6.2                    15.75             6.2               3/1/2009                        3                     1     Group 1
331054118                         6.2                   17.675             6.2               4/1/2009                        3                     1     Group 1
331054137                        5.59                     11.6            5.59               3/1/2009                        3                     1     Group 1
331054152                        5.74                    11.75            5.74               3/1/2009                        3                     1     Group 1
331054160                        8.65                    14.65            6.65               3/1/2009                        3                     1     Group 1
331054162                        7.25                    14.99            7.25               3/1/2009                        3                     1     Group 1
331054221                         6.2                     18.2             6.2               3/1/2009                        3                     1     Group 1
331054227                           6                    12.99               6               3/1/2010                        3                     1     Group 1
331054236                           0                        0               0                                               0                     0     Group 1
331054237                         6.2                    15.99             6.2               3/1/2009                        3                     1     Group 1
331054239                         6.4                    14.15             6.4               3/1/2009                        3                     1     Group 1
331054243                           6                    14.55               6               3/1/2009                        3                     1     Group 1
331054256                           6                     14.7               6               3/1/2009                        3                     1     Group 1
331054267                        6.65                    16.45            6.65               3/1/2009                        3                     1     Group 1
331054287                           6                       14               6               3/1/2009                        3                     1     Group 1
331054296                           0                        0               0                                               0                     0     Group 1
331054320                           6                    13.92               6               3/1/2009                        3                     1     Group 1
331054325                           6                    12.99               6               3/1/2009                        3                     1     Group 1
331054337                         6.2                     15.7             6.2               3/1/2009                        3                     1     Group 1
331054422                        6.65                     13.7            6.65               3/1/2009                        3                     1     Group 1
331054423                           6                     13.4               6               3/1/2009                        3                     1     Group 1
331054428                           6                    15.85               6               3/1/2009                        3                     1     Group 1
331054438                           6                     14.9               6               4/1/2009                        3                     1     Group 1
331054441                           0                        0               0                                               0                     0     Group 1
331054445                        5.65                    12.35            5.65               3/1/2009                        3                     1     Group 1
331054447                           0                        0               0                                               0                     0     Group 1
331054463                           0                        0               0                                               0                     0     Group 1
331054465                           6                    12.15               6               3/1/2012                        3                     1     Group 1
331054479                           6                     13.3               6               3/1/2012                        3                     1     Group 1
331054485                         6.2                    15.85             6.2               3/1/2009                        3                     1     Group 1
331054488                           6                   13.475               6               4/1/2012                        3                     1     Group 1
331054524                         6.2                    15.99             6.2               3/1/2009                        3                     1     Group 1
331054532                         6.2                    16.12             6.2               3/1/2009                        3                     1     Group 1
331054536                           6                    14.77               6               3/1/2009                        3                     1     Group 1
331054548                        6.65                    14.81            6.65               3/1/2009                        3                     1     Group 1
331054591                           0                        0               0                                               0                     0     Group 1
331054649                           6                    12.99               6               3/1/2009                        3                     1     Group 1
331054694                        6.65                       17            6.65               3/1/2010                        3                     1     Group 1
331054753                           0                        0               0                                               0                     0     Group 1
331054759                           0                        0               0                                               0                     0     Group 1
331054766                        6.65                       15            6.65               3/1/2009                        3                     1     Group 1
331054787                           6                    12.35               6               3/1/2012                        3                     1     Group 1
331054833                         6.4                     14.5             6.4               3/1/2009                        3                     1     Group 1
331054854                         5.1                    12.99             5.1               3/1/2009                        3                     1     Group 1
331054856                         6.2                     12.5             6.2               3/1/2012                        3                     1     Group 1
331054857                           6                   13.475               6               4/1/2010                        3                     1     Group 1
331054893                           6                     12.8               6               4/1/2009                        3                     1     Group 1
331054912                           6                     12.5               6               3/1/2010                        3                     1     Group 1
331054936                           0                        0               0                                               0                     0     Group 1
331054938                           0                        0               0                                               0                     0     Group 1
331054952                           0                        0               0                                               0                     0     Group 1
331054988                         6.4                    15.95             6.4               3/1/2009                        3                     1     Group 1
331055058                           0                        0               0                                               0                     0     Group 1
331055073                        6.65                     16.8            6.65               3/1/2009                        3                     1     Group 1
331055097                           0                        0               0                                               0                     0     Group 1
331055131                         6.4                    13.67             6.4               4/1/2009                        3                     1     Group 1
331055182                           6                    14.75               6               4/1/2009                        3                     1     Group 1
331055208                           6                     13.6               6               4/1/2010                        3                     1     Group 1
331055218                           6                    12.65               6               4/1/2009                        3                     1     Group 1
331055243                        5.84                    11.99            5.84               4/1/2012                        3                     1     Group 1
331055266                           0                        0               0                                               0                     0     Group 1
331055275                           0                        0               0                                               0                     0     Group 1
331055327                           6                     18.3               6               4/1/2009                        3                     1     Group 1
331055441                           6                    16.42               6               4/1/2009                        3                     1     Group 1
331055457                         6.4                    16.65             6.4               4/1/2009                        3                     1     Group 1
331055458                           6                     14.7               6               4/1/2009                        3                     1     Group 1
331055515                           6                     16.6               6               4/1/2009                        3                     1     Group 1
331055521                        8.35                    14.35               6               4/1/2009                        3                     1     Group 1
331055574                           6                     14.8               6               4/1/2009                        3                     1     Group 1
331055581                           6                       15               6               4/1/2010                        3                     1     Group 1
331055595                           6                     13.5               6               4/1/2009                        3                     1     Group 1
331055722                           6                    12.85               6               4/1/2009                        3                     1     Group 1
331055784                           0                        0               0                                               0                     0     Group 1
331056284                           6                       13               6               4/1/2009                      1.5                   1.5     Group 1
331056315                           6                     14.9               6               4/1/2009                        3                     1     Group 1
341035602                       12.55                    18.55            7.25              10/1/2008                        3                     1     Group 1
341035624                       8.575                   14.575            5.85               9/1/2008                        3                     1     Group 1
341035717                       10.35                    16.35            5.85              10/1/2008                        3                     1     Group 1
341036232                        12.5                     18.5            5.85              10/1/2008                        3                     1     Group 1
341036792                        12.2                     18.2               6              11/1/2011                        3                     1     Group 1
341036983                           0                        0               0                                               0                     0     Group 1
341037342                           7                    14.99               7               1/1/2012                        3                     1     Group 1
341037855                           6                    16.62               6              12/1/2008                        3                     1     Group 1
341038101                         5.6                    17.65             5.6              12/1/2008                        3                     1     Group 1
341038434                         6.2                     15.8             6.2               3/1/2009                        3                     1     Group 1
341038549                           6                    16.65               6               1/1/2009                        3                     1     Group 1
341038574                           6                   14.125               6               2/1/2009                        3                     1     Group 1
341038765                           6                    14.42               6               1/1/2009                        3                     1     Group 1
341038822                           6                     15.4               6               2/1/2009                        3                     1     Group 1
341038841                        6.25                   14.625            6.25               1/1/2010                        3                     1     Group 1
341038940                           0                        0               0                                               0                     0     Group 1
341038958                           6                    14.15               6               1/1/2009                        3                     1     Group 1
341039000                           6                     14.2               6               1/1/2009                        3                     1     Group 1
341039012                           6                     15.6               6               1/1/2009                        3                     1     Group 1
341039061                           6                     17.5               6               1/1/2009                        3                     1     Group 1
341039067                           0                        0               0                                               0                     0     Group 1
341039107                           0                        0               0                                               0                     0     Group 1
341039135                           0                        0               0                                               0                     0     Group 1
341039166                           6                    14.85               6               2/1/2009                        3                     1     Group 1
341039314                        6.65                   15.725            6.65               2/1/2009                        3                     1     Group 1
341039513                           6                     14.6               6               2/1/2009                        3                     1     Group 1
341039563                           0                        0               0                                               0                     0     Group 1
341039578                         6.2                    16.24             6.2               2/1/2009                        3                     1     Group 1
341039697                        5.85                    15.45            5.85               3/1/2009                        3                     1     Group 1
341039705                        5.85                     15.4            5.85               2/1/2010                        3                     1     Group 1
341040012                           0                        0               0                                               0                     0     Group 1
341040052                           6                   13.675               6               2/1/2010                        3                     1     Group 1
341040083                           0                        0               0                                               0                     0     Group 1
341040125                           6                    14.75               6               2/1/2009                        3                     1     Group 1
341040284                           6                   14.855               6               2/1/2009                        3                     1     Group 1
341040286                         6.2                   14.375             6.2               2/1/2009                        3                     1     Group 1
341040293                           0                        0               0                                               0                     0     Group 1
341040309                         6.2                    15.29             6.2               2/1/2009                        3                     1     Group 1
341040367                           6                    13.65               6               2/1/2009                        3                     1     Group 1
341040387                           6                   15.675               6               2/1/2009                        3                     1     Group 1
341040417                           6                     15.7               6               3/1/2009                        3                     1     Group 1
341040427                           6                     15.2               6               4/1/2009                        3                     1     Group 1
341040478                         6.2                   17.375             6.2               2/1/2009                        3                     1     Group 1
341040480                           6                     13.9               6               2/1/2009                        3                     1     Group 1
341040486                           6                     15.8               6               3/1/2009                        3                     1     Group 1
341040513                           6                   15.875               6               3/1/2009                        3                     1     Group 1
341040514                         7.1                    17.35             7.1               4/1/2009                        3                     1     Group 1
341040551                           6                    14.25               6               3/1/2009                        3                     1     Group 1
341040553                           0                        0               0                                               0                     0     Group 1
341040556                           0                        0               0                                               0                     0     Group 1
341040563                           0                        0               0                                               0                     0     Group 1
341040598                         6.4                   14.525             6.4               3/1/2009                        3                     1     Group 1
341040675                           6                     14.7               6               2/1/2009                        3                     1     Group 1
341040678                           6                     14.6               6               2/1/2009                        3                     1     Group 1
341040703                           6                    14.15               6               3/1/2009                        3                     1     Group 1
341040707                         6.2                     13.9             6.2               2/1/2009                        3                     1     Group 1
341040769                         6.4                   14.325             6.4               3/1/2009                        3                     1     Group 1
341040779                           0                        0               0                                               0                     0     Group 1
341040781                         6.2                    14.55             6.2               2/1/2009                        3                     1     Group 1
341040845                           6                   14.875               6               3/1/2009                        3                     1     Group 1
341040854                         6.2                    15.65             6.2               2/1/2009                        3                     1     Group 1
341040857                           6                   17.225               6               2/1/2009                        3                     1     Group 1
341040881                         6.6                   18.025             6.6               3/1/2009                        3                     1     Group 1
341040883                         6.4                   14.425             6.4               3/1/2009                        3                     1     Group 1
341040892                        6.65                   16.175            6.65               2/1/2009                        3                     1     Group 1
341040911                           6                   14.275               6               3/1/2009                        3                     1     Group 1
341040940                           6                     15.6               6               2/1/2009                        3                     1     Group 1
341040974                         6.4                    15.85             6.4               2/1/2009                        3                     1     Group 1
341041012                           6                    17.83               6               3/1/2009                        3                     1     Group 1
341041048                           0                        0               0                                               0                     0     Group 1
341041063                           6                     14.4               6               3/1/2009                        3                     1     Group 1
341041085                         6.2                   15.325             6.2               2/1/2010                        3                     1     Group 1
341041086                           6                    15.99               6               3/1/2012                        3                     1     Group 1
341041099                        6.65                     16.9            6.65               3/1/2009                        3                     1     Group 1
341041117                           6                     14.6               6               3/1/2009                        3                     1     Group 1
341041119                           6                   16.025               6               2/1/2009                        3                     1     Group 1
341041125                           6                    16.03               6               3/1/2009                        3                     1     Group 1
341041150                           6                   15.755               6               3/1/2009                        3                     1     Group 1
341041155                           6                   14.525               6               3/1/2009                        3                     1     Group 1
341041196                           6                    17.35               6               4/1/2009                        3                     1     Group 1
341041216                        6.65                   16.425            6.65               3/1/2009                        3                     1     Group 1
341041218                           6                     16.8               6               3/1/2009                        3                     1     Group 1
341041224                        6.65                   14.475            6.65               2/1/2009                        3                     1     Group 1
341041226                         6.2                   14.275             6.2               3/1/2009                        3                     1     Group 1
341041278                           6                     14.6               6               3/1/2009                        3                     1     Group 1
341041283                           6                     17.8               6               3/1/2009                        3                     1     Group 1
341041286                           6                     14.8               6               3/1/2009                        3                     1     Group 1
341041297                           0                        0               0                                               0                     0     Group 1
341041311                           6                   15.275               6               3/1/2009                        3                     1     Group 1
341041329                           6                   15.675               6               3/1/2012                        3                     1     Group 1
341041333                           6                   14.975               6               3/1/2009                        3                     1     Group 1
341041335                           6                     16.3               6               3/1/2009                        3                     1     Group 1
341041339                         6.2                   14.975             6.2               3/1/2009                        3                     1     Group 1
341041344                           6                   17.975               6               3/1/2009                        3                     1     Group 1
341041384                           6                    12.85               6               3/1/2009                        3                     1     Group 1
341041396                           0                        0               0                                               0                     0     Group 1
341041401                         6.4                     15.8             6.4               3/1/2009                        3                     1     Group 1
341041447                        6.65                     17.1            6.65               3/1/2010                        3                     1     Group 1
341041460                           0                        0               0                                               0                     0     Group 1
341041492                           6                    12.99               6               3/1/2009                        3                     1     Group 1
341041509                           0                        0               0                                               0                     0     Group 1
341041569                           6                     15.4               6               3/1/2009                        3                     1     Group 1
341041616                        5.85                   15.975            5.85               3/1/2010                        3                     1     Group 1
341041620                        5.85                    15.65            5.85               3/1/2009                        3                     1     Group 1
341041628                           0                        0               0                                               0                     0     Group 1
341041695                           6                     12.8               6               3/1/2012                        3                     1     Group 1
341041734                           6                       16               6               3/1/2009                        3                     1     Group 1
341041735                           6                    14.65               6               3/1/2009                        3                     1     Group 1
341041736                           6                   12.625               6               3/1/2009                        3                     1     Group 1
341041744                           6                    17.23               6               3/1/2009                        3                     1     Group 1
341041797                           6                    15.35               6               3/1/2009                        3                     1     Group 1
341041807                           0                        0               0                                               0                     0     Group 1
341041815                           0                        0               0                                               0                     0     Group 1
341041838                           6                    13.25               6               3/1/2010                        3                     1     Group 1
341041844                        6.65                    16.78            6.65               3/1/2009                        3                     1     Group 1
341041851                           6                     14.2               6               3/1/2010                        3                     1     Group 1
341041905                         6.2                    17.44             6.2               3/1/2009                        3                     1     Group 1
341041912                           6                    15.95               6               4/1/2009                        3                     1     Group 1
341041961                           6                     17.5               6               3/1/2009                        3                     1     Group 1
341041965                           6                    14.95               6               4/1/2010                      1.5                   1.5     Group 1
341041981                         6.4                    15.05             6.4               3/1/2009                        3                     1     Group 1
341042040                           6                    17.85               6               3/1/2009                        3                     1     Group 1
341042056                           6                   14.675               6               3/1/2009                        3                     1     Group 1
341042057                           6                     15.4               6               3/1/2009                        3                     1     Group 1
341042090                           0                        0               0                                               0                     0     Group 1
341042093                           6                     16.7               6               3/1/2009                        3                     1     Group 1
341042141                           6                   14.275               6               4/1/2012                        3                     1     Group 1
341042172                           6                   15.475               6               3/1/2009                        3                     1     Group 1
341042226                           6                     13.5               6               4/1/2009                        3                     1     Group 1
341042313                           6                     13.9               6               3/1/2009                        3                     1     Group 1
341042339                         6.2                       17             6.2               3/1/2009                        3                     1     Group 1
341042405                           0                        0               0                                               0                     0     Group 1
341042410                           6                     18.2               6               3/1/2009                        3                     1     Group 1
341042487                           6                   17.125               6               4/1/2009                        3                     1     Group 1
341042519                           0                        0               0                                               0                     0     Group 1
341042540                           0                        0               0                                               0                     0     Group 1
341042556                           6                   14.416               6               3/1/2009                        3                     1     Group 1
341042565                           0                        0               0                                               0                     0     Group 1
341042571                           6                    15.55               6               4/1/2009                        3                     1     Group 1
341042576                           6                   14.075               6               4/1/2009                      1.5                   1.5     Group 1
341042587                           6                   14.875               6               4/1/2009                        3                     1     Group 1
341042592                           6                    16.65               6               4/1/2009                        3                     1     Group 1
341042605                           7                    17.65               7               4/1/2009                        3                     1     Group 1
341042654                           0                        0               0                                               0                     0     Group 1
341042689                           6                   14.275               6               4/1/2012                        3                     1     Group 1
341042697                           6                   14.025               6               3/1/2009                        3                     1     Group 1
341042737                           0                        0               0                                               0                     0     Group 1
341042743                         6.2                   17.425             6.2               4/1/2009                        3                     1     Group 1
341042758                           6                    13.24               6               4/1/2012                        3                     1     Group 1
341042806                           6                     17.3               6               4/1/2009                      1.5                   1.5     Group 1
341042840                           6                    15.45               6               4/1/2009                        3                     1     Group 1
341042981                           6                    17.15               6               4/1/2009                        3                     1     Group 1
341043014                           6                   15.725               6               4/1/2009                        3                     1     Group 1
341043037                         7.4                    15.55             7.4               3/1/2009                        3                     1     Group 1
341043133                           6                     15.9               6               4/1/2009                        3                     1     Group 1
341043281                           6                     16.1               6               4/1/2009                        3                     1     Group 1
341043325                           6                     18.1               6               4/1/2009                        3                     1     Group 1
341043388                           6                    16.05               6               4/1/2009                      1.5                   1.5     Group 1
341043415                           6                    14.95               6               4/1/2009                      1.5                   1.5     Group 1
341044032                           6                     15.9               6               5/1/2009                      1.5                   1.5     Group 1
341044124                           0                        0               0                                               0                     0     Group 1
341044263                        6.65                   17.425            6.65               5/1/2009                      1.5                   1.5     Group 1
351038412                           0                        0               0                                               0                     0     Group 1
351038444                           0                        0               0                                               0                     0     Group 1
351039017                           0                        0               0                                               0                     0     Group 1
351039509                           0                        0               0                                               0                     0     Group 1
351039554                           0                        0               0                                               0                     0     Group 1
351039629                           0                        0               0                                               0                     0     Group 1
351039698                           0                        0               0                                               0                     0     Group 1
351039899                           0                        0               0                                               0                     0     Group 1
351040200                           0                        0               0                                               0                     0     Group 1
351040466                           0                        0               0                                               0                     0     Group 1
351040735                           0                        0               0                                               0                     0     Group 1
351040799                           0                        0               0                                               0                     0     Group 1
351041157                           0                        0               0                                               0                     0     Group 1
351041596                           0                        0               0                                               0                     0     Group 1
351041826                           0                        0               0                                               0                     0     Group 1
351041899                           0                        0               0                                               0                     0     Group 1
351043156                           0                        0               0                                               0                     0     Group 1
351043342                         6.2                    16.85             6.2               2/1/2009                        3                     1     Group 1
351043434                         6.2                   16.075             6.2               2/1/2009                        3                     1     Group 1
351043436                           6                    14.85               6               2/1/2009                        3                     1     Group 1
351043458                           6                    15.99               6               2/1/2009                        3                     1     Group 1
351043471                           0                        0               0                                               0                     0     Group 1
351043487                           6                    14.35               6               3/1/2009                        3                     1     Group 1
351043499                           0                        0               0                                               0                     0     Group 1
351043551                           6                   16.175               6               4/1/2010                        3                     1     Group 1
351043635                           0                        0               0                                               0                     0     Group 1
351043713                           6                     15.9               6               3/1/2009                        3                     1     Group 1
351043716                           6                     15.9               6               3/1/2009                        3                     1     Group 1
351043793                           6                   17.725               6               2/1/2009                        3                     1     Group 1
351043808                           6                   15.825               6               2/1/2009                        3                     1     Group 1
351043889                           0                        0               0                                               0                     0     Group 1
351043957                           6                   16.075               6               3/1/2009                        3                     1     Group 1
351043973                           0                        0               0                                               0                     0     Group 1
351044013                         6.2                     16.8             6.2               3/1/2009                        3                     1     Group 1
351044134                           6                     15.7               6               3/1/2009                        3                     1     Group 1
351044135                           6                   14.725               6               3/1/2009                        3                     1     Group 1
351044227                           6                   15.625               6               4/1/2009                        3                     1     Group 1
351044260                           6                   16.275               6               4/1/2009                        3                     1     Group 1
351044297                           0                        0               0                                               0                     0     Group 1
351044339                           6                     15.8               6               3/1/2009                        3                     1     Group 1
351044366                         4.4                    17.95             4.4               4/1/2009                        3                     1     Group 1
351044398                           6                     15.8               6               3/1/2009                        3                     1     Group 1
351044452                           6                   16.075               6               3/1/2009                        3                     1     Group 1
351044475                           6                       14               6               3/1/2009                        3                     1     Group 1
351044502                           0                        0               0                                               0                     0     Group 1
351044507                           0                        0               0                                               0                     0     Group 1
351044509                           0                        0               0                                               0                     0     Group 1
351044542                           6                    17.45               6               4/1/2009                        3                     1     Group 1
351044553                           6                   15.675               6               3/1/2009                        3                     1     Group 1
351044638                           6                   16.625               6               3/1/2010                        3                     1     Group 1
351044703                         6.2                     17.9             6.2               4/1/2009                        3                     1     Group 1
351044718                           0                        0               0                                               0                     0     Group 1
351044759                           6                   14.825               6               4/1/2009                        3                     1     Group 1
351044800                           6                   14.625               6               4/1/2009                        3                     1     Group 1
351044891                           6                   12.925               6               4/1/2009                        3                     1     Group 1
351045046                           0                        0               0                                               0                     0     Group 1
351045203                           6                     16.7               6               4/1/2009                        3                     1     Group 1
351045333                           6                   12.275               6               5/1/2009                      1.5                   1.5     Group 1
351045613                           6                     17.2               6               4/1/2009                      1.5                   1.5     Group 1
371038950                        11.4                     17.4            6.05              10/1/2008                        3                     1     Group 1
371039046                           0                        0               0                                               0                     0     Group 1
371039219                           0                        0               0                                               0                     0     Group 1
371039667                           0                        0               0                                               0                     0     Group 1
371040079                         5.6                    14.22             5.6               1/1/2009                        3                     1     Group 1
371040316                           0                        0               0                                               0                     0     Group 1
371040928                         5.6                   15.125             5.6               1/1/2009                        3                     1     Group 1
371041230                         6.3                    17.05             6.3               1/1/2009                        3                     1     Group 1
371041231                           0                        0               0                                               0                     0     Group 1
371041406                           6                     14.9               6               4/1/2009                        3                     1     Group 1
371041638                         5.6                    14.85             5.6               1/1/2009                        3                     1     Group 1
371041691                         5.6                    14.75             5.6               1/1/2010                        3                     1     Group 1
371041787                         5.6                     15.4             5.6               1/1/2009                        3                     1     Group 1
371042250                           0                        0               0                                               0                     0     Group 1
371042397                         6.4                    16.05             6.4               1/1/2009                        3                     1     Group 1
371042488                         5.8                       16             5.8               1/1/2009                        3                     1     Group 1
371042524                         5.6                     14.8             5.6               1/1/2009                        3                     1     Group 1
371042526                         5.8                     16.4             5.8               1/1/2009                        3                     1     Group 1
371042580                           6                     16.5               6               1/1/2009                        3                     1     Group 1
371042645                           0                        0               0                                               0                     0     Group 1
371042739                           0                        0               0                                               0                     0     Group 1
371042801                           0                        0               0                                               0                     0     Group 1
371042874                           0                        0               0                                               0                     0     Group 1
371042884                           6                     15.3               6               1/1/2009                        3                     1     Group 1
371042936                           6                    14.95               6               3/1/2009                        3                     1     Group 1
371043017                           6                    13.57               6               2/1/2009                        3                     1     Group 1
371043101                           0                        0               0                                               0                     0     Group 1
371043104                        6.65                    16.75            6.65               2/1/2009                        3                     1     Group 1
371043215                           6                     14.1               6               1/1/2009                        3                     1     Group 1
371043226                         6.4                   15.075             6.4               1/1/2009                        3                     1     Group 1
371043332                           0                        0               0                                               0                     0     Group 1
371043436                           0                        0               0                                               0                     0     Group 1
371043438                           0                        0               0                                               0                     0     Group 1
371043455                         6.2                     15.3             6.2               1/1/2009                        3                     1     Group 1
371043483                           6                     15.3               6               1/1/2009                        3                     1     Group 1
371043494                        6.65                       15            6.65               2/1/2009                        3                     1     Group 1
371043548                       5.388                   17.975           5.388               4/1/2010                        3                     1     Group 1
371043579                           6                     15.5               6               2/1/2009                        3                     1     Group 1
371043582                           6                    14.55               6               2/1/2009                        3                     1     Group 1
371043589                         5.8                    15.55             5.8               2/1/2009                        3                     1     Group 1
371043700                         6.4                   13.525             6.4               2/1/2012                        3                     1     Group 1
371043714                           6                   14.925               6               2/1/2009                        3                     1     Group 1
371043716                         6.6                    14.57             6.6               2/1/2009                        3                     1     Group 1
371043722                         6.2                    14.85             6.2               2/1/2009                        3                     1     Group 1
371043792                           6                    14.87               6               2/1/2009                        3                     1     Group 1
371043842                         6.2                     14.4             6.2               2/1/2009                        3                     1     Group 1
371043883                           6                     15.5               6               2/1/2009                        3                     1     Group 1
371043897                           6                    16.35               6               2/1/2009                        3                     1     Group 1
371043920                         6.2                    13.65             6.2               2/1/2009                        3                     1     Group 1
371043947                           6                    14.55               6               2/1/2009                        3                     1     Group 1
371044001                           7                    16.75               7               3/1/2010                        3                     1     Group 1
371044011                         6.2                     15.5             6.2               3/1/2009                        3                     1     Group 1
371044012                           6                    14.25               6               3/1/2009                        3                     1     Group 1
371044046                         6.2                    14.27             6.2               3/1/2009                        3                     1     Group 1
371044059                         6.2                    12.32             6.2               2/1/2009                        3                     1     Group 1
371044089                         6.2                       15             6.2               2/1/2009                        3                     1     Group 1
371044105                           0                        0               0                                               0                     0     Group 1
371044170                       11.25                    17.25               6               3/1/2009                        3                     1     Group 1
371044190                           0                        0               0                                               0                     0     Group 1
371044305                           6                    14.95               6               2/1/2009                        3                     1     Group 1
371044330                           6                   15.775               6               3/1/2009                        3                     1     Group 1
371044362                         6.2                    14.85             6.2               2/1/2009                        3                     1     Group 1
371044364                         6.2                   13.675             6.2               2/1/2009                        3                     1     Group 1
371044388                           6                    12.99               6               3/1/2012                        3                     1     Group 1
371044390                           0                        0               0                                               0                     0     Group 1
371044392                           6                    12.55               6               2/1/2009                        3                     1     Group 1
371044395                           6                    14.35               6               3/1/2009                        3                     1     Group 1
371044419                           6                     14.9               6               2/1/2009                        3                     1     Group 1
371044420                           6                     15.1               6               2/1/2009                        3                     1     Group 1
371044445                           6                    13.92               6               2/1/2009                        3                     1     Group 1
371044538                           6                    13.55               6               3/1/2009                        3                     1     Group 1
371044545                           6                     17.2               6               3/1/2009                        3                     1     Group 1
371044566                           6                     14.8               6               2/1/2009                        3                     1     Group 1
371044575                           6                     13.8               6               2/1/2009                        3                     1     Group 1
371044595                         6.2                    17.75             6.2               2/1/2010                        3                     1     Group 1
371044601                        9.75                    15.75             6.2               3/1/2009                        3                     1     Group 1
371044616                           6                     13.9               6               2/1/2009                        3                     1     Group 1
371044635                         6.2                     14.7             6.2               2/1/2009                        3                     1     Group 1
371044636                           6                   14.525               6               2/1/2009                        3                     1     Group 1
371044643                           6                   18.325               6               2/1/2009                        3                     1     Group 1
371044648                        6.65                    16.69            6.65               3/1/2009                        3                     1     Group 1
371044658                         6.2                     15.6             6.2               2/1/2009                        3                     1     Group 1
371044672                           6                     12.9               6               3/1/2009                        3                     1     Group 1
371044702                         6.2                     15.2             6.2               3/1/2010                        3                     1     Group 1
371044708                           6                    15.45               6               3/1/2009                        3                     1     Group 1
371044716                           6                    13.35               6               2/1/2010                        3                     1     Group 1
371044732                           6                     18.3               6               3/1/2009                        3                     1     Group 1
371044764                         6.7                    15.74             6.7               2/1/2009                        3                     1     Group 1
371044801                         6.2                    15.15             6.2               2/1/2009                        3                     1     Group 1
371044875                         6.6                    17.15             6.6               3/1/2009                        3                     1     Group 1
371044876                           0                        0               0                                               0                     0     Group 1
371044898                         6.4                    13.25             6.4               2/1/2012                        3                     1     Group 1
371044910                           6                     14.7               6               3/1/2009                        3                     1     Group 1
371044926                           7                     15.9               7               3/1/2009                        3                     1     Group 1
371044928                           6                     15.9               6               3/1/2009                        3                     1     Group 1
371044942                           6                     12.9               6               2/1/2009                        3                     1     Group 1
371044947                           0                        0               0                                               0                     0     Group 1
371044973                         6.2                   14.725             6.2               2/1/2009                        3                     1     Group 1
371044974                         7.4                     17.4             7.4               4/1/2009                        3                     1     Group 1
371044994                           0                        0               0                                               0                     0     Group 1
371045028                           6                     16.2               6               2/1/2009                        3                     1     Group 1
371045084                         6.4                    15.95             6.4               2/1/2009                        3                     1     Group 1
371045124                         7.8                     13.8             4.8               1/1/2009                        3                     1     Group 1
371045132                         6.2                     15.9             6.2               4/1/2009                        3                     1     Group 1
371045135                           6                    14.65               6               2/1/2009                        3                     1     Group 1
371045165                           6                     14.1               6               3/1/2009                        3                     1     Group 1
371045181                        6.65                     11.4            6.65               3/1/2009                        3                     1     Group 1
371045185                         5.6                    16.05             5.6               3/1/2009                        3                     1     Group 1
371045201                           6                    16.95               6               3/1/2009                        3                     1     Group 1
371045278                           0                        0               0                                               0                     0     Group 1
371045284                           6                    17.65               6               3/1/2009                        3                     1     Group 1
371045304                           0                        0               0                                               0                     0     Group 1
371045311                         6.4                     15.1             6.4               3/1/2009                        3                     1     Group 1
371045353                         6.2                    14.85             6.2               3/1/2009                        3                     1     Group 1
371045374                           6                   15.825               6               3/1/2010                        3                     1     Group 1
371045378                         6.4                    14.55             6.4               3/1/2009                        3                     1     Group 1
371045383                           0                        0               0                                               0                     0     Group 1
371045405                           6                    12.65               6               3/1/2009                        3                     1     Group 1
371045457                           6                    13.52               6               3/1/2009                        3                     1     Group 1
371045472                        6.65                     16.6            6.65               3/1/2009                        3                     1     Group 1
371045473                           6                     17.1               6               3/1/2009                        3                     1     Group 1
371045474                           6                    14.35               6               3/1/2009                        3                     1     Group 1
371045495                           0                        0               0                                               0                     0     Group 1
371045509                           0                        0               0                                               0                     0     Group 1
371045532                         6.2                    15.25             6.2               3/1/2009                        3                     1     Group 1
371045564                           6                     14.1               6               3/1/2009                        3                     1     Group 1
371045574                           6                    14.15               6               4/1/2009                        3                     1     Group 1
371045584                           6                     17.6               6               3/1/2009                        3                     1     Group 1
371045627                         6.1                   16.525             6.1               3/1/2009                        3                     1     Group 1
371045649                           0                        0               0                                               0                     0     Group 1
371045682                           6                    13.65               6               3/1/2009                        3                     1     Group 1
371045685                           6                       14               6               3/1/2009                        3                     1     Group 1
371045709                           6                    16.05               6               3/1/2009                        3                     1     Group 1
371045750                           6                    15.82               6               3/1/2009                        3                     1     Group 1
371045754                           6                    18.55               6               3/1/2009                        3                     1     Group 1
371045755                         6.2                     17.5             6.2               3/1/2009                        3                     1     Group 1
371045756                         6.4                     14.9             6.4               3/1/2009                        3                     1     Group 1
371045760                        7.25                    15.85            7.25               3/1/2009                        3                     1     Group 1
371045770                           6                    18.25               6               3/1/2009                        3                     1     Group 1
371045829                           6                    13.15               6               4/1/2009                        3                     1     Group 1
371045832                           6                    14.75               6               3/1/2009                        3                     1     Group 1
371045836                         6.2                    13.02             6.2               3/1/2009                        3                     1     Group 1
371045844                           6                     14.9               6               3/1/2009                        3                     1     Group 1
371045859                           0                        0               0                                               0                     0     Group 1
371045913                           6                    13.65               6               3/1/2009                        3                     1     Group 1
371045938                        4.75                     11.6            4.75               3/1/2009                        3                     1     Group 1
371045942                           6                   18.425               6               3/1/2009                        3                     1     Group 1
371045950                           6                     15.8               6               3/1/2009                        3                     1     Group 1
371045952                       10.29                    16.29               6               3/1/2009                        3                     1     Group 1
371045954                           6                     13.1               6               3/1/2009                        3                     1     Group 1
371045969                         6.2                    16.35             6.2               3/1/2009                        3                     1     Group 1
371045979                           6                     15.5               6               3/1/2009                        3                     1     Group 1
371045983                         5.6                    13.05             5.6               3/1/2009                        3                     1     Group 1
371046003                           6                     18.7               6               4/1/2009                        3                     1     Group 1
371046007                           6                     18.6               6               4/1/2009                        3                     1     Group 1
371046008                           6                     18.6               6               4/1/2009                        3                     1     Group 1
371046039                         9.3                     15.3               6               3/1/2009                        3                     1     Group 1
371046040                           6                    15.15               6               3/1/2009                        3                     1     Group 1
371046046                           0                        0               0                                               0                     0     Group 1
371046052                           6                    16.05               6               3/1/2009                        3                     1     Group 1
371046056                           6                    15.92               6               3/1/2009                        3                     1     Group 1
371046087                         6.4                     14.3             6.4               3/1/2009                        3                     1     Group 1
371046102                         6.4                   16.025             6.4               3/1/2009                        3                     1     Group 1
371046106                           6                    16.39               6               3/1/2009                        3                     1     Group 1
371046109                           6                    15.05               6               3/1/2009                        3                     1     Group 1
371046161                           6                    13.95               6               4/1/2009                        3                     1     Group 1
371046223                           6                     14.6               6               3/1/2009                        3                     1     Group 1
371046229                        7.25                     16.9            7.25               3/1/2009                        3                     1     Group 1
371046245                         6.2                    15.85             6.2               3/1/2009                        3                     1     Group 1
371046248                         6.2                     15.2             6.2               4/1/2010                        3                     1     Group 1
371046258                           6                    13.89               6               3/1/2009                        3                     1     Group 1
371046277                        7.15                     17.3            7.15               3/1/2009                        3                     1     Group 1
371046349                         9.1                     15.1               6               4/1/2009                        3                     1     Group 1
371046356                           6                    15.35               6               3/1/2009                        3                     1     Group 1
371046377                           6                    13.05               6               3/1/2012                        3                     1     Group 1
371046385                           6                    13.05               6               3/1/2009                        3                     1     Group 1
371046507                         6.4                     15.3             6.4               4/1/2009                        3                     1     Group 1
371046524                           6                    13.55               6               3/1/2009                        3                     1     Group 1
371046538                           6                     15.8               6               4/1/2009                        3                     1     Group 1
371046558                           6                     13.7               6               4/1/2012                        3                     1     Group 1
371046577                         5.8                   13.625             5.8               3/1/2009                        3                     1     Group 1
371046587                        7.25                    14.65            7.25               4/1/2009                        3                     1     Group 1
371046623                           6                    13.75               6               4/1/2010                        3                     1     Group 1
371046628                           6                   13.745               6               4/1/2010                        3                     1     Group 1
371046630                           6                   15.175               6               4/1/2012                        3                     1     Group 1
371046676                           6                    15.73               6               4/1/2009                        3                     1     Group 1
371046688                         6.2                     16.5             6.2               3/1/2009                        3                     1     Group 1
371046693                           6                    14.75               6               4/1/2009                        3                     1     Group 1
371046714                           6                     14.2               6               3/1/2012                        3                     1     Group 1
371046775                           6                    17.25               6               4/1/2009                        3                     1     Group 1
371046797                           0                        0               0                                               0                     0     Group 1
371046822                           0                        0               0                                               0                     0     Group 1
371046826                           6                     13.8               6               4/1/2009                        3                     1     Group 1
371046827                           6                    16.75               6               4/1/2009                        3                     1     Group 1
371046832                           6                       15               6               4/1/2009                        3                     1     Group 1
371046862                         9.6                     15.6             6.6               1/1/2009                        3                     1     Group 1
371046872                           6                    14.85               6               4/1/2009                        3                     1     Group 1
371046900                           6                    15.05               6               4/1/2009                        3                     1     Group 1
371046941                           6                     14.7               6               4/1/2009                        3                     1     Group 1
371046980                         6.2                     16.3             6.2               4/1/2009                        3                     1     Group 1
371047009                           6                     13.3               6               4/1/2009                        3                     1     Group 1
371047068                        8.95                    14.95               6               4/1/2009                        3                     1     Group 1
371047105                           6                     17.4               6               4/1/2009                        3                     1     Group 1
371047136                           6                    14.82               6               4/1/2009                        3                     1     Group 1
371047302                           0                        0               0                                               0                     0     Group 1
371047399                           7                     17.4               7               4/1/2009                        3                     1     Group 1
371047422                           6                   13.195               6               4/1/2009                        3                     1     Group 1
371047478                           6                     14.8               6               4/1/2009                        3                     1     Group 1
371047509                           6                     15.2               6               4/1/2009                        3                     1     Group 1
371047512                           6                     15.2               6               4/1/2009                        3                     1     Group 1
371047526                           6                     16.7               6               4/1/2009                        3                     1     Group 1
371047537                           6                    16.75               6               4/1/2009                        3                     1     Group 1
371047551                           6                     15.7               6               4/1/2009                        3                     1     Group 1
371047564                           6                     14.5               6               3/1/2009                        3                     1     Group 1
371047640                        6.65                    17.05            6.65               5/1/2009                        3                     1     Group 1
371047666                           6                   16.445               6               4/1/2009                        3                     1     Group 1
371047742                           6                     14.1               6               4/1/2009                        3                     1     Group 1
371047860                           0                        0               0                                               0                     0     Group 1
371048025                           6                     14.7               6               4/1/2012                      1.5                   1.5     Group 1
371048067                           6                    15.65               6               4/1/2009                      1.5                   1.5     Group 1
371048071                           6                     13.7               6               4/1/2009                      1.5                   1.5     Group 1
371048140                           6                    14.82               6               4/1/2009                      1.5                   1.5     Group 1
371048243                           6                    14.02               6               4/1/2009                      1.5                   1.5     Group 1
371048547                         6.2                    15.62             6.2               5/1/2009                      1.5                   1.5     Group 1
381029925                           0                        0               0                                               0                     0     Group 1
381030190                         5.8                    15.32             5.8              12/1/2008                        3                     1     Group 1
381030377                         5.6                     10.8             5.6              12/1/2008                        3                     1     Group 1
401009249                        11.5                     17.5             6.5               9/1/2008                        3                     1     Group 1
401009857                        10.8                     16.8            5.85              10/1/2008                        3                     1     Group 1
411000250                           0                        0               0                                               0                     0     Group 1
411000343                         9.8                     15.8             5.6              11/1/2008                        3                     1     Group 1
411001253                           6                    14.05               6               2/1/2009                        3                     1     Group 1
411001376                         5.6                   13.425             5.6               1/1/2009                        3                     1     Group 1
411001399                         5.6                     15.7             5.6              12/1/2008                        3                     1     Group 1
411001452                           0                        0               0                                               0                     0     Group 1
411001523                         5.6                    14.45             5.6               1/1/2009                        3                     1     Group 1
411001540                         5.8                    15.75             5.8              12/1/2008                        3                     1     Group 1
411001561                           6                     18.4               6               1/1/2009                        3                     1     Group 1
411001758                         6.2                    14.45             6.2               2/1/2009                        3                     1     Group 1
411001764                           6                   14.175               6               2/1/2009                        3                     1     Group 1
411001811                           6                    14.05               6               2/1/2012                        3                     1     Group 1
411001865                           6                     14.7               6               1/1/2009                        3                     1     Group 1
411001885                           6                     14.3               6               1/1/2009                        3                     1     Group 1
411001959                           6                    14.85               6               1/1/2009                        3                     1     Group 1
411002044                           6                     13.1               6               2/1/2012                        3                     1     Group 1
411002058                           6                    13.95               6               2/1/2009                        3                     1     Group 1
411002081                           6                    13.45               6               2/1/2012                        3                     1     Group 1
411002102                           6                    15.55               6               1/1/2009                        3                     1     Group 1
411002107                           6                    14.85               6               2/1/2009                        3                     1     Group 1
411002123                           6                    14.95               6               1/1/2009                        3                     1     Group 1
411002140                           6                     14.9               6               1/1/2009                        3                     1     Group 1
411002233                           6                     14.1               6               3/1/2009                        3                     1     Group 1
411002301                           6                     14.4               6               2/1/2012                        3                     1     Group 1
411002309                           6                     14.7               6               3/1/2012                        3                     1     Group 1
411002319                           6                    14.95               6               2/1/2009                        3                     1     Group 1
411002331                           6                    14.15               6               2/1/2009                        3                     1     Group 1
411002338                           6                     13.9               6               2/1/2012                        3                     1     Group 1
411002340                         6.2                     16.5             6.2               2/1/2009                        3                     1     Group 1
411002347                           6                     13.9               6               2/1/2009                        3                     1     Group 1
411002363                           6                     14.9               6               2/1/2009                        3                     1     Group 1
411002372                           6                    14.05               6               2/1/2012                        3                     1     Group 1
411002374                           6                   14.975               6               2/1/2012                        3                     1     Group 1
411002395                           6                     11.1               6               2/1/2012                        3                     1     Group 1
411002396                         5.2                    15.05             5.2               2/1/2009                        3                     1     Group 1
411002412                           6                       15               6               2/1/2012                        3                     1     Group 1
411002429                           6                    15.43               6               2/1/2009                        3                     1     Group 1
411002431                           6                    12.65               6               2/1/2009                        3                     1     Group 1
411002475                           6                     14.6               6               2/1/2009                        3                     1     Group 1
411002484                           6                    14.05               6               2/1/2009                        3                     1     Group 1
411002504                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 1
411002519                           6                    14.45               6               2/1/2009                        3                     1     Group 1
411002525                           6                    14.25               6               2/1/2009                        3                     1     Group 1
411002549                           6                     14.6               6               3/1/2012                        3                     1     Group 1
411002551                           6                     14.4               6               2/1/2012                        3                     1     Group 1
411002562                           6                       14               6               2/1/2009                        3                     1     Group 1
411002570                           6                    14.22               6               4/1/2012                        3                     1     Group 1
411002574                         6.4                    13.85             6.4               2/1/2012                        3                     1     Group 1
411002578                         6.2                    16.25             6.2               2/1/2012                        3                     1     Group 1
411002581                        5.75                     14.5            5.75               2/1/2009                        3                     1     Group 1
411002585                           6                    13.25               6               2/1/2009                        3                     1     Group 1
411002588                         6.2                    15.05             6.2               3/1/2009                        3                     1     Group 1
411002594                        6.65                    16.75            6.65               4/1/2009                        3                     1     Group 1
411002626                           6                     15.3               6               3/1/2009                        3                     1     Group 1
411002639                           6                     14.3               6               3/1/2012                        3                     1     Group 1
411002663                           6                     14.6               6               3/1/2009                        3                     1     Group 1
411002666                           6                     14.6               6               3/1/2009                        3                     1     Group 1
411002670                           6                     13.2               6               3/1/2009                        3                     1     Group 1
411002691                         6.2                   17.075             6.2               3/1/2012                        3                     1     Group 1
411002719                           6                     13.7               6               3/1/2012                        3                     1     Group 1
411002734                         6.2                    13.95             6.2               2/1/2009                        3                     1     Group 1
411002735                           6                    14.15               6               2/1/2012                        3                     1     Group 1
411002737                         6.2                     15.4             6.2               2/1/2009                        3                     1     Group 1
411002739                           6                    14.25               6               3/1/2012                        3                     1     Group 1
411002741                           6                    13.05               6               3/1/2009                        3                     1     Group 1
411002767                         6.2                    13.65             6.2               4/1/2009                        3                     1     Group 1
411002781                           6                     13.4               6               3/1/2012                        3                     1     Group 1
411002797                           6                     13.8               6               3/1/2009                        3                     1     Group 1
411002801                           6                    15.25               6               3/1/2009                        3                     1     Group 1
411002844                           6                    13.35               6               3/1/2012                        3                     1     Group 1
411002849                        6.65                    15.55            6.65               4/1/2012                        3                     1     Group 1
411002850                         6.4                     14.4             6.4               4/1/2009                        3                     1     Group 1
411002853                         6.2                    15.85             6.2               3/1/2012                        3                     1     Group 1
411002855                           6                    16.05               6               3/1/2009                        3                     1     Group 1
411002870                           0                        0               0                                               0                     0     Group 1
411002886                         6.2                     13.7             6.2               3/1/2012                        3                     1     Group 1
411002897                        6.65                     16.3            6.65               3/1/2012                        3                     1     Group 1
411002906                         6.4                    15.55             6.4               3/1/2009                        3                     1     Group 1
411002911                           6                     13.2               6               3/1/2012                        3                     1     Group 1
411002917                         6.2                     15.5             6.2               2/1/2009                        3                     1     Group 1
411002920                           6                    14.83               6               3/1/2009                        3                     1     Group 1
411002937                           6                     14.2               6               4/1/2009                        3                     1     Group 1
411002938                           6                    16.15               6               3/1/2012                        3                     1     Group 1
411002946                           6                    14.65               6               3/1/2009                        3                     1     Group 1
411002948                           6                    13.25               6               3/1/2012                        3                     1     Group 1
411002957                         6.4                    15.55             6.4               3/1/2009                        3                     1     Group 1
411002966                           6                    14.65               6               3/1/2009                        3                     1     Group 1
411002977                           6                    13.95               6               3/1/2012                        3                     1     Group 1
411002980                           6                   15.625               6               3/1/2009                        3                     1     Group 1
411002982                           6                    17.25               6               3/1/2009                        3                     1     Group 1
411002986                         4.8                     15.4             4.8               3/1/2009                        3                     1     Group 1
411002989                           6                     13.4               6               3/1/2012                        3                     1     Group 1
411002999                         6.3                    17.05             6.3               3/1/2009                        3                     1     Group 1
411003002                           6                    14.05               6               3/1/2012                        3                     1     Group 1
411003015                         6.2                    14.45             6.2               3/1/2009                        3                     1     Group 1
411003024                           6                    17.05               6               3/1/2009                        3                     1     Group 1
411003033                           6                     15.4               6               3/1/2012                        3                     1     Group 1
411003046                           6                    15.45               6               3/1/2009                        3                     1     Group 1
411003060                           6                   13.895               6               4/1/2012                        3                     1     Group 1
411003064                           6                   14.775               6               3/1/2009                        3                     1     Group 1
411003082                           6                     12.1               6               3/1/2009                        3                     1     Group 1
411003087                         6.2                    15.85             6.2               4/1/2009                        3                     1     Group 1
411003106                           6                    14.05               6               3/1/2012                        3                     1     Group 1
411003145                           6                    13.35               6               3/1/2012                        3                     1     Group 1
411003147                         6.2                    15.45             6.2               3/1/2009                        3                     1     Group 1
411003157                           6                    15.85               6               4/1/2009                        3                     1     Group 1
411003171                         6.2                     16.9             6.2               4/1/2009                        3                     1     Group 1
411003173                           6                    14.85               6               3/1/2009                        3                     1     Group 1
411003180                           6                    14.15               6               4/1/2009                        3                     1     Group 1
411003183                           6                     13.1               6               3/1/2009                        3                     1     Group 1
411003189                           6                     13.8               6               3/1/2009                        3                     1     Group 1
411003191                           6                    18.28               6               3/1/2009                        3                     1     Group 1
411003196                           6                     14.5               6               3/1/2009                        3                     1     Group 1
411003200                           6                    13.85               6               4/1/2012                        3                     1     Group 1
411003206                           6                     14.4               6               3/1/2009                        3                     1     Group 1
411003230                           6                    13.55               6               3/1/2009                        3                     1     Group 1
411003236                           6                   14.975               6               4/1/2009                        3                     1     Group 1
411003253                           6                    17.55               6               3/1/2009                        3                     1     Group 1
411003256                        7.25                    15.15            7.25               3/1/2009                        3                     1     Group 1
411003261                           6                   14.975               6               3/1/2009                        3                     1     Group 1
411003265                           6                     13.4               6               3/1/2009                        3                     1     Group 1
411003271                           6                    14.55               6               4/1/2012                        3                     1     Group 1
411003276                           6                    14.75               6               3/1/2009                        3                     1     Group 1
411003284                         6.2                     15.4             6.2               3/1/2012                        3                     1     Group 1
411003311                           6                    15.75               6               3/1/2009                        3                     1     Group 1
411003321                           6                   13.525               6               3/1/2009                        3                     1     Group 1
411003339                           6                     18.3               6               3/1/2009                        3                     1     Group 1
411003340                           6                   15.875               6               3/1/2012                        3                     1     Group 1
411003341                           6                     16.4               6               3/1/2009                        3                     1     Group 1
411003353                           6                    16.95               6               4/1/2012                        3                     1     Group 1
411003359                           6                    15.85               6               3/1/2012                        3                     1     Group 1
411003360                           6                     14.1               6               3/1/2012                        3                     1     Group 1
411003368                           6                     13.6               6               3/1/2012                        3                     1     Group 1
411003377                           6                     14.5               6               3/1/2012                        3                     1     Group 1
411003388                           6                    14.05               6               3/1/2012                        3                     1     Group 1
411003392                         5.3                     14.3             5.3               4/1/2009                        3                     1     Group 1
411003404                           0                        0               0                                               0                     0     Group 1
411003416                           6                    15.45               6               3/1/2009                        3                     1     Group 1
411003421                           6                     13.1               6               3/1/2009                        3                     1     Group 1
411003433                           6                    13.75               6               3/1/2012                        3                     1     Group 1
411003438                           6                     14.7               6               3/1/2009                        3                     1     Group 1
411003444                           6                    16.55               6               3/1/2009                        3                     1     Group 1
411003448                           6                     13.5               6               3/1/2012                        3                     1     Group 1
411003457                           0                        0               0                                               0                     0     Group 1
411003462                         6.4                   14.285             6.4               4/1/2012                      1.5                   1.5     Group 1
411003466                           6                     12.5               6               3/1/2012                        3                     1     Group 1
411003478                           6                    13.65               6               4/1/2012                        3                     1     Group 1
411003483                           0                        0               0                                               0                     0     Group 1
411003500                           6                     12.9               6               4/1/2009                        3                     1     Group 1
411003516                         6.2                    15.75             6.2               4/1/2012                        3                     1     Group 1
411003533                           6                    14.45               6               4/1/2009                        3                     1     Group 1
411003543                           6                     14.9               6               4/1/2012                        3                     1     Group 1
411003548                           6                    14.78               6               4/1/2009                        3                     1     Group 1
411003567                         5.6                     13.3             5.6               4/1/2009                        3                     1     Group 1
411003580                           6                    14.65               6               4/1/2009                        3                     1     Group 1
411003581                           6                    13.55               6               4/1/2009                        3                     1     Group 1
411003603                           6                     14.1               6               3/1/2009                        3                     1     Group 1
411003613                           6                     14.5               6               4/1/2009                        3                     1     Group 1
411003648                           6                    15.35               6               4/1/2009                        3                     1     Group 1
411003718                           6                     14.8               6               4/1/2009                        3                     1     Group 1
411003721                           6                     13.3               6               4/1/2012                        3                     1     Group 1
411003759                           6                   15.175               6               4/1/2009                        3                     1     Group 1
411003834                           6                    15.45               6               4/1/2012                        3                     1     Group 1
411003838                           6                     13.8               6               4/1/2012                      1.5                   1.5     Group 1
411003863                           6                     13.3               6               4/1/2009                        3                     1     Group 1
411003865                           6                    13.95               6               4/1/2009                        3                     1     Group 1
411004195                           6                     16.4               6               5/1/2012                      1.5                   1.5     Group 1
421000467                         6.4                    17.55             6.4               3/1/2009                        3                     1     Group 1
421000624                           0                        0               0                                               0                     0     Group 1
421001176                         6.4                     17.3             6.4               3/1/2009                        3                     1     Group 1
421001417                         5.6                     14.1             5.6              12/1/2008                        3                     1     Group 1
421001519                           6                    15.65               6               3/1/2009                        3                     1     Group 1
421001580                         5.6                     13.2             5.6               1/1/2009                        3                     1     Group 1
421001606                           6                     16.7               6               1/1/2009                        3                     1     Group 1
421001704                           0                        0               0                                               0                     0     Group 1
421001768                         6.2                   15.775             6.2               3/1/2009                        3                     1     Group 1
421001872                           0                        0               0                                               0                     0     Group 1
421002021                           5                     17.4               5               3/1/2009                        3                     1     Group 1
421002067                           6                     16.1               6               1/1/2009                        3                     1     Group 1
421002110                           6                     14.5               6               1/1/2012                        3                     1     Group 1
421002238                           0                        0               0                                               0                     0     Group 1
421002433                         6.2                     14.8             6.2               2/1/2009                        3                     1     Group 1
421002467                         6.2                    14.45             6.2               2/1/2009                        3                     1     Group 1
421002475                           6                       15               6               3/1/2009                        3                     1     Group 1
421002519                        6.65                   14.825            6.65               4/1/2009                        3                     1     Group 1
421002549                           0                        0               0                                               0                     0     Group 1
421002552                           6                    15.95               6               3/1/2009                        3                     1     Group 1
421002596                         6.2                       18             6.2               2/1/2009                        3                     1     Group 1
421002603                           6                     15.7               6               2/1/2012                        3                     1     Group 1
421002612                        4.75                    16.05            4.75               3/1/2009                        3                     1     Group 1
421002628                         6.4                     15.1             6.4               3/1/2009                        3                     1     Group 1
421002660                         6.4                   17.275             6.4               3/1/2009                        3                     1     Group 1
421002694                         6.2                    15.15             6.2               3/1/2009                        3                     1     Group 1
421002738                           6                     14.5               6               3/1/2009                        3                     1     Group 1
421002743                         6.2                     13.9             6.2               2/1/2009                        3                     1     Group 1
421002756                         6.2                    16.05             6.2               3/1/2009                        3                     1     Group 1
421002765                         6.2                     15.7             6.2               3/1/2012                        3                     1     Group 1
421002818                           4                     16.3               4               4/1/2009                        3                     1     Group 1
421002865                           5                     15.4               5               3/1/2012                        3                     1     Group 1
421002878                           6                     13.9               6               2/1/2009                        3                     1     Group 1
421002881                           6                     15.1               6               2/1/2009                        3                     1     Group 1
421002890                        6.65                     15.6            6.65               2/1/2009                        3                     1     Group 1
421002903                           6                   18.025               6               2/1/2009                        3                     1     Group 1
421002941                           6                     17.5               6               3/1/2010                        3                     1     Group 1
421002951                        4.99                    12.69            4.99               3/1/2009                        3                     1     Group 1
421002971                           4                    15.85               4               4/1/2009                        3                     1     Group 1
421002976                           6                    14.25               6               2/1/2009                        3                     1     Group 1
421003028                           0                        0               0                                               0                     0     Group 1
421003029                         6.2                   16.125             6.2               3/1/2009                        3                     1     Group 1
421003032                           5                   16.125               5               3/1/2009                        3                     1     Group 1
421003040                         6.2                    16.25             6.2               3/1/2009                        3                     1     Group 1
421003044                        6.65                   17.725            6.65               3/1/2009                        3                     1     Group 1
421003052                           7                    15.15               7               3/1/2009                        3                     1     Group 1
421003089                         6.4                     15.7             6.4               3/1/2012                        3                     1     Group 1
421003096                           5                     15.5               5               3/1/2009                        3                     1     Group 1
421003103                           6                    16.25               6               3/1/2009                        3                     1     Group 1
421003105                           6                     15.8               6               3/1/2009                        3                     1     Group 1
421003107                           6                    15.25               6               4/1/2009                      1.5                   1.5     Group 1
421003114                         6.2                     15.7             6.2               3/1/2009                        3                     1     Group 1
421003118                        6.65                     12.9            6.65               3/1/2009                        3                     1     Group 1
421003120                           6                    14.35               6               3/1/2009                        3                     1     Group 1
421003124                         6.2                    17.35             6.2               3/1/2009                        3                     1     Group 1
421003128                           6                    15.35               6               3/1/2009                        3                     1     Group 1
421003140                           5                    14.75               5               3/1/2009                        3                     1     Group 1
421003163                         6.2                     18.5             6.2               3/1/2009                        3                     1     Group 1
421003172                           0                        0               0                                               0                     0     Group 1
421003181                           5                    18.13               5               3/1/2009                        3                     1     Group 1
421003198                           5                    15.95               5               3/1/2009                        3                     1     Group 1
421003208                           6                     16.4               6               3/1/2009                        3                     1     Group 1
421003245                           6                     14.6               6               3/1/2009                        3                     1     Group 1
421003271                           6                     14.6               6               3/1/2012                        3                     1     Group 1
421003274                           6                    13.65               6               3/1/2009                        3                     1     Group 1
421003305                         6.2                    18.15             6.2               3/1/2009                        3                     1     Group 1
421003308                           6                     15.6               6               4/1/2009                        3                     1     Group 1
421003311                           6                    15.75               6               4/1/2012                        3                     1     Group 1
421003367                           0                        0               0                                               0                     0     Group 1
421003370                        7.25                    15.67            7.25               3/1/2009                        3                     1     Group 1
421003394                         6.4                    14.65             6.4               3/1/2009                        3                     1     Group 1
421003417                           6                   14.805               6               4/1/2009                        3                     1     Group 1
421003461                           0                        0               0                                               0                     0     Group 1
421003482                           6                    16.15               6               3/1/2009                        3                     1     Group 1
421003483                           6                     16.5               6               3/1/2009                        3                     1     Group 1
421003487                         6.4                   15.725             6.4               4/1/2009                        3                     1     Group 1
421003497                           6                    14.25               6               4/1/2012                        3                     1     Group 1
421003499                           6                     15.8               6               4/1/2012                        3                     1     Group 1
421003559                           6                    15.95               6               4/1/2009                        3                     1     Group 1
421003597                           6                    15.35               6               4/1/2009                        3                     1     Group 1
421003618                           6                     12.3               6               4/1/2009                        3                     1     Group 1
421003631                           6                    16.65               6               4/1/2009                        3                     1     Group 1
421003641                           6                     12.5               6               4/1/2009                        3                     1     Group 1
421003643                         6.4                    18.15             6.4               5/1/2009                        3                     1     Group 1
421003753                           6                    16.75               6               4/1/2009                      1.5                   1.5     Group 1
421003756                           0                        0               0                                               0                     0     Group 1
421003902                           5                     15.6               5               4/1/2012                      1.5                   1.5     Group 1
511049767                           0                        0               0                                               0                     0     Group 1
511050303                        9.15                    15.15            6.05               9/1/2008                        3                     1     Group 1
511052297                           6                    13.35               6               2/1/2009                        3                     1     Group 1
511052456                           0                        0               0                                               0                     0     Group 1
511052662                           0                        0               0                                               0                     0     Group 1
511053025                         6.1                    13.95             6.1               1/1/2009                        3                     1     Group 1
511053270                         5.6                     14.1             5.6               1/1/2009                        3                     1     Group 1
511053337                           6                    14.85               6               3/1/2009                        3                     1     Group 1
511053462                           6                    14.95               6               2/1/2009                        3                     1     Group 1
511053574                           6                    13.99               6               1/1/2009                        3                     1     Group 1
511053605                           6                    14.15               6               1/1/2009                        3                     1     Group 1
511053623                        7.05                    13.05            6.05               2/1/2009                        3                     1     Group 1
511053705                        6.04                    12.05            6.04               2/1/2009                        3                     1     Group 1
511053806                         5.6                    12.95             5.6               1/1/2009                        3                     1     Group 1
511053833                           6                     13.5               6               1/1/2009                        3                     1     Group 1
511054138                           6                    15.65               6               3/1/2009                        3                     1     Group 1
511054389                           6                    13.45               6               1/1/2009                        3                     1     Group 1
511054537                           0                        0               0                                               0                     0     Group 1
511054584                        6.25                     13.7            6.25               2/1/2009                        3                     1     Group 1
511054606                           7                    14.25               7               1/1/2009                        3                     1     Group 1
511054658                           6                     13.4               6               1/1/2009                        3                     1     Group 1
511054755                         5.6                     14.4             5.6               2/1/2009                        3                     1     Group 1
511054765                         5.6                     12.5             5.6               1/1/2009                        3                     1     Group 1
511054810                           6                     13.9               6               1/1/2009                        3                     1     Group 1
511054982                        7.55                    13.55             6.4               2/1/2009                        3                     1     Group 1
511054987                           6                     14.5               6               1/1/2009                        3                     1     Group 1
511054999                        5.37                    11.75            5.37               2/1/2009                        3                     1     Group 1
511055017                           6                    12.85               6               2/1/2009                        3                     1     Group 1
511055031                         5.8                     13.9             5.8               2/1/2009                        3                     1     Group 1
511055136                           6                    12.75               6               3/1/2012                        3                     1     Group 1
511055177                           6                    15.75               6               3/1/2009                        3                     1     Group 1
511055186                           6                     12.7               6               2/1/2012                        3                     1     Group 1
511055227                           6                     13.5               6               2/1/2009                        3                     1     Group 1
511055246                           6                    14.99               6               3/1/2009                        3                     1     Group 1
511055288                           6                    13.85               6               2/1/2009                        3                     1     Group 1
511055310                           6                    13.95               6               2/1/2009                        3                     1     Group 1
511055325                           6                     13.5               6               2/1/2009                        3                     1     Group 1
511055352                           6                       14               6               2/1/2009                        3                     1     Group 1
511055373                         6.4                    13.45             6.4               2/1/2009                        3                     1     Group 1
511055441                         7.3                     17.5             7.3               3/1/2009                        3                     1     Group 1
511055461                         6.4                   13.925             6.4               3/1/2009                        3                     1     Group 1
511055486                        7.25                     15.5            7.25               3/1/2009                        3                     1     Group 1
511055489                           6                    13.45               6               2/1/2009                        3                     1     Group 1
511055498                           6                     13.6               6               2/1/2009                        3                     1     Group 1
511055499                           6                   16.575               6               2/1/2009                        3                     1     Group 1
511055512                           6                     13.1               6               2/1/2009                        3                     1     Group 1
511055532                        8.55                    14.55               6               3/1/2009                        3                     1     Group 1
511055552                           6                    12.95               6               2/1/2009                        3                     1     Group 1
511055562                         6.4                     13.8             6.4               2/1/2009                        3                     1     Group 1
511055564                           6                     12.4               6               3/1/2009                        3                     1     Group 1
511055638                         6.4                     15.5             6.4               3/1/2009                        3                     1     Group 1
511055680                           6                    12.99               6               2/1/2009                        3                     1     Group 1
511055685                         6.2                       13             6.2               4/1/2009                        3                     1     Group 1
511055724                           0                        0               0                                               0                     0     Group 1
511055736                           6                    15.95               6               2/1/2009                        3                     1     Group 1
511055776                         6.2                     13.5             6.2               2/1/2009                        3                     1     Group 1
511055811                           6                    13.35               6               2/1/2009                        3                     1     Group 1
511055853                           6                    15.65               6               3/1/2009                        3                     1     Group 1
511055877                         6.2                   18.475             6.2               2/1/2009                        3                     1     Group 1
511055928                        6.65                    14.85            6.65               2/1/2009                        3                     1     Group 1
511055954                         6.2                     14.9             6.2               4/1/2009                        3                     1     Group 1
511055999                           6                    12.55               6               2/1/2009                        3                     1     Group 1
511056016                         6.2                     13.4             6.2               2/1/2009                        3                     1     Group 1
511056023                           6                     12.7               6               2/1/2009                        3                     1     Group 1
511056033                           6                    16.15               6               3/1/2009                        3                     1     Group 1
511056079                        6.65                    15.99            6.65               2/1/2009                        3                     1     Group 1
511056088                         6.4                     14.1             6.4               2/1/2009                        3                     1     Group 1
511056114                           6                    13.25               6               2/1/2009                        3                     1     Group 1
511056125                        5.98                    11.99            5.98               3/1/2012                        3                     1     Group 1
511056150                           6                    13.75               6               2/1/2009                        3                     1     Group 1
511056165                           0                        0               0                                               0                     0     Group 1
511056170                           6                    13.75               6               2/1/2009                        3                     1     Group 1
511056205                           6                     14.4               6               3/1/2009                        3                     1     Group 1
511056206                           6                    12.95               6               3/1/2012                        3                     1     Group 1
511056222                           6                    11.99               6               2/1/2012                        3                     1     Group 1
511056230                           6                    14.39               6               2/1/2009                        3                     1     Group 1
511056251                        6.65                     16.7            6.65               3/1/2009                        3                     1     Group 1
511056266                           6                   16.175               6               3/1/2009                        3                     1     Group 1
511056278                           6                    12.75               6               3/1/2009                        3                     1     Group 1
511056293                         6.2                     14.3             6.2               2/1/2009                        3                     1     Group 1
511056318                           6                     12.2               6               2/1/2009                        3                     1     Group 1
511056357                           6                    16.99               6               4/1/2009                        3                     1     Group 1
511056361                           6                     17.1               6               3/1/2009                        3                     1     Group 1
511056401                           6                    12.15               6               3/1/2010                        3                     1     Group 1
511056442                         6.2                    13.15             6.2               2/1/2009                        3                     1     Group 1
511056446                           6                    13.35               6               3/1/2012                        3                     1     Group 1
511056475                           6                       13               6               2/1/2009                        3                     1     Group 1
511056478                           6                    15.99               6               3/1/2009                        3                     1     Group 1
511056484                           6                    15.99               6               3/1/2009                        3                     1     Group 1
511056508                         6.2                    15.15             6.2               3/1/2009                        3                     1     Group 1
511056523                        6.65                    14.95            6.65               3/1/2009                        3                     1     Group 1
511056538                           0                        0               0                                               0                     0     Group 1
511056543                           6                    15.05               6               3/1/2009                        3                     1     Group 1
511056618                           6                    13.05               6               3/1/2012                        3                     1     Group 1
511056662                           6                     13.1               6               3/1/2009                        3                     1     Group 1
511056674                        6.65                    15.65            6.65               3/1/2009                        3                     1     Group 1
511056694                           6                     12.6               6               3/1/2009                        3                     1     Group 1
511056723                        6.65                    15.55            6.65               3/1/2009                        3                     1     Group 1
511056772                           6                    13.99               6               2/1/2009                        3                     1     Group 1
511056782                           6                     12.4               6               3/1/2009                        3                     1     Group 1
511056791                         5.4                    11.65             5.4               3/1/2009                        3                     1     Group 1
511056829                        7.25                    14.65            7.25               3/1/2009                        3                     1     Group 1
511056849                           6                    16.95               6               3/1/2009                        3                     1     Group 1
511056882                         6.2                     14.4             6.2               3/1/2009                        3                     1     Group 1
511056898                           6                    12.95               6               3/1/2012                        3                     1     Group 1
511056902                           6                    13.35               6               3/1/2009                        3                     1     Group 1
511056958                           6                    13.25               6               3/1/2009                        3                     1     Group 1
511056968                           6                     17.5               6               3/1/2009                        3                     1     Group 1
511057025                         6.4                    13.45             6.4               3/1/2009                        3                     1     Group 1
511057035                           6                     12.6               6               3/1/2009                        3                     1     Group 1
511057086                           6                     14.7               6               4/1/2009                        3                     1     Group 1
511057104                           6                     13.1               6               4/1/2009                        3                     1     Group 1
511057131                        7.25                     16.1            7.25               4/1/2009                        3                     1     Group 1
511057152                           6                     14.4               6               4/1/2009                      1.5                   1.5     Group 1
511057202                           6                       15               6               4/1/2009                        3                     1     Group 1
511057203                           6                    15.85               6               3/1/2009                        3                     1     Group 1
511057229                           6                   12.875               6               3/1/2012                        3                     1     Group 1
511057236                         5.9                    12.05             5.9               3/1/2009                        3                     1     Group 1
511057258                           6                    12.55               6               3/1/2009                        3                     1     Group 1
511057263                           6                    14.95               6               3/1/2009                        3                     1     Group 1
511057276                           6                    16.65               6               3/1/2009                        3                     1     Group 1
511057287                         5.4                     11.6             5.4               3/1/2009                        3                     1     Group 1
511057289                         4.7                   15.985             4.7               3/1/2009                        3                     1     Group 1
511057358                           0                        0               0                                               0                     0     Group 1
511057374                           6                   13.775               6               4/1/2009                        3                     1     Group 1
511057389                        7.25                     14.8            7.25               3/1/2009                        3                     1     Group 1
511057390                           6                    13.05               6               3/1/2009                        3                     1     Group 1
511057405                           6                     12.1               6               3/1/2009                        3                     1     Group 1
511057413                         5.4                     16.7             5.4               3/1/2009                        3                     1     Group 1
511057419                           6                    14.77               6               3/1/2009                        3                     1     Group 1
511057483                        5.59                     11.6            5.59               3/1/2009                        3                     1     Group 1
511057545                         5.6                    13.75             5.6               3/1/2009                        3                     1     Group 1
511057549                           6                   12.575               6               3/1/2012                        3                     1     Group 1
511057560                           0                        0               0                                               0                     0     Group 1
511057620                           6                    14.85               6               4/1/2009                        3                     1     Group 1
511057640                           6                     12.8               6               4/1/2009                        3                     1     Group 1
511057680                         6.2                       15             6.2               4/1/2009                        3                     1     Group 1
511057695                           6                    12.25               6               3/1/2009                        3                     1     Group 1
511057720                         6.4                     15.4             6.4               3/1/2009                        3                     1     Group 1
511057737                        5.95                    11.99            5.95               4/1/2012                        3                     1     Group 1
511057746                           6                   13.525               6               4/1/2009                        3                     1     Group 1
511057749                           6                     14.5               6               3/1/2009                        3                     1     Group 1
511057756                           6                    15.95               6               3/1/2009                        3                     1     Group 1
511057769                           6                     14.3               6               3/1/2009                        3                     1     Group 1
511057800                           6                     12.6               6               3/1/2009                        3                     1     Group 1
511057838                           6                    12.85               6               3/1/2009                        3                     1     Group 1
511057851                           0                        0               0                                               0                     0     Group 1
511057911                           7                    15.15               7               4/1/2009                        3                     1     Group 1
511057929                           6                    14.45               6               3/1/2009                        3                     1     Group 1
511057936                        6.65                    14.45            6.65               3/1/2009                        3                     1     Group 1
511057939                        6.65                    13.75            6.65               3/1/2009                        3                     1     Group 1
511057941                           6                    14.25               6               4/1/2012                        3                     1     Group 1
511057975                           6                     12.6               6               3/1/2012                        3                     1     Group 1
511057988                         6.2                       15             6.2               4/1/2009                        3                     1     Group 1
511058054                           0                        0               0                                               0                     0     Group 1
511058374                           6                    15.05               6               4/1/2009                        3                     1     Group 1
511058381                         5.6                    14.45             5.6               4/1/2009                        3                     1     Group 1
511058398                           6                     14.5               6               4/1/2009                        3                     1     Group 1
511058414                           0                        0               0                                               0                     0     Group 1
511058475                           6                    14.99               6               4/1/2009                        3                     1     Group 1
511058502                           6                     12.1               6               4/1/2009                        3                     1     Group 1
511058559                           6                    12.99               6               4/1/2009                        3                     1     Group 1
511058562                           6                    13.15               6               4/1/2009                        3                     1     Group 1
511058644                           6                    13.65               6               4/1/2009                        3                     1     Group 1
511058673                         6.2                    14.99             6.2               4/1/2009                        3                     1     Group 1
511058863                           6                     14.3               6               4/1/2009                        3                     1     Group 1
511058885                         5.3                     14.4             5.3               4/1/2009                        3                     1     Group 1
511058919                        6.65                     15.8            6.65               4/1/2010                        3                     1     Group 1
511058949                        6.65                    14.85            6.65               4/1/2009                      1.5                   1.5     Group 1
511058954                           6                    14.99               6               4/1/2009                        3                     1     Group 1
511058965                           6                    12.55               6               4/1/2012                        3                     1     Group 1
521043409                        10.8                     16.8            5.15               9/1/2008                        3                     1     Group 1
521043595                      10.005                   16.005            5.85               9/1/2008                        3                     1     Group 1
521043773                       10.58                    16.58             5.2               9/1/2008                        3                     1     Group 1
521044930                        8.95                    14.95            5.85              10/1/2008                        3                     1     Group 1
521046078                           0                        0               0                                               0                     0     Group 1
521047620                           0                        0               0                                               0                     0     Group 1
521047644                           0                        0               0                                               0                     0     Group 1
521047667                         5.6                     16.4             5.6               1/1/2009                        3                     1     Group 1
521047769                         5.6                     14.1             5.6               2/1/2009                        3                     1     Group 1
521047848                           0                        0               0                                               0                     0     Group 1
521048240                         5.1                     15.4             5.1               1/1/2009                        3                     1     Group 1
521048314                           0                        0               0                                               0                     0     Group 1
521048339                           0                        0               0                                               0                     0     Group 1
521048767                           5                       18               5               4/1/2009                        3                     1     Group 1
521048792                           6                   15.975               6               3/1/2009                        3                     1     Group 1
521048806                           0                        0               0                                               0                     0     Group 1
521049046                           6                   16.775               6               2/1/2022                        3                     1     Group 1
521049157                           6                    17.35               6               1/1/2009                        3                     1     Group 1
521049164                        5.75                    12.99            5.75               1/1/2009                        3                     1     Group 1
521049177                         5.6                     14.3             5.6               1/1/2009                        3                     1     Group 1
521049261                           6                   14.855               6               2/1/2009                        3                     1     Group 1
521049318                           6                    16.85               6               2/1/2009                        3                     1     Group 1
521049378                           6                   13.825               6               1/1/2009                        3                     1     Group 1
521049417                         5.6                   16.825             5.6               3/1/2009                        3                     1     Group 1
521049461                         6.2                   15.025             6.2               2/1/2009                        3                     1     Group 1
521049554                           0                        0               0                                               0                     0     Group 1
521050158                           6                   13.975               6               3/1/2012                        3                     1     Group 1
521050243                           0                        0               0                                               0                     0     Group 1
521050274                           6                    14.16               6               2/1/2009                        3                     1     Group 1
521050397                         7.4                     17.9             7.4               3/1/2012                        3                     1     Group 1
521050458                           5                    15.25               5               2/1/2009                        3                     1     Group 1
521050477                         6.4                    14.05             6.4               2/1/2009                        3                     1     Group 1
521050485                           0                        0               0                                               0                     0     Group 1
521050593                           6                    16.43               6               2/1/2009                        3                     1     Group 1
521050628                           5                   15.575               5               3/1/2009                        3                     1     Group 1
521050632                           6                   15.575               6               3/1/2009                        3                     1     Group 1
521050669                           0                        0               0                                               0                     0     Group 1
521050675                        5.25                     15.1            5.25               3/1/2009                        3                     1     Group 1
521050732                           6                    15.15               6               3/1/2009                        3                     1     Group 1
521050751                        7.25                    16.35            7.25               2/1/2009                        3                     1     Group 1
521050966                           5                     14.7               5               3/1/2009                        3                     1     Group 1
521050982                           6                   14.825               6               3/1/2009                        3                     1     Group 1
521050988                           6                   15.825               6               2/1/2009                        3                     1     Group 1
521051004                           6                     15.2               6               3/1/2009                        3                     1     Group 1
521051078                        5.37                    15.25            5.37               3/1/2009                        3                     1     Group 1
521051083                         5.8                   13.225             5.8               2/1/2009                        3                     1     Group 1
521051137                           6                   15.325               6               2/1/2009                        3                     1     Group 1
521051183                         6.4                    12.95             6.4               3/1/2009                        3                     1     Group 1
521051212                           6                    16.05               6               2/1/2009                        3                     1     Group 1
521051230                         5.6                    15.18             5.6               2/1/2009                        3                     1     Group 1
521051255                           6                    13.65               6               3/1/2009                        3                     1     Group 1
521051260                         6.1                    14.95             6.1               2/1/2009                        3                     1     Group 1
521051334                        6.65                    15.95            6.65               3/1/2009                        3                     1     Group 1
521051436                           6                    16.15               6               4/1/2009                        3                     1     Group 1
521051449                           6                     14.7               6               4/1/2009                      1.5                   1.5     Group 1
521051452                         5.9                    13.55             5.9               2/1/2009                        3                     1     Group 1
521051458                           5                     15.6               5               4/1/2010                        3                     1     Group 1
521051464                           5                     14.1               5               2/1/2009                        3                     1     Group 1
521051478                        4.75                   15.425            4.75               3/1/2009                        3                     1     Group 1
521051503                        4.95                    15.05            4.95               3/1/2009                        3                     1     Group 1
521051534                           6                     16.9               6               3/1/2009                        3                     1     Group 1
521051570                         5.2                    15.85             5.2               2/1/2009                        3                     1     Group 1
521051583                           0                        0               0                                               0                     0     Group 1
521051587                           6                     14.7               6               3/1/2009                        3                     1     Group 1
521051598                           6                   16.525               6               2/1/2009                        3                     1     Group 1
521051656                           0                        0               0                                               0                     0     Group 1
521051666                           0                        0               0                                               0                     0     Group 1
521051677                         6.2                    14.43             6.2               2/1/2009                        3                     1     Group 1
521051678                           5                   15.799               5               2/1/2009                        3                     1     Group 1
521051755                           5                    13.15               5               2/1/2009                        3                     1     Group 1
521051759                           6                   12.975               6               2/1/2010                        3                     1     Group 1
521051761                         5.3                     14.4             5.3               2/1/2009                        3                     1     Group 1
521051768                           0                        0               0                                               0                     0     Group 1
521051786                           6                   14.725               6               2/1/2009                        3                     1     Group 1
521051842                           5                     15.2               5               2/1/2009                        3                     1     Group 1
521051848                         5.6                     13.5             5.6               3/1/2009                        3                     1     Group 1
521051899                           6                    16.05               6               2/1/2009                        3                     1     Group 1
521051924                         6.2                    15.98             6.2               2/1/2009                        3                     1     Group 1
521051933                           6                    14.45               6               3/1/2009                        3                     1     Group 1
521051937                       4.387                   16.125           4.387               2/1/2009                        3                     1     Group 1
521051951                           6                     14.7               6               3/1/2009                        3                     1     Group 1
521051958                         6.4                    11.45             6.4               3/1/2009                        3                     1     Group 1
521051971                         6.4                    16.75             6.4               3/1/2009                        3                     1     Group 1
521051978                           6                       16               6               3/1/2009                        3                     1     Group 1
521051996                           6                     15.6               6               3/1/2009                        3                     1     Group 1
521051997                           6                    15.53               6               2/1/2009                        3                     1     Group 1
521052002                        4.97                   15.655            4.97               3/1/2009                        3                     1     Group 1
521052018                           6                       17               6               3/1/2009                        3                     1     Group 1
521052039                         6.3                     18.1             6.3               2/1/2009                        3                     1     Group 1
521052044                         6.2                    17.09             6.2               3/1/2009                        3                     1     Group 1
521052097                           6                    17.48               6               3/1/2009                        3                     1     Group 1
521052104                         5.4                    14.65             5.4               3/1/2009                        3                     1     Group 1
521052115                        5.75                     14.4            5.75               2/1/2009                        3                     1     Group 1
521052122                           5                    14.81               5               2/1/2009                        3                     1     Group 1
521052129                         6.4                    14.15             6.4               3/1/2009                        3                     1     Group 1
521052147                           0                        0               0                                               0                     0     Group 1
521052160                         5.4                     14.6             5.4               2/1/2009                        3                     1     Group 1
521052192                           6                     16.4               6               2/1/2009                        3                     1     Group 1
521052202                           6                    15.95               6               3/1/2009                        3                     1     Group 1
521052218                         6.4                   15.875             6.4               3/1/2009                        3                     1     Group 1
521052243                           6                   16.325               6               2/1/2009                        3                     1     Group 1
521052275                           0                        0               0                                               0                     0     Group 1
521052295                           0                        0               0                                               0                     0     Group 1
521052302                         6.2                     17.2             6.2               3/1/2009                        3                     1     Group 1
521052325                           5                   18.025               5               2/1/2009                        3                     1     Group 1
521052365                           6                    13.65               6               2/1/2012                        3                     1     Group 1
521052378                           6                   16.555               6               3/1/2009                        3                     1     Group 1
521052386                           5                    15.65               5               4/1/2009                      1.5                   1.5     Group 1
521052393                           6                    16.05               6               3/1/2009                        3                     1     Group 1
521052394                         5.5                    14.15             5.5               3/1/2009                        3                     1     Group 1
521052405                           6                    15.98               6               2/1/2009                        3                     1     Group 1
521052411                         5.6                    14.65             5.6               3/1/2009                        3                     1     Group 1
521052432                           5                     14.2               5               3/1/2009                        3                     1     Group 1
521052472                           6                   17.925               6               2/1/2009                        3                     1     Group 1
521052523                           6                    17.25               6               3/1/2009                        3                     1     Group 1
521052545                           0                        0               0                                               0                     0     Group 1
521052565                           6                   15.575               6               3/1/2009                        3                     1     Group 1
521052576                         5.2                    15.55             5.2               3/1/2009                        3                     1     Group 1
521052600                           6                    18.08               6               3/1/2009                        3                     1     Group 1
521052611                         5.4                    13.12             5.4               3/1/2010                        3                     1     Group 1
521052664                           6                     15.1               6               2/1/2009                        3                     1     Group 1
521052706                           6                     15.8               6               3/1/2009                        3                     1     Group 1
521052708                           5                    15.65               5               3/1/2009                        3                     1     Group 1
521052720                           6                     15.5               6               3/1/2009                        3                     1     Group 1
521052766                           6                    16.45               6               3/1/2009                        3                     1     Group 1
521052780                           6                   15.775               6               3/1/2009                        3                     1     Group 1
521052790                        5.25                    14.85            5.25               2/1/2009                        3                     1     Group 1
521052794                           6                   16.925               6               3/1/2009                        3                     1     Group 1
521052858                           5                   15.405               5               4/1/2009                        3                     1     Group 1
521052862                           5                    15.53               5               4/1/2009                        3                     1     Group 1
521052872                         5.3                    15.69             5.3               3/1/2009                        3                     1     Group 1
521052925                           5                   15.375               5               3/1/2009                        3                     1     Group 1
521052927                        5.45                    11.35            5.45               4/1/2009                        3                     1     Group 1
521052964                           6                   15.225               6               4/1/2009                        3                     1     Group 1
521052987                           6                    14.95               6               3/1/2009                        3                     1     Group 1
521052994                           5                   14.275               5               3/1/2009                        3                     1     Group 1
521052996                           6                   16.625               6               3/1/2010                        3                     1     Group 1
521053010                         5.4                     14.6             5.4               3/1/2012                        3                     1     Group 1
521053016                           6                    14.89               6               4/1/2012                        3                     1     Group 1
521053020                           5                     15.6               5               4/1/2009                        3                     1     Group 1
521053040                        5.45                    13.85            5.45               3/1/2009                        3                     1     Group 1
521053057                           6                    15.75               6               3/1/2009                        3                     1     Group 1
521053064                           6                    17.65               6               3/1/2009                        3                     1     Group 1
521053067                       11.25                    17.25               6               3/1/2009                        3                     1     Group 1
521053072                           6                    17.25               6               3/1/2009                        3                     1     Group 1
521053074                           6                     14.9               6               3/1/2009                        3                     1     Group 1
521053079                         4.5                    15.85             4.5               3/1/2010                        3                     1     Group 1
521053085                           5                   16.415               5               3/1/2009                        3                     1     Group 1
521053090                           6                    16.35               6               4/1/2009                      1.5                   1.5     Group 1
521053091                           5                   15.455               5               3/1/2009                        3                     1     Group 1
521053101                           6                   15.125               6               4/1/2009                        3                     1     Group 1
521053153                           0                        0               0                                               0                     0     Group 1
521053156                           6                    16.75               6               3/1/2009                        3                     1     Group 1
521053208                         6.2                   14.325             6.2               3/1/2009                        3                     1     Group 1
521053212                         5.2                    14.35             5.2               3/1/2009                        3                     1     Group 1
521053221                           0                        0               0                                               0                     0     Group 1
521053233                           0                        0               0                                               0                     0     Group 1
521053234                           6                       17               6               3/1/2009                        3                     1     Group 1
521053256                           6                     16.2               6               3/1/2009                        3                     1     Group 1
521053265                        10.2                     16.2               6               3/1/2009                        3                     1     Group 1
521053272                           6                    11.95               6               3/1/2009                        3                     1     Group 1
521053274                         6.5                   16.925             6.5               3/1/2009                        3                     1     Group 1
521053296                         6.2                   14.575             6.2               3/1/2012                        3                     1     Group 1
521053321                         5.3                   17.025             5.3               3/1/2009                        3                     1     Group 1
521053326                           6                    16.23               6               3/1/2009                        3                     1     Group 1
521053348                        8.95                    14.95               6               3/1/2009                        3                     1     Group 1
521053353                           6                    13.85               6               3/1/2009                        3                     1     Group 1
521053357                        9.85                    15.85             6.2               3/1/2009                        3                     1     Group 1
521053390                           5                    15.35               5               3/1/2009                        3                     1     Group 1
521053394                           5                   16.275               5               3/1/2009                        3                     1     Group 1
521053398                         6.2                     17.1             6.2               3/1/2009                        3                     1     Group 1
521053402                           6                     15.8               6               4/1/2009                        3                     1     Group 1
521053472                           0                        0               0                                               0                     0     Group 1
521053502                      10.425                   16.425               6               3/1/2009                        3                     1     Group 1
521053506                           6                    17.15               6               3/1/2009                        3                     1     Group 1
521053509                      11.575                   17.575             6.9               3/1/2009                        3                     1     Group 1
521053522                         6.4                     16.4             6.4               3/1/2009                        3                     1     Group 1
521053530                           0                        0               0                                               0                     0     Group 1
521053543                        5.85                     15.3            5.85               3/1/2010                        3                     1     Group 1
521053575                           6                   14.675               6               3/1/2012                        3                     1     Group 1
521053589                           0                        0               0                                               0                     0     Group 1
521053599                           6                    16.65               6               4/1/2009                        3                     1     Group 1
521053629                       12.25                    18.25               6               3/1/2009                        3                     1     Group 1
521053630                           6                    13.95               6               3/1/2009                        3                     1     Group 1
521053640                       5.401                    15.35           5.401               4/1/2009                        3                     1     Group 1
521053643                           5                    15.55               5               3/1/2009                        3                     1     Group 1
521053666                           6                     13.3               6               3/1/2009                        3                     1     Group 1
521053670                           6                     14.8               6               4/1/2009                        3                     1     Group 1
521053671                           6                     15.1               6               3/1/2009                        3                     1     Group 1
521053676                           6                    17.99               6               3/1/2009                        3                     1     Group 1
521053688                         5.6                     14.6             5.6               4/1/2009                        3                     1     Group 1
521053712                           6                     17.4               6               3/1/2009                        3                     1     Group 1
521053715                           6                    15.65               6               3/1/2009                        3                     1     Group 1
521053722                       10.85                    16.85               6               3/1/2009                        3                     1     Group 1
521053741                           6                     14.3               6               3/1/2010                        3                     1     Group 1
521053749                           6                    16.65               6               3/1/2009                        3                     1     Group 1
521053759                           6                   17.175               6               3/1/2009                        3                     1     Group 1
521053787                        9.75                    15.75               6               3/1/2009                        3                     1     Group 1
521053796                           6                   17.975               6               3/1/2009                        3                     1     Group 1
521053802                           6                    13.99               6               4/1/2009                        3                     1     Group 1
521053812                        8.99                    14.99               6               4/1/2009                        3                     1     Group 1
521053828                       9.825                   15.825               6               3/1/2009                        3                     1     Group 1
521053835                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 1
521053906                           6                   17.475               6               3/1/2009                        3                     1     Group 1
521053916                           6                    16.55               6               4/1/2012                        3                     1     Group 1
521053930                           5                     15.6               5               4/1/2009                        3                     1     Group 1
521053957                           5                    18.25               5               3/1/2009                        3                     1     Group 1
521053983                           5                    15.95               5               3/1/2009                        3                     1     Group 1
521053996                           6                    16.35               6               3/1/2009                        3                     1     Group 1
521054004                           6                   13.825               6               3/1/2009                        3                     1     Group 1
521054019                         5.6                     15.8             5.6               3/1/2009                        3                     1     Group 1
521054030                           5                     15.4               5               3/1/2009                        3                     1     Group 1
521054037                           6                     17.7               6               3/1/2009                        3                     1     Group 1
521054047                           6                     16.3               6               3/1/2009                        3                     1     Group 1
521054051                           6                     17.6               6               4/1/2009                        3                     1     Group 1
521054076                        10.7                     16.7            6.65               3/1/2010                        3                     1     Group 1
521054084                           6                    17.13               6               3/1/2009                        3                     1     Group 1
521054101                           0                        0               0                                               0                     0     Group 1
521054103                       10.05                    16.05               6               3/1/2009                        3                     1     Group 1
521054117                           5                   15.355               5               4/1/2009                        3                     1     Group 1
521054130                       11.45                    17.45               6               3/1/2009                        3                     1     Group 1
521054142                           6                     17.7               6               3/1/2009                        3                     1     Group 1
521054151                           6                     15.2               6               4/1/2012                        3                     1     Group 1
521054188                           5                   14.525               5               4/1/2009                        3                     1     Group 1
521054191                         5.8                     14.2             5.8               4/1/2009                        3                     1     Group 1
521054196                           6                    18.05               6               3/1/2009                        3                     1     Group 1
521054205                        6.65                    17.94            6.65               3/1/2009                        3                     1     Group 1
521054216                           6                    17.05               6               3/1/2012                        3                     1     Group 1
521054265                         6.4                   14.475             6.4               3/1/2009                        3                     1     Group 1
521054275                           6                    14.64               6               4/1/2012                        3                     1     Group 1
521054298                           6                    15.78               6               3/1/2009                        3                     1     Group 1
521054299                          10                       16               6               3/1/2009                        3                     1     Group 1
521054321                           6                    15.65               6               4/1/2009                        3                     1     Group 1
521054344                           0                        0               0                                               0                     0     Group 1
521054354                         5.4                     15.9             5.4               3/1/2009                        3                     1     Group 1
521054357                         8.7                     14.7               6               3/1/2009                        3                     1     Group 1
521054374                         5.6                    14.34             5.6               3/1/2009                        3                     1     Group 1
521054398                           6                   13.625               6               3/1/2009                        3                     1     Group 1
521054407                           6                   15.825               6               3/1/2009                        3                     1     Group 1
521054422                         5.5                    16.65             5.5               4/1/2009                        3                     1     Group 1
521054423                      11.425                   17.425             6.4               3/1/2009                        3                     1     Group 1
521054440                           5                   15.945               5               3/1/2009                        3                     1     Group 1
521054464                        5.35                   16.175            5.35               4/1/2009                        3                     1     Group 1
521054473                           0                        0               0                                               0                     0     Group 1
521054490                         6.2                    14.33             6.2               3/1/2009                        3                     1     Group 1
521054513                           5                     15.8               5               4/1/2009                        3                     1     Group 1
521054515                           6                   15.275               6               4/1/2009                        3                     1     Group 1
521054519                           5                     14.7               5               4/1/2009                        3                     1     Group 1
521054539                           6                   15.575               6               4/1/2009                        3                     1     Group 1
521054550                           5                     18.3               5               4/1/2010                        3                     1     Group 1
521054576                           6                    13.55               6               4/1/2009                        3                     1     Group 1
521054602                         4.9                     15.6             4.9               3/1/2009                        3                     1     Group 1
521054619                           6                   16.115               6               4/1/2009                        3                     1     Group 1
521054680                           6                    13.05               6               3/1/2009                        3                     1     Group 1
521054712                         9.7                     15.7             6.2               4/1/2009                        3                     1     Group 1
521054721                           6                   15.075               6               4/1/2009                        3                     1     Group 1
521054736                       5.385                     18.2           5.385               4/1/2009                        3                     1     Group 1
521054743                           6                     16.9               6               4/1/2009                        3                     1     Group 1
521054762                           6                       17               6               3/1/2009                        3                     1     Group 1
521054773                           6                    14.95               6               4/1/2009                        3                     1     Group 1
521054777                        5.45                   16.325            5.45               4/1/2009                        3                     1     Group 1
521054846                           6                     17.8               6               4/1/2012                        3                     1     Group 1
521054859                           6                     16.3               6               3/1/2009                        3                     1     Group 1
521054880                           6                    15.35               6               4/1/2009                        3                     1     Group 1
521054882                           6                    16.27               6               4/1/2009                        3                     1     Group 1
521054915                           6                    14.01               6               4/1/2009                        3                     1     Group 1
521054951                           6                    14.15               6               4/1/2009                        3                     1     Group 1
521054966                           6                    15.95               6               4/1/2009                        3                     1     Group 1
521055000                         5.1                    15.45             5.1               4/1/2009                        3                     1     Group 1
521055006                           5                   15.725               5               4/1/2009                        3                     1     Group 1
521055013                           6                   15.275               6               4/1/2009                        3                     1     Group 1
521055080                         6.1                    15.15             6.1               4/1/2009                        3                     1     Group 1
521055083                           5                   18.475               5               4/1/2009                        3                     1     Group 1
521055133                           6                   15.625               6               4/1/2009                        3                     1     Group 1
521055135                           6                   13.925               6               4/1/2009                        3                     1     Group 1
521055144                         5.5                    18.18             5.5               3/1/2009                        3                     1     Group 1
521055193                           6                    17.55               6               4/1/2009                        3                     1     Group 1
521055204                        7.25                   16.325            7.25               4/1/2010                        3                     1     Group 1
521055230                         6.2                   15.275             6.2               4/1/2010                        3                     1     Group 1
521055270                       5.625                   14.325           5.625               4/1/2009                        3                     1     Group 1
521055301                           5                   16.125               5               4/1/2009                        3                     1     Group 1
521055335                           6                     15.7               6               4/1/2009                        3                     1     Group 1
521055366                           6                       17               6               4/1/2009                        3                     1     Group 1
521055373                           6                    15.85               6               4/1/2009                        3                     1     Group 1
521055385                           6                   13.875               6               4/1/2009                        3                     1     Group 1
521055407                        6.65                     14.9            6.65               4/1/2009                        3                     1     Group 1
521055444                         5.6                     15.2             5.6               4/1/2009                      1.5                   1.5     Group 1
521055577                           6                     15.3               6               4/1/2009                        3                     1     Group 1
521055633                         5.4                   14.725             5.4               4/1/2009                        3                     1     Group 1
521055648                           0                        0               0                                               0                     0     Group 1
521055677                           6                     16.9               6               4/1/2009                        3                     1     Group 1
521055684                           6                   14.575               6               4/1/2009                        3                     1     Group 1
521055704                           0                        0               0                                               0                     0     Group 1
521055743                           6                   17.555               6               4/1/2009                        3                     1     Group 1
521056061                           5                     18.1               5               4/1/2009                        3                     1     Group 1
521056091                        5.45                    14.75            5.45               4/1/2009                        3                     1     Group 1
521056144                           6                    16.05               6               4/1/2009                        3                     1     Group 1
521056178                           6                    17.65               6               4/1/2009                      1.5                   1.5     Group 1
521056192                         6.2                    15.55             6.2               5/1/2009                        3                     1     Group 1
521056258                           6                   13.925               6               4/1/2009                      1.5                   1.5     Group 1
521056287                           6                     16.5               6               4/1/2009                      1.5                   1.5     Group 1
521056299                           5                   16.265               5               5/1/2009                      1.5                   1.5     Group 1
521056321                           5                     16.4               5               4/1/2009                      1.5                   1.5     Group 1
521056445                         5.6                   14.225             5.6               4/1/2009                      1.5                   1.5     Group 1
521056610                           5                    15.05               5               4/1/2009                      1.5                   1.5     Group 1
521056785                           6                     17.3               6               4/1/2009                      1.5                   1.5     Group 1
521056838                        6.65                     15.9            6.65               5/1/2012                      1.5                   1.5     Group 1
521056864                           5                     16.6               5               4/1/2009                      1.5                   1.5     Group 1
521056959                           5                    16.35               5               4/1/2009                      1.5                   1.5     Group 1
521056981                           5                    15.99               5               5/1/2009                      1.5                   1.5     Group 1
521057075                         5.7                     18.1             5.7               4/1/2009                      1.5                   1.5     Group 1
521057182                           6                   14.325               6               5/1/2009                      1.5                   1.5     Group 1
521057366                           5                   16.175               5               5/1/2009                      1.5                   1.5     Group 1
521057485                           6                    15.05               6               5/1/2009                      1.5                   1.5     Group 1
551014002                           0                        0               0                                               0                     0     Group 1
551017637                           0                        0               0                                               0                     0     Group 1
551018083                        10.8                     16.8            5.85               9/1/2008                        3                     1     Group 1
551018553                           0                        0               0                                               0                     0     Group 1
551021789                           0                        0               0                                               0                     0     Group 1
551022094                           0                        0               0                                               0                     0     Group 1
551022287                           0                        0               0                                               0                     0     Group 1
551022367                           0                        0               0                                               0                     0     Group 1
551022417                           0                        0               0                                               0                     0     Group 1
551022477                           0                        0               0                                               0                     0     Group 1
551022653                           0                        0               0                                               0                     0     Group 1
551022936                           0                        0               0                                               0                     0     Group 1
551023021                           0                        0               0                                               0                     0     Group 1
551023376                           0                        0               0                                               0                     0     Group 1
551023782                           0                        0               0                                               0                     0     Group 1
551023896                         6.4                    14.85             6.4               2/1/2009                        3                     1     Group 1
551023988                           0                        0               0                                               0                     0     Group 1
551024102                           0                        0               0                                               0                     0     Group 1
551024577                           0                        0               0                                               0                     0     Group 1
551024591                           0                        0               0                                               0                     0     Group 1
551024679                           0                        0               0                                               0                     0     Group 1
551024686                           0                        0               0                                               0                     0     Group 1
551024741                        12.6                     18.6             5.6               3/1/2009                        3                     1     Group 1
551024769                         5.6                    17.05             5.6              12/1/2009                        3                     1     Group 1
551024951                           0                        0               0                                               0                     0     Group 1
551025068                           0                        0               0                                               0                     0     Group 1
551025144                           0                        0               0                                               0                     0     Group 1
551025186                           6                    14.95               6               2/1/2009                        3                     1     Group 1
551025485                           0                        0               0                                               0                     0     Group 1
551025517                           0                        0               0                                               0                     0     Group 1
551025844                           6                     16.4               6               2/1/2009                        3                     1     Group 1
551025880                           6                    13.99               6               2/1/2009                        3                     1     Group 1
551025894                           0                        0               0                                               0                     0     Group 1
551026400                           6                   17.425               6               2/1/2009                        3                     1     Group 1
551026542                           6                   14.125               6               3/1/2009                        3                     1     Group 1
551026586                         6.2                   15.725             6.2               3/1/2009                        3                     1     Group 1
551026749                           6                    13.09               6               3/1/2009                        3                     1     Group 1
551026867                           6                    14.85               6               2/1/2009                        3                     1     Group 1
551026883                           6                    16.35               6               4/1/2009                        3                     1     Group 1
551026888                           6                     14.2               6               3/1/2009                        3                     1     Group 1
551027003                         7.6                     13.6               6               3/1/2009                        3                     1     Group 1
551027015                         6.4                    17.95             6.4               3/1/2009                        3                     1     Group 1
551027043                           6                    15.45               6               3/1/2009                        3                     1     Group 1
551027044                           0                        0               0                                               0                     0     Group 1
551027056                           6                     16.9               6               3/1/2009                        3                     1     Group 1
551027058                           6                   16.975               6               3/1/2009                        3                     1     Group 1
551027060                           6                   15.875               6               3/1/2009                        3                     1     Group 1
551027062                           0                        0               0                                               0                     0     Group 1
551027112                           0                        0               0                                               0                     0     Group 1
551027163                           6                     14.8               6               2/1/2009                        3                     1     Group 1
551027173                           6                    14.65               6               4/1/2009                        3                     1     Group 1
551027179                        6.65                     17.5            6.65               3/1/2009                        3                     1     Group 1
551027195                           6                    15.65               6               3/1/2009                        3                     1     Group 1
551027205                           6                    15.85               6               3/1/2009                        3                     1     Group 1
551027296                           6                    15.35               6               2/1/2009                        3                     1     Group 1
551027301                           6                     18.2               6               3/1/2009                        3                     1     Group 1
551027304                           6                     16.5               6               2/1/2009                        3                     1     Group 1
551027346                           0                        0               0                                               0                     0     Group 1
551027365                           6                    15.55               6               3/1/2009                        3                     1     Group 1
551027395                           6                    15.58               6               3/1/2009                        3                     1     Group 1
551027461                           6                   15.875               6               3/1/2009                        3                     1     Group 1
551027515                        6.65                     18.3            6.65               3/1/2009                        3                     1     Group 1
551027535                        9.97                    15.97             7.4               3/1/2009                        3                     1     Group 1
551027603                           6                    14.85               6               3/1/2009                        3                     1     Group 1
551027672                           0                        0               0                                               0                     0     Group 1
551027694                           0                        0               0                                               0                     0     Group 1
551027709                         6.2                     16.7             6.2               4/1/2009                      1.5                   1.5     Group 1
551027752                           6                   16.575               6               3/1/2010                        3                     1     Group 1
551027758                           6                     16.1               6               3/1/2009                        3                     1     Group 1
551027872                           6                   14.525               6               3/1/2010                        3                     1     Group 1
551027907                           6                     14.3               6               3/1/2009                        3                     1     Group 1
551027908                           6                     15.9               6               3/1/2009                        3                     1     Group 1
551027934                           6                    14.25               6               3/1/2009                        3                     1     Group 1
551027939                           6                    16.75               6               3/1/2009                        3                     1     Group 1
551027970                           6                     13.8               6               4/1/2009                        3                     1     Group 1
551027990                           0                        0               0                                               0                     0     Group 1
551028172                           0                        0               0                                               0                     0     Group 1
551028228                        6.65                    16.35            6.65               3/1/2009                        3                     1     Group 1
551028236                           6                   15.075               6               3/1/2009                        3                     1     Group 1
551028262                         6.2                     15.7             6.2               3/1/2009                        3                     1     Group 1
551028264                           0                        0               0                                               0                     0     Group 1
551028278                           0                        0               0                                               0                     0     Group 1
551028304                           6                    14.55               6               3/1/2009                        3                     1     Group 1
551028345                           6                   12.975               6               3/1/2009                        3                     1     Group 1
551028374                           0                        0               0                                               0                     0     Group 1
551028430                           0                        0               0                                               0                     0     Group 1
551028432                           6                    16.65               6               3/1/2009                        3                     1     Group 1
551028445                           0                        0               0                                               0                     0     Group 1
551028450                           6                     16.1               6               3/1/2009                        3                     1     Group 1
551028484                           6                     16.9               6               3/1/2009                        3                     1     Group 1
551028487                           6                   15.725               6               3/1/2009                        3                     1     Group 1
551028628                           6                    16.45               6               3/1/2009                        3                     1     Group 1
551028668                           6                   14.925               6               4/1/2009                        3                     1     Group 1
551028702                           6                    17.97               6               4/1/2009                        3                     1     Group 1
551028756                           6                    16.05               6               4/1/2009                        3                     1     Group 1
551028800                           6                    15.75               6               4/1/2009                        3                     1     Group 1
551028807                           6                    17.65               6               4/1/2010                        3                     1     Group 1
551028823                           6                    15.95               6               4/1/2009                        3                     1     Group 1
551028930                           6                    15.95               6               4/1/2009                        3                     1     Group 1
551028968                           6                     14.8               6               4/1/2009                        3                     1     Group 1
551028988                           6                    14.95               6               4/1/2009                        3                     1     Group 1
551029087                           0                        0               0                                               0                     0     Group 1
551029126                           6                    16.85               6               4/1/2009                        3                     1     Group 1
551029290                           6                    15.05               6               4/1/2009                        3                     1     Group 1
551029308                           6                     16.9               6               4/1/2009                      1.5                   1.5     Group 1
551029342                           6                       17               6               4/1/2009                        3                     1     Group 1
551029574                           6                   15.075               6               4/1/2009                      1.5                   1.5     Group 1
551029747                           0                        0               0                                               0                     0     Group 1
551029884                           6                    16.05               6               4/1/2009                      1.5                   1.5     Group 1
551030993                           6                     17.2               6               5/1/2009                      1.5                   1.5     Group 1
581012346                           0                        0               0                                               0                     0     Group 1
581013246                           0                        0               0                                               0                     0     Group 1
581013988                         5.6                    13.45             5.6              12/1/2008                        3                     1     Group 1
581014339                        6.25                    13.95            6.25               1/1/2009                        3                     1     Group 1
581014508                           0                        0               0                                               0                     0     Group 1
581014517                        5.58                     15.7            5.58               2/1/2009                        3                     1     Group 1
581014697                           0                        0               0                                               0                     0     Group 1
581014715                           6                       13               6               1/1/2009                        3                     1     Group 1
581014940                           0                        0               0                                               0                     0     Group 1
581014943                        5.99                       12            5.99               1/1/2012                        3                     1     Group 1
581015048                           6                    12.89               6               1/1/2009                        3                     1     Group 1
581015068                         6.4                    13.15             6.4               1/1/2009                        3                     1     Group 1
581015084                         6.1                     13.7             6.1               2/1/2009                        3                     1     Group 1
581015112                           6                    13.35               6               1/1/2009                        3                     1     Group 1
581015145                           6                     12.8               6               2/1/2009                        3                     1     Group 1
581015232                         6.4                     14.9             6.4               1/1/2009                        3                     1     Group 1
581015276                         5.6                     13.5             5.6               1/1/2009                        3                     1     Group 1
581015307                         5.7                     11.8             5.7               3/1/2009                        3                     1     Group 1
581015313                           6                     12.8               6               1/1/2009                        3                     1     Group 1
581015334                        6.65                     15.3            6.65               2/1/2009                        3                     1     Group 1
581015336                         5.6                    13.45             5.6               1/1/2009                        3                     1     Group 1
581015423                         5.6                     12.8             5.6               2/1/2009                        3                     1     Group 1
581015443                        6.65                    14.75            6.65               2/1/2009                        3                     1     Group 1
581015446                         5.6                     13.7             5.6               2/1/2009                        3                     1     Group 1
581015489                        5.99                       12            5.99               2/1/2009                        3                     1     Group 1
581015503                        5.59                     11.7            5.59               2/1/2009                        3                     1     Group 1
581015527                           0                        0               0                                               0                     0     Group 1
581015538                         5.6                       12             5.6               2/1/2010                        3                     1     Group 1
581015622                           6                    12.55               6               2/1/2009                        3                     1     Group 1
581015633                           6                    14.61               6               2/1/2009                        3                     1     Group 1
581015650                         6.2                     13.4             6.2               2/1/2009                        3                     1     Group 1
581015653                         5.6                     11.8             5.6               2/1/2009                        3                     1     Group 1
581015677                        7.25                    13.45            7.25               2/1/2009                        3                     1     Group 1
581015698                        5.99                       12            5.99               3/1/2009                        3                     1     Group 1
581015705                         6.4                     12.8             6.4               2/1/2009                        3                     1     Group 1
581015767                        6.65                    14.84            6.65               2/1/2009                        3                     1     Group 1
581015769                         5.6                    13.61             5.6               2/1/2009                        3                     1     Group 1
581015787                           6                     13.8               6               2/1/2009                        3                     1     Group 1
581015802                         5.6                    13.35             5.6               2/1/2009                        3                     1     Group 1
581015807                           6                     14.5               6               3/1/2009                        3                     1     Group 1
581015816                           6                    14.05               6               2/1/2012                        3                     1     Group 1
581015829                        6.65                     13.1            6.65               2/1/2009                        3                     1     Group 1
581015834                         6.2                    12.95             6.2               2/1/2012                        3                     1     Group 1
581015867                           0                        0               0                                               0                     0     Group 1
581015892                         6.4                    14.95             6.4               2/1/2009                        3                     1     Group 1
581015894                           6                     13.7               6               2/1/2009                        3                     1     Group 1
581015918                           6                     12.6               6               2/1/2009                        3                     1     Group 1
581015928                         6.3                     14.7             6.3               2/1/2009                        3                     1     Group 1
581015933                           6                     13.9               6               2/1/2009                        3                     1     Group 1
581015950                         5.6                     14.4             5.6               2/1/2009                        3                     1     Group 1
581015957                         5.6                     14.5             5.6               2/1/2009                        3                     1     Group 1
581015961                         6.4                     15.9             6.4               2/1/2009                        3                     1     Group 1
581015964                         5.6                     13.6             5.6               3/1/2009                        3                     1     Group 1
581015986                           6                    12.25               6               3/1/2009                        3                     1     Group 1
581015999                           6                     13.8               6               2/1/2009                        3                     1     Group 1
581016039                         5.6                    13.65             5.6               3/1/2009                        3                     1     Group 1
581016046                           6                    12.55               6               2/1/2009                        3                     1     Group 1
581016054                         6.2                     13.6             6.2               3/1/2009                        3                     1     Group 1
581016077                           6                     12.6               6               2/1/2009                        3                     1     Group 1
581016091                         5.6                    14.05             5.6               2/1/2009                        3                     1     Group 1
581016095                           6                     14.1               6               3/1/2009                        3                     1     Group 1
581016097                         6.2                    12.45             6.2               2/1/2009                        3                     1     Group 1
581016106                           6                    15.21               6               2/1/2009                        3                     1     Group 1
581016112                           6                     12.3               6               2/1/2009                        3                     1     Group 1
581016175                         6.3                     13.7             6.3               3/1/2012                        3                     1     Group 1
581016178                           6                     13.4               6               2/1/2009                        3                     1     Group 1
581016206                           6                    14.55               6               2/1/2009                        3                     1     Group 1
581016230                           6                     14.4               6               3/1/2009                        3                     1     Group 1
581016286                        5.69                     11.7            5.69               3/1/2010                        3                     1     Group 1
581016290                           6                     13.1               6               3/1/2012                        3                     1     Group 1
581016316                           0                        0               0                                               0                     0     Group 1
581016337                           6                     13.4               6               3/1/2009                        3                     1     Group 1
581016343                           6                   14.075               6               3/1/2010                        3                     1     Group 1
581016353                           6                    13.76               6               3/1/2009                        3                     1     Group 1
581016378                         5.6                     14.1             5.6               3/1/2009                        3                     1     Group 1
581016379                           6                    13.45               6               3/1/2009                        3                     1     Group 1
581016383                           6                    14.35               6               3/1/2009                        3                     1     Group 1
581016391                        6.65                     13.2            6.65               2/1/2009                        3                     1     Group 1
581016400                           6                    12.75               6               3/1/2009                        3                     1     Group 1
581016405                           0                        0               0                                               0                     0     Group 1
581016442                           6                    12.25               6               3/1/2009                        3                     1     Group 1
581016450                           6                    16.99               6               3/1/2009                        3                     1     Group 1
581016468                           6                    12.45               6               3/1/2009                        3                     1     Group 1
581016479                           0                        0               0                                               0                     0     Group 1
581016494                           0                        0               0                                               0                     0     Group 1
581016501                           6                    15.45               6               3/1/2009                        3                     1     Group 1
581016509                           0                        0               0                                               0                     0     Group 1
581016511                         5.6                    13.35             5.6               3/1/2009                        3                     1     Group 1
581016536                         5.6                    13.85             5.6               3/1/2009                        3                     1     Group 1
581017097                           0                        0               0                                               0                     0     Group 1
581017102                         5.6                     13.9             5.6               3/1/2009                        3                     1     Group 1
581017110                        5.74                    11.75            5.74               3/1/2009                        3                     1     Group 1
581017117                        6.65                    17.49            6.65               3/1/2009                        3                     1     Group 1
581017125                           6                    17.15               6               3/1/2009                        3                     1     Group 1
581017150                           6                   16.245               6               3/1/2009                        3                     1     Group 1
581017166                           0                        0               0                                               0                     0     Group 1
581017169                        6.65                    13.55            6.65               3/1/2009                        3                     1     Group 1
581017174                           6                    14.85               6               3/1/2009                        3                     1     Group 1
581017185                        6.65                    16.15            6.65               3/1/2009                        3                     1     Group 1
581017204                           6                    14.25               6               3/1/2010                        3                     1     Group 1
581017210                        7.25                    15.95            7.25               3/1/2009                        3                     1     Group 1
581017214                           6                     15.1               6               3/1/2009                        3                     1     Group 1
581017218                           6                    16.15               6               3/1/2009                        3                     1     Group 1
581017220                           0                        0               0                                               0                     0     Group 1
581017226                           6                    13.99               6               3/1/2009                        3                     1     Group 1
581017235                           0                        0               0                                               0                     0     Group 1
581017236                        6.65                    14.75            6.65               3/1/2009                        3                     1     Group 1
581017243                           6                     14.7               6               3/1/2009                        3                     1     Group 1
581017308                         5.6                   17.345             5.6               3/1/2009                        3                     1     Group 1
581017311                           0                        0               0                                               0                     0     Group 1
581017331                           6                     13.6               6               3/1/2009                        3                     1     Group 1
581017334                           0                        0               0                                               0                     0     Group 1
581017354                           6                     12.8               6               3/1/2012                        3                     1     Group 1
581017362                           0                        0               0                                               0                     0     Group 1
581017368                           6                    14.45               6               3/1/2009                        3                     1     Group 1
581017381                           6                    14.25               6               4/1/2009                        3                     1     Group 1
581017407                           6                     14.5               6               3/1/2009                        3                     1     Group 1
581017418                           6                     13.6               6               3/1/2010                        3                     1     Group 1
581017435                         6.2                     13.4             6.2               3/1/2009                        3                     1     Group 1
581017455                         6.2                     14.5             6.2               3/1/2009                        3                     1     Group 1
581017496                           6                     13.5               6               3/1/2009                        3                     1     Group 1
581017515                           6                    13.99               6               3/1/2009                        3                     1     Group 1
581017541                           6                    12.25               6               3/1/2009                        3                     1     Group 1
581017626                           6                     14.4               6               4/1/2010                        3                     1     Group 1
581017652                           6                    16.59               6               3/1/2009                        3                     1     Group 1
581017667                           0                        0               0                                               0                     0     Group 1
581017673                           0                        0               0                                               0                     0     Group 1
581017676                           0                        0               0                                               0                     0     Group 1
581017689                           6                    13.65               6               3/1/2009                        3                     1     Group 1
581017693                           6                     13.2               6               3/1/2009                        3                     1     Group 1
581017694                           6                    13.85               6               3/1/2009                        3                     1     Group 1
581017698                           0                        0               0                                               0                     0     Group 1
581017711                         7.4                     16.2             7.4               3/1/2009                        3                     1     Group 1
581017714                         6.4                       14             6.4               3/1/2012                        3                     1     Group 1
581017721                           6                   12.975               6               3/1/2010                        3                     1     Group 1
581017746                           6                    13.35               6               3/1/2009                        3                     1     Group 1
581017757                        5.98                    11.99            5.98               3/1/2009                        3                     1     Group 1
581017773                           6                    15.95               6               4/1/2009                        3                     1     Group 1
581017876                           6                     14.2               6               3/1/2009                        3                     1     Group 1
581017877                        5.85                   13.685            5.85               3/1/2012                        3                     1     Group 1
581017883                           0                        0               0                                               0                     0     Group 1
581017900                           6                   15.745               6               3/1/2009                        3                     1     Group 1
581017906                           0                        0               0                                               0                     0     Group 1
581017927                           6                    14.75               6               4/1/2009                        3                     1     Group 1
581017952                         6.2                     14.5             6.2               4/1/2009                        3                     1     Group 1
581017953                           0                        0               0                                               0                     0     Group 1
581017955                         6.2                     13.9             6.2               3/1/2009                        3                     1     Group 1
581017963                           6                    15.35               6               3/1/2009                        3                     1     Group 1
581018017                           6                     13.2               6               3/1/2009                        3                     1     Group 1
581018033                           6                     15.6               6               3/1/2009                        3                     1     Group 1
581018041                           6                    14.15               6               4/1/2012                        3                     1     Group 1
581018048                           6                    15.25               6               3/1/2009                        3                     1     Group 1
581018110                           6                     13.2               6               4/1/2009                        3                     1     Group 1
581018128                           6                     11.9               6               3/1/2009                        3                     1     Group 1
581018132                           6                    12.85               6               3/1/2009                        3                     1     Group 1
581018157                           6                     15.6               6               3/1/2009                        3                     1     Group 1
581018159                           6                     15.6               6               3/1/2009                        3                     1     Group 1
581018162                           6                     15.6               6               3/1/2009                        3                     1     Group 1
581018163                           6                     15.6               6               3/1/2009                        3                     1     Group 1
581018166                        6.65                    14.55            6.65               4/1/2009                        3                     1     Group 1
581018173                           0                        0               0                                               0                     0     Group 1
581018240                           6                    15.35               6               4/1/2009                        3                     1     Group 1
581018276                           6                     13.8               6               4/1/2012                        3                     1     Group 1
581018283                           6                    12.65               6               4/1/2009                        3                     1     Group 1
581018290                           6                     14.3               6               4/1/2009                        3                     1     Group 1
581018376                         7.4                     16.9             7.4               4/1/2009                        3                     1     Group 1
581018415                         6.2                     14.8             6.2               4/1/2009                        3                     1     Group 1
581018425                           6                    14.75               6               4/1/2009                        3                     1     Group 1
581018430                           6                     13.1               6               4/1/2012                        3                     1     Group 1
581018483                           6                    13.65               6               4/1/2009                        3                     1     Group 1
581018493                           0                        0               0                                               0                     0     Group 1
581018497                           6                    15.55               6               4/1/2009                        3                     1     Group 1
581018512                        7.25                       17            7.25               4/1/2009                        3                     1     Group 1
581018578                           0                        0               0                                               0                     0     Group 1
581018591                           6                     14.7               6               4/1/2009                        3                     1     Group 1
581018845                           6                     13.9               6               4/1/2009                        3                     1     Group 1
581018939                           6                   14.075               6               4/1/2009                        3                     1     Group 1
581018980                           6                   14.335               6               4/1/2009                      1.5                   1.5     Group 1
581019078                           6                     15.5               6               4/1/2009                      1.5                   1.5     Group 1
581019155                        5.64                    11.65            5.64               4/1/2010                      1.5                   1.5     Group 1
611025886                         9.4                     15.4             5.8              11/1/2009                        3                     1     Group 1
611026282                           0                        0               0                                               0                     0     Group 1
611026326                         5.6                    13.99             5.6               1/1/2009                        3                     1     Group 1
611026360                           0                        0               0                                               0                     0     Group 1
611026492                        5.85                     13.8            5.85               1/1/2009                        3                     1     Group 1
611026550                         6.2                    14.75             6.2               1/1/2009                        3                     1     Group 1
621017765                           0                        0               0                                               0                     0     Group 1
621019238                           0                        0               0                                               0                     0     Group 1
621019417                           0                        0               0                                               0                     0     Group 1
621019750                         5.6                    13.67             5.6               1/1/2012                        3                     1     Group 1
621019830                           0                        0               0                                               0                     0     Group 1
621019964                           0                        0               0                                               0                     0     Group 1
621019984                         5.6                    13.37             5.6              12/1/2008                        3                     1     Group 1
621020179                           0                        0               0                                               0                     0     Group 1
621020185                           0                        0               0                                               0                     0     Group 1
621020222                           0                        0               0                                               0                     0     Group 1
621020252                         6.1                     14.4             6.1               1/1/2009                        3                     1     Group 1
621020282                           0                        0               0                                               0                     0     Group 1
621020315                           0                        0               0                                               0                     0     Group 1
621020327                         5.6                     15.1             5.6               1/1/2012                        3                     1     Group 1
621020395                           0                        0               0                                               0                     0     Group 1
621020420                           0                        0               0                                               0                     0     Group 1
621020441                           6                    14.75               6               1/1/2009                        3                     1     Group 1
621020457                         5.6                    15.65             5.6              12/1/2008                        3                     1     Group 1
621020721                           6                   14.125               6               1/1/2012                        3                     1     Group 1
621020724                        6.65                    15.66            6.65               2/1/2009                        3                     1     Group 1
621020738                           6                    14.07               6               1/1/2009                        3                     1     Group 1
621020757                         6.4                    14.45             6.4               1/1/2009                        3                     1     Group 1
621020761                           6                    14.47               6               1/1/2009                        3                     1     Group 1
621020776                           0                        0               0                                               0                     0     Group 1
621020793                         6.2                    14.95             6.2               2/1/2009                        3                     1     Group 1
621020861                         6.2                    14.75             6.2               1/1/2009                        3                     1     Group 1
621020898                           6                   13.595               6               1/1/2009                        3                     1     Group 1
621020937                           0                        0               0                                               0                     0     Group 1
621020940                           6                    14.55               6               3/1/2009                        3                     1     Group 1
621020956                           6                    14.35               6               2/1/2009                        3                     1     Group 1
621021011                           0                        0               0                                               0                     0     Group 1
621021052                        6.25                     16.2            6.25               1/1/2009                        3                     1     Group 1
621021061                           6                    15.35               6               1/1/2009                        3                     1     Group 1
621021069                         5.8                    13.37             5.8               2/1/2009                        3                     1     Group 1
621021125                         6.4                    12.95             6.4               3/1/2009                        3                     1     Group 1
621021184                           6                    14.35               6               2/1/2009                        3                     1     Group 1
621021251                           6                     13.9               6               2/1/2009                        3                     1     Group 1
621021297                        6.85                    16.44            6.85               3/1/2009                        3                     1     Group 1
621021324                           6                    14.75               6               2/1/2009                        3                     1     Group 1
621021331                         6.4                    13.42             6.4               3/1/2009                        3                     1     Group 1
621021375                         6.2                   13.925             6.2               2/1/2012                        3                     1     Group 1
621021403                           6                    14.35               6               2/1/2009                        3                     1     Group 1
621021410                           6                    14.05               6               3/1/2009                        3                     1     Group 1
621021525                           6                    14.75               6               3/1/2009                        3                     1     Group 1
621021573                           6                    14.62               6               3/1/2009                        3                     1     Group 1
621021574                           0                        0               0                                               0                     0     Group 1
621021584                           7                     17.3             7.4               4/1/2009                        3                     1     Group 1
621021596                           6                    14.67               6               2/1/2009                        3                     1     Group 1
621021626                           0                        0               0                                               0                     0     Group 1
621021654                        7.25                    15.15            7.25               2/1/2009                        3                     1     Group 1
621021668                         6.2                     16.6             6.2               2/1/2009                        3                     1     Group 1
621021685                        6.65                     15.9            6.65               3/1/2009                        3                     1     Group 1
621021689                           0                        0               0                                               0                     0     Group 1
621021690                           6                    12.85               6               2/1/2012                        3                     1     Group 1
621021707                           6                       16               6               2/1/2009                        3                     1     Group 1
621021744                         6.2                     13.7             6.2               3/1/2009                        3                     1     Group 1
621021753                           6                     13.3               6               2/1/2009                        3                     1     Group 1
621021814                           6                    14.25               6               3/1/2009                        3                     1     Group 1
621021819                           6                    14.25               6               2/1/2009                        3                     1     Group 1
621021835                           6                    15.85               6               2/1/2009                        3                     1     Group 1
621021845                         6.2                    13.85             6.2               2/1/2009                        3                     1     Group 1
621021846                           0                        0               0                                               0                     0     Group 1
621021923                           6                    12.27               6               3/1/2009                        3                     1     Group 1
621021934                         6.5                    14.65             6.5               2/1/2009                        3                     1     Group 1
621021936                           6                    12.77               6               3/1/2009                        3                     1     Group 1
621021972                           6                   14.875               6               3/1/2009                        3                     1     Group 1
621021980                           6                    13.65               6               2/1/2009                        3                     1     Group 1
621022008                         6.4                    14.22             6.4               3/1/2009                        3                     1     Group 1
621022076                         6.4                    14.37             6.4               2/1/2009                        3                     1     Group 1
621022083                         6.2                    14.05             6.2               3/1/2009                        3                     1     Group 1
621022101                           6                    14.62               6               3/1/2009                        3                     1     Group 1
621022103                           6                    14.25               6               3/1/2009                        3                     1     Group 1
621022125                           0                        0               0                                               0                     0     Group 1
621022178                           6                    12.85               6               3/1/2010                        1                     3     Group 1
621022180                           6                   15.975               6               2/1/2009                        3                     1     Group 1
621022214                           6                    14.15               6               3/1/2009                        3                     1     Group 1
621022280                           6                     14.1               6               3/1/2009                        3                     1     Group 1
621022287                           6                    14.45               6               2/1/2009                        3                     1     Group 1
621022329                           6                    15.87               6               3/1/2009                        3                     1     Group 1
621022332                           6                   14.975               6               3/1/2009                        3                     1     Group 1
621022337                           6                     12.2               6               3/1/2009                        3                     1     Group 1
621022382                         6.4                    15.15             6.4               3/1/2009                        3                     1     Group 1
621022418                        6.65                    15.87            6.65               3/1/2009                        3                     1     Group 1
621022442                           6                   13.375               6               3/1/2009                        3                     1     Group 1
621022451                           6                       13               6               3/1/2009                        3                     1     Group 1
621022453                           6                    13.97               6               3/1/2009                        3                     1     Group 1
621022454                           6                    12.82               6               3/1/2012                        3                     1     Group 1
621022466                         6.4                     15.4             6.4               3/1/2009                        3                     1     Group 1
621022499                           6                    13.35               6               3/1/2009                        3                     1     Group 1
621022508                           6                     14.5               6               3/1/2009                        3                     1     Group 1
621022511                           6                    15.15               6               3/1/2009                        3                     1     Group 1
621022533                         6.4                     15.6             6.4               3/1/2009                        3                     1     Group 1
621022542                           6                     14.1               6               3/1/2009                        3                     1     Group 1
621022599                           6                     13.5               6               3/1/2009                        3                     1     Group 1
621022630                           6                    17.35               6               4/1/2009                        3                     1     Group 1
621022641                           0                        0               0                                               0                     0     Group 1
621022650                           6                    14.32               6               3/1/2009                        3                     1     Group 1
621022678                           6                    13.85               6               3/1/2009                        3                     1     Group 1
621022707                           6                    13.99               6               3/1/2009                        3                     1     Group 1
621022712                         6.4                     14.2             6.4               4/1/2009                        3                     1     Group 1
621022777                           6                     14.3               6               4/1/2009                        3                     1     Group 1
621022907                           6                    14.55               6               3/1/2009                        3                     1     Group 1
621022923                           6                    14.75               6               4/1/2009                        3                     1     Group 1
621022938                           6                     13.9               6               4/1/2009                        3                     1     Group 1
621023011                           6                   14.875               6               3/1/2009                        3                     1     Group 1
621023063                           6                    12.25               6               4/1/2009                        3                     1     Group 1
621023098                         6.2                    13.95             6.2               4/1/2009                        3                     1     Group 1
621023110                           6                    13.87               6               4/1/2009                        3                     1     Group 1
621023191                           0                        0               0                                               0                     0     Group 1
621023228                           6                     14.9               6               4/1/2012                        3                     1     Group 1
621023333                           6                     15.5               6               4/1/2009                        3                     1     Group 1
621023346                         6.2                     16.1             6.2               4/1/2009                        3                     1     Group 1
621023357                         6.2                     15.3             6.2               4/1/2009                        3                     1     Group 1
621023444                           6                    14.25               6               4/1/2009                        3                     1     Group 1
621023506                           6                    14.75               6               4/1/2009                        3                     1     Group 1
621023566                           6                    13.65               6               4/1/2012                        3                     1     Group 1
621023808                           0                        0               0                                               0                     0     Group 1
621023896                           6                    14.25               6               4/1/2009                      1.5                   1.5     Group 1
621023950                        6.65                     14.1            6.65               4/1/2009                      1.5                   1.5     Group 1
621024069                           6                    13.65               6               4/1/2009                      1.5                   1.5     Group 1
631015909                           0                        0               0                                               0                     0     Group 1
631016048                        6.25                     14.1            6.25              12/1/2008                        3                     1     Group 1
631016064                           6                    13.25               6               1/1/2009                        3                     1     Group 1
651022040                        11.8                     17.8            5.85              11/1/2008                        3                     1     Group 1
651023393                           0                        0               0                                               0                     0     Group 1
661018921                           0                        0               0                                               0                     0     Group 1
661019317                           0                        0               0                                               0                     0     Group 1
661019648                           0                        0               0                                               0                     0     Group 1
661019715                           0                        0               0                                               0                     0     Group 1
661019761                         5.6                     13.1             5.6              12/1/2008                        3                     1     Group 1
661019950                           6                     13.2               6               2/1/2009                        3                     1     Group 1
661020087                        7.45                    13.45             5.6              12/1/2008                        3                     1     Group 1
661020150                         5.6                    13.85             5.6              12/1/2008                        3                     1     Group 1
661020195                        5.85                    12.15            5.85              12/1/2008                        3                     1     Group 1
661020249                         7.4                    17.25             7.4               1/1/2009                        3                     1     Group 1
661020268                         5.6                     13.9             5.6               1/1/2009                        3                     1     Group 1
661020285                         5.6                       15             5.6               3/1/2009                        3                     1     Group 1
661020341                           0                        0               0                                               0                     0     Group 1
661020370                       5.347                    13.05           5.347               1/1/2009                        3                     1     Group 1
661020527                         5.5                     11.6             5.5               1/1/2009                        3                     1     Group 1
661020605                         5.6                    13.75             5.6               2/1/2009                        3                     1     Group 1
661020630                           6                     12.9               6               2/1/2009                        3                     1     Group 1
661020801                         7.7                     13.7               6               1/1/2009                        3                     1     Group 1
661020846                         6.2                     14.2             6.2               1/1/2009                        3                     1     Group 1
661020918                           6                    12.85               6               1/1/2010                        3                     1     Group 1
661020919                        8.15                    14.15               6               1/1/2009                        3                     1     Group 1
661020939                         6.2                    14.25             6.2               1/1/2009                        3                     1     Group 1
661020952                           0                        0               0                                               0                     0     Group 1
661020967                           6                   13.625               6               3/1/2009                        3                     1     Group 1
661020981                         6.4                     14.6             6.4               2/1/2009                        3                     1     Group 1
661021004                         6.4                    13.35             6.4               1/1/2009                        3                     1     Group 1
661021040                         6.2                       13             6.2               2/1/2009                        3                     1     Group 1
661021072                           6                    12.55               6               1/1/2009                        3                     1     Group 1
661021092                           6                    13.95               6               1/1/2009                        3                     1     Group 1
661021154                           6                     14.1               6               1/1/2009                        3                     1     Group 1
661021241                         6.2                    13.85             6.2               2/1/2009                        3                     1     Group 1
661021246                         6.2                     14.5             6.2               2/1/2009                        3                     1     Group 1
661021296                        6.65                     14.9            6.65               2/1/2009                        3                     1     Group 1
661021304                           6                    15.25               6               1/1/2009                        3                     1     Group 1
661021305                         6.4                    13.25             6.4               2/1/2009                        3                     1     Group 1
661021389                           6                    13.65               6               2/1/2009                        3                     1     Group 1
661021392                          10                     16.5             6.5               1/1/2009                        3                     1     Group 1
661021456                       4.475                   12.225           4.475               2/1/2009                        3                     1     Group 1
661021458                         6.2                    13.05             6.2               2/1/2009                        3                     1     Group 1
661021490                        5.59                     11.6            5.59               2/1/2009                        3                     1     Group 1
661021526                           6                    13.45               6               3/1/2009                        3                     1     Group 1
661021545                        5.59                     11.6            5.59               3/1/2010                        3                     1     Group 1
661021546                        6.65                     15.6            6.65               2/1/2009                        3                     1     Group 1
661021561                           6                     14.1               6               2/1/2009                        3                     1     Group 1
661021563                           6                     12.8               6               2/1/2009                        3                     1     Group 1
661021565                         6.4                    14.25             6.4               2/1/2009                        3                     1     Group 1
661021598                         6.2                    14.05             6.2               2/1/2009                        3                     1     Group 1
661021755                           6                   14.395               6               2/1/2009                        3                     1     Group 1
661021756                           0                        0               0                                               0                     0     Group 1
661021768                        7.25                    14.15            7.25               4/1/2009                        3                     1     Group 1
661021773                           6                     13.9               6               2/1/2009                        3                     1     Group 1
661021810                         6.4                     12.8             6.4               2/1/2009                        3                     1     Group 1
661021831                           6                    13.55               6               2/1/2009                        3                     1     Group 1
661021839                           6                     13.3               6               3/1/2009                        3                     1     Group 1
661021848                         6.4                    13.75             6.4               2/1/2009                        3                     1     Group 1
661021850                         6.2                     15.4             6.2               2/1/2009                        3                     1     Group 1
661021854                           6                     13.9               6               2/1/2012                        3                     1     Group 1
661021872                           6                     13.1               6               2/1/2009                        3                     1     Group 1
661021878                           6                    12.75               6               2/1/2012                        3                     1     Group 1
661021880                           6                     12.4               6               2/1/2009                        3                     1     Group 1
661021884                           6                    12.35               6               2/1/2009                        3                     1     Group 1
661021885                           0                        0               0                                               0                     0     Group 1
661021929                         6.2                     13.5             6.2               3/1/2009                        3                     1     Group 1
661021946                           6                     13.8               6               2/1/2009                        3                     1     Group 1
661021948                           6                     14.6               6               2/1/2009                        3                     1     Group 1
661021983                           6                     12.7               6               2/1/2009                        3                     1     Group 1
661022042                         6.2                    14.55             6.2               2/1/2009                        3                     1     Group 1
661022052                           6                     12.7               6               3/1/2009                        3                     1     Group 1
661022059                           0                        0               0                                               0                     0     Group 1
661022097                           6                     12.6               6               3/1/2009                        3                     1     Group 1
661022131                         6.2                     12.9             6.2               3/1/2009                        3                     1     Group 1
661022138                           6                     12.3               6               2/1/2009                        3                     1     Group 1
661022155                           6                    13.75               6               2/1/2009                        3                     1     Group 1
661022156                           6                    15.85               6               3/1/2009                        3                     1     Group 1
661022168                           6                    14.45               6               2/1/2009                        3                     1     Group 1
661022186                        7.25                    13.55            7.25               2/1/2009                        3                     1     Group 1
661022188                           6                    15.35               6               2/1/2009                        3                     1     Group 1
661022222                           6                       16               6               3/1/2009                        3                     1     Group 1
661022232                           6                       13               6               3/1/2009                        3                     1     Group 1
661022236                         6.2                    13.65             6.2               2/1/2009                        3                     1     Group 1
661022252                         5.6                     11.8             5.6               4/1/2009                        3                     1     Group 1
661022265                        8.55                    14.55               6               2/1/2009                        3                     1     Group 1
661022277                           6                    12.65               6               3/1/2009                        3                     1     Group 1
661022295                           6                     13.3               6               2/1/2009                        3                     1     Group 1
661022310                           6                     13.4               6               2/1/2009                        3                     1     Group 1
661022328                         6.2                     12.8             6.2               3/1/2009                        3                     1     Group 1
661022332                           6                     14.9               6               3/1/2009                        3                     1     Group 1
661022336                           6                    13.75               6               3/1/2009                        3                     1     Group 1
661022348                        6.25                    15.74            6.25               3/1/2009                        3                     1     Group 1
661022389                           6                    13.35               6               3/1/2009                        3                     1     Group 1
661022395                        5.25                    12.99            5.25               3/1/2012                        3                     1     Group 1
661022473                           6                     12.6               6               3/1/2009                        3                     1     Group 1
661022500                           6                    13.65               6               3/1/2009                        3                     1     Group 1
661022508                           0                        0               0                                               0                     0     Group 1
661022542                           6                     13.7               6               3/1/2009                        3                     1     Group 1
661022571                           6                    12.95               6               3/1/2012                        3                     1     Group 1
661022580                       5.825                   11.825               6               3/1/2010                        3                     1     Group 1
661022600                           6                    13.65               6               3/1/2009                        3                     1     Group 1
661022614                         6.4                     13.5             6.4               3/1/2009                        3                     1     Group 1
661022623                        6.65                    14.95            6.65               3/1/2009                        3                     1     Group 1
661022628                        5.74                    11.75            5.74               4/1/2009                        3                     1     Group 1
661022660                        5.85                   13.975            5.85               3/1/2010                        3                     1     Group 1
661022713                           6                    13.25               6               3/1/2012                        3                     1     Group 1
661022728                        6.59                    13.05            6.59               3/1/2009                        3                     1     Group 1
661022731                           6                    14.75               6               3/1/2009                        3                     1     Group 1
661022743                           6                     13.6               6               3/1/2009                        3                     1     Group 1
661022754                         6.4                     14.4             6.4               3/1/2009                        3                     1     Group 1
661022768                         6.4                    11.45             6.4               3/1/2009                        3                     1     Group 1
661022844                           6                    14.45               6               3/1/2009                        3                     1     Group 1
661022864                         7.7                     13.7               6               3/1/2012                        3                     1     Group 1
661022886                        5.85                    13.55            5.85               4/1/2009                        3                     1     Group 1
661022898                        6.65                     13.8            6.65               4/1/2009                        3                     1     Group 1
661022907                         5.6                    12.95             5.6               4/1/2009                        3                     1     Group 1
661022954                           6                    12.25               6               3/1/2009                        3                     1     Group 1
661022970                           6                    12.75               6               3/1/2009                        3                     1     Group 1
661022971                           6                    13.35               6               3/1/2012                        3                     1     Group 1
661022984                        4.05                     12.3            4.05               2/1/2009                        3                     1     Group 1
661023029                           6                    13.98               6               4/1/2009                        3                     1     Group 1
661023056                        5.98                    11.99            5.98               3/1/2009                        3                     1     Group 1
661023082                           6                    16.99               6               4/1/2009                        3                     1     Group 1
661023089                           6                    14.99               6               3/1/2009                        3                     1     Group 1
661023138                        5.85                     18.2            5.85               3/1/2009                        3                     1     Group 1
661023154                           6                    16.75               6               3/1/2009                        3                     1     Group 1
661023155                           6                   13.315               6               3/1/2009                        3                     1     Group 1
661023172                         5.9                       12             5.9               3/1/2009                        3                     1     Group 1
661023223                           6                     16.5               6               4/1/2009                        3                     1     Group 1
661023224                        5.85                   12.875            5.85               3/1/2009                        3                     1     Group 1
661023231                        7.25                     14.2            7.25               4/1/2009                        3                     1     Group 1
661023233                           6                    17.25               6               4/1/2009                        3                     1     Group 1
661023235                           6                    17.25               6               4/1/2009                        3                     1     Group 1
661023271                           6                    15.25               6               3/1/2009                        3                     1     Group 1
661023333                           6                     14.7               6               4/1/2009                        3                     1     Group 1
661023340                           6                     12.5               6               4/1/2012                        3                     1     Group 1
661023346                           6                     14.3               6               3/1/2009                        3                     1     Group 1
661023361                           6                    13.25               6               4/1/2009                        3                     1     Group 1
661023396                           6                     14.2               6               3/1/2009                        3                     1     Group 1
661023400                         7.4                     17.2             7.4               3/1/2009                        3                     1     Group 1
661023404                           6                     13.8               6               4/1/2009                        3                     1     Group 1
661023450                           6                    14.05               6               3/1/2009                        3                     1     Group 1
661023451                           0                        0               0                                               0                     0     Group 1
661023452                         6.4                     13.4             6.4               3/1/2009                        3                     1     Group 1
661023466                           0                        0               0                                               0                     0     Group 1
661023521                         6.2                       15             6.2               4/1/2009                        3                     1     Group 1
661023535                           6                     12.7               6               3/1/2009                        3                     1     Group 1
661023561                           6                     14.6               6               3/1/2009                        3                     1     Group 1
661023580                           6                    12.55               6               4/1/2009                        3                     1     Group 1
661023622                           6                     15.5               6               4/1/2009                        3                     1     Group 1
661023627                           6                    13.55               6               4/1/2010                        3                     1     Group 1
661023655                           0                        0               0                                               0                     0     Group 1
661023681                           6                    14.15               6               4/1/2009                        3                     1     Group 1
661023771                        5.85                       13            5.85               4/1/2009                        3                     1     Group 1
661023942                           6                     12.6               6               4/1/2010                        3                     1     Group 1
661024073                           6                    14.25               6               4/1/2009                        3                     1     Group 1
661024097                           6                     15.1               6               4/1/2009                        3                     1     Group 1
661024141                           6                   14.475               6               4/1/2009                      1.5                   1.5     Group 1
661024332                           6                     14.1               6               4/1/2009                      1.5                   1.5     Group 1
661024497                           6                     13.2               6               3/1/2009                      1.5                   1.5     Group 1
661024502                           0                        0               0                                               0                     0     Group 1
661024524                         6.2                    13.45             6.2               3/1/2009                        1                   1.5     Group 1
671016061                         5.6                    12.75             5.6               1/1/2012                        3                     1     Group 1
671016188                         5.6                    14.15             5.6               1/1/2009                        3                     1     Group 1
671016239                        9.35                    15.35             5.6              12/1/2008                        3                     1     Group 1
671016269                         6.9                     12.9             5.6              12/1/2008                        3                     1     Group 1
671016313                        8.95                    14.95             6.1              12/1/2008                        3                     1     Group 1
671016407                         5.6                    11.75             5.6              12/1/2008                        3                     1     Group 1
671016449                           6                    13.05               6               1/1/2009                        3                     1     Group 1
671016503                         6.5                    14.14             6.5               1/1/2009                        3                     1     Group 1
671016526                           6                    12.95               6              12/1/2008                        3                     1     Group 1
671016612                         5.6                     13.6             5.6               1/1/2009                        3                     1     Group 1
671016658                           6                    14.35               6               1/1/2009                        3                     1     Group 1
671016681                         6.2                    13.82             6.2               1/1/2012                        3                     1     Group 1
671016683                        6.65                    13.95            6.65               1/1/2009                        3                     1     Group 1
671016719                           6                     13.3               6               2/1/2009                        3                     1     Group 1
671016739                           0                        0               0                                               0                     0     Group 1
671016758                         6.2                     14.2             6.2               1/1/2009                        3                     1     Group 1
671016803                         6.1                     13.7             6.1               2/1/2009                        3                     1     Group 1
671016836                           6                     12.6               6               1/1/2009                        3                     1     Group 1
671016839                           6                     13.8               6               1/1/2009                        3                     1     Group 1
671016894                           6                   12.355               6               1/1/2012                        3                     1     Group 1
671016895                           6                    14.45               6               1/1/2009                        3                     1     Group 1
671016906                           6                     12.7               6               2/1/2009                        3                     1     Group 1
671016929                         6.1                   13.925             6.1               1/1/2009                        3                     1     Group 1
671016990                           6                     14.1               6               2/1/2009                        3                     1     Group 1
671017023                           6                     13.5               6               1/1/2009                        3                     1     Group 1
671017045                        6.25                     14.6            6.25               1/1/2009                        3                     1     Group 1
671017060                        6.25                    15.15            6.25               1/1/2009                        3                     1     Group 1
671017068                        6.65                    12.99            6.65               1/1/2009                        3                     1     Group 1
671017133                           6                    15.85               6               1/1/2009                        3                     1     Group 1
671017146                           6                     13.1               6               2/1/2012                        3                     1     Group 1
671017194                         6.4                    14.85             6.4               2/1/2009                        3                     1     Group 1
671017195                           6                    13.15               6               2/1/2009                        3                     1     Group 1
671017208                           6                     13.6               6               4/1/2009                        3                     1     Group 1
671017224                           6                     13.9               6               2/1/2009                        3                     1     Group 1
671017235                           6                    12.45               6               2/1/2009                        3                     1     Group 1
671017239                           6                     14.9               6               2/1/2009                        3                     1     Group 1
671017288                           6                    12.95               6               2/1/2009                        3                     1     Group 1
671017326                         6.2                    14.85             6.2               2/1/2009                        3                     1     Group 1
671017335                         6.4                     14.7             6.4               2/1/2009                        3                     1     Group 1
671017369                         6.4                    12.95             6.4               2/1/2009                        3                     1     Group 1
671017380                           6                    13.55               6               2/1/2009                        3                     1     Group 1
671017384                           6                     14.6               6               2/1/2009                        3                     1     Group 1
671017442                         5.9                       12             5.9               3/1/2012                        3                     1     Group 1
671017471                           6                    13.85               6               2/1/2009                        3                     1     Group 1
671017533                           6                   14.275               6               2/1/2009                        3                     1     Group 1
671017553                           6                     15.6               6               2/1/2009                        3                     1     Group 1
671017573                           6                     13.2               6               2/1/2009                        3                     1     Group 1
671017579                        6.65                     13.8            6.65               2/1/2009                        3                     1     Group 1
671017653                           6                    14.25               6               3/1/2009                        3                     1     Group 1
671017658                           6                    14.75               6               2/1/2009                        3                     1     Group 1
671017671                         6.4                    14.25             6.4               2/1/2009                        3                     1     Group 1
671017683                           6                    13.85               6               2/1/2009                        3                     1     Group 1
671017686                           6                    14.75               6               2/1/2012                        3                     1     Group 1
671017701                           0                        0               0                                               0                     0     Group 1
671017712                           6                       13               6               2/1/2009                        3                     1     Group 1
671017735                           6                     12.6               6               3/1/2009                        3                     1     Group 1
671017739                           6                     13.7               6               2/1/2009                        3                     1     Group 1
671017748                           0                        0               0                                               0                     0     Group 1
671017797                           6                    13.55               6               3/1/2009                        3                     1     Group 1
671017798                           6                    12.99               6               2/1/2012                        3                     1     Group 1
671017840                           6                    14.15               6               3/1/2009                        3                     1     Group 1
671017868                           6                     13.1               6               3/1/2009                        3                     1     Group 1
671017879                        5.59                     11.6            5.59               3/1/2009                        3                     1     Group 1
671017887                         6.2                     13.7             6.2               3/1/2009                        3                     1     Group 1
671017900                           6                    12.15               6               3/1/2009                        3                     1     Group 1
671017911                        6.65                    16.15            6.65               3/1/2009                        3                     1     Group 1
671017940                           6                     13.2               6               3/1/2012                        3                     1     Group 1
671017943                           6                    14.25               6               3/1/2009                        3                     1     Group 1
671017963                           6                    13.75               6               3/1/2009                        3                     1     Group 1
671017966                           0                        0               0                                               0                     0     Group 1
671017982                           6                    12.85               6               3/1/2009                        3                     1     Group 1
671018039                           0                        0               0                                               0                     0     Group 1
671018040                           0                        0               0                                               0                     0     Group 1
671018046                           6                    12.99               6               3/1/2009                        3                     1     Group 1
671018048                           6                    12.75               6               3/1/2009                        3                     1     Group 1
671018049                           6                     13.3               6               3/1/2009                        3                     1     Group 1
671018056                           6                     15.6               6               3/1/2009                        3                     1     Group 1
671018066                           6                     12.6               6               4/1/2012                        3                     1     Group 1
671018085                           0                        0               0                                               0                     0     Group 1
671018375                           6                     13.5               6               4/1/2012                        3                     1     Group 1
671018446                           6                   12.645               6               3/1/2012                        3                     1     Group 1
671018464                           6                    14.95               6               3/1/2009                        3                     1     Group 1
671018480                           6                     15.7               6               4/1/2009                      1.5                   1.5     Group 1
671018487                           6                     14.3               6               3/1/2009                        3                     1     Group 1
671018488                           6                     15.3               6               3/1/2009                        3                     1     Group 1
671018493                           6                     15.7               6               3/1/2009                        3                     1     Group 1
671018495                           6                    14.15               6               3/1/2009                        3                     1     Group 1
671018540                           6                     13.4               6               3/1/2009                        3                     1     Group 1
671018541                           6                    14.05               6               3/1/2009                        3                     1     Group 1
671018550                           0                        0               0                                               0                     0     Group 1
671018552                           6                    14.35               6               3/1/2009                        3                     1     Group 1
671018580                           6                     12.1               6               3/1/2009                        3                     1     Group 1
671018621                        7.25                    14.15            7.25               4/1/2009                        3                     1     Group 1
671018635                           6                    12.55               6               3/1/2009                        3                     1     Group 1
671018638                           6                    13.15               6               3/1/2009                        3                     1     Group 1
671018644                           6                    14.05               6               3/1/2009                        3                     1     Group 1
671018669                           6                     15.5               6               3/1/2009                        3                     1     Group 1
671018685                           6                    15.35               6               4/1/2009                        3                     1     Group 1
671018704                           6                   13.545               6               3/1/2009                        3                     1     Group 1
671018721                           6                     13.5               6               3/1/2009                        3                     1     Group 1
671018756                           6                     13.3               6               3/1/2009                        3                     1     Group 1
671018826                           0                        0               0                                               0                     0     Group 1
671018865                           6                     14.8               6               3/1/2009                        3                     1     Group 1
671018870                           6                   14.895               6               4/1/2009                        3                     1     Group 1
671018882                           6                     12.9               6               3/1/2009                        3                     1     Group 1
671018898                        5.94                     12.9            5.94               3/1/2009                        3                     1     Group 1
671018960                           0                        0               0                                               0                     0     Group 1
671018987                           6                     15.6               6               4/1/2009                        3                     1     Group 1
671018993                        5.75                   11.975            5.75               3/1/2009                        3                     1     Group 1
671019011                           6                     14.7               6               3/1/2009                        3                     1     Group 1
671019055                           6                     12.6               6               4/1/2009                        3                     1     Group 1
671019058                           6                    14.99               6               4/1/2009                        3                     1     Group 1
671019091                           6                   13.575               6               4/1/2009                        3                     1     Group 1
671019115                           6                     14.6               6               3/1/2009                        3                     1     Group 1
671019128                           6                    15.25               6               4/1/2009                        3                     1     Group 1
671019135                           6                    13.35               6               3/1/2009                        3                     1     Group 1
671019184                           6                       16               6               3/1/2009                        3                     1     Group 1
671019197                           6                     15.6               6               4/1/2009                        3                     1     Group 1
671019227                           6                    13.95               6               4/1/2009                        3                     1     Group 1
671019234                           6                    12.55               6               4/1/2009                        3                     1     Group 1
671019267                           6                     14.2               6               4/1/2009                        3                     1     Group 1
671019269                           6                     14.5               6               4/1/2009                        3                     1     Group 1
671019363                           6                    13.66               6               4/1/2009                        3                     1     Group 1
671019376                           6                     13.9               6               4/1/2009                        3                     1     Group 1
671019408                         6.2                     15.5             6.2               4/1/2009                        3                     1     Group 1
671019449                           6                    15.45               6               4/1/2009                        3                     1     Group 1
671019476                           6                     14.8               6               4/1/2009                        3                     1     Group 1
671019478                         7.4                    16.45             7.4               4/1/2009                        3                     1     Group 1
671019545                        5.75                       12            5.75               4/1/2009                        3                     1     Group 1
671019557                           6                     14.7               6               4/1/2009                      1.5                   1.5     Group 1
671019577                           6                    14.99               6               4/1/2009                        3                     1     Group 1
671019604                         6.2                     14.5             6.2               4/1/2009                        3                     1     Group 1
671019992                           6                    13.15               6               4/1/2009                      1.5                   1.5     Group 1
671020077                         6.1                    12.25               6               4/1/2012                      1.5                   1.5     Group 1
681014503                           0                        0               0                                               0                     0     Group 1
681014550                        9.89                    15.89             5.6              11/1/2008                        3                     1     Group 1
681014749                           0                        0               0                                               0                     0     Group 1
681014756                           0                        0               0                                               0                     0     Group 1
681014897                         5.6                    14.35             5.6              12/1/2008                        3                     1     Group 1
681014940                         5.8                     14.4             5.8               1/1/2010                        3                     1     Group 1
701004428                        10.5                     16.5            6.05              10/1/2008                        3                     1     Group 1
711010207                       11.55                    17.55             6.5               6/1/2008                        3                     1     Group 1
711011266                       11.75                    17.75            6.25              10/1/2008                        3                     1     Group 1
711011390                      11.775                   17.775            6.05              10/1/2008                        3                     1     Group 1
711011394                       10.15                    16.15            5.85              10/1/2008                        3                     1     Group 1
741017663                       12.43                    18.43            6.05              10/1/2008                        3                     1     Group 1
761017340                       10.95                    16.95            5.85              10/1/2008                        3                     1     Group 1
761017614                        12.1                     18.1             6.5              10/1/2008                        3                     1     Group 1
791007505                       11.35                    17.35            6.05              10/1/2008                        3                     1     Group 1
831069427                        6.65                    12.65            6.65              11/1/2008                        3                     1     Group 1
831070055                           0                        0               0                                               0                     0     Group 1
831070060                           0                        0               0                                               0                     0     Group 1
831070925                       7.375                   13.375            6.25              11/1/2011                        3                     1     Group 1
831072662                         8.5                     14.5             7.5              12/1/2008                        3                     1     Group 1
831072860                         6.9                     12.9             5.4               1/1/2009                        3                     1     Group 1
831072930                        8.75                    14.75               7              11/1/2011                        3                     1     Group 1
831072931                        8.29                    14.29            7.04              11/1/2009                        3                     1     Group 1
831073209                       7.275                   13.275           6.375              12/1/2008                        3                     1     Group 1
831073216                         8.1                     14.1            7.35              12/1/2008                        3                     1     Group 1
831073378                           0                        0               0                                               0                     0     Group 1
831073388                           0                        0               0                                               0                     0     Group 1
831073397                        8.85                    14.85            7.35              12/1/2008                        3                     1     Group 1
831073496                        8.05                    14.05            6.05              12/1/2008                        3                     1     Group 1
831073691                           7                       13            5.25              11/1/2008                        3                     1     Group 1
831073704                         7.4                     16.3             7.4               1/1/2009                        3                     1     Group 1
831073705                         8.9                     14.9             7.5               1/1/2009                        3                     1     Group 1
831073728                        8.55                    14.55            6.55               1/1/2009                        3                     1     Group 1
831073729                        8.99                    14.99             7.9               1/1/2009                        3                     1     Group 1
831073730                         8.5                     14.5               8               1/1/2009                        3                     1     Group 1
831073731                        9.25                    15.25             7.8               1/1/2009                        3                     1     Group 1
831073734                         9.3                     15.3            7.75               1/1/2009                        3                     1     Group 1
831073735                        7.92                    14.92            7.92               1/1/2009                        3                     1     Group 1
831073736                        8.35                    14.35             7.7               1/1/2009                        3                     1     Group 1
831073738                         9.5                     15.5               8               1/1/2009                        3                     1     Group 1
831073742                        9.48                    15.48            7.75               1/1/2009                        3                     1     Group 1
831073743                        8.75                    14.75               8               1/1/2009                        3                     1     Group 1
831073744                        8.79                    14.79            8.29               1/1/2009                        3                     1     Group 1
831073745                        8.41                    14.41            7.91               1/1/2009                        3                     1     Group 1
831073746                        10.2                     16.2             7.5               1/1/2009                        3                     1     Group 1
831073747                        9.15                    15.15               8               1/1/2009                        3                     1     Group 1
831073780                        7.99                    13.99            6.99               1/1/2009                        3                     1     Group 1
831073781                        8.25                    14.25               7               1/1/2009                        3                     1     Group 1
831073782                         8.3                     14.3               7               1/1/2009                        3                     1     Group 1
831073783                        8.25                    14.25            6.75               1/1/2009                        3                     1     Group 1
831073785                        8.35                    14.35            7.35               1/1/2009                        3                     1     Group 1
831073786                        8.65                    14.65            7.65               1/1/2009                        3                     1     Group 1
831073789                        8.45                    14.45           6.625               1/1/2009                        3                     1     Group 1
831073793                        7.33                    13.33             6.5               1/1/2009                        3                     1     Group 1
831073794                       10.15                    16.15             7.5               1/1/2009                        3                     1     Group 1
831073796                        8.33                    14.33               8               1/1/2010                        3                     1     Group 1
831074172                       8.875                   15.875           7.125               1/1/2009                        3                     1     Group 1
831074173                        7.75                    14.75               6               1/1/2009                        3                     1     Group 1
831074174                        8.75                    15.75               7               1/1/2009                        3                     1     Group 1
831074176                       7.625                   14.625           5.875               1/1/2009                        3                     1     Group 1
831074177                        6.24                    14.99            6.24               2/1/2009                        3                     1     Group 1
831074208                        9.25                    16.25            7.75              10/1/2008                        3                     1     Group 1
831074233                           7                    14.75               7               1/1/2009                        3                     1     Group 1
831074241                       8.625                   14.625           6.875              12/1/2011                        3                     1     Group 1
831074242                           0                        0               0                                               0                     0     Group 1
831074265                        9.55                    15.55             5.5               1/1/2010                        3                     1     Group 1
831074275                        9.99                    15.99            6.64               1/1/2009                        3                     1     Group 1
831074294                       8.375                   14.375           5.585               1/1/2009                        3                     1     Group 1
831074304                         6.5                     12.5             5.5               1/1/2009                        3                     1     Group 1
831074323                        8.05                    14.05            5.26               1/1/2009                        3                     1     Group 1
831074325                        9.95                    15.95            5.35               1/1/2009                        3                     1     Group 1
831074329                        8.25                    14.25            5.46               1/1/2009                        3                     1     Group 1
831074345                         6.6                    15.49             6.6               2/1/2012                        3                     1     Group 1
831074346                           0                        0               0                                               0                     0     Group 1
831074347                        9.75                    16.75             7.5               2/1/2009                        3                     1     Group 1
831074513                        8.95                    14.95             7.5               1/1/2009                        3                     1     Group 1
831074514                           0                        0               0                                               0                     0     Group 1
831074515                       8.875                   14.875               7               1/1/2009                        6                     2     Group 1
831074516                        8.95                    14.95            6.75               1/1/2009                        3                     1     Group 1
831074518                           0                        0               0                                               0                     0     Group 1
831074519                           0                        0               0                                               0                     0     Group 1
831074523                        9.58                    15.58             6.1              12/1/2008                        3                     1     Group 1
831074526                        9.13                    15.13               6               1/1/2009                        3                     1     Group 1
831074650                        8.49                    14.49             7.5               1/1/2009                        3                     1     Group 1
831074651                           7                       13               6               2/1/2009                        3                     1     Group 1
831074652                        7.75                    13.75            6.75               2/1/2009                        3                     1     Group 1
831074655                        7.99                    13.99            6.74               2/1/2009                        3                     1     Group 1
831074656                         9.5                     15.5            7.25               1/1/2009                        3                     1     Group 1
831074657                        8.99                    14.99           7.375               2/1/2009                        3                     1     Group 1
831074658                       10.25                    16.25           7.375               2/1/2009                        3                     1     Group 1
831074659                        9.25                    15.25           7.125               2/1/2009                        3                     1     Group 1
831074660                         8.5                     14.5             7.5               2/1/2009                        3                     1     Group 1
831074661                        8.75                    14.75             7.5               2/1/2009                        3                     1     Group 1
831074663                        9.06                    15.06            7.45               2/1/2009                        3                     1     Group 1
831074665                         8.8                     14.8            7.25               2/1/2009                        3                     1     Group 1
831074666                           0                        0               0                                               0                     0     Group 1
831074667                           0                        0               0                                               0                     0     Group 1
831074668                           0                        0               0                                               0                     0     Group 1
831074669                           0                        0               0                                               0                     0     Group 1
831074670                           0                        0               0                                               0                     0     Group 1
831074671                        8.88                    15.88             7.9               1/1/2012                        3                     1     Group 1
831074678                        8.49                    14.49            7.49               1/1/2009                        3                     1     Group 1
831074679                        9.59                    15.59            7.59              12/1/2008                        3                     1     Group 1
831074680                         8.7                     14.7            7.05               1/1/2009                        3                     1     Group 1
831074681                        8.99                    14.99            7.19               1/1/2009                        3                     1     Group 1
831074682                        8.45                    14.45            7.45               1/1/2009                        3                     1     Group 1
831074684                        9.55                    15.55             7.5              12/1/2008                        3                     1     Group 1
831074686                           7                       13             5.9              12/1/2011                        3                     1     Group 1
831074690                        7.89                    13.89            6.89              12/1/2008                        3                     1     Group 1
831074701                        8.99                    14.99            7.49               1/1/2010                        3                     1     Group 1
831074703                         7.9                     13.9             6.4               1/1/2009                        3                     1     Group 1
831074704                        9.15                    15.15            7.15               1/1/2009                        3                     1     Group 1
831074705                         9.9                     15.9             8.4              12/1/2008                        3                     1     Group 1
831074706                        8.95                    14.95            7.05               1/1/2009                        3                     1     Group 1
831074707                        7.55                    13.55               6               1/1/2009                        3                     1     Group 1
831074713                        9.25                    16.25             6.6               2/1/2012                        3                     1     Group 1
831074717                        9.99                    16.99             6.8               2/1/2009                        3                     1     Group 1
831074719                        7.75                    14.75             6.6               2/1/2010                        3                     1     Group 1
831074724                         6.6                    15.99             6.6               2/1/2012                        3                     1     Group 1
831074726                        9.25                    15.25             7.5               2/1/2009                        3                     1     Group 1
831074728                        8.33                    14.33            7.33               2/1/2009                        3                     1     Group 1
831074730                       7.975                   13.975           6.975               2/1/2009                        3                     1     Group 1
831074737                        9.78                    15.78            7.65               2/1/2009                        3                     1     Group 1
831074746                         5.6                    13.25             5.6               1/1/2009                        3                     1     Group 1
831074879                        8.55                    14.55            7.55               1/1/2009                        3                     1     Group 1
831074880                        9.06                    15.06            7.35               1/1/2009                        3                     1     Group 1
831074883                       11.35                    17.35             6.6               2/1/2009                        3                     1     Group 1
831074884                        6.93                    12.93            5.93               2/1/2009                        3                     1     Group 1
831074885                        8.78                    14.78            7.78               2/1/2009                        3                     1     Group 1
831074887                         9.3                     15.3             8.3               2/1/2009                        3                     1     Group 1
831074889                         9.1                     15.1            7.45               2/1/2009                        3                     1     Group 1
831074890                        6.65                    12.65            5.65               2/1/2012                        6                     2     Group 1
831074891                        8.79                    14.79             7.5               2/1/2009                        3                     1     Group 1
831074894                         8.6                     14.6             7.6               2/1/2009                        3                     1     Group 1
831074895                        8.76                    14.76             7.5               2/1/2009                        3                     1     Group 1
831074916                           0                        0               0                                               0                     0     Group 1
831074917                       10.99                    17.99             7.5               1/1/2010                        3                   1.5     Group 1
831074998                           0                        0               0                                               0                     0     Group 1
831075010                         9.5                     15.5            5.75               1/1/2009                        3                     1     Group 1
831075016                       10.99                    16.99             6.8              12/1/2008                        3                     1     Group 1
831075017                       10.55                    16.55             7.7               1/1/2009                        3                     1     Group 1
831075023                        10.1                     16.1            7.21              12/1/2008                        3                     1     Group 1
831075025                       10.75                    16.75            6.63              12/1/2008                        3                     1     Group 1
831075031                        8.55                    14.55            5.76               1/1/2009                        3                     1     Group 1
831075032                       10.15                    16.15            6.15              12/1/2008                        3                     1     Group 1
831075037                       10.99                    16.99             6.1              12/1/2008                        3                     1     Group 1
831075038                       8.875                   14.875           6.015               1/1/2009                        3                     1     Group 1
831075043                        9.99                    15.99            7.12               1/1/2009                        3                     1     Group 1
831075046                        9.99                    15.99             7.2               1/1/2009                        3                     1     Group 1
831075047                           0                        0               0                                               0                     0     Group 1
831075083                        8.25                    15.25            7.25               2/1/2009                        3                     1     Group 1
831075087                        7.99                    14.99            6.49               1/1/2009                        3                     1     Group 1
831075088                       8.265                   15.265           6.765              12/1/2008                        3                     1     Group 1
831075095                        8.14                    15.14            6.64               2/1/2009                        3                     1     Group 1
831075096                         6.5                     13.5               5               1/1/2009                        3                     1     Group 1
831075098                        6.99                    13.99            5.99               2/1/2009                        3                     1     Group 1
831075101                        7.99                    14.99            6.49              11/1/2008                        3                     1     Group 1
831075102                        8.99                    15.99             7.5               2/1/2009                        3                     1     Group 1
831075106                        8.79                    15.79            7.79               2/1/2009                        3                     1     Group 1
831075108                         9.2                     16.2             7.7               2/1/2009                        3                     1     Group 1
831075109                           0                        0               0                                               0                     0     Group 1
831075110                           0                        0               0                                               0                     0     Group 1
831075129                        6.55                    12.55             5.7               2/1/2009                        3                     1     Group 1
831075130                        8.99                    14.99               7               2/1/2009                        3                     1     Group 1
831075131                        7.25                    13.25               6               2/1/2012                        3                     1     Group 1
831075132                        7.75                    13.75               7               2/1/2009                        3                     1     Group 1
831075133                           0                        0               0                                               0                     0     Group 1
831075134                        8.99                    14.99           7.125               2/1/2009                        3                     1     Group 1
831075137                        7.84                    13.84            6.75               2/1/2009                        3                     1     Group 1
831075139                       5.875                   11.875           5.125               1/1/2009                        3                     1     Group 1
831075141                       6.875                   12.875               6               2/1/2009                        3                     1     Group 1
831075142                        7.05                    13.05               6               2/1/2009                        3                     1     Group 1
831075143                       9.375                   15.375           7.625               2/1/2009                        3                     1     Group 1
831075145                         8.6                     14.6            7.75               2/1/2009                        3                     1     Group 1
831075146                        8.12                    14.12             7.5               2/1/2009                        3                     1     Group 1
831075147                           0                        0               0                                               0                     0     Group 1
831075148                           0                        0               0                                               0                     0     Group 1
831075149                           0                        0               0                                               0                     0     Group 1
831075150                           0                        0               0                                               0                     0     Group 1
831075153                           9                       15               8               2/1/2009                        3                     1     Group 1
831075154                        8.35                    14.35            7.35               2/1/2009                        3                     1     Group 1
831075155                        10.8                     16.8             6.2               2/1/2009                        3                     1     Group 1
831075156                        8.55                    14.55            7.55               2/1/2009                        3                     1     Group 1
831075158                         8.6                     14.6             7.6               2/1/2009                        3                     1     Group 1
831075160                        7.45                    13.45            7.45               2/1/2009                        3                     1     Group 1
831075161                           0                        0               0                                               0                     0     Group 1
831075162                           0                        0               0                                               0                     0     Group 1
831075164                         8.5                     14.5             7.5               1/1/2009                        3                     1     Group 1
831075165                           0                        0               0                                               0                     0     Group 1
831075167                        7.99                    13.99            7.99               2/1/2009                        3                     1     Group 1
831075171                        8.92                    14.92               8               2/1/2009                        3                     1     Group 1
831075174                        9.75                    15.75               8               2/1/2009                        3                     1     Group 1
831075175                        6.99                    12.99            6.49               2/1/2009                        3                     1     Group 1
831075179                        7.74                    13.74             7.5               2/1/2009                        3                     1     Group 1
831075180                        9.65                    15.65               7               2/1/2009                        3                     1     Group 1
831075183                        9.97                    15.97            5.39               2/1/2009                        3                     1     Group 1
831075192                        7.43                    13.43               6               2/1/2009                        3                     1     Group 1
831075193                        8.57                    14.57             6.4               2/1/2009                        3                     1     Group 1
831075195                           0                        0               0                                               0                     0     Group 1
831075202                         7.6                     13.6             5.6               1/1/2009                        3                     1     Group 1
831075204                           0                        0               0                                               0                     0     Group 1
831075205                           0                        0               0                                               0                     0     Group 1
831075206                        8.75                    14.75            7.75              12/1/2008                        3                     1     Group 1
831075207                           0                        0               0                                               0                     0     Group 1
831075214                        8.99                    15.99            7.49               2/1/2009                        3                     1     Group 1
831075217                         7.5                     14.5               6               2/1/2009                        3                     1     Group 1
831075218                         7.6                     15.6             7.6               2/1/2010                        3                     1     Group 1
831075219                       6.825                   12.825           5.825               2/1/2009                        3                     1     Group 1
831075220                           0                        0               0                                               0                     0     Group 1
831075221                        9.49                    15.49            7.49               1/1/2009                        3                     1     Group 1
831075225                        8.75                    14.75            7.25               1/1/2009                        3                     1     Group 1
831075226                        7.95                    13.95            6.95               2/1/2009                        3                     1     Group 1
831075228                        8.25                    14.25            6.75               2/1/2009                        3                     1     Group 1
831075229                           0                        0               0                                               0                     0     Group 1
831075230                         8.5                     14.5               7               1/1/2009                        3                     1     Group 1
831075234                           0                        0               0                                               0                     0     Group 1
831075235                           0                        0               0                                               0                     0     Group 1
831075236                           0                        0               0                                               0                     0     Group 1
831075237                           0                        0               0                                               0                     0     Group 1
831075238                           0                        0               0                                               0                     0     Group 1
831075240                         8.5                     14.5            6.75               1/1/2009                        3                     1     Group 1
831075242                           0                        0               0                                               0                     0     Group 1
831075243                        7.99                    13.99            6.49               1/1/2009                        3                     1     Group 1
831075245                        8.25                    14.25            6.75               1/1/2009                        3                     1     Group 1
831075246                         7.8                     13.8             7.8               1/1/2009                        3                     1     Group 1
831075247                           0                        0               0                                               0                     0     Group 1
831075248                        7.75                    13.75            6.75               2/1/2009                        3                     1     Group 1
831075249                        7.85                    13.85            6.35               1/1/2009                        3                     1     Group 1
831075251                           0                        0               0                                               0                     0     Group 1
831075252                        8.99                    14.99            7.49               1/1/2009                        3                     1     Group 1
831075253                       7.625                   13.625           5.625               2/1/2009                        3                     1     Group 1
831075255                         7.1                     13.1             6.1               2/1/2009                        3                     1     Group 1
831075256                        7.95                    13.95            6.95               2/1/2009                        3                     1     Group 1
831075258                         9.4                     15.4             7.4               2/1/2010                        3                     1     Group 1
831075263                        7.99                    13.99            6.99               2/1/2009                        3                     1     Group 1
831075297                        8.97                    15.97             7.8               2/1/2009                        3                     1     Group 1
831075298                         7.6                     14.6             6.6               2/1/2009                        3                     1     Group 1
831075303                        6.99                    13.99            5.49              12/1/2008                        3                     1     Group 1
831075304                           0                        0               0                                               0                     0     Group 1
831075308                        8.25                    15.25            6.75              12/1/2008                        3                     1     Group 1
831075488                         6.8                     18.5             6.8               2/1/2012                        3                     1     Group 1
831075489                         6.6                    17.99             6.6               2/1/2012                        3                     1     Group 1
831075491                           0                        0               0                                               0                     0     Group 1
831075492                           6                    17.99               6               2/1/2012                        5                     2     Group 1
831075494                         6.6                    17.25             6.6               2/1/2012                        3                     1     Group 1
831075495                        7.99                    14.99               7               2/1/2009                        3                     1     Group 1
831075496                        7.99                    14.99             6.6               3/1/2012                        3                     1     Group 1
831075498                           0                        0               0                                               0                     0     Group 1
831075501                        8.29                    14.29            7.04               2/1/2009                        3                     1     Group 1
831075503                         8.5                     14.5           6.875               2/1/2012                        3                     1     Group 1
831075504                        8.75                    14.75             7.5               2/1/2009                        3                     1     Group 1
831075511                        7.55                    13.55            6.55               1/1/2009                        3                     1     Group 1
831075516                        9.85                    16.85             7.5               2/1/2009                        3                     1     Group 1
831075524                        9.99                    16.99             7.5               2/1/2009                        3                     1     Group 1
831075525                        9.95                    16.95            7.75               3/1/2009                        3                     1     Group 1
831075527                         9.9                     16.9             7.5               2/1/2009                        3                     1     Group 1
831075531                           0                        0               0                                               0                     0     Group 1
831075533                           0                        0               0                                               0                     0     Group 1
831075559                           0                        0               0                                               0                     0     Group 1
831075561                         9.5                     15.5               8               3/1/2009                        3                     1     Group 1
831075563                        9.75                    15.75            7.25               3/1/2009                        3                     1     Group 1
831075564                        7.85                    13.85            6.85               3/1/2009                        3                     1     Group 1
831075565                         9.5                     15.5             7.5               3/1/2009                        3                     1     Group 1
831075567                         7.2                     13.2             7.2               3/1/2009                        3                     1     Group 1
831075572                        9.15                    15.15            6.29               1/1/2009                        3                     1     Group 1
831075578                        8.83                    14.83             7.5               2/1/2009                        3                     1     Group 1
831075582                           0                        0               0                                               0                     0     Group 1
831075584                       7.875                   13.875               7               2/1/2009                        3                     1     Group 1
831075585                        8.25                    14.25               7               3/1/2009                        3                     1     Group 1
831075586                           0                        0               0                                               0                     0     Group 1
831075589                       10.77                    16.77              10               3/1/2009                        3                     1     Group 1
831075592                        7.81                    13.81               7               3/1/2009                        3                     1     Group 1
831075593                         9.2                     15.2             7.5               3/1/2009                        3                     1     Group 1
831075594                        8.35                    14.35             7.1               3/1/2009                        3                     1     Group 1
831075603                         9.7                     15.7             8.7               3/1/2009                        3                     1     Group 1
831075606                        8.75                    14.75            7.75               2/1/2009                        3                     1     Group 1
831075608                        7.54                    14.54            7.54               2/1/2012                        3                     1     Group 1
831075609                         9.1                     15.1            7.35               2/1/2009                        3                     1     Group 1
831075611                         9.6                     15.6             7.3               2/1/2009                        3                     1     Group 1
831075612                        8.87                    14.87             7.3               2/1/2009                        3                     1     Group 1
831075615                        8.99                    14.99            7.15               3/1/2009                        3                     1     Group 1
831075616                        9.64                    15.64           7.105               3/1/2009                        3                     1     Group 1
831075617                       10.39                    16.39             7.1               2/1/2009                        3                     1     Group 1
831075618                        9.71                    15.71             7.1               3/1/2009                        3                     1     Group 1
831075619                        8.06                    14.06            7.06               2/1/2009                        3                     1     Group 1
831075621                       10.25                    16.25            6.85               2/1/2009                        3                     1     Group 1
831075623                         7.8                     13.8             6.8               2/1/2009                        3                     1     Group 1
831075625                        10.5                     16.5            6.75               2/1/2009                        3                     1     Group 1
831075627                        10.8                     16.8             6.7               3/1/2009                        3                     1     Group 1
831075630                        7.29                    13.29            6.29               2/1/2009                        3                     1     Group 1
831075633                           0                        0               0                                               0                     0     Group 1
831075646                        7.39                    14.39            5.89               1/1/2009                        3                     1     Group 1
831075647                       5.625                   13.125           5.625              12/1/2009                        3                     1     Group 1
831075815                         8.5                     15.5             7.5               3/1/2009                        3                     1     Group 1
831075816                        8.94                    15.94            7.94               3/1/2009                        3                     1     Group 1
831075817                       7.425                   14.425           6.425               3/1/2009                        3                     1     Group 1
831075822                        10.5                     17.5            7.25               3/1/2009                        3                     1     Group 1
831075831                           0                        0               0                                               0                     0     Group 1
831075836                       7.875                   14.875               7               3/1/2009                        3                     1     Group 1
831075873                         8.7                     14.7             7.7               3/1/2009                        3                     1     Group 1
831075877                           0                        0               0                                               0                     0     Group 1
831075881                        8.99                    14.99            7.49               3/1/2009                        3                     1     Group 1
831075889                           0                        0               0                                               0                     0     Group 1
831075893                         8.5                     14.5            6.99               2/1/2012                        3                     1     Group 1
831075895                           0                        0               0                                               0                     0     Group 1
831075900                           0                        0               0                                               0                     0     Group 1
831075921                           9                       15            6.35               2/1/2009                        3                     1     Group 1
831076026                       7.375                   13.375           5.625              12/1/2008                        3                     1     Group 1
831076028                        6.25                       14            6.25               2/1/2009                        3                     1     Group 1
831076035                        7.49                    14.49            7.49               3/1/2009                        3                     1     Group 1
831076046                       7.895                   14.895           6.895               3/1/2009                        3                     1     Group 1
831076052                        9.43                    15.43             7.6               3/1/2009                        3                     1     Group 1
831076082                        10.3                     16.3               7               3/1/2009                        3                     1     Group 1
831076105                           0                        0               0                                               0                     0     Group 1
831076141                        7.35                    14.35            7.35               3/1/2009                        3                     1     Group 1
831076142                         9.2                     15.2            7.25               3/1/2009                        3                     1     Group 1
831076228                           0                        0               0                                               0                     0     Group 1
831076247                           0                        0               0                                               0                     0     Group 1
831076250                         9.5                     16.5               7               3/1/2009                        3                     1     Group 1
831076324                        8.95                    14.95           7.125               3/1/2009                        3                     1     Group 1
831076331                        10.2                     16.2           7.125               4/1/2009                        3                     1     Group 1
831076349                        8.65                    14.65            7.65               3/1/2009                        3                     1     Group 1
831076350                        9.99                    15.99            7.99               3/1/2009                        3                     1     Group 1
831076399                        7.41                    14.41            7.41               3/1/2009                        3                     1     Group 1
831076400                        10.5                     16.5            6.95               3/1/2009                        3                     1     Group 1
831076405                        8.52                    14.52            7.52               4/1/2009                        3                     1     Group 1
831076408                        8.99                    14.99            7.99               3/1/2010                        3                     1     Group 1
831076415                        9.99                    15.99            7.45               4/1/2009                        3                     1     Group 1
831076475                       7.125                   13.125             6.5               3/1/2009                        3                     1     Group 1
831076635                        10.5                     17.5           7.875               2/1/2009                        3                     1     Group 1
831076911                        8.99                    15.99            7.99               4/1/2009                      1.5                   1.5     Group 1
831077063                       7.875                   13.875           6.875               2/1/2009                        3                     1     Group 1
831077066                          10                       16               7               3/1/2009                        3                     1     Group 1
831077069                       10.35                    16.35            7.25               3/1/2009                        3                     1     Group 1
831077074                          11                       17              10               3/1/2009                        3                     1     Group 1
841018957                        9.83                    15.83            5.85               9/1/2008                        3                     1     Group 1
841019443                         9.2                     15.2             6.5              10/1/2008                        3                     1     Group 1
841022000                           0                        0               0                                               0                     0     Group 1
841022564                        9.67                    15.67             5.6              12/1/2008                        3                     1     Group 1
841023495                           6                    15.95               6               1/1/2009                        3                     1     Group 1
841023807                           0                        0               0                                               0                     0     Group 1
841024026                           6                     14.2               6               2/1/2009                        3                     1     Group 1
841024156                         6.4                       15             6.4               2/1/2009                        3                     1     Group 1
841024235                           6                     15.4               6               1/1/2009                        3                     1     Group 1
841024345                           6                       14               6               2/1/2012                        3                     1     Group 1
841024599                           6                    15.05               6               2/1/2009                        3                     1     Group 1
841024732                           6                    14.45               6               2/1/2009                        3                     1     Group 1
841024767                         5.5                   18.125             5.5               2/1/2009                        3                     1     Group 1
841024795                           6                   18.175               6               2/1/2009                        3                     1     Group 1
841024966                           6                   17.175               6               3/1/2009                        3                     1     Group 1
871006364                         9.1                     15.1             5.8              11/1/2008                        3                     1     Group 1
871006473                           0                        0               0                                               0                     0     Group 1
871006596                         5.8                    13.99             5.8               1/1/2009                        3                     1     Group 1
871006700                        6.25                   14.125            6.25               1/1/2010                        3                     1     Group 1
871006809                        7.65                    13.65            6.85              12/1/2008                        3                     1     Group 1
871006878                         5.8                     14.9             5.8              12/1/2008                        3                     1     Group 1
871006907                           0                        0               0                                               0                     0     Group 1
871006969                           0                        0               0                                               0                     0     Group 1
871006975                         5.6                   13.625             5.6               1/1/2009                        3                     1     Group 1
871006993                           6                     13.7               6               1/1/2009                        3                     1     Group 1
871007023                           6                    13.95               6               1/1/2009                        3                     1     Group 1
871007088                         6.2                    14.05             6.2               2/1/2009                        3                     1     Group 1
871007122                         5.8                    14.75             5.8               2/1/2012                        3                     1     Group 1
871007182                           6                     14.3               6               2/1/2009                        3                     1     Group 1
871007191                           6                       15               6               2/1/2009                        3                     1     Group 1
871007226                        6.25                     15.3            6.25               2/1/2009                        3                     1     Group 1
871007238                        7.55                    14.55            7.55              12/1/2008                        3                     1     Group 1
871007254                         6.4                    14.65             6.4               3/1/2009                        3                     1     Group 1
871007290                         5.6                    13.85             5.6               2/1/2009                        3                     1     Group 1
871007300                           6                     15.8               6               2/1/2009                        3                     1     Group 1
871007323                           6                    15.27               6               3/1/2009                        3                     1     Group 1
871007345                           6                    14.69               6               2/1/2009                        3                     1     Group 1
871007383                         5.6                   13.613             5.6               2/1/2012                        3                     1     Group 1
951000619                           6                     14.4               6               2/1/2009                        3                     1     Group 1
951000640                         6.2                    16.75             6.2               2/1/2009                        3                     1     Group 1
951000647                         6.2                    14.75             6.2               2/1/2009                        3                     1     Group 1
951000666                        5.85                    16.15            5.85               4/1/2009                      1.5                   1.5     Group 1
951000676                           6                    12.75               6               2/1/2009                        3                     1     Group 1
951000679                           6                    12.65               6               2/1/2009                        3                     1     Group 1
951001063                           7                     15.3               7               2/1/2009                        3                     1     Group 1
951001067                           0                        0               0                                               0                     0     Group 1
951001073                         6.1                   14.125             6.1               3/1/2009                        3                     1     Group 1
951001084                           0                        0               0                                               0                     0     Group 1
951001090                           0                        0               0                                               0                     0     Group 1
951001115                           0                        0               0                                               0                     0     Group 1
951001138                         6.4                    13.85             6.4               3/1/2009                        3                     1     Group 1
951001150                           6                    15.35               6               3/1/2009                        3                     1     Group 1
951001158                           6                     15.6               6               2/1/2012                        3                     1     Group 1
951001166                           0                        0               0                                               0                     0     Group 1
951001170                         6.2                    17.94             6.2               3/1/2009                        3                     1     Group 1
951001173                           6                    15.95               6               2/1/2009                        3                     1     Group 1
951001175                           6                   14.075               6               3/1/2009                        3                     1     Group 1
951001185                           0                        0               0                                               0                     0     Group 1
951001188                           6                    17.55               6               4/1/2009                        3                     1     Group 1
951001190                           6                    17.65               6               3/1/2009                        3                     1     Group 1
951001197                           6                   14.875               6               2/1/2009                        3                     1     Group 1
951001210                           6                    14.99               6               2/1/2009                        3                     1     Group 1
951001220                           6                     18.2               6               4/1/2009                        3                     1     Group 1
951001223                        5.85                     18.4            5.85               4/1/2009                        3                     1     Group 1
951001255                           6                    16.05               6               3/1/2009                        3                     1     Group 1
951001611                        6.65                       16            6.65               2/1/2009                        3                     1     Group 1
951001633                        5.85                    17.75            5.85               3/1/2009                        3                     1     Group 1
951001644                        6.85                   16.375            6.85               3/1/2009                        3                     1     Group 1
951001652                           6                   14.875               6               3/1/2009                        3                     1     Group 1
951001663                           6                   15.475               6               3/1/2009                        3                     1     Group 1
951001695                           0                        0               0                                               0                     0     Group 1
951001699                           6                    16.83               6               2/1/2009                        3                     1     Group 1
951001702                           6                   13.775               6               3/1/2009                        3                     1     Group 1
951001704                         5.4                    17.95             5.4               3/1/2010                        3                     1     Group 1
951001741                           0                        0               0                                               0                     0     Group 1
951001748                           0                        0               0                                               0                     0     Group 1
951001761                         6.2                   15.275             6.2               2/1/2009                        3                     1     Group 1
951001766                           6                    17.25               6               3/1/2009                        3                     1     Group 1
951001842                           0                        0               0                                               0                     0     Group 1
951001852                         6.1                    15.05             6.1               2/1/2009                        3                     1     Group 1
951001854                           6                    15.49               6               3/1/2009                        3                     1     Group 1
951001862                         6.2                     14.2             6.2               3/1/2009                        3                     1     Group 1
951001872                         6.2                   15.425             6.2               3/1/2009                        3                     1     Group 1
951001899                           0                        0               0                                               0                     0     Group 1
951001907                         6.2                    16.75             6.2               3/1/2009                        3                     1     Group 1
951001928                           6                    15.65               6               3/1/2009                        3                     1     Group 1
951001930                           6                    14.15               6               3/1/2009                        3                     1     Group 1
951001941                         6.1                     15.4             6.1               3/1/2009                        3                     1     Group 1
951002050                           6                    14.15               6               3/1/2010                        3                     1     Group 1
951002056                           6                    15.55               6               3/1/2009                        3                     1     Group 1
951002064                           0                        0               0                                               0                     0     Group 1
951002071                           6                    16.07               6               4/1/2009                        3                     1     Group 1
951002074                           6                     15.2               6               3/1/2009                        3                     1     Group 1
951002079                        6.75                    17.65            6.75               3/1/2009                        3                     1     Group 1
951002086                           6                    13.35               6               3/1/2012                        3                     1     Group 1
951002121                           6                     13.8               6               3/1/2009                        3                     1     Group 1
951002125                           6                    14.47               6               3/1/2009                        3                     1     Group 1
951002138                           0                        0               0                                               0                     0     Group 1
951002156                           6                   14.375               6               3/1/2009                        3                     1     Group 1
951002160                           6                   16.525               6               3/1/2009                        3                     1     Group 1
951002197                           0                        0               0                                               0                     0     Group 1
951002235                         6.3                   16.175             6.3               3/1/2009                        3                     1     Group 1
951002236                           6                     18.2               6               3/1/2009                        3                     1     Group 1
951002238                           6                    16.05               6               3/1/2009                        3                     1     Group 1
951002247                         6.2                    14.25             6.2               3/1/2009                        3                     1     Group 1
951002249                           6                    13.15               6               3/1/2009                        3                     1     Group 1
951002283                         5.9                       12             5.9               3/1/2010                        3                     1     Group 1
951002321                           6                    14.65               6               3/1/2009                        3                     1     Group 1
951002336                           6                    17.05               6               3/1/2009                        3                     1     Group 1
951002353                           6                     14.3               6               3/1/2009                        3                     1     Group 1
951002366                           0                        0               0                                               0                     0     Group 1
951002375                           6                       13               6               3/1/2009                        3                     1     Group 1
951002380                        6.55                    13.97            6.55               3/1/2009                        3                     1     Group 1
951002430                           0                        0               0                                               0                     0     Group 1
951002437                           0                        0               0                                               0                     0     Group 1
951002453                           6                     14.4               6               3/1/2009                        3                     1     Group 1
951002480                         6.4                    17.95             6.4               3/1/2010                        3                     1     Group 1
951002488                           6                    14.73               6               3/1/2010                        3                     1     Group 1
951002518                           6                    14.27               6               3/1/2012                        3                     1     Group 1
951002548                           6                    15.95               6               3/1/2009                        3                     1     Group 1
951002569                           0                        0               0                                               0                     0     Group 1
951002604                           6                    14.55               6               4/1/2009                        3                     1     Group 1
951002642                           6                   15.275               6               3/1/2009                        3                     1     Group 1
951002667                           6                    16.35               6               3/1/2010                        3                     1     Group 1
951002673                           0                        0               0                                               0                     0     Group 1
951002684                           6                     12.4               6               4/1/2009                        3                     1     Group 1
951002730                           0                        0               0                                               0                     0     Group 1
951002739                           6                    15.85               6               3/1/2009                        3                     1     Group 1
951002767                           6                    15.15               6               4/1/2009                        3                     1     Group 1
951002771                         6.4                    18.05             6.4               4/1/2009                        3                     1     Group 1
951002798                           6                     13.9               6               3/1/2009                        3                     1     Group 1
951002879                           6                    14.65               6               3/1/2010                        3                     1     Group 1
951002923                        6.65                    14.15            6.65               3/1/2009                        3                     1     Group 1
951002924                           0                        0               0                                               0                     0     Group 1
951002935                           6                   12.375               6               3/1/2009                        3                     1     Group 1
951002936                           6                     16.6               6               3/1/2009                        3                     1     Group 1
951002939                           6                    15.25               6               3/1/2009                        3                     1     Group 1
951002950                           0                        0               0                                               0                     0     Group 1
951002958                           0                        0               0                                               0                     0     Group 1
951002964                           7                     16.6               7               3/1/2009                        3                     1     Group 1
951003012                           6                   16.725               6               3/1/2009                        3                     1     Group 1
951003017                           6                    14.24               6               3/1/2012                        3                     1     Group 1
951003023                           6                   15.275               6               3/1/2009                        3                     1     Group 1
951003062                           6                    15.88               6               4/1/2009                        3                     1     Group 1
951003114                           6                     15.7               6               4/1/2010                        3                     1     Group 1
951003118                           6                    16.35               6               3/1/2009                        3                     1     Group 1
951003147                           6                       16               6               4/1/2009                        3                     1     Group 1
951003157                         6.3                     16.1             6.3               4/1/2009                        3                     1     Group 1
951003190                        6.65                   17.325            6.65               4/1/2010                        3                     1     Group 1
951003202                           0                        0               0                                               0                     0     Group 1
951003216                           6                    14.05               6               4/1/2009                        3                     1     Group 1
951003263                           6                   14.475               6               4/1/2012                        3                     1     Group 1
951003331                           6                     15.7               6               4/1/2009                        3                     1     Group 1
951003397                         6.5                    17.75             6.5               4/1/2009                        3                     1     Group 1
951003400                         6.4                    13.27             6.4               4/1/2009                        3                     1     Group 1
951003437                           6                     13.3               6               4/1/2009                        3                     1     Group 1
951003447                           6                    16.35               6               3/1/2009                        3                     1     Group 1
951003484                           6                     16.5               6               4/1/2009                        3                     1     Group 1
951003493                           6                    14.65               6               4/1/2009                        3                     1     Group 1
951003499                           6                     14.5               6               4/1/2012                        3                     1     Group 1
951003522                           6                     16.3               6               4/1/2009                        3                     1     Group 1
951003637                           6                    14.95               6               4/1/2009                        3                     1     Group 1
951003719                           6                    13.95               6               4/1/2009                      1.5                   1.5     Group 1
951003732                           6                    14.85               6               4/1/2009                        3                     1     Group 1
951003747                           0                        0               0                                               0                     0     Group 1
951004565                           6                     13.6               6               5/1/2009                      1.5                   1.5     Group 1
961073278                       7.375                   13.375               6              12/1/2008                        3                     1     Group 1
961073454                           8                       14             6.5              11/1/2008                        3                     1     Group 1
961074336                        6.75                    13.75            6.75               1/1/2009                        3                     1     Group 1
961075199                       8.875                   14.875             6.5               2/1/2009                        3                     1     Group 1
961075266                        6.99                    12.99            5.99               1/1/2009                        3                     1     Group 1
961075296                         9.6                     15.6            6.99               2/1/2009                        3                     1     Group 1
961075331                           0                        0               0                                               0                     0     Group 1
961075332                           0                        0               0                                               0                     0     Group 1
961075484                           0                        0               0                                               0                     0     Group 1
961075499                       10.15                    16.15               7               2/1/2009                        3                     1     Group 1
961075509                       6.225                   13.475           6.225               1/1/2012                        3                     1     Group 1
961075510                        9.53                    15.53             7.5               2/1/2009                        3                     1     Group 1
961075512                        9.57                    15.57            7.25               2/1/2009                        3                     1     Group 1
961075575                        8.79                    15.79            7.54               3/1/2009                        3                     1     Group 1
961075576                        8.29                    15.29            7.04               3/1/2009                        3                     1     Group 1
961075635                           0                        0               0                                               0                     0     Group 1
961075643                       7.125                   15.375           7.125               2/1/2009                        3                     1     Group 1
961075872                         9.2                     15.2            6.99               3/1/2009                        3                     1     Group 1
961075918                        8.61                    14.61               6               3/1/2009                        3                     1     Group 1
961076025                        6.53                    15.38            6.53               2/1/2009                        3                     1     Group 1
961076103                           0                        0               0                                               0                     0     Group 1
961076139                        6.25                     13.5            6.25               1/1/2009                        3                     1     Group 1
961076257                        9.35                    15.35            7.75               3/1/2009                        3                     1     Group 1
961076307                        8.99                    14.99            7.74               3/1/2009                        3                     1     Group 1
961076334                           0                        0               0                                               0                     0     Group 1
961076345                         8.3                     14.3             7.3               3/1/2009                        3                     1     Group 1
961076347                           0                        0               0                                               0                     0     Group 1
961076613                        9.64                    15.64            6.94               3/1/2009                        3                     1     Group 1
961076615                        7.44                    13.44            5.44               3/1/2009                        3                     1     Group 1
961076633                         8.5                     14.5               7               4/1/2009                        3                     1     Group 1
961076975                           0                        0               0                                               0                     0     Group 1
961076977                        6.05                    13.05            6.05               3/1/2009                        3                     1     Group 1
961076978                        5.95                   14.775            5.95               3/1/2010                        3                     1     Group 1
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
       4,291
-----------------------------------------------------------------------------------------------------------------------------------------------------------------

031043050                         7.3                     13.3             6.1               6/1/2008                        3                     1     Group 2
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101068806                         6.2                   17.975             6.2               3/1/2009                        3                     1     Group 2
101068824                        10.9                     16.9               6               2/1/2009                        3                     1     Group 2
101068828                           6                   16.625               6               2/1/2009                        3                     1     Group 2
101068868                           6                    15.95               6               2/1/2009                        3                     1     Group 2
101068872                           6                   16.425               6               2/1/2009                        3                     1     Group 2
101068883                      11.925                   17.925               6               2/1/2009                        3                     1     Group 2
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101069017                           6                    14.85               6               3/1/2012                        3                     1     Group 2
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101069089                           6                    14.45               6               3/1/2009                        3                     1     Group 2
101069094                       11.15                    17.15             6.2               3/1/2009                        3                     1     Group 2
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101069109                           0                        0               0                                               0                     0     Group 2
101069145                           6                     15.9               6               3/1/2009                        3                     1     Group 2
101069147                           0                        0               0                                               0                     0     Group 2
101069151                        9.25                    15.25               6               3/1/2009                        3                     1     Group 2
101069227                           0                        0               0                                               0                     0     Group 2
101069235                           6                   16.475               6               3/1/2009                        3                     1     Group 2
101069248                           6                       16               6               3/1/2009                        3                     1     Group 2
101069311                         5.8                    17.65             5.8               3/1/2009                        3                     1     Group 2
101069330                           0                        0               0                                               0                     0     Group 2
101069352                           6                     15.5               6               4/1/2009                        3                     1     Group 2
101069357                           6                   17.575               6               3/1/2009                        3                     1     Group 2
101069371                           6                   15.675               6               3/1/2009                        3                     1     Group 2
101069384                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 2
101069422                         6.2                   17.675             6.2               3/1/2009                        3                     1     Group 2
101069437                           6                     15.6               6               3/1/2009                        3                     1     Group 2
101069440                           6                    17.75               6               3/1/2009                        3                     1     Group 2
101069517                         6.4                    17.95             6.4               3/1/2009                        3                     1     Group 2
101069586                           6                    17.99               6               3/1/2009                        3                     1     Group 2
101069628                           0                        0               0                                               0                     0     Group 2
101069657                           6                    14.45               6               3/1/2009                        3                     1     Group 2
101069738                           6                   16.075               6               3/1/2009                        3                     1     Group 2
101069766                           6                   16.625               6               3/1/2009                        3                     1     Group 2
101069777                           6                   16.925               6               3/1/2009                        3                     1     Group 2
101069839                           6                    14.85               6               3/1/2009                        3                     1     Group 2
101069867                           6                     14.6               6               4/1/2009                        3                     1     Group 2
101069878                           6                   15.675               6               3/1/2009                        3                     1     Group 2
101069895                       10.29                    16.29               6               3/1/2009                        3                     1     Group 2
101069900                           6                   13.725               6               4/1/2012                        3                     1     Group 2
101069930                        2.95                     17.4            2.95               4/1/2009                        3                     1     Group 2
101070002                      10.625                   16.625               6               4/1/2009                        3                     1     Group 2
101070003                        10.1                     16.1               6               3/1/2009                        3                     1     Group 2
101070016                           6                    13.75               6               3/1/2009                        3                     1     Group 2
101070036                           0                        0               0                                               0                     0     Group 2
101070089                           6                    15.65               6               3/1/2009                        3                     1     Group 2
101070092                           6                    15.88               6               3/1/2009                        3                     1     Group 2
101070126                           6                     15.7               6               3/1/2009                        3                     1     Group 2
101070156                           6                    15.65               6               3/1/2009                        3                     1     Group 2
101070179                           6                     15.8               6               3/1/2009                        3                     1     Group 2
101070181                           6                     15.6               6               3/1/2009                        3                     1     Group 2
101070182                           6                     15.8               6               3/1/2009                        3                     1     Group 2
101070184                           6                       16               6               4/1/2009                        3                     1     Group 2
101070223                           6                    15.05               6               3/1/2009                        3                     1     Group 2
101070307                        9.85                    15.85               6               3/1/2009                        3                     1     Group 2
101070378                        9.99                    15.99               6               4/1/2009                        3                     1     Group 2
101070439                         6.2                   17.875             6.2               4/1/2009                        3                     1     Group 2
101070458                           6                    16.65               6               4/1/2009                        3                     1     Group 2
101070466                         6.2                     14.9             6.2               4/1/2009                        3                     1     Group 2
101070608                           6                    14.65               6               4/1/2010                        3                     1     Group 2
101070674                           6                    16.95               6               4/1/2009                      1.5                   1.5     Group 2
101070697                           6                    15.75               6               4/1/2009                        3                     1     Group 2
111002715                         6.2                    12.55             6.2              12/1/2008                        3                     1     Group 2
111002766                           6                   12.825               6               2/1/2012                        3                     1     Group 2
111002799                           6                   12.925               6               3/1/2012                        3                     1     Group 2
111002800                           6                   12.325               6               3/1/2012                        3                     1     Group 2
111002859                           6                     12.5               6               1/1/2009                        3                     1     Group 2
111002873                           6                   12.775               6               2/1/2009                        3                     1     Group 2
111002894                           6                   13.575               6               2/1/2009                        3                     1     Group 2
111002944                           6                   12.925               6               3/1/2012                        3                     1     Group 2
111002953                           0                        0               0                                               0                     0     Group 2
111002964                           6                   12.825               6               3/1/2012                        3                     1     Group 2
111002995                           6                    12.95               6               3/1/2009                        3                     1     Group 2
111002999                           6                   13.825               6               3/1/2012                        3                     1     Group 2
111003004                           6                   13.475               6               3/1/2009                        3                     1     Group 2
111003005                           6                   13.475               6               3/1/2009                        3                     1     Group 2
111003006                           6                   13.125               6               3/1/2012                        3                     1     Group 2
111003022                           6                   14.925               6               3/1/2012                        3                     1     Group 2
111003034                         6.4                     13.6             6.4               3/1/2009                        3                     1     Group 2
111003041                           6                   13.375               6               3/1/2009                        3                     1     Group 2
111003105                        5.59                     11.6            5.59               3/1/2009                        3                     1     Group 2
111003226                           0                        0               0                                               0                     0     Group 2
121041369                           0                        0               0                                               0                     0     Group 2
121049820                           0                        0               0                                               0                     0     Group 2
121049995                           0                        0               0                                               0                     0     Group 2
121051169                           6                   14.125               6               1/1/2009                        3                     1     Group 2
121051335                           0                        0               0                                               0                     0     Group 2
121051474                           0                        0               0                                               0                     0     Group 2
121051616                         6.4                    16.15             6.4               1/1/2010                        3                     1     Group 2
121051801                         5.4                     17.8             5.4               3/1/2010                        3                     1     Group 2
121051829                           6                   15.025               6               4/1/2009                        3                     1     Group 2
121051861                        6.65                   14.625            6.65               2/1/2009                        3                     1     Group 2
121052029                           6                    14.05               6               2/1/2009                        3                     1     Group 2
121052113                         6.2                    13.75             6.2               3/1/2009                        3                     1     Group 2
121052129                           0                        0               0                                               0                     0     Group 2
121052307                           6                   16.325               6               2/1/2009                        3                     1     Group 2
121052377                           6                    15.38               6               3/1/2009                        3                     1     Group 2
121052449                         5.6                    11.85             5.6               3/1/2009                        3                     1     Group 2
121052457                           0                        0               0                                               0                     0     Group 2
121052928                           6                    13.35               6               3/1/2009                        3                     1     Group 2
121052938                           6                       18               6               3/1/2009                        3                     1     Group 2
121053076                           6                     14.9               6               4/1/2009                        3                     1     Group 2
121053107                           6                   15.275               6               3/1/2009                        3                     1     Group 2
121053137                           0                        0               0                                               0                     0     Group 2
121053149                           6                    14.35               6               3/1/2009                        3                     1     Group 2
121053182                           6                     13.5               6               3/1/2009                        3                     1     Group 2
121053203                           6                     17.8               6               3/1/2009                        3                     1     Group 2
121053310                         5.6                       17             5.6               3/1/2009                        3                     1     Group 2
121054024                           6                    14.85               6               4/1/2010                      1.5                   1.5     Group 2
141057257                           0                        0               0                                               0                     0     Group 2
141057653                           0                        0               0                                               0                     0     Group 2
141057925                           0                        0               0                                               0                     0     Group 2
151036787                       10.25                    16.25             6.1              10/1/2008                        3                     1     Group 2
151037333                       10.75                    16.75             6.1              10/1/2008                        3                     1     Group 2
151037943                       11.75                    17.75            5.85              10/1/2008                        3                     1     Group 2
151038328                           0                        0               0                                               0                     0     Group 2
151038445                           0                        0               0                                               0                     0     Group 2
151039183                         6.4                    15.25             6.4               1/1/2009                        3                     1     Group 2
151039353                         6.2                     14.7             6.2               2/1/2009                        3                     1     Group 2
151039457                           0                        0               0                                               0                     0     Group 2
151039459                         5.6                    13.95             5.6               1/1/2009                        3                     1     Group 2
151039502                        6.25                     16.8            6.25               1/1/2009                        3                     1     Group 2
151039866                           0                        0               0                                               0                     0     Group 2
151040080                           6                    15.65               6               2/1/2009                        3                     1     Group 2
151040235                        6.65                     14.9            6.65               1/1/2009                        3                     1     Group 2
151040342                         6.2                    17.35             6.2               1/1/2009                        3                     1     Group 2
151040412                           6                    13.15               6               2/1/2009                        3                     1     Group 2
151040661                           6                    14.45               6               2/1/2009                        3                     1     Group 2
151040722                         6.4                     15.6             6.4               2/1/2009                        3                     1     Group 2
151040766                         6.2                    14.85             6.2               2/1/2009                        3                     1     Group 2
151040834                           6                     15.5               6               2/1/2009                        3                     1     Group 2
151040938                           0                        0               0                                               0                     0     Group 2
151040965                         6.2                     15.9             6.2               2/1/2009                        1                   1.5     Group 2
151040998                           0                        0               0                                               0                     0     Group 2
151041077                           6                    12.35               6               2/1/2009                        3                     1     Group 2
151041081                           6                       15               6               2/1/2009                        3                     1     Group 2
151041102                         6.4                     14.9             6.4               2/1/2009                        3                     1     Group 2
151041144                           6                   16.725               6               2/1/2009                        3                     1     Group 2
151041181                           6                     13.6               6               2/1/2012                        3                     1     Group 2
151041244                           6                    14.65               6               2/1/2009                        3                     1     Group 2
151041268                         6.2                    15.25             6.2               2/1/2009                        3                     1     Group 2
151041277                           6                    14.35               6               3/1/2009                        3                     1     Group 2
151041321                           6                   12.562               6               4/1/2012                      1.5                   1.5     Group 2
151041424                           6                    14.25               6               4/1/2009                        3                     1     Group 2
151041480                         9.3                     15.3               6               3/1/2009                        3                     1     Group 2
151041516                           6                    18.05               6               2/1/2009                        3                     1     Group 2
151041525                           6                    15.95               6               3/1/2009                        3                     1     Group 2
151041644                           6                    13.99               6               4/1/2009                        3                     1     Group 2
151041670                           6                     15.7               6               2/1/2009                        3                     1     Group 2
151041713                           0                        0               0                                               0                     0     Group 2
151041716                           6                    14.99               6               3/1/2009                        3                     1     Group 2
151041749                           6                    12.95               6               3/1/2009                        3                     1     Group 2
151041750                           6                     15.9               6               4/1/2009                        3                     1     Group 2
151041800                        6.65                     15.5            6.65               3/1/2009                        3                     1     Group 2
151041809                           6                    15.35               6               3/1/2009                        3                     1     Group 2
151041811                           6                     15.1               6               3/1/2009                        3                     1     Group 2
151041815                         6.2                     13.3             6.2               3/1/2010                        3                     1     Group 2
151041973                           6                    14.35               6               3/1/2009                        3                     1     Group 2
151041992                           6                    14.55               6               3/1/2009                        3                     1     Group 2
151041994                           0                        0               0                                               0                     0     Group 2
151041999                           6                     14.8               6               3/1/2009                        3                     1     Group 2
151042005                           6                    13.95               6               3/1/2009                        3                     1     Group 2
151042039                           6                    17.35               6               3/1/2009                        3                     1     Group 2
151042084                           6                    14.55               6               3/1/2009                        3                     1     Group 2
151042102                         6.2                     17.3             6.2               3/1/2009                        3                     1     Group 2
151042118                           6                     14.3               6               3/1/2009                        3                     1     Group 2
151042144                           6                    16.65               6               4/1/2009                        3                     1     Group 2
151042151                           6                   15.675               6               3/1/2009                        3                     1     Group 2
151042158                           6                    18.05               6               3/1/2009                        3                     1     Group 2
151042159                           6                     13.4               6               3/1/2009                        3                     1     Group 2
151042181                         6.4                    14.95             6.4               4/1/2009                        3                     1     Group 2
151042196                           6                     14.3               6               3/1/2009                        3                     1     Group 2
151042203                           6                       11               6               3/1/2009                        3                     1     Group 2
151042216                           0                        0               0                                               0                     0     Group 2
151042226                           6                    13.85               6               3/1/2009                        3                     1     Group 2
151042289                           6                    14.85               6               3/1/2009                        3                     1     Group 2
151042308                           6                     15.7               6               3/1/2009                        3                     1     Group 2
151042317                           6                    13.95               6               3/1/2009                        3                     1     Group 2
151042364                           6                    15.55               6               3/1/2009                        3                     1     Group 2
151042395                        7.25                     16.5            7.25               3/1/2009                        3                     1     Group 2
151042416                           6                    15.13               6               3/1/2009                        3                     1     Group 2
151042419                           6                    12.32               6               4/1/2009                        3                     1     Group 2
151042479                           0                        0               0                                               0                     0     Group 2
151042481                           6                    15.99               6               4/1/2012                      1.5                   1.5     Group 2
151042522                           6                     13.8               6               4/1/2009                        3                     1     Group 2
151042551                           6                       15               6               3/1/2009                        3                     1     Group 2
151042563                         6.2                    15.45             6.2               4/1/2009                        3                     1     Group 2
151042576                           6                     14.8               6               3/1/2009                        3                     1     Group 2
151042637                           6                     14.8               6               4/1/2009                        3                     1     Group 2
151042685                           6                     15.5               6               4/1/2009                        3                     1     Group 2
151042688                           6                     13.3               6               3/1/2009                        3                     1     Group 2
151042743                           6                     14.3               6               3/1/2009                        3                     1     Group 2
151042952                           6                    14.27               6               4/1/2009                        3                     1     Group 2
151042994                           6                    15.15               6               4/1/2009                        3                     1     Group 2
151043000                           6                    15.75               6               4/1/2009                      1.5                   1.5     Group 2
151043026                           6                       15               6               4/1/2009                        3                     1     Group 2
151043083                           6                    12.72               6               4/1/2009                        3                     1     Group 2
151044193                         6.2                    15.35             6.2               5/1/2009                      1.5                   1.5     Group 2
151044213                           6                    13.47               6               5/1/2009                      1.5                   1.5     Group 2
151044265                         6.4                    16.65             6.4               5/1/2009                      1.5                   1.5     Group 2
161050883                           0                        0               0                                               0                     0     Group 2
161051775                           0                        0               0                                               0                     0     Group 2
161052077                           6                    14.35               6               3/1/2009                        3                     1     Group 2
161052084                           0                        0               0                                               0                     0     Group 2
161052187                           0                        0               0                                               0                     0     Group 2
161052245                         6.4                    16.22             6.4               1/1/2009                        3                     1     Group 2
161052617                           0                        0               0                                               0                     0     Group 2
161052621                         6.2                     16.1             6.2               2/1/2009                        3                     1     Group 2
161052758                           6                     13.6               6               3/1/2009                        3                     1     Group 2
161052765                         6.5                     15.5             6.5               3/1/2009                        3                     1     Group 2
161052963                           0                        0               0                                               0                     0     Group 2
161052995                           6                     14.2               6               2/1/2009                        3                     1     Group 2
161053061                           6                     13.9               6               3/1/2009                        3                     1     Group 2
161053095                           6                    14.47               6               3/1/2009                        3                     1     Group 2
161053213                           6                    12.45               6               3/1/2009                        3                     1     Group 2
161053241                           6                    13.82               6               3/1/2012                        3                     1     Group 2
161053248                         6.2                     14.5             6.2               3/1/2009                        3                     1     Group 2
161053280                        6.65                     13.9            6.65               3/1/2009                        3                     1     Group 2
161053353                           6                     13.4               6               3/1/2009                        3                     1     Group 2
161053371                           6                    13.45               6               3/1/2009                        3                     1     Group 2
161053393                           6                    14.95               6               3/1/2009                        3                     1     Group 2
161053399                           0                        0               0                                               0                     0     Group 2
161053420                           6                       14               6               3/1/2009                        3                     1     Group 2
161053464                           6                    14.35               6               3/1/2009                        3                     1     Group 2
161053496                           6                     12.7               6               3/1/2010                        3                     1     Group 2
161053522                         6.4                    14.15             6.4               3/1/2009                        3                     1     Group 2
161053561                           6                    13.05               6               3/1/2009                        3                     1     Group 2
161053610                           6                     12.2               6               4/1/2012                      1.5                   1.5     Group 2
161053658                           6                    15.12               6               4/1/2009                        3                     1     Group 2
161053721                        6.65                    17.05            6.65               4/1/2009                        3                     1     Group 2
161053772                           6                     14.9               6               4/1/2009                        3                     1     Group 2
161053812                           6                    13.85               6               4/1/2009                      1.5                   1.5     Group 2
171030850                           0                        0               0                                               0                     0     Group 2
171034395                           0                        0               0                                               0                     0     Group 2
171034829                        10.9                     16.9            5.85               1/1/2009                        3                     1     Group 2
171034845                           0                        0               0                                               0                     0     Group 2
171034846                           0                        0               0                                               0                     0     Group 2
171034882                           0                        0               0                                               0                     0     Group 2
171035014                           0                        0               0                                               0                     0     Group 2
171035570                           0                        0               0                                               0                     0     Group 2
171035708                        8.66                    14.66             6.1               2/1/2009                        3                     1     Group 2
171036181                           0                        0               0                                               0                     0     Group 2
171036387                           0                        0               0                                               0                     0     Group 2
171036521                           0                        0               0                                               0                     0     Group 2
171036540                           0                        0               0                                               0                     0     Group 2
171036550                           0                        0               0                                               0                     0     Group 2
171036730                           0                        0               0                                               0                     0     Group 2
171036801                           0                        0               0                                               0                     0     Group 2
171037211                           0                        0               0                                               0                     0     Group 2
171037493                           0                        0               0                                               0                     0     Group 2
171037607                           6                    13.21               6               2/1/2009                        3                     1     Group 2
171037916                           0                        0               0                                               0                     0     Group 2
171038379                         6.2                    15.35             6.2               1/1/2009                        3                     1     Group 2
171038412                           6                    12.35               6               1/1/2009                        3                     1     Group 2
171038447                           0                        0               0                                               0                     0     Group 2
171038519                           6                    15.15               6               1/1/2009                        3                     1     Group 2
171038619                           0                        0               0                                               0                     0     Group 2
171038705                           0                        0               0                                               0                     0     Group 2
171038791                           0                        0               0                                               0                     0     Group 2
171038858                           0                        0               0                                               0                     0     Group 2
171038896                           6                     13.9               6               2/1/2012                        3                     1     Group 2
171038979                           0                        0               0                                               0                     0     Group 2
171039015                         7.5                     13.5               6               1/1/2009                        3                     1     Group 2
171039323                           0                        0               0                                               0                     0     Group 2
171039494                         6.4                    15.25             6.4               2/1/2009                        3                     1     Group 2
171039497                           6                    13.25               6               3/1/2009                        3                     1     Group 2
171039587                      10.615                   16.615               6               2/1/2009                        3                     1     Group 2
171039639                           6                     15.1               6               3/1/2009                        3                     1     Group 2
171039754                           0                        0               0                                               0                     0     Group 2
171039807                           0                        0               0                                               0                     0     Group 2
171039870                           6                    14.55               6               2/1/2009                        3                     1     Group 2
171039903                           6                    12.55               6               4/1/2012                      1.5                   1.5     Group 2
171039956                           0                        0               0                                               0                     0     Group 2
171039988                           6                     14.9               6               2/1/2009                        3                     1     Group 2
171040116                           0                        0               0                                               0                     0     Group 2
171040145                           6                     12.3               6               2/1/2009                        3                     1     Group 2
171040352                           0                        0               0                                               0                     0     Group 2
171040384                           6                    13.35               6               2/1/2009                        3                     1     Group 2
171040397                           6                    14.75               6               3/1/2009                        3                     1     Group 2
171040418                           6                    14.85               6               3/1/2009                        3                     1     Group 2
171040487                           6                     14.5               6               3/1/2009                        3                     1     Group 2
171040536                           6                   16.295               6               2/1/2009                        3                     1     Group 2
171040703                        8.45                    14.45               6               2/1/2009                        3                     1     Group 2
171040708                           0                        0               0                                               0                     0     Group 2
171040778                           6                     13.5               6               3/1/2009                        3                     1     Group 2
171040789                           6                    13.35               6               3/1/2009                        3                     1     Group 2
171040834                         6.2                     13.6             6.2               3/1/2009                        3                     1     Group 2
171040842                        8.65                    14.65               6               3/1/2009                        3                     1     Group 2
171040950                       10.85                    16.85               6               2/1/2009                        3                     1     Group 2
171040960                        8.85                    14.85               6               4/1/2009                        3                     1     Group 2
171041046                        6.65                    15.49            6.65               4/1/2009                        3                     1     Group 2
171041268                       8.825                   14.825               6               3/1/2009                        3                     1     Group 2
171041338                         6.2                     13.9             6.2               3/1/2009                        3                     1     Group 2
171041349                           6                       14               6               4/1/2009                        3                     1     Group 2
171041378                           6                     14.7               6               3/1/2009                        3                     1     Group 2
171041406                       8.825                   14.825               6               3/1/2009                        3                     1     Group 2
171041441                           6                     13.4               6               3/1/2009                        3                     1     Group 2
171041498                           6                       13               6               3/1/2009                        3                     1     Group 2
171041540                         8.8                     14.8               6               3/1/2009                        3                     1     Group 2
171041541                        7.55                    13.55               6               3/1/2009                        3                     1     Group 2
171041584                           6                    13.75               6               3/1/2009                        3                     1     Group 2
171041641                           6                    13.95               6               3/1/2009                        3                     1     Group 2
171041659                         8.9                     14.9               6               3/1/2009                        3                     1     Group 2
171041742                           6                       14               6               3/1/2009                        3                     1     Group 2
171041753                        7.65                    13.65               6               3/1/2009                        3                     1     Group 2
171041812                           6                       14               6               3/1/2009                        3                     1     Group 2
171041827                           6                     13.3               6               3/1/2009                        3                     1     Group 2
171041828                         8.8                     14.8               6               3/1/2009                        3                     1     Group 2
171041845                           6                    16.05               6               4/1/2009                        3                     1     Group 2
171041879                        5.99                       12            5.99               4/1/2009                        3                     1     Group 2
171041934                           6                    13.75               6               4/1/2009                        3                     1     Group 2
171042032                           6                    14.05               6               3/1/2009                        3                     1     Group 2
171042048                           6                     18.2               6               3/1/2009                        3                     1     Group 2
171042081                           6                    14.25               6               3/1/2009                        3                     1     Group 2
171042096                       8.375                   14.375               6               3/1/2009                        3                     1     Group 2
171042116                       8.925                   14.925               6               3/1/2009                        3                     1     Group 2
171042133                       9.675                   15.675               6               3/1/2009                        3                     1     Group 2
171042322                           6                     12.7               6               4/1/2012                        3                     1     Group 2
171042357                           6                    15.05               6               4/1/2009                        3                     1     Group 2
171042377                           0                        0               0                                               0                     0     Group 2
171042399                           6                     14.3               6               4/1/2010                        3                     1     Group 2
171042433                           6                    14.45               6               4/1/2009                        3                     1     Group 2
171042467                           6                     14.6               6               4/1/2009                        3                     1     Group 2
171042504                         9.7                     15.7               6               4/1/2009                        3                     1     Group 2
171042514                           6                    12.95               6               4/1/2012                        3                     1     Group 2
171042552                           6                    13.25               6               4/1/2009                        3                     1     Group 2
171042612                           6                    14.15               6               4/1/2009                        3                     1     Group 2
171042618                           6                   13.875               6               4/1/2009                        3                     1     Group 2
171042625                           6                     13.3               6               4/1/2009                        3                     1     Group 2
171042638                           6                    14.35               6               4/1/2009                        3                     1     Group 2
171043114                           6                    14.25               6               4/1/2009                      1.5                   1.5     Group 2
171043282                           6                    12.75               6               4/1/2009                      1.5                   1.5     Group 2
171043414                           6                    12.15               6               4/1/2009                      1.5                   1.5     Group 2
171043756                           6                    14.45               6               5/1/2009                      1.5                   1.5     Group 2
191034126                           0                        0               0                                               0                     0     Group 2
191034186                           0                        0               0                                               0                     0     Group 2
191034731                           0                        0               0                                               0                     0     Group 2
191034827                         5.6                     14.9             5.6               1/1/2009                        3                     1     Group 2
191035217                           0                        0               0                                               0                     0     Group 2
191035248                           0                        0               0                                               0                     0     Group 2
191035727                           0                        0               0                                               0                     0     Group 2
191035756                         6.2                    14.75             6.2               1/1/2009                        3                     1     Group 2
191035768                         6.4                    12.85             6.4               2/1/2010                        3                     1     Group 2
191035792                           0                        0               0                                               0                     0     Group 2
191035850                           6                       14               6               1/1/2009                        3                     1     Group 2
191035940                         6.2                    13.05             6.2               2/1/2009                        3                     1     Group 2
191036011                           0                        0               0                                               0                     0     Group 2
191036208                           6                    13.25               6               2/1/2009                        3                     1     Group 2
191036277                           6                    12.75               6               2/1/2009                        3                     1     Group 2
191036288                           6                     13.2               6               3/1/2009                        3                     1     Group 2
191036312                           6                     12.3               6               2/1/2009                        3                     1     Group 2
191036376                           6                    13.75               6               2/1/2009                        3                     1     Group 2
191036396                           6                     13.8               6               5/1/2009                      1.5                   1.5     Group 2
191036413                           6                   15.495               6               2/1/2009                        3                     1     Group 2
191036482                           6                    13.19               6               2/1/2009                        3                     1     Group 2
191036586                           6                    12.25               6               2/1/2009                        3                     1     Group 2
191036595                           6                    13.45               6               2/1/2009                        3                     1     Group 2
191036684                         5.5                    12.85             5.5               2/1/2009                        3                     1     Group 2
191036775                           6                    14.66               6               2/1/2009                        3                     1     Group 2
191036780                           0                        0               0                                               0                     0     Group 2
191036838                       6.825                   12.825               6               2/1/2012                        3                     1     Group 2
191036893                        7.65                    13.65               6               2/1/2009                        3                     1     Group 2
191036898                           6                     14.9               6               4/1/2009                        3                     1     Group 2
191036910                         6.2                     16.5             6.2               2/1/2009                        3                     1     Group 2
191036937                        6.65                     16.3            6.65               3/1/2009                        3                     1     Group 2
191036938                           6                    13.55               6               2/1/2009                        3                     1     Group 2
191036944                           0                        0               0                                               0                     0     Group 2
191037018                           6                     12.8               6               3/1/2009                        3                     1     Group 2
191037050                           6                     13.1               6               3/1/2012                        3                     1     Group 2
191037060                           6                   14.225               6               3/1/2012                        3                     1     Group 2
191037066                           6                    13.85               6               3/1/2009                        3                     1     Group 2
191037101                           6                    13.75               6               3/1/2009                        3                     1     Group 2
191037123                           6                    13.75               6               3/1/2009                        3                     1     Group 2
191037178                           6                     13.6               6               3/1/2009                        3                     1     Group 2
191037208                         6.5                     12.7             6.5               3/1/2009                        3                     1     Group 2
191037260                           6                    13.45               6               3/1/2009                        3                     1     Group 2
191037267                         6.4                    16.15             6.4               3/1/2009                        3                     1     Group 2
191037281                           6                     13.7               6               3/1/2009                        3                     1     Group 2
191037290                           6                     14.8               6               3/1/2009                        3                     1     Group 2
191037366                           6                     12.5               6               3/1/2009                        3                     1     Group 2
191037464                         6.2                     14.8             6.2               3/1/2009                        3                     1     Group 2
191037549                           6                     13.2               6               4/1/2009                        3                     1     Group 2
191037556                           6                    13.95               6               3/1/2009                        3                     1     Group 2
191037593                           6                     14.6               6               3/1/2010                        3                     1     Group 2
191037691                           6                    14.25               6               4/1/2009                        3                     1     Group 2
191037724                        5.94                    11.95            5.94               3/1/2009                        3                     1     Group 2
191037773                           6                    14.65               6               4/1/2009                        3                     1     Group 2
191037950                           6                    14.35               6               3/1/2009                        3                     1     Group 2
191037985                           6                     15.5               6               4/1/2009                        3                     1     Group 2
191037989                           6                     14.8               6               4/1/2009                        3                     1     Group 2
191038048                           6                    13.25               6               4/1/2009                        3                     1     Group 2
191038289                           6                    17.63               6               4/1/2009                        3                     1     Group 2
191038859                         6.2                     14.1             6.2               5/1/2009                      1.5                   1.5     Group 2
211049092                           0                        0               0                                               0                     0     Group 2
211049307                           0                        0               0                                               0                     0     Group 2
211049846                           0                        0               0                                               0                     0     Group 2
211050069                           0                        0               0                                               0                     0     Group 2
211050745                           0                        0               0                                               0                     0     Group 2
211050965                         5.6                     14.2             5.6               1/1/2009                        3                     1     Group 2
211050971                           0                        0               0                                               0                     0     Group 2
211051014                           6                     14.8               6               2/1/2009                        3                     1     Group 2
211051104                        6.25                     14.5            6.25              12/1/2008                        3                     1     Group 2
211051137                           0                        0               0                                               0                     0     Group 2
211051224                         5.6                     14.6             5.6               1/1/2009                        3                     1     Group 2
211051300                           0                        0               0                                               0                     0     Group 2
211051307                         5.6                     14.1             5.6              12/1/2008                        3                     1     Group 2
211051329                         5.8                     12.3             5.8               1/1/2009                        3                     1     Group 2
211051538                           0                        0               0                                               0                     0     Group 2
211052193                           6                       14               6               1/1/2009                        3                     1     Group 2
211052194                           6                     12.8               6               2/1/2009                        3                     1     Group 2
211052236                           6                    14.05               6               2/1/2009                        3                     1     Group 2
211052296                           6                     13.2               6               1/1/2009                        3                     1     Group 2
211052300                           0                        0               0                                               0                     0     Group 2
211052322                           0                        0               0                                               0                     0     Group 2
211052343                           0                        0               0                                               0                     0     Group 2
211052352                         6.2                    15.75             6.2               2/1/2009                        3                     1     Group 2
211052487                         5.6                   14.275             5.6               3/1/2009                        3                     1     Group 2
211052598                           0                        0               0                                               0                     0     Group 2
211052677                           6                    13.35               6               2/1/2009                        3                     1     Group 2
211052736                           6                     14.2               6               2/1/2009                        3                     1     Group 2
211052763                           6                     15.2               6               3/1/2009                        3                     1     Group 2
211052778                        6.65                    16.79            6.65               3/1/2009                        3                     1     Group 2
211052789                           0                        0               0                                               0                     0     Group 2
211052798                           0                        0               0                                               0                     0     Group 2
211052873                           6                    15.03               6               2/1/2009                        3                     1     Group 2
211052952                           6                    13.42               6               2/1/2009                        3                     1     Group 2
211052958                           6                   15.875               6               2/1/2009                        3                     1     Group 2
211052971                         6.4                    15.65             6.4               2/1/2009                        3                     1     Group 2
211053015                         6.4                    15.05             6.4               2/1/2009                        3                     1     Group 2
211053066                           0                        0               0                                               0                     0     Group 2
211053093                        5.74                       14            5.74               3/1/2009                        3                     1     Group 2
211053129                           6                   15.075               6               2/1/2009                        3                     1     Group 2
211053135                           5                   12.225               5               3/1/2009                        3                     1     Group 2
211053152                           0                        0               0                                               0                     0     Group 2
211053166                        6.65                    13.72            6.65               2/1/2009                        3                     1     Group 2
211053202                           6                     16.4               6               3/1/2010                        3                     1     Group 2
211053269                           6                   15.075               6               2/1/2009                        3                     1     Group 2
211053278                         6.2                     13.1             6.2               2/1/2009                        3                     1     Group 2
211053305                           6                     14.1               6               3/1/2010                        3                     1     Group 2
211053331                           6                    13.75               6               3/1/2009                        3                     1     Group 2
211053382                           6                    13.25               6               3/1/2012                        3                     1     Group 2
211053411                           6                     15.1               6               3/1/2009                        3                     1     Group 2
211053518                           6                     14.5               6               3/1/2009                        3                     1     Group 2
211053528                           0                        0               0                                               0                     0     Group 2
211053544                           6                    13.25               6               3/1/2009                        3                     1     Group 2
211053572                           6                     17.6               6               2/1/2009                        3                     1     Group 2
211053597                           6                    17.45               6               2/1/2009                        3                     1     Group 2
211053629                           6                   17.888               6               3/1/2012                        3                     1     Group 2
211053637                           6                   15.425               6               3/1/2009                        3                     1     Group 2
211053642                           0                        0               0                                               0                     0     Group 2
211053666                           6                    14.75               6               3/1/2009                        3                     1     Group 2
211053730                         6.2                    14.55             6.2               2/1/2009                        3                     1     Group 2
211053753                           6                    12.75               6               3/1/2010                        3                     1     Group 2
211053798                           6                     13.7               6               3/1/2009                        3                     1     Group 2
211053807                           6                     14.2               6               3/1/2009                        3                     1     Group 2
211053855                           0                        0               0                                               0                     0     Group 2
211053874                           6                    14.75               6               3/1/2012                        3                     1     Group 2
211053896                           6                     12.7               6               2/1/2009                        3                     1     Group 2
211053999                           6                    14.75               6               3/1/2009                        3                     1     Group 2
211054008                        6.65                    16.15            6.65               3/1/2009                        3                     1     Group 2
211054041                         6.4                    16.25             6.4               3/1/2009                        3                     1     Group 2
211054103                           6                     18.3               6               3/1/2009                        3                     1     Group 2
211054112                           6                     14.4               6               3/1/2009                        3                     1     Group 2
211054123                         5.8                   11.825             5.8               3/1/2010                        3                     1     Group 2
211054170                           0                        0               0                                               0                     0     Group 2
211054195                           6                    12.95               6               3/1/2009                        3                     1     Group 2
211054211                           0                        0               0                                               0                     0     Group 2
211054214                         6.2                    15.07             6.2               3/1/2009                        3                     1     Group 2
211054250                           6                    12.85               6               3/1/2009                        3                     1     Group 2
211054255                         6.9                     17.2             6.9               3/1/2009                        3                     1     Group 2
211054267                         6.4                     14.3             6.4               3/1/2009                        3                     1     Group 2
211054296                           6                   17.725               6               3/1/2009                        3                     1     Group 2
211054324                           6                     14.5               6               3/1/2009                        3                     1     Group 2
211054394                           6                    12.99               6               3/1/2010                        3                     1     Group 2
211054450                           6                   15.775               6               4/1/2009                        3                     1     Group 2
211054472                           6                    13.25               6               3/1/2009                        3                     1     Group 2
211054503                           0                        0               0                                               0                     0     Group 2
211054559                           6                    12.65               6               4/1/2009                        3                     1     Group 2
211054571                           6                    14.15               6               3/1/2009                        3                     1     Group 2
211054611                           6                     17.1               6               3/1/2009                        3                     1     Group 2
211054615                           6                     14.2               6               3/1/2010                        3                     1     Group 2
211054627                           6                    13.95               6               3/1/2009                        3                     1     Group 2
211054632                           6                    14.85               6               4/1/2009                        3                     1     Group 2
211054649                           6                       16               6               3/1/2009                        3                     1     Group 2
211054691                         6.2                    15.55             6.2               4/1/2009                        3                     1     Group 2
211054709                           6                    14.75               6               3/1/2009                        3                     1     Group 2
211054797                           0                        0               0                                               0                     0     Group 2
211054815                           0                        0               0                                               0                     0     Group 2
211054817                           6                    13.15               6               3/1/2009                        3                     1     Group 2
211054827                           6                    15.05               6               3/1/2009                        3                     1     Group 2
211054847                         6.2                    16.35             6.2               4/1/2009                        3                     1     Group 2
211054876                           6                     13.4               6               3/1/2009                        3                     1     Group 2
211054948                           6                    14.65               6               3/1/2009                        3                     1     Group 2
211054952                           6                     15.3               6               4/1/2009                        3                     1     Group 2
211054953                           0                        0               0                                               0                     0     Group 2
211054975                           6                     14.9               6               3/1/2009                        3                     1     Group 2
211054985                           0                        0               0                                               0                     0     Group 2
211055225                           6                     14.2               6               4/1/2009                        3                     1     Group 2
211055448                           6                       15               6               4/1/2009                        3                     1     Group 2
211055464                           6                     14.1               6               4/1/2009                      1.5                   1.5     Group 2
211055485                           6                    15.05               6               4/1/2009                        3                     1     Group 2
211055536                           6                   16.655               6               4/1/2009                        3                     1     Group 2
211055601                           0                        0               0                                               0                     0     Group 2
211055750                           6                     15.9               6               4/1/2009                        3                     1     Group 2
211056334                           6                    15.69               6               4/1/2009                      1.5                   1.5     Group 2
211056337                           6                    15.69               6               4/1/2009                      1.5                   1.5     Group 2
211056339                           6                    15.69               6               4/1/2009                      1.5                   1.5     Group 2
211056384                           6                     14.7               6               5/1/2009                      1.5                   1.5     Group 2
211056501                           6                     14.9               6               5/1/2012                      1.5                   1.5     Group 2
231084423                       10.45                    16.45            6.05               9/1/2008                        3                     1     Group 2
231085638                        9.48                    15.48            5.85              10/1/2008                        3                     1     Group 2
231085937                           0                        0               0                                               0                     0     Group 2
231087342                         5.8                     13.9             5.8               3/1/2012                        3                     1     Group 2
231087727                           0                        0               0                                               0                     0     Group 2
231087786                           0                        0               0                                               0                     0     Group 2
231087827                           6                    13.99               6               3/1/2009                        3                     1     Group 2
231088644                           0                        0               0                                               0                     0     Group 2
231088714                           0                        0               0                                               0                     0     Group 2
231088827                           6                     15.3               6               2/1/2010                        3                     1     Group 2
231088829                         6.2                    13.75             6.2               1/1/2009                        3                     1     Group 2
231088863                           6                     14.3               6               1/1/2009                        3                     1     Group 2
231089228                         6.2                    15.24             6.2               2/1/2009                        3                     1     Group 2
231089281                           6                    12.75               6               2/1/2009                        3                     1     Group 2
231089370                           0                        0               0                                               0                     0     Group 2
231089466                        6.95                    13.95            6.95               2/1/2009                        3                     1     Group 2
231089517                         6.4                    14.72             6.4               2/1/2009                        3                     1     Group 2
231089521                         6.2                   14.075             6.2               4/1/2009                      1.5                   1.5     Group 2
231089539                           0                        0               0                                               0                     0     Group 2
231089553                           6                    12.95               6               2/1/2009                        3                     1     Group 2
231089625                         6.2                    12.95             6.2               2/1/2009                        3                     1     Group 2
231089650                           0                        0               0                                               0                     0     Group 2
231089660                           0                        0               0                                               0                     0     Group 2
231089688                           0                        0               0                                               0                     0     Group 2
231089732                           0                        0               0                                               0                     0     Group 2
231089797                           6                   14.675               6               2/1/2009                        3                     1     Group 2
231089851                           0                        0               0                                               0                     0     Group 2
231089900                           6                     13.6               6               2/1/2009                        3                     1     Group 2
231090006                           6                     13.7               6               3/1/2009                        3                     1     Group 2
231090052                           0                        0               0                                               0                     0     Group 2
231090057                           6                    13.15               6               2/1/2009                        3                     1     Group 2
231090104                           6                    13.65               6               2/1/2009                        3                     1     Group 2
231090126                           6                    14.32               6               3/1/2009                        3                     1     Group 2
231090171                         6.4                     13.8             6.4               2/1/2009                        3                     1     Group 2
231090260                           6                    13.25               6               2/1/2009                        3                     1     Group 2
231090276                           6                    12.85               6               3/1/2010                        3                     1     Group 2
231090303                           6                    13.45               6               2/1/2009                        3                     1     Group 2
231090334                           0                        0               0                                               0                     0     Group 2
231090338                           6                    15.75               6               3/1/2009                        3                     1     Group 2
231090348                           0                        0               0                                               0                     0     Group 2
231090405                           6                     16.4               6               3/1/2009                        3                     1     Group 2
231090433                           6                    15.25               6               3/1/2009                        3                     1     Group 2
231090441                           6                     14.6               6               3/1/2009                        3                     1     Group 2
231090538                           6                     12.7               6               3/1/2009                        3                     1     Group 2
231090577                           6                    15.15               6               3/1/2009                        3                     1     Group 2
231090596                           0                        0               0                                               0                     0     Group 2
231090664                           6                   14.772               6               2/1/2009                        3                     1     Group 2
231090688                           6                    13.75               6               3/1/2009                        3                     1     Group 2
231090700                           6                   13.625               6               3/1/2010                        3                     1     Group 2
231090835                           6                     13.9               6               4/1/2009                        3                     1     Group 2
231090903                           6                    15.45               6               4/1/2012                        3                     1     Group 2
231090992                           0                        0               0                                               0                     0     Group 2
231091112                           6                     14.7               6               4/1/2009                        3                     1     Group 2
231091121                           6                   15.165               6               4/1/2010                        3                     1     Group 2
231091128                           6                     12.8               6               3/1/2010                        3                     1     Group 2
231091226                           0                        0               0                                               0                     0     Group 2
231091249                         6.2                     16.7             6.2               3/1/2009                        3                     1     Group 2
231091269                           6                    13.35               6               4/1/2009                        3                     1     Group 2
231091374                        6.85                    17.25            6.85               3/1/2009                        3                     1     Group 2
231091475                           6                     14.3               6               3/1/2009                        3                     1     Group 2
231091535                           6                   12.375               6               3/1/2009                        3                     1     Group 2
231091582                           6                     13.9               6               4/1/2009                        3                     1     Group 2
231091648                           6                     14.8               6               4/1/2009                        3                     1     Group 2
231091766                        6.65                    16.95            6.65               3/1/2009                        3                     1     Group 2
231091875                         7.1                     16.7             7.1               4/1/2009                        3                     1     Group 2
231091899                           6                     13.6               6               4/1/2009                        3                     1     Group 2
231091918                           6                    13.99               6               3/1/2009                        3                     1     Group 2
231091988                           6                    13.85               6               4/1/2009                        3                     1     Group 2
231092017                           6                     15.6               6               4/1/2009                        3                     1     Group 2
231092186                           6                    14.99               6               3/1/2009                        3                     1     Group 2
231092356                           6                     13.8               6               4/1/2009                        3                     1     Group 2
231092357                           0                        0               0                                               0                     0     Group 2
231092395                           6                    13.25               6               4/1/2009                        3                     1     Group 2
231092427                         6.8                     18.3             6.8               5/1/2009                      1.5                   1.5     Group 2
231092618                           6                    13.97               6               5/1/2009                        3                     1     Group 2
231092630                           6                    14.85               6               4/1/2009                        3                     1     Group 2
231092801                           6                    16.35               6               4/1/2009                      1.5                   1.5     Group 2
231093371                           6                    14.95               6               5/1/2009                      1.5                   1.5     Group 2
231093397                           6                    15.47               6               5/1/2009                      1.5                   1.5     Group 2
231093714                           0                        0               0                                               0                     0     Group 2
231093965                           6                    15.79               6               5/1/2009                      1.5                   1.5     Group 2
261057814                      11.625                   17.625            6.05               9/1/2008                        3                     1     Group 2
261058065                       12.26                    18.26            6.25              10/1/2008                        3                     1     Group 2
261058250                       10.75                    16.75            6.25              10/1/2008                        3                     1     Group 2
291007842                        9.28                    15.28            5.85              10/1/2011                        3                     1     Group 2
321036760                           0                        0               0                                               0                     0     Group 2
321037940                        5.75                    13.05            5.75               1/1/2009                        3                     1     Group 2
321037968                           0                        0               0                                               0                     0     Group 2
321038990                           0                        0               0                                               0                     0     Group 2
321039289                           6                    13.65               6               1/1/2009                        3                     1     Group 2
321039537                           6                    15.14               6               2/1/2009                        3                     1     Group 2
321039634                           0                        0               0                                               0                     0     Group 2
321039842                           6                    14.55               6               2/1/2009                        3                     1     Group 2
321040012                           0                        0               0                                               0                     0     Group 2
321040195                           6                   16.495               6               2/1/2009                        3                     1     Group 2
321040321                           6                     13.2               6               2/1/2009                        3                     1     Group 2
321040336                           6                   12.545               6               2/1/2009                        3                     1     Group 2
321040428                           6                     13.7               6               4/1/2009                        3                     1     Group 2
321040572                           0                        0               0                                               0                     0     Group 2
321040582                           6                     12.3               6               2/1/2009                        3                     1     Group 2
321040656                         6.2                    15.22             6.2               2/1/2009                        3                     1     Group 2
331050362                           0                        0               0                                               0                     0     Group 2
331050363                         5.6                    16.35             5.6              12/1/2008                        3                     1     Group 2
331050422                         5.6                    14.15             5.6               1/1/2009                        3                     1     Group 2
331050457                         5.8                    13.95             5.8               1/1/2009                        3                     1     Group 2
331050567                           0                        0               0                                               0                     0     Group 2
331050579                           0                        0               0                                               0                     0     Group 2
331050602                           0                        0               0                                               0                     0     Group 2
331050693                           0                        0               0                                               0                     0     Group 2
331050755                         5.6                   12.888             5.6               3/1/2012                        3                     1     Group 2
331050835                           6                     12.8               6               1/1/2009                        3                     1     Group 2
331050958                           0                        0               0                                               0                     0     Group 2
331051045                           0                        0               0                                               0                     0     Group 2
331051115                         6.2                    13.05             6.2               1/1/2009                        3                     1     Group 2
331051184                           0                        0               0                                               0                     0     Group 2
331051327                           0                        0               0                                               0                     0     Group 2
331051332                           6                    14.85               6               2/1/2009                        3                     1     Group 2
331051394                           0                        0               0                                               0                     0     Group 2
331051471                         6.2                     13.5             6.2               1/1/2010                        3                     1     Group 2
331051495                        6.25                    12.25               6               2/1/2009                        3                     1     Group 2
331051534                           0                        0               0                                               0                     0     Group 2
331051698                           0                        0               0                                               0                     0     Group 2
331051713                         5.6                    14.59             5.6               2/1/2009                        3                     1     Group 2
331051728                           6                       13               6               1/1/2009                        3                     1     Group 2
331051758                           6                    12.75               6               2/1/2009                        3                     1     Group 2
331052035                           0                        0               0                                               0                     0     Group 2
331052131                           0                        0               0                                               0                     0     Group 2
331052145                           6                     14.5               6               2/1/2009                        3                     1     Group 2
331052167                           0                        0               0                                               0                     0     Group 2
331052171                           6                    14.75               6               2/1/2009                        3                     1     Group 2
331052230                           6                    12.15               6               1/1/2009                        3                     1     Group 2
331052258                           6                    15.73               6               3/1/2009                        3                     1     Group 2
331052501                        6.65                    15.05            6.65               2/1/2009                        3                     1     Group 2
331052519                           0                        0               0                                               0                     0     Group 2
331052538                           0                        0               0                                               0                     0     Group 2
331052659                           0                        0               0                                               0                     0     Group 2
331052663                        5.98                    11.99            5.98               2/1/2009                        3                     1     Group 2
331052665                           6                    14.99               6               2/1/2009                        3                     1     Group 2
331052697                           6                     14.7               6               2/1/2009                        3                     1     Group 2
331052721                           0                        0               0                                               0                     0     Group 2
331052743                         6.2                       14             6.2               3/1/2009                        3                     1     Group 2
331052768                           6                    15.85               6               4/1/2009                        3                     1     Group 2
331052793                           6                    16.48               6               2/1/2009                        3                     1     Group 2
331052916                           0                        0               0                                               0                     0     Group 2
331052927                           6                     12.7               6               2/1/2009                        3                     1     Group 2
331052962                           6                       15               6               2/1/2009                        3                     1     Group 2
331052999                         6.2                     15.9             6.2               2/1/2012                        3                     1     Group 2
331053005                           6                    14.15               6               2/1/2009                        3                     1     Group 2
331053021                        6.65                    13.85            6.65               2/1/2009                        3                     1     Group 2
331053029                           0                        0               0                                               0                     0     Group 2
331053033                           0                        0               0                                               0                     0     Group 2
331053037                           0                        0               0                                               0                     0     Group 2
331053079                           6                     14.3               6               3/1/2009                        3                     1     Group 2
331053089                           6                     14.2               6               2/1/2009                        3                     1     Group 2
331053126                           0                        0               0                                               0                     0     Group 2
331053162                           0                        0               0                                               0                     0     Group 2
331053168                           6                    13.95               6               2/1/2009                        3                     1     Group 2
331053175                           6                    13.55               6               3/1/2009                        3                     1     Group 2
331053197                           6                     13.5               6               2/1/2009                        3                     1     Group 2
331053199                           0                        0               0                                               0                     0     Group 2
331053230                           6                    12.99               6               3/1/2009                        3                     1     Group 2
331053239                           6                     12.5               6               2/1/2009                        3                     1     Group 2
331053270                         7.9                     13.9             4.9               1/1/2009                        3                     1     Group 2
331053277                           6                     12.5               6               1/1/2010                        3                     1     Group 2
331053296                           0                        0               0                                               0                     0     Group 2
331053309                           0                        0               0                                               0                     0     Group 2
331053386                           6                    13.99               6               2/1/2009                        3                     1     Group 2
331053410                         6.2                       13             6.2               3/1/2009                        3                     1     Group 2
331053433                           6                    12.35               6               2/1/2009                        3                     1     Group 2
331053443                           6                    13.22               6               3/1/2009                        3                     1     Group 2
331053449                           0                        0               0                                               0                     0     Group 2
331053458                           6                    14.55               6               2/1/2009                        3                     1     Group 2
331053462                        7.25                     14.3            7.25               3/1/2009                        3                     1     Group 2
331053487                           6                    14.45               6               3/1/2009                        3                     1     Group 2
331053513                           6                    12.75               6               2/1/2009                        3                     1     Group 2
331053556                           6                    13.95               6               3/1/2009                        3                     1     Group 2
331053587                           0                        0               0                                               0                     0     Group 2
331053596                         6.2                   14.375             6.2               2/1/2009                        3                     1     Group 2
331053627                         6.2                    15.15             6.2               2/1/2009                        3                     1     Group 2
331053651                           6                     12.5               6               3/1/2009                        3                     1     Group 2
331053666                        5.98                    11.99            5.98               3/1/2009                        3                     1     Group 2
331053709                           6                       14               6               3/1/2009                        3                     1     Group 2
331053749                           6                     12.8               6               2/1/2009                        3                     1     Group 2
331053775                           6                    14.55               6               3/1/2009                        3                     1     Group 2
331053795                           0                        0               0                                               0                     0     Group 2
331053822                           6                     12.9               6               3/1/2012                        3                     1     Group 2
331053842                           6                    12.95               6               2/1/2009                        3                     1     Group 2
331053844                           6                    13.45               6               2/1/2009                        3                     1     Group 2
331053897                           6                    15.25               6               3/1/2009                        3                     1     Group 2
331053902                           6                    14.15               6               3/1/2009                        3                     1     Group 2
331053925                         6.4                    14.25             6.4               3/1/2009                        3                     1     Group 2
331054012                           6                    12.75               6               3/1/2009                        3                     1     Group 2
331054021                           6                    15.45               6               3/1/2009                        3                     1     Group 2
331054023                           6                     15.5               6               3/1/2009                        3                     1     Group 2
331054039                        6.65                     16.6            6.65               3/1/2009                        3                     1     Group 2
331054072                           6                    14.95               6               3/1/2009                        3                     1     Group 2
331054100                           6                    14.95               6               3/1/2009                        3                     1     Group 2
331054106                           6                     14.5               6               3/1/2009                        3                     1     Group 2
331054129                           6                     15.1               6               3/1/2009                        3                     1     Group 2
331054172                           6                     12.5               6               3/1/2012                        3                     1     Group 2
331054182                           6                     14.2               6               4/1/2009                      1.5                   1.5     Group 2
331054189                           6                   15.875               6               3/1/2010                        3                     1     Group 2
331054214                           6                     14.8               6               3/1/2009                        3                     1     Group 2
331054247                           6                    15.75               6               3/1/2009                        3                     1     Group 2
331054265                           6                    12.99               6               3/1/2009                        3                     1     Group 2
331054309                           6                     13.5               6               4/1/2009                        3                     1     Group 2
331054380                           6                     12.7               6               4/1/2009                        3                     1     Group 2
331054502                           6                    14.99               6               4/1/2009                        3                     1     Group 2
331054558                        5.98                    11.99            5.98               3/1/2009                        3                     1     Group 2
331054581                           6                       14               6               3/1/2009                        3                     1     Group 2
331054624                           0                        0               0                                               0                     0     Group 2
331054648                           6                     15.5               6               4/1/2010                        3                     1     Group 2
331054653                           6                    13.45               6               4/1/2009                        3                     1     Group 2
331054654                           6                     15.5               6               4/1/2010                        3                     1     Group 2
331054662                           6                     15.7               6               4/1/2009                        3                     1     Group 2
331054709                           6                    16.45               6               3/1/2009                        3                     1     Group 2
331054711                        5.99                       12            5.99               4/1/2012                        3                     1     Group 2
331054760                           6                    16.72               6               3/1/2009                        3                     1     Group 2
331054770                           6                    14.85               6               3/1/2009                        3                     1     Group 2
331054792                           6                     14.2               6               4/1/2009                        3                     1     Group 2
331054804                        6.25                     15.1            6.25               3/1/2009                        3                     1     Group 2
331054818                        5.99                     12.1            5.99               4/1/2009                        3                     1     Group 2
331054828                           6                       14               6               3/1/2009                        3                     1     Group 2
331054845                           6                    12.99               6               3/1/2009                        3                     1     Group 2
331054855                           6                     14.5               6               4/1/2009                        3                     1     Group 2
331054860                           6                    13.55               6               3/1/2009                        3                     1     Group 2
331054866                           6                    14.55               6               3/1/2009                        3                     1     Group 2
331054929                           6                     14.4               6               4/1/2009                        3                     1     Group 2
331054935                           0                        0               0                                               0                     0     Group 2
331054992                         6.2                    14.95             6.2               3/1/2009                        3                     1     Group 2
331055027                           0                        0               0                                               0                     0     Group 2
331055033                           6                     13.6               6               4/1/2009                        3                     1     Group 2
331055038                           6                    15.55               6               4/1/2009                        3                     1     Group 2
331055043                        6.65                     14.7            6.65               4/1/2009                        3                     1     Group 2
331055067                         6.2                    17.85             6.2               4/1/2009                        3                     1     Group 2
331055105                           6                       15               6               3/1/2009                        3                     1     Group 2
331055113                           6                     13.8               6               4/1/2009                        3                     1     Group 2
331055157                         6.2                    14.65             6.2               4/1/2009                        3                     1     Group 2
331055160                         6.5                    14.95             6.5               4/1/2009                        3                     1     Group 2
331055166                           6                    14.79               6               3/1/2009                        3                     1     Group 2
331055287                           6                    15.65               6               3/1/2009                        3                     1     Group 2
331055376                           6                    13.25               6               4/1/2009                        3                     1     Group 2
331055419                           6                    12.99               6               4/1/2009                        3                     1     Group 2
331055530                           6                       14               6               4/1/2009                        3                     1     Group 2
331055546                           6                    14.99               6               4/1/2009                        3                     1     Group 2
331055617                           6                     13.3               6               4/1/2009                        3                     1     Group 2
331055619                           0                        0               0                                               0                     0     Group 2
331055640                           6                     13.7               6               4/1/2009                        3                     1     Group 2
331055750                           6                    13.55               6               4/1/2009                        3                     1     Group 2
331056034                         6.2                     14.7             6.2               4/1/2009                        3                     1     Group 2
331056075                           6                       13               6               4/1/2009                        3                     1     Group 2
331056276                         6.4                    15.72             6.4               5/1/2009                      1.5                   1.5     Group 2
331056304                           0                        0               0                                               0                     0     Group 2
331056329                           6                    15.99               6               4/1/2009                      1.5                   1.5     Group 2
331056370                           6                    12.99               6               4/1/2009                      1.5                   1.5     Group 2
331056654                        6.65                    13.72            6.65               5/1/2009                      1.5                   1.5     Group 2
331057194                           6                     13.2               6               5/1/2009                      1.5                   1.5     Group 2
341035363                        10.8                     16.8            5.85               9/1/2008                        3                     1     Group 2
341036537                           0                        0               0                                               0                     0     Group 2
341036604                           0                        0               0                                               0                     0     Group 2
341036804                           0                        0               0                                               0                     0     Group 2
341036997                           0                        0               0                                               0                     0     Group 2
341038041                         5.6                     14.9             5.6              12/1/2008                        3                     1     Group 2
341038093                         6.2                     15.2             6.2               3/1/2009                        3                     1     Group 2
341038177                         5.6                    16.69             5.6               1/1/2009                        3                     1     Group 2
341038473                           0                        0               0                                               0                     0     Group 2
341038527                           6                   15.425               6               2/1/2009                        3                     1     Group 2
341038676                           0                        0               0                                               0                     0     Group 2
341038713                           6                    13.12               6               1/1/2009                        3                     1     Group 2
341038781                           0                        0               0                                               0                     0     Group 2
341038960                           0                        0               0                                               0                     0     Group 2
341039204                           0                        0               0                                               0                     0     Group 2
341039226                           0                        0               0                                               0                     0     Group 2
341039374                           0                        0               0                                               0                     0     Group 2
341039453                           6                   13.925               6               2/1/2009                        3                     1     Group 2
341039565                           0                        0               0                                               0                     0     Group 2
341040056                           0                        0               0                                               0                     0     Group 2
341040246                           6                    14.95               6               4/1/2009                        3                     1     Group 2
341040248                           6                     17.7               6               2/1/2009                        3                     1     Group 2
341040252                         6.4                    16.35             6.4               3/1/2009                        3                     1     Group 2
341040290                           6                    12.85               6               3/1/2009                        3                     1     Group 2
341040296                           6                     13.9               6               2/1/2009                        3                     1     Group 2
341040353                           6                    13.45               6               2/1/2009                        3                     1     Group 2
341040381                           6                    13.65               6               3/1/2009                        3                     1     Group 2
341040421                           6                     15.8               6               2/1/2010                        3                     1     Group 2
341040432                           6                   13.975               6               2/1/2009                        3                     1     Group 2
341040534                           0                        0               0                                               0                     0     Group 2
341040562                           6                    15.75               6               2/1/2009                        3                     1     Group 2
341040580                         6.2                     14.1             6.2               2/1/2009                        3                     1     Group 2
341040643                           6                     15.1               6               3/1/2009                        3                     1     Group 2
341040644                           6                   17.925               6               2/1/2009                        3                     1     Group 2
341040658                           6                   14.525               6               3/1/2012                        3                     1     Group 2
341040717                           6                   15.975               6               3/1/2009                        3                     1     Group 2
341040727                           0                        0               0                                               0                     0     Group 2
341040735                           6                   14.225               6               2/1/2009                        3                     1     Group 2
341040813                           6                   15.605               6               2/1/2009                        3                     1     Group 2
341040915                           6                    18.25               6               2/1/2009                        3                     1     Group 2
341040952                           6                   15.575               6               2/1/2009                        3                     1     Group 2
341041043                           6                    13.87               6               2/1/2009                        3                     1     Group 2
341041078                           0                        0               0                                               0                     0     Group 2
341041122                         6.4                    16.05             6.4               2/1/2009                        3                     1     Group 2
341041189                           6                     14.2               6               3/1/2009                        3                     1     Group 2
341041484                         6.2                   13.675             6.2               4/1/2009                        3                     1     Group 2
341041493                           6                     13.5               6               3/1/2009                        3                     1     Group 2
341041525                           6                     15.1               6               3/1/2009                        3                     1     Group 2
341041559                           6                     13.1               6               3/1/2009                        3                     1     Group 2
341041565                           6                   15.925               6               3/1/2009                        3                     1     Group 2
341041574                           6                     14.4               6               3/1/2009                        3                     1     Group 2
341041593                           6                     15.5               6               3/1/2010                        3                     1     Group 2
341041634                           6                   15.805               6               3/1/2009                        3                     1     Group 2
341041635                        5.85                   15.075            5.85               3/1/2009                        3                     1     Group 2
341041654                           6                   17.775               6               3/1/2009                        3                     1     Group 2
341041671                           6                    14.05               6               3/1/2010                        3                     1     Group 2
341041681                           0                        0               0                                               0                     0     Group 2
341041682                           6                       16               6               3/1/2009                        3                     1     Group 2
341041767                           6                     17.4               6               3/1/2009                        3                     1     Group 2
341041803                         5.5                   14.225             5.5               3/1/2009                        3                     1     Group 2
341041829                           6                   15.775               6               3/1/2009                        3                     1     Group 2
341041879                         6.2                     15.2             6.2               3/1/2009                        3                     1     Group 2
341041897                         6.2                     14.1             6.2               3/1/2009                        3                     1     Group 2
341041948                        6.65                    14.12            6.65               3/1/2009                        3                     1     Group 2
341041976                           6                    14.35               6               4/1/2009                        3                     1     Group 2
341042028                           6                   14.625               6               3/1/2009                        3                     1     Group 2
341042228                           6                   15.525               6               4/1/2009                        3                     1     Group 2
341042340                           6                    15.65               6               4/1/2009                        3                     1     Group 2
341042364                        6.65                     17.1            6.65               3/1/2009                        3                     1     Group 2
341042439                           6                   15.225               6               4/1/2009                        3                     1     Group 2
341042469                           6                    12.65               6               3/1/2009                        3                     1     Group 2
341042628                           6                     14.1               6               3/1/2010                        3                     1     Group 2
341042761                           6                   17.225               6               3/1/2010                        3                     1     Group 2
341043430                           6                    14.55               6               5/1/2009                      1.5                   1.5     Group 2
341043468                           0                        0               0                                               0                     0     Group 2
341043686                           0                        0               0                                               0                     0     Group 2
341043844                           6                    16.95               6               5/1/2009                      1.5                   1.5     Group 2
341044023                           6                   15.225               6               5/1/2009                      1.5                   1.5     Group 2
341044331                         6.4                    16.35             6.4               5/1/2009                      1.5                   1.5     Group 2
351037846                           0                        0               0                                               0                     0     Group 2
351038209                           0                        0               0                                               0                     0     Group 2
351038226                           0                        0               0                                               0                     0     Group 2
351038370                           0                        0               0                                               0                     0     Group 2
351038460                           0                        0               0                                               0                     0     Group 2
351038774                           0                        0               0                                               0                     0     Group 2
351038947                           0                        0               0                                               0                     0     Group 2
351038975                           0                        0               0                                               0                     0     Group 2
351039027                           0                        0               0                                               0                     0     Group 2
351039157                           0                        0               0                                               0                     0     Group 2
351039311                           0                        0               0                                               0                     0     Group 2
351039312                           0                        0               0                                               0                     0     Group 2
351039348                           0                        0               0                                               0                     0     Group 2
351039403                           0                        0               0                                               0                     0     Group 2
351039419                           0                        0               0                                               0                     0     Group 2
351039438                           0                        0               0                                               0                     0     Group 2
351039462                           0                        0               0                                               0                     0     Group 2
351039486                           0                        0               0                                               0                     0     Group 2
351039518                           0                        0               0                                               0                     0     Group 2
351039544                           0                        0               0                                               0                     0     Group 2
351039555                           0                        0               0                                               0                     0     Group 2
351039669                           0                        0               0                                               0                     0     Group 2
351039688                           0                        0               0                                               0                     0     Group 2
351039813                           0                        0               0                                               0                     0     Group 2
351039883                           0                        0               0                                               0                     0     Group 2
351039915                           0                        0               0                                               0                     0     Group 2
351039948                           0                        0               0                                               0                     0     Group 2
351040132                           0                        0               0                                               0                     0     Group 2
351040277                           0                        0               0                                               0                     0     Group 2
351040331                           0                        0               0                                               0                     0     Group 2
351040460                           0                        0               0                                               0                     0     Group 2
351040511                           0                        0               0                                               0                     0     Group 2
351040544                           0                        0               0                                               0                     0     Group 2
351040562                           0                        0               0                                               0                     0     Group 2
351040574                           0                        0               0                                               0                     0     Group 2
351040597                           0                        0               0                                               0                     0     Group 2
351040610                           0                        0               0                                               0                     0     Group 2
351040621                           0                        0               0                                               0                     0     Group 2
351040668                           0                        0               0                                               0                     0     Group 2
351040716                           0                        0               0                                               0                     0     Group 2
351040719                           0                        0               0                                               0                     0     Group 2
351040865                           0                        0               0                                               0                     0     Group 2
351040920                           0                        0               0                                               0                     0     Group 2
351040948                           0                        0               0                                               0                     0     Group 2
351040986                           0                        0               0                                               0                     0     Group 2
351041029                           0                        0               0                                               0                     0     Group 2
351041057                           0                        0               0                                               0                     0     Group 2
351041082                           0                        0               0                                               0                     0     Group 2
351041095                           0                        0               0                                               0                     0     Group 2
351041097                           0                        0               0                                               0                     0     Group 2
351041272                           0                        0               0                                               0                     0     Group 2
351041392                           0                        0               0                                               0                     0     Group 2
351041394                           0                        0               0                                               0                     0     Group 2
351041537                           0                        0               0                                               0                     0     Group 2
351041831                           0                        0               0                                               0                     0     Group 2
351041926                           0                        0               0                                               0                     0     Group 2
351042030                           0                        0               0                                               0                     0     Group 2
351042044                           0                        0               0                                               0                     0     Group 2
351042102                           0                        0               0                                               0                     0     Group 2
351042123                           0                        0               0                                               0                     0     Group 2
351042133                           0                        0               0                                               0                     0     Group 2
351042150                           0                        0               0                                               0                     0     Group 2
351042260                           0                        0               0                                               0                     0     Group 2
351042508                           0                        0               0                                               0                     0     Group 2
351042542                           6                    15.85               6               2/1/2009                        3                     1     Group 2
351042617                           0                        0               0                                               0                     0     Group 2
351042641                           6                    14.85               6               2/1/2009                        3                     1     Group 2
351042659                           0                        0               0                                               0                     0     Group 2
351042718                           0                        0               0                                               0                     0     Group 2
351042737                           0                        0               0                                               0                     0     Group 2
351042749                           0                        0               0                                               0                     0     Group 2
351042783                           6                    17.73               6               2/1/2009                        3                     1     Group 2
351042804                           0                        0               0                                               0                     0     Group 2
351042907                           6                   17.975               6               2/1/2009                        3                     1     Group 2
351042945                           0                        0               0                                               0                     0     Group 2
351042999                           6                   17.975               6               3/1/2009                        3                     1     Group 2
351043023                           0                        0               0                                               0                     0     Group 2
351043079                           0                        0               0                                               0                     0     Group 2
351043080                         6.2                   17.675             6.2               2/1/2009                        3                     1     Group 2
351043128                           0                        0               0                                               0                     0     Group 2
351043136                         6.2                   17.425             6.2               3/1/2009                        3                     1     Group 2
351043286                           0                        0               0                                               0                     0     Group 2
351043315                           6                   15.475               6               3/1/2009                        3                     1     Group 2
351043429                           6                     15.8               6               2/1/2012                        3                     1     Group 2
351043478                         6.2                   17.425             6.2               2/1/2009                        3                     1     Group 2
351043501                           6                   15.875               6               3/1/2009                        3                     1     Group 2
351043505                         6.2                   15.525             6.2               3/1/2009                        3                     1     Group 2
351043572                           6                    15.99               6               2/1/2009                        3                     1     Group 2
351043580                         6.2                   17.725             6.2               3/1/2009                        3                     1     Group 2
351043605                           6                    16.65               6               3/1/2009                        3                     1     Group 2
351043643                           6                   16.775               6               2/1/2009                        3                     1     Group 2
351043653                         6.3                   16.425             6.3               3/1/2009                        3                     1     Group 2
351043698                           6                   14.025               6               3/1/2010                        3                     1     Group 2
351043722                           6                   15.325               6               3/1/2009                        3                     1     Group 2
351043760                           0                        0               0                                               0                     0     Group 2
351043762                           0                        0               0                                               0                     0     Group 2
351043818                           6                    14.35               6               3/1/2009                        3                     1     Group 2
351043918                           6                   14.425               6               3/1/2009                        3                     1     Group 2
351043924                           0                        0               0                                               0                     0     Group 2
351043926                         6.2                    17.15             6.2               3/1/2009                        3                     1     Group 2
351043945                           6                   15.175               6               3/1/2009                        3                     1     Group 2
351043955                           6                     16.8               6               3/1/2009                        3                     1     Group 2
351043978                           6                   14.875               6               3/1/2009                        3                     1     Group 2
351043990                           6                    16.93               6               3/1/2009                        3                     1     Group 2
351044014                           0                        0               0                                               0                     0     Group 2
351044030                           6                   16.225               6               3/1/2009                        3                     1     Group 2
351044051                         4.2                    17.99             4.2               3/1/2009                        3                     1     Group 2
351044075                           6                   16.175               6               3/1/2009                        3                     1     Group 2
351044088                           6                   16.225               6               3/1/2009                        3                     1     Group 2
351044097                           6                   17.075               6               3/1/2009                        3                     1     Group 2
351044113                         6.2                    15.05             6.2               3/1/2009                        3                     1     Group 2
351044255                           6                    16.65               6               4/1/2009                        3                     1     Group 2
351044269                           6                   15.725               6               3/1/2009                        3                     1     Group 2
351044304                           0                        0               0                                               0                     0     Group 2
351044337                           6                   16.825               6               4/1/2009                        3                     1     Group 2
351044373                           6                    14.55               6               3/1/2009                        3                     1     Group 2
351044385                           6                    15.85               6               4/1/2009                        3                     1     Group 2
351044451                           0                        0               0                                               0                     0     Group 2
351044459                           6                    15.99               6               3/1/2009                        3                     1     Group 2
351044481                           6                   15.475               6               3/1/2009                        3                     1     Group 2
351044515                           6                   17.425               6               3/1/2009                        3                     1     Group 2
351044571                           6                    15.85               6               4/1/2009                        3                     1     Group 2
351044602                         6.2                     17.4             6.2               4/1/2009                        3                     1     Group 2
351044610                           6                    15.55               6               4/1/2009                        3                     1     Group 2
351044657                           6                   15.375               6               3/1/2009                        3                     1     Group 2
351044664                           6                    14.95               6               3/1/2009                        3                     1     Group 2
351044666                           6                     14.8               6               3/1/2009                        3                     1     Group 2
351044704                           6                   15.775               6               3/1/2009                        3                     1     Group 2
351044706                           6                    14.65               6               4/1/2009                        3                     1     Group 2
351044811                           6                   16.275               6               4/1/2009                        3                     1     Group 2
351044827                           6                     15.6               6               4/1/2009                        3                     1     Group 2
351044926                           0                        0               0                                               0                     0     Group 2
351045610                           6                    15.05               6               5/1/2009                      1.5                   1.5     Group 2
361028790                           0                        0               0                                               0                     0     Group 2
371038477                        9.65                    15.65            5.85              10/1/2008                        3                     1     Group 2
371038605                           0                        0               0                                               0                     0     Group 2
371039527                           0                        0               0                                               0                     0     Group 2
371040885                           0                        0               0                                               0                     0     Group 2
371041285                           0                        0               0                                               0                     0     Group 2
371041403                         5.6                    14.25             5.6              12/1/2008                        3                     1     Group 2
371041812                           0                        0               0                                               0                     0     Group 2
371041858                        6.25                     17.3            6.25              12/1/2008                        3                     1     Group 2
371041899                         5.6                     15.5             5.6               1/1/2009                        3                     1     Group 2
371041984                           0                        0               0                                               0                     0     Group 2
371042229                           0                        0               0                                               0                     0     Group 2
371042542                         5.8                     15.7             5.8               2/1/2009                        3                     1     Group 2
371042571                           0                        0               0                                               0                     0     Group 2
371042627                         5.6                       16             5.6               1/1/2009                        3                     1     Group 2
371042711                           0                        0               0                                               0                     0     Group 2
371042736                           0                        0               0                                               0                     0     Group 2
371042749                         9.1                    15.15               6               1/1/2009                        3                     1     Group 2
371042762                           0                        0               0                                               0                     0     Group 2
371042792                           0                        0               0                                               0                     0     Group 2
371042886                           0                        0               0                                               0                     0     Group 2
371043129                           0                        0               0                                               0                     0     Group 2
371043370                           6                       16               6               1/1/2009                        3                     1     Group 2
371043394                           0                        0               0                                               0                     0     Group 2
371043489                         6.2                    13.95             6.2               2/1/2009                        3                     1     Group 2
371043533                           0                        0               0                                               0                     0     Group 2
371043542                           6                    14.75               6               2/1/2009                        3                     1     Group 2
371043555                           0                        0               0                                               0                     0     Group 2
371043599                           0                        0               0                                               0                     0     Group 2
371043701                           6                     14.6               6               1/1/2009                        3                     1     Group 2
371043813                        5.75                     12.6            5.75               2/1/2009                        3                     1     Group 2
371043983                           6                    15.17               6               2/1/2009                        3                     1     Group 2
371043986                           0                        0               0                                               0                     0     Group 2
371044109                           6                    13.75               6               2/1/2009                        3                     1     Group 2
371044114                           0                        0               0                                               0                     0     Group 2
371044183                           6                     14.1               6               3/1/2009                        3                     1     Group 2
371044200                           6                     13.8               6               3/1/2010                        3                     1     Group 2
371044212                         6.2                     13.9             6.2               2/1/2009                        3                     1     Group 2
371044393                           6                     15.7               6               3/1/2009                        3                     1     Group 2
371044429                           6                    15.58               6               2/1/2009                        3                     1     Group 2
371044466                           6                     13.7               6               2/1/2009                        3                     1     Group 2
371044633                           6                     17.7               6               3/1/2009                        3                     1     Group 2
371044660                           0                        0               0                                               0                     0     Group 2
371044675                           6                     17.5               6               2/1/2009                        3                     1     Group 2
371044727                           6                    15.99               6               2/1/2009                        3                     1     Group 2
371044802                           6                    13.35               6               2/1/2009                        3                     1     Group 2
371044843                           6                    14.72               6               3/1/2009                        3                     1     Group 2
371044859                           0                        0               0                                               0                     0     Group 2
371044880                           6                     12.4               6               2/1/2009                        3                     1     Group 2
371044909                           6                    16.85               6               2/1/2009                        3                     1     Group 2
371044914                           0                        0               0                                               0                     0     Group 2
371044967                           6                    15.25               6               2/1/2009                        3                     1     Group 2
371044968                           6                    14.25               6               2/1/2009                        3                     1     Group 2
371044990                           6                     12.9               6               3/1/2009                        3                     1     Group 2
371045013                           0                        0               0                                               0                     0     Group 2
371045023                         6.2                   14.599             6.2               2/1/2009                        3                     1     Group 2
371045031                           0                        0               0                                               0                     0     Group 2
371045129                           6                     12.7               6               3/1/2009                        3                     1     Group 2
371045196                         6.4                    14.99             6.4               3/1/2009                        3                     1     Group 2
371045228                           6                    15.35               6               3/1/2009                        3                     1     Group 2
371045235                           6                    15.41               6               3/1/2009                        3                     1     Group 2
371045298                           6                    17.32               6               2/1/2009                        3                     1     Group 2
371045308                           6                    15.65               6               2/1/2009                        3                     1     Group 2
371045309                        5.98                    11.99            5.98               3/1/2012                        3                     1     Group 2
371045320                           6                     15.4               6               4/1/2009                        3                     1     Group 2
371045325                           6                    13.55               6               3/1/2010                        3                     1     Group 2
371045358                           6                    14.85               6               3/1/2009                        3                     1     Group 2
371045376                           6                    13.55               6               3/1/2009                        3                     1     Group 2
371045385                           6                     14.1               6               3/1/2009                        3                     1     Group 2
371045404                           6                    14.75               6               3/1/2012                        3                     1     Group 2
371045512                           6                    16.95               6               3/1/2009                        3                     1     Group 2
371045551                           6                     15.3               6               3/1/2009                        3                     1     Group 2
371045563                           6                    13.35               6               3/1/2009                        3                     1     Group 2
371045566                           6                    16.45               6               3/1/2009                        3                     1     Group 2
371045576                         6.4                    16.35             6.4               3/1/2009                        3                     1     Group 2
371045594                           6                     13.3               6               3/1/2009                        3                     1     Group 2
371045606                           6                     14.5               6               3/1/2009                        3                     1     Group 2
371045640                         6.2                    12.95             6.2               3/1/2009                        3                     1     Group 2
371045671                           6                    15.99               6               2/1/2009                        3                     1     Group 2
371045679                           6                     13.7               6               3/1/2009                        3                     1     Group 2
371045744                        6.89                    13.99            6.89               3/1/2009                        3                     1     Group 2
371045784                           6                    16.95               6               3/1/2009                        3                     1     Group 2
371045827                           0                        0               0                                               0                     0     Group 2
371045959                           6                    16.65               6               3/1/2009                        3                     1     Group 2
371045994                           6                    14.05               6               3/1/2009                        3                     1     Group 2
371046047                        6.65                    17.17            6.65               3/1/2009                        3                     1     Group 2
371046094                        6.65                     16.8            6.65               3/1/2009                        3                     1     Group 2
371046099                         6.2                    17.22             6.2               3/1/2009                        3                     1     Group 2
371046110                           6                    13.75               6               3/1/2009                        3                     1     Group 2
371046117                         6.2                     14.9             6.2               3/1/2009                        3                     1     Group 2
371046128                           6                    15.65               6               3/1/2009                        3                     1     Group 2
371046235                         6.4                     15.9             6.4               3/1/2009                        3                     1     Group 2
371046261                           6                    14.65               6               3/1/2009                        3                     1     Group 2
371046336                           0                        0               0                                               0                     0     Group 2
371046374                         6.4                    15.35             6.4               3/1/2009                        3                     1     Group 2
371046418                         6.2                    16.55             6.2               3/1/2009                        3                     1     Group 2
371046434                         6.4                       14             6.4               3/1/2009                        3                     1     Group 2
371046446                           6                       13               6               4/1/2009                        3                     1     Group 2
371046584                           6                     13.1               6               3/1/2009                        3                     1     Group 2
371046681                           6                    14.35               6               3/1/2009                        6                     2     Group 2
371046727                         6.2                     15.5             6.2               4/1/2010                        3                     1     Group 2
371046767                           6                     14.6               6               3/1/2009                        3                     1     Group 2
371046787                           6                     14.8               6               3/1/2012                        3                     1     Group 2
371046792                           6                     15.8               6               3/1/2009                        3                     1     Group 2
371046936                         6.2                     14.3             6.2               4/1/2009                        3                     1     Group 2
371047023                         6.2                    15.75             6.2               4/1/2009                        3                     1     Group 2
371047044                           6                    13.75               6               4/1/2009                        3                     1     Group 2
371047130                           6                     15.2               6               4/1/2009                        3                     1     Group 2
371047139                           6                    14.75               6               4/1/2009                        3                     1     Group 2
371047186                           6                    13.25               6               3/1/2009                        3                     1     Group 2
371047430                           6                    15.65               6               4/1/2009                        3                     1     Group 2
371047502                           6                    14.82               6               4/1/2009                        3                     1     Group 2
371047609                           6                    16.15               6               4/1/2009                        3                     1     Group 2
371048043                           6                     12.6               6               4/1/2009                      1.5                   1.5     Group 2
371048335                           6                     16.8               6               4/1/2009                      1.5                   1.5     Group 2
381030460                           0                        0               0                                               0                     0     Group 2
381030461                           0                        0               0                                               0                     0     Group 2
411000958                         5.8                    17.25             5.8               1/1/2009                        3                     1     Group 2
411001186                         5.6                    11.05             5.6              12/1/2008                        3                     1     Group 2
411001455                        5.25                    16.78            5.25               2/1/2009                        3                     1     Group 2
411001563                        6.95                     16.2            6.95               3/1/2009                        3                     1     Group 2
411001877                           6                    13.25               6               2/1/2012                        3                     1     Group 2
411001995                           6                   16.525               6               1/1/2009                        3                     1     Group 2
411002048                         6.2                   13.075             6.2               2/1/2012                        3                     1     Group 2
411002110                           6                     12.9               6               2/1/2012                        3                     1     Group 2
411002164                           6                   15.425               6               2/1/2009                        3                     1     Group 2
411002302                         6.2                    12.69             6.2               2/1/2009                        3                     1     Group 2
411002315                         6.2                     15.6             6.2               2/1/2009                        3                     1     Group 2
411002316                           6                   13.375               6               2/1/2009                        3                     1     Group 2
411002330                           6                     13.8               6               3/1/2012                        3                     1     Group 2
411002354                           6                     12.2               6               2/1/2009                        3                     1     Group 2
411002415                           6                     13.3               6               3/1/2012                        3                     1     Group 2
411002432                        6.65                    16.35            6.65               2/1/2009                        3                     1     Group 2
411002460                           6                    16.08               6               2/1/2009                        3                     1     Group 2
411002500                           6                     15.1               6               3/1/2009                        3                     1     Group 2
411002540                         6.4                   15.475             6.4               3/1/2009                        3                     1     Group 2
411002552                           6                    12.75               6               2/1/2009                        3                     1     Group 2
411002553                           6                    13.35               6               2/1/2009                        3                     1     Group 2
411002609                         6.4                    13.45             6.4               2/1/2009                        3                     1     Group 2
411002619                           6                    12.55               6               2/1/2009                        3                     1     Group 2
411002635                           6                    14.15               6               3/1/2012                        3                     1     Group 2
411002660                         6.2                    14.45             6.2               3/1/2012                        3                     1     Group 2
411002690                           6                    13.55               6               3/1/2009                        3                     1     Group 2
411002694                         5.9                    12.05             5.9               3/1/2012                        3                     1     Group 2
411002708                           6                       13               6               3/1/2012                        3                     1     Group 2
411002731                         6.4                    13.95             6.4               3/1/2012                        3                     1     Group 2
411002742                           6                    13.05               6               2/1/2009                        3                     1     Group 2
411002765                           6                    14.15               6               2/1/2012                        3                     1     Group 2
411002774                         6.2                    15.85             6.2               4/1/2012                        3                     1     Group 2
411002780                         6.4                     14.9             6.4               2/1/2009                        3                     1     Group 2
411002784                           6                    15.25               6               3/1/2009                        3                     1     Group 2
411002828                         6.2                    13.15             6.2               3/1/2009                        3                     1     Group 2
411002884                           6                     13.2               6               3/1/2009                        3                     1     Group 2
411002921                           6                    12.65               6               3/1/2009                        3                     1     Group 2
411002944                        6.65                    14.95            6.65               3/1/2009                        3                     1     Group 2
411002972                           6                    14.25               6               3/1/2012                        3                     1     Group 2
411003107                           0                        0               0                                               0                     0     Group 2
411003144                           0                        0               0                                               0                     0     Group 2
411003148                           6                    14.95               6               3/1/2012                        3                     1     Group 2
411003246                           6                     14.7               6               3/1/2012                        3                     1     Group 2
411003249                           6                    14.25               6               3/1/2012                        3                     1     Group 2
411003259                           6                    13.55               6               3/1/2012                        3                     1     Group 2
411003266                           6                    12.15               6               3/1/2012                        3                     1     Group 2
411003347                           6                     14.2               6               3/1/2009                        3                     1     Group 2
411003374                           6                     12.9               6               3/1/2012                        3                     1     Group 2
411003395                         6.4                     15.8             6.4               4/1/2012                        3                     1     Group 2
411003455                        6.65                    14.25            6.65               4/1/2010                        3                     1     Group 2
411003605                           6                    12.85               6               3/1/2009                        3                     1     Group 2
411003769                           0                        0               0                                               0                     0     Group 2
411004099                           6                     12.9               6               4/1/2009                      1.5                   1.5     Group 2
421000448                           5                    16.75               5               2/1/2012                        3                     1     Group 2
421000883                       10.65                    16.65             5.6              11/1/2008                        3                     1     Group 2
421001015                         6.2                       15             6.2              12/1/2008                        3                     1     Group 2
421001589                         5.6                   13.575             5.6               1/1/2012                        3                     1     Group 2
421001733                           6                       16               6               3/1/2009                        3                     1     Group 2
421001827                         6.2                     15.8             6.2               2/1/2009                        3                     1     Group 2
421001853                         5.8                    14.35             5.8               1/1/2009                        3                     1     Group 2
421002000                         5.8                     15.4             5.8               1/1/2009                        3                     1     Group 2
421002037                         5.6                       14             5.6               1/1/2012                        3                     1     Group 2
421002076                         5.8                     12.3             5.8               3/1/2012                        3                     1     Group 2
421002101                         6.4                     14.5             6.4               2/1/2009                        3                     1     Group 2
421002211                         6.4                   16.925             6.4               3/1/2009                        3                     1     Group 2
421002271                           6                       14               6               1/1/2009                        3                     1     Group 2
421002534                         6.2                     15.2             6.2               3/1/2012                        3                     1     Group 2
421002635                           6                     12.7               6               2/1/2009                        3                     1     Group 2
421002733                         6.2                    17.65             6.2               3/1/2009                        3                     1     Group 2
421002751                           6                    15.15               6               3/1/2009                        3                     1     Group 2
421002858                           6                    14.65               6               2/1/2009                        3                     1     Group 2
421002863                           6                   13.075               6               2/1/2009                        3                     1     Group 2
421002927                           6                    14.93               6               2/1/2009                        3                     1     Group 2
421002944                           6                    14.35               6               2/1/2009                        3                     1     Group 2
421003054                           6                     14.9               6               3/1/2009                        3                     1     Group 2
421003063                           6                    16.15               6               3/1/2012                        3                     1     Group 2
421003081                           6                    17.65               6               3/1/2009                        3                     1     Group 2
421003127                           5                     11.7               5               3/1/2009                        3                     1     Group 2
421003137                           6                    17.75               6               3/1/2009                        3                     1     Group 2
421003160                           6                    13.15               6               3/1/2009                        3                     1     Group 2
421003165                           6                   15.975               6               3/1/2009                        3                     1     Group 2
421003262                           6                    15.83               6               3/1/2009                        3                     1     Group 2
421003337                           6                     16.6               6               3/1/2009                        3                     1     Group 2
421003408                        7.25                    15.75            7.25               3/1/2009                        3                     1     Group 2
421003453                           6                    16.75               6               4/1/2012                        3                     1     Group 2
421003525                           6                   13.453               6               4/1/2009                        3                     1     Group 2
421003602                           6                    17.95               6               4/1/2009                        3                     1     Group 2
511047713                           0                        0               0                                               0                     0     Group 2
511052597                           0                        0               0                                               0                     0     Group 2
511053082                         5.6                     14.9             5.6               1/1/2009                        3                     1     Group 2
511053546                           6                    15.16               6               2/1/2009                        3                     1     Group 2
511053594                         5.8                     13.8             5.8               1/1/2009                        3                     1     Group 2
511053611                           6                    13.95               6               1/1/2009                        3                     1     Group 2
511053726                         5.8                    13.25             5.8               1/1/2009                        3                     1     Group 2
511053736                        5.85                    14.75            5.85               2/1/2009                        3                     1     Group 2
511053747                         5.6                     11.8             5.6               1/1/2009                        3                     1     Group 2
511053774                         6.1                     14.5             6.1               3/1/2009                        3                     1     Group 2
511053804                         5.6                   12.557             5.6               1/1/2012                        3                     1     Group 2
511054280                           6                     13.5               6               2/1/2009                        3                     1     Group 2
511054304                           6                    14.35               6               1/1/2009                        3                     1     Group 2
511054404                           0                        0               0                                               0                     0     Group 2
511054474                         6.2                    14.85             6.2               1/1/2009                        3                     1     Group 2
511054535                           6                    13.23               6               3/1/2012                        3                     1     Group 2
511054610                         5.6                    12.05             5.6               2/1/2009                        3                     1     Group 2
511054612                         6.4                    13.85             6.4               1/1/2009                        3                     1     Group 2
511054624                           6                     13.5               6               2/1/2010                        3                     1     Group 2
511054636                           6                    13.85               6               2/1/2009                        3                     1     Group 2
511054723                         6.1                    13.99             6.1               1/1/2009                        3                     1     Group 2
511054847                         5.6                    12.55             5.6               1/1/2009                        3                     1     Group 2
511054946                           6                     14.1               6               2/1/2009                        3                     1     Group 2
511054952                           6                     12.7               6               2/1/2010                        3                     1     Group 2
511054996                           6                    14.99               6               2/1/2009                        3                     1     Group 2
511055096                           6                    13.38               6               2/1/2009                        3                     1     Group 2
511055113                           6                    12.25               6               2/1/2009                        3                     1     Group 2
511055123                         5.5                   11.625             5.5               2/1/2009                        3                     1     Group 2
511055159                         5.8                    12.74             5.8               2/1/2009                        3                     1     Group 2
511055199                           6                   16.145               6               2/1/2009                        3                     1     Group 2
511055203                        5.59                     11.6            5.59               2/1/2009                        3                     1     Group 2
511055263                         6.2                    13.45             6.2               2/1/2009                        3                     1     Group 2
511055300                        6.65                     14.1            6.65               2/1/2009                        3                     1     Group 2
511055314                         6.2                    13.65             6.2               2/1/2009                        3                     1     Group 2
511055371                           0                        0               0                                               0                     0     Group 2
511055397                           6                    17.83               6               2/1/2009                        3                     1     Group 2
511055415                           6                     14.1               6               2/1/2009                        3                     1     Group 2
511055422                         6.4                     13.5             6.4               2/1/2009                        3                     1     Group 2
511055442                           0                        0               0                                               0                     0     Group 2
511055454                           6                    12.25               6               2/1/2009                        3                     1     Group 2
511055548                           6                    12.85               6               2/1/2009                        3                     1     Group 2
511055560                         6.2                     14.5             6.2               2/1/2009                        3                     1     Group 2
511055594                           6                       15               6               3/1/2009                        3                     1     Group 2
511055620                           6                     13.5               6               2/1/2009                        3                     1     Group 2
511055640                           6                     13.5               6               3/1/2009                        3                     1     Group 2
511055714                           6                     13.2               6               2/1/2009                        3                     1     Group 2
511055721                           6                    13.35               6               2/1/2009                        3                     1     Group 2
511055734                         6.2                    15.95             6.2               3/1/2009                        3                     1     Group 2
511055802                           0                        0               0                                               0                     0     Group 2
511055830                           6                   13.145               6               2/1/2009                        3                     1     Group 2
511055832                        5.99                       12            5.99               3/1/2012                        3                     1     Group 2
511055886                        6.65                     15.1            6.65               2/1/2009                        3                     1     Group 2
511055901                           6                     14.6               6               3/1/2009                        3                     1     Group 2
511055938                         6.2                     13.2             6.2               2/1/2009                        3                     1     Group 2
511056015                           6                    12.55               6               2/1/2012                        3                     1     Group 2
511056081                           6                       14               6               3/1/2012                        3                     1     Group 2
511056112                         5.7                     13.4             5.7               2/1/2009                        3                     1     Group 2
511056124                           6                    13.35               6               2/1/2009                        3                     1     Group 2
511056127                           6                    12.95               6               2/1/2012                        3                     1     Group 2
511056162                           6                    14.15               6               3/1/2012                        3                     1     Group 2
511056236                           6                     13.1               6               2/1/2009                        3                     1     Group 2
511056241                           6                    12.35               6               3/1/2009                        3                     1     Group 2
511056254                       7.575                   13.575               6               3/1/2012                        3                     1     Group 2
511056285                           6                    14.25               6               2/1/2009                        3                     1     Group 2
511056324                           6                    13.25               6               2/1/2009                        3                     1     Group 2
511056402                           6                     12.5               6               2/1/2009                        3                     1     Group 2
511056413                           6                    14.95               6               2/1/2009                        3                     1     Group 2
511056434                           6                     12.7               6               2/1/2009                        3                     1     Group 2
511056477                           6                    14.95               6               3/1/2009                        3                     1     Group 2
511056516                           6                    12.45               6               3/1/2009                        3                     1     Group 2
511056536                           6                     12.9               6               3/1/2009                        3                     1     Group 2
511056624                           6                    14.35               6               3/1/2009                        3                     1     Group 2
511056632                           6                    12.59               6               4/1/2009                        3                     1     Group 2
511056652                           6                     14.3               6               3/1/2009                        3                     1     Group 2
511056660                           6                    12.26               6               3/1/2009                        3                     1     Group 2
511056683                           6                    13.35               6               3/1/2009                        3                     1     Group 2
511056735                           6                     13.8               6               3/1/2009                        3                     1     Group 2
511056746                           6                   12.875               6               3/1/2009                        3                     1     Group 2
511056784                           6                    15.99               6               4/1/2009                        3                     1     Group 2
511056788                           6                    16.25               6               3/1/2009                        3                     1     Group 2
511056799                           6                     13.5               6               3/1/2009                        3                     1     Group 2
511056831                           6                     12.9               6               3/1/2009                        3                     1     Group 2
511056847                           6                    13.25               6               4/1/2009                        3                     1     Group 2
511056896                           6                    13.75               6               3/1/2009                        3                     1     Group 2
511056928                           6                    13.85               6               4/1/2009                        3                     1     Group 2
511056974                           6                     13.2               6               3/1/2009                        3                     1     Group 2
511057064                           6                    13.75               6               3/1/2009                        3                     1     Group 2
511057074                           6                    12.99               6               3/1/2009                        3                     1     Group 2
511057076                        6.65                     16.3            6.65               3/1/2009                        3                     1     Group 2
511057129                           6                    12.99               6               3/1/2009                        3                     1     Group 2
511057174                         6.2                    13.35             6.2               3/1/2009                        3                     1     Group 2
511057199                           6                     13.3               6               3/1/2009                        3                     1     Group 2
511057254                           6                    13.65               6               3/1/2009                        3                     1     Group 2
511057281                        5.75                       14            5.75               4/1/2009                      1.5                   1.5     Group 2
511057348                           6                     13.9               6               3/1/2009                        3                     1     Group 2
511057370                           6                       14               6               3/1/2009                        3                     1     Group 2
511057385                           6                    12.35               6               3/1/2009                        3                     1     Group 2
511057396                           6                     12.8               6               3/1/2009                        3                     1     Group 2
511057431                           6                     12.4               6               3/1/2009                        3                     1     Group 2
511057444                           6                     14.6               6               3/1/2009                        3                     1     Group 2
511057481                           6                     15.5               6               3/1/2009                        3                     1     Group 2
511057540                           6                     12.9               6               4/1/2009                        3                     1     Group 2
511057541                           6                    14.15               6               3/1/2009                        3                     1     Group 2
511057552                        6.65                     16.3            6.65               4/1/2009                        3                     1     Group 2
511057609                           6                    15.81               6               4/1/2009                        3                     1     Group 2
511057632                           6                    15.24               6               3/1/2009                        3                     1     Group 2
511057830                           6                     12.5               6               4/1/2009                        3                     1     Group 2
511057873                           6                    13.75               6               3/1/2009                        3                     1     Group 2
511057888                           6                     14.4               6               3/1/2009                        3                     1     Group 2
511057964                         5.4                    12.65             5.4               4/1/2009                        3                     1     Group 2
511057977                       5.385                     12.5           5.385               3/1/2012                        3                     1     Group 2
511057987                           6                     12.5               6               4/1/2009                        3                     1     Group 2
511058017                        5.75                     11.9            5.75               3/1/2010                        3                     1     Group 2
511058031                           6                     14.3               6               4/1/2009                        3                     1     Group 2
511058153                           6                    14.45               6               3/1/2009                        3                     1     Group 2
511058248                           6                   12.125               6               3/1/2012                        3                     1     Group 2
511058447                           0                        0               0                                               0                     0     Group 2
511058716                           6                    14.85               6               4/1/2009                        3                     1     Group 2
511059461                           0                        0               0                                               0                     0     Group 2
511059577                           6                     12.1               6               4/1/2009                      1.5                   1.5     Group 2
511059748                           6                     14.2               6               4/1/2009                      1.5                   1.5     Group 2
521044745                           0                        0               0                                               0                     0     Group 2
521045302                           0                        0               0                                               0                     0     Group 2
521045380                           0                        0               0                                               0                     0     Group 2
521045583                           0                        0               0                                               0                     0     Group 2
521045867                           0                        0               0                                               0                     0     Group 2
521045930                           0                        0               0                                               0                     0     Group 2
521046221                           0                        0               0                                               0                     0     Group 2
521047516                           0                        0               0                                               0                     0     Group 2
521047957                           0                        0               0                                               0                     0     Group 2
521049037                           0                        0               0                                               0                     0     Group 2
521049053                         6.2                    16.06             6.2               2/1/2009                        3                     1     Group 2
521049066                           6                   17.913               6               1/1/2010                        3                     1     Group 2
521049528                           6                    13.55               6               2/1/2009                        3                     1     Group 2
521050469                        5.36                    14.99            5.36               2/1/2009                        3                     1     Group 2
521050745                         6.4                    15.25             6.4               2/1/2009                        3                     1     Group 2
521051123                           6                    16.45               6               3/1/2009                        3                     1     Group 2
521051256                           0                        0               0                                               0                     0     Group 2
521051295                           5                     15.6               5               2/1/2009                        3                     1     Group 2
521051308                           0                        0               0                                               0                     0     Group 2
521051392                           6                   16.675               6               2/1/2009                        3                     1     Group 2
521051418                           6                    15.25               6               2/1/2009                        3                     1     Group 2
521051505                           6                     15.7               6               3/1/2009                        3                     1     Group 2
521051539                           6                    17.55               6               2/1/2009                        3                     1     Group 2
521051720                           6                    14.45               6               4/1/2009                      1.5                   1.5     Group 2
521051756                           6                    14.85               6               3/1/2009                        3                     1     Group 2
521051764                         6.2                     12.4             6.2               4/1/2012                        3                     1     Group 2
521051905                           6                     16.3               6               3/1/2009                        3                     1     Group 2
521051948                           0                        0               0                                               0                     0     Group 2
521052087                           0                        0               0                                               0                     0     Group 2
521052109                        5.95                    13.75            5.95               2/1/2009                        3                     1     Group 2
521052181                           5                   15.625               5               2/1/2009                        3                     1     Group 2
521052232                        9.33                    15.33               6               3/1/2010                        3                     1     Group 2
521052263                         6.2                   16.505             6.2               2/1/2009                        3                     1     Group 2
521052289                           6                   16.325               6               3/1/2009                        3                     1     Group 2
521052300                         6.2                     17.5             6.2               2/1/2009                        3                     1     Group 2
521052304                           6                    13.05               6               4/1/2009                        3                     1     Group 2
521052313                           6                    16.25               6               3/1/2009                        3                     1     Group 2
521052357                       5.391                    17.05           5.391               2/1/2012                        3                     1     Group 2
521052410                           6                    16.43               6               3/1/2009                        3                     1     Group 2
521052416                           6                    13.99               6               3/1/2009                        3                     1     Group 2
521052445                           6                    14.65               6               3/1/2009                        3                     1     Group 2
521052473                           6                   15.845               6               3/1/2009                        3                     1     Group 2
521052487                           6                   15.775               6               2/1/2009                        3                     1     Group 2
521052625                           6                    14.53               6               3/1/2009                        3                     1     Group 2
521052697                           6                    15.95               6               3/1/2009                        3                     1     Group 2
521052717                           0                        0               0                                               0                     0     Group 2
521052789                           6                    15.88               6               3/1/2009                        3                     1     Group 2
521052792                         4.9                    16.45             4.9               3/1/2009                        3                     1     Group 2
521052800                           5                     17.6               5               3/1/2009                        3                     1     Group 2
521052805                        5.25                     15.7            5.25               3/1/2009                        3                     1     Group 2
521052843                           0                        0               0                                               0                     0     Group 2
521052899                           6                     15.2               6               4/1/2009                        3                     1     Group 2
521052904                           5                    13.95               5               3/1/2009                        3                     1     Group 2
521052952                           6                     16.5               6               2/1/2009                        3                     1     Group 2
521052970                           6                    16.25               6               3/1/2009                        3                     1     Group 2
521052975                           0                        0               0                                               0                     0     Group 2
521053021                           0                        0               0                                               0                     0     Group 2
521053160                           5                    13.85               5               3/1/2010                        3                     1     Group 2
521053259                           6                    16.45               6               3/1/2009                        3                     1     Group 2
521053324                           6                    14.65               6               3/1/2009                        3                     1     Group 2
521053362                        4.97                   17.925            4.97               3/1/2009                        3                     1     Group 2
521053404                           5                    14.85               5               3/1/2009                        3                     1     Group 2
521053505                         5.6                   14.925             5.6               3/1/2009                        3                     1     Group 2
521053524                           6                    16.45               6               3/1/2012                        3                     1     Group 2
521053572                           6                    15.75               6               3/1/2009                        3                     1     Group 2
521053623                           6                     15.5               6               3/1/2009                        3                     1     Group 2
521053662                           6                    14.35               6               3/1/2009                        3                     1     Group 2
521053705                           6                       14               6               4/1/2009                        3                     1     Group 2
521053754                         6.2                   16.375             6.2               3/1/2009                        3                     1     Group 2
521053825                           5                    16.93               5               3/1/2009                        3                     1     Group 2
521053841                           6                   14.825               6               3/1/2009                        3                     1     Group 2
521053898                           6                    13.85               6               3/1/2009                        3                     1     Group 2
521053914                           6                    16.45               6               3/1/2009                        3                     1     Group 2
521054043                           6                   14.825               6               4/1/2009                        3                     1     Group 2
521054095                           0                        0               0                                               0                     0     Group 2
521054182                           6                   16.525               6               3/1/2009                        3                     1     Group 2
521054296                           6                     14.1               6               3/1/2009                        3                     1     Group 2
521054657                           6                    15.55               6               3/1/2009                        3                     1     Group 2
521054694                           6                   16.175               6               4/1/2009                        3                     1     Group 2
521054746                           6                   15.325               6               3/1/2009                        3                     1     Group 2
521054774                           6                    12.75               6               3/1/2009                        3                     1     Group 2
521054798                           6                     17.6               6               3/1/2009                        3                     1     Group 2
521054809                           0                        0               0                                               0                     0     Group 2
521054851                           6                     16.8               6               3/1/2009                        3                     1     Group 2
521054912                           6                   14.525               6               3/1/2009                        3                     1     Group 2
521055019                           6                    14.45               6               4/1/2009                        3                     1     Group 2
521055022                        5.33                     16.3            5.33               4/1/2009                      1.5                   1.5     Group 2
521055065                           6                     15.8               6               4/1/2009                        3                     1     Group 2
521055121                           6                   15.825               6               3/1/2009                        3                     1     Group 2
521055312                           6                     16.2               6               4/1/2009                        3                     1     Group 2
521055409                         5.2                     15.5             5.2               4/1/2009                        3                     1     Group 2
521055463                           6                   14.475               6               4/1/2009                        3                     1     Group 2
521055536                         5.4                     15.2             5.4               4/1/2009                      1.5                   1.5     Group 2
521055558                         5.5                    15.35             5.5               4/1/2009                        3                     1     Group 2
521055628                           6                     13.6               6               4/1/2009                        3                     1     Group 2
521055784                           6                    13.75               6               4/1/2009                        3                     1     Group 2
521055933                           6                    14.99               6               4/1/2009                        3                     1     Group 2
521055956                           6                   14.825               6               4/1/2009                        3                     1     Group 2
521056556                         5.9                    14.35             5.9               4/1/2009                      1.5                   1.5     Group 2
521057435                           0                        0               0                                               0                     0     Group 2
521057525                        5.32                    15.25            5.32               5/1/2009                      1.5                   1.5     Group 2
521057810                         6.2                    16.15             6.2               5/1/2009                      1.5                   1.5     Group 2
551017109                           0                        0               0                                               0                     0     Group 2
551018267                           0                        0               0                                               0                     0     Group 2
551018434                           0                        0               0                                               0                     0     Group 2
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551020042                           0                        0               0                                               0                     0     Group 2
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551020850                           0                        0               0                                               0                     0     Group 2
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551021222                           0                        0               0                                               0                     0     Group 2
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551021334                           0                        0               0                                               0                     0     Group 2
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551021478                           0                        0               0                                               0                     0     Group 2
551021538                       11.24                    17.24            6.05              10/1/2008                        3                     1     Group 2
551021597                           0                        0               0                                               0                     0     Group 2
551021636                           0                        0               0                                               0                     0     Group 2
551021690                           0                        0               0                                               0                     0     Group 2
551021697                           0                        0               0                                               0                     0     Group 2
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551021940                           0                        0               0                                               0                     0     Group 2
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551022135                           0                        0               0                                               0                     0     Group 2
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551022258                           0                        0               0                                               0                     0     Group 2
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551022758                           0                        0               0                                               0                     0     Group 2
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551023104                           0                        0               0                                               0                     0     Group 2
551023153                           0                        0               0                                               0                     0     Group 2
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551023944                           0                        0               0                                               0                     0     Group 2
551023946                           0                        0               0                                               0                     0     Group 2
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551024060                           0                        0               0                                               0                     0     Group 2
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551024147                           0                        0               0                                               0                     0     Group 2
551024148                           0                        0               0                                               0                     0     Group 2
551024232                           0                        0               0                                               0                     0     Group 2
551024255                           0                        0               0                                               0                     0     Group 2
551024318                           0                        0               0                                               0                     0     Group 2
551024336                           0                        0               0                                               0                     0     Group 2
551024414                           0                        0               0                                               0                     0     Group 2
551024439                           0                        0               0                                               0                     0     Group 2
551024547                           0                        0               0                                               0                     0     Group 2
551024572                           0                        0               0                                               0                     0     Group 2
551024602                           0                        0               0                                               0                     0     Group 2
551024647                           0                        0               0                                               0                     0     Group 2
551024706                           0                        0               0                                               0                     0     Group 2
551024723                           0                        0               0                                               0                     0     Group 2
551024797                           0                        0               0                                               0                     0     Group 2
551024800                           0                        0               0                                               0                     0     Group 2
551024879                           0                        0               0                                               0                     0     Group 2
551024894                           0                        0               0                                               0                     0     Group 2
551024924                           0                        0               0                                               0                     0     Group 2
551025054                         6.2                    16.25             6.2               2/1/2009                        3                     1     Group 2
551025106                           0                        0               0                                               0                     0     Group 2
551025112                           0                        0               0                                               0                     0     Group 2
551025170                           0                        0               0                                               0                     0     Group 2
551025262                           0                        0               0                                               0                     0     Group 2
551025273                           0                        0               0                                               0                     0     Group 2
551025301                           0                        0               0                                               0                     0     Group 2
551025397                           0                        0               0                                               0                     0     Group 2
551025432                           0                        0               0                                               0                     0     Group 2
551025440                           0                        0               0                                               0                     0     Group 2
551025509                           0                        0               0                                               0                     0     Group 2
551025555                           0                        0               0                                               0                     0     Group 2
551025612                           0                        0               0                                               0                     0     Group 2
551025616                           0                        0               0                                               0                     0     Group 2
551025636                           0                        0               0                                               0                     0     Group 2
551025655                           0                        0               0                                               0                     0     Group 2
551025731                           0                        0               0                                               0                     0     Group 2
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551025756                           0                        0               0                                               0                     0     Group 2
551025759                           6                    15.55               6               3/1/2009                        3                     1     Group 2
551025807                           0                        0               0                                               0                     0     Group 2
551025875                           0                        0               0                                               0                     0     Group 2
551025973                           0                        0               0                                               0                     0     Group 2
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551026001                           0                        0               0                                               0                     0     Group 2
551026011                           0                        0               0                                               0                     0     Group 2
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551026122                           0                        0               0                                               0                     0     Group 2
551026155                           0                        0               0                                               0                     0     Group 2
551026179                           6                     14.5               6               2/1/2009                        3                     1     Group 2
551026272                           0                        0               0                                               0                     0     Group 2
551026281                           6                     16.2               6               2/1/2009                        3                     1     Group 2
551026300                           6                   14.025               6               2/1/2012                        3                     1     Group 2
551026306                           0                        0               0                                               0                     0     Group 2
551026308                        11.9                     17.9               6               2/1/2009                        3                     1     Group 2
551026367                           0                        0               0                                               0                     0     Group 2
551026428                           6                    15.65               6               2/1/2009                        3                     1     Group 2
551026466                           6                   16.525               6               2/1/2009                        3                     1     Group 2
551026489                           0                        0               0                                               0                     0     Group 2
551026497                           6                   13.375               6               2/1/2009                        3                     1     Group 2
551026525                           6                   17.275               6               2/1/2009                        3                     1     Group 2
551026606                           6                   16.675               6               2/1/2009                        3                     1     Group 2
551026627                           0                        0               0                                               0                     0     Group 2
551026644                           6                     16.5               6               2/1/2009                        3                     1     Group 2
551026685                           6                   16.375               6               2/1/2009                        3                     1     Group 2
551026697                           0                        0               0                                               0                     0     Group 2
551026701                           6                     15.6               6               2/1/2009                        3                     1     Group 2
551026707                         6.2                   16.075             6.2               2/1/2009                        3                     1     Group 2
551026716                           0                        0               0                                               0                     0     Group 2
551026742                           6                     15.6               6               2/1/2009                        3                     1     Group 2
551026782                           0                        0               0                                               0                     0     Group 2
551026794                           6                     15.8               6               2/1/2009                        3                     1     Group 2
551026806                           6                   17.925               6               2/1/2009                        3                     1     Group 2
551026831                           6                     16.2               6               2/1/2009                        3                     1     Group 2
551026875                           6                   15.655               6               2/1/2009                        3                     1     Group 2
551026879                           6                   13.475               6               2/1/2009                        3                     1     Group 2
551026886                           0                        0               0                                               0                     0     Group 2
551026904                           6                     14.2               6               3/1/2009                        3                     1     Group 2
551026918                           6                   15.725               6               3/1/2009                        3                     1     Group 2
551026939                           6                    14.98               6               2/1/2009                        3                     1     Group 2
551026948                           6                    16.95               6               3/1/2009                        3                     1     Group 2
551026949                           0                        0               0                                               0                     0     Group 2
551026964                           6                    14.55               6               3/1/2009                        3                     1     Group 2
551027066                           6                   14.905               6               2/1/2009                        3                     1     Group 2
551027084                           0                        0               0                                               0                     0     Group 2
551027087                           6                    13.65               6               3/1/2010                        3                     1     Group 2
551027103                           6                     15.5               6               2/1/2009                        3                     1     Group 2
551027136                         6.2                   16.875             6.2               3/1/2009                        3                     1     Group 2
551027140                         7.9                     13.9               6               2/1/2009                        3                     1     Group 2
551027165                           6                     15.4               6               3/1/2009                        3                     1     Group 2
551027186                           6                   13.375               6               3/1/2009                        3                     1     Group 2
551027187                         6.2                   16.675             6.2               2/1/2009                        3                     1     Group 2
551027200                         6.2                    17.99             6.2               3/1/2009                        3                     1     Group 2
551027202                           6                   14.875               6               3/1/2009                        3                     1     Group 2
551027216                         6.2                   16.775             6.2               2/1/2009                        3                     1     Group 2
551027234                           0                        0               0                                               0                     0     Group 2
551027316                           6                    15.99               6               3/1/2009                        3                     1     Group 2
551027352                           6                    15.75               6               3/1/2009                        3                     1     Group 2
551027405                         6.2                   14.575             6.2               3/1/2009                        3                     1     Group 2
551027416                           6                   14.925               6               3/1/2009                        3                     1     Group 2
551027427                           6                   15.025               6               3/1/2010                        3                     1     Group 2
551027439                        8.65                    14.65               6               3/1/2009                        3                     1     Group 2
551027458                           6                    16.95               6               2/1/2009                        3                     1     Group 2
551027490                           6                   17.445               6               3/1/2009                        3                     1     Group 2
551027543                           0                        0               0                                               0                     0     Group 2
551027674                           6                    17.05               6               3/1/2009                        3                     1     Group 2
551027702                           6                   16.175               6               3/1/2009                        3                     1     Group 2
551027763                           6                   16.305               6               3/1/2009                        3                     1     Group 2
551027780                           6                   15.805               6               3/1/2009                        3                     1     Group 2
551027781                           6                     16.5               6               3/1/2009                        3                     1     Group 2
551027835                           0                        0               0                                               0                     0     Group 2
551027857                           6                     13.9               6               3/1/2009                        3                     1     Group 2
551027878                         6.2                   17.625             6.2               3/1/2009                        3                     1     Group 2
551027909                        6.65                     15.3            6.65               3/1/2009                        3                     1     Group 2
551027917                           6                     13.9               6               3/1/2009                        3                     1     Group 2
551027924                           6                   15.875               6               3/1/2009                        3                     1     Group 2
551027984                           0                        0               0                                               0                     0     Group 2
551028006                           6                    15.68               6               3/1/2009                        3                     1     Group 2
551028009                           6                     14.1               6               4/1/2009                        3                     1     Group 2
551028017                           6                   16.475               6               3/1/2009                        3                     1     Group 2
551028020                         6.2                   16.775             6.2               3/1/2009                        3                     1     Group 2
551028030                           6                     14.3               6               3/1/2009                        3                     1     Group 2
551028050                           6                     14.7               6               4/1/2009                        3                     1     Group 2
551028085                         6.4                     13.8             6.4               4/1/2009                        3                     1     Group 2
551028136                           6                   16.275               6               3/1/2009                        3                     1     Group 2
551028153                           6                   15.325               6               3/1/2009                        3                     1     Group 2
551028250                           6                     14.6               6               3/1/2009                        3                     1     Group 2
551028309                           6                   15.475               6               4/1/2009                        3                     1     Group 2
551028324                           6                    15.99               6               3/1/2009                        3                     1     Group 2
551028339                           0                        0               0                                               0                     0     Group 2
551028378                           6                     16.8               6               4/1/2009                        3                     1     Group 2
551028385                           6                   14.675               6               3/1/2009                        3                     1     Group 2
551028416                           6                    16.75               6               4/1/2009                      1.5                   1.5     Group 2
551028433                           6                   16.625               6               4/1/2009                        3                     1     Group 2
551028477                           6                     15.9               6               3/1/2009                        3                     1     Group 2
551028599                         6.2                    17.75             6.2               4/1/2009                        3                     1     Group 2
551028643                           6                     17.8               6               4/1/2009                        3                     1     Group 2
551028671                           6                   14.825               6               4/1/2009                        3                     1     Group 2
551028677                           6                    15.65               6               4/1/2010                        3                     1     Group 2
551028720                           6                   13.875               6               3/1/2009                        3                     1     Group 2
551028779                           6                    15.05               6               4/1/2009                        3                     1     Group 2
551028792                           6                   15.545               6               5/1/2009                        3                     1     Group 2
551028859                           6                     14.8               6               4/1/2009                        3                     1     Group 2
551029026                           6                       16               6               4/1/2009                        3                     1     Group 2
551029056                           6                    15.05               6               4/1/2009                        3                     1     Group 2
551029115                           6                    15.05               6               4/1/2009                        3                     1     Group 2
551029135                           6                    16.63               6               4/1/2009                        3                     1     Group 2
551029149                           6                   14.975               6               4/1/2009                      1.5                   1.5     Group 2
551029198                           6                    15.95               6               4/1/2009                      1.5                   1.5     Group 2
551029359                           6                    13.25               6               4/1/2009                        3                     1     Group 2
551029546                           6                     16.9               6               5/1/2009                      1.5                   1.5     Group 2
551030586                           6                     16.9               6               5/1/2009                      1.5                   1.5     Group 2
571022069                           0                        0               0                                               0                     0     Group 2
581013182                           0                        0               0                                               0                     0     Group 2
581014116                           0                        0               0                                               0                     0     Group 2
581014627                         5.8                    13.95             5.8              12/1/2008                        3                     1     Group 2
581014728                         5.6                   13.225             5.6               1/1/2012                        3                     1     Group 2
581014751                           6                    13.25               6               1/1/2009                        3                     1     Group 2
581014806                           6                     12.3               6               1/1/2009                        3                     1     Group 2
581014851                           6                     13.2               6               2/1/2009                        3                     1     Group 2
581014881                         6.4                    14.85             6.4               1/1/2009                        3                     1     Group 2
581014958                           0                        0               0                                               0                     0     Group 2
581014973                         5.6                    12.75             5.6               1/1/2009                        3                     1     Group 2
581015028                           6                    13.15               6               1/1/2009                        3                     1     Group 2
581015070                           0                        0               0                                               0                     0     Group 2
581015105                           6                    13.65               6               1/1/2009                        3                     1     Group 2
581015119                        5.59                     11.6            5.59               1/1/2009                        3                     1     Group 2
581015121                         6.2                     13.2             6.2               1/1/2009                        3                     1     Group 2
581015133                           6                    12.66               6               1/1/2009                        3                     1     Group 2
581015282                           6                    12.45               6               1/1/2009                        3                     1     Group 2
581015287                        6.65                     14.1            6.65               2/1/2009                        3                     1     Group 2
581015373                           6                     13.2               6               1/1/2009                        3                     1     Group 2
581015425                         6.2                    17.45             6.2               2/1/2009                        3                     1     Group 2
581015445                           6                     13.1               6               2/1/2009                        3                     1     Group 2
581015494                           6                    14.35               6               2/1/2009                        3                     1     Group 2
581015589                           6                    12.65               6               2/1/2012                        3                     1     Group 2
581015602                           0                        0               0                                               0                     0     Group 2
581015679                           0                        0               0                                               0                     0     Group 2
581015688                         5.6                    12.75             5.6               2/1/2009                        3                     1     Group 2
581015780                         5.6                     13.6             5.6               3/1/2012                        3                     1     Group 2
581015781                         5.6                     12.8             5.6               2/1/2009                        3                     1     Group 2
581015783                           6                    14.95               6               2/1/2009                        3                     1     Group 2
581015797                         5.6                    11.75             5.6               2/1/2009                        3                     1     Group 2
581015854                        6.65                    13.85            6.65               2/1/2009                        3                     1     Group 2
581015951                           6                    13.65               6               2/1/2009                        3                     1     Group 2
581015973                           6                    14.25               6               2/1/2009                        3                     1     Group 2
581015979                        5.98                    11.99            5.98               2/1/2010                        3                     1     Group 2
581016134                         5.6                    14.35             5.6               2/1/2009                        3                     1     Group 2
581016168                           6                    13.05               6               3/1/2009                        3                     1     Group 2
581016173                           6                     13.8               6               2/1/2009                        3                     1     Group 2
581016193                           6                     13.5               6               3/1/2009                        3                     1     Group 2
581016210                           6                    12.99               6               2/1/2009                        3                     1     Group 2
581016222                           6                     12.9               6               3/1/2012                        3                     1     Group 2
581016236                        6.65                     14.4            6.65               3/1/2009                        3                     1     Group 2
581016244                         5.6                     13.2             5.6               2/1/2009                        3                     1     Group 2
581016269                           6                    12.65               6               2/1/2009                        3                     1     Group 2
581016294                           6                    13.25               6               2/1/2009                        3                     1     Group 2
581016312                           6                    13.99               6               3/1/2009                        3                     1     Group 2
581016326                        5.98                    11.99            5.98               3/1/2009                        3                     1     Group 2
581016387                           6                       14               6               3/1/2009                        3                     1     Group 2
581016411                        5.85                     12.9            5.85               3/1/2010                        3                     1     Group 2
581016433                         6.4                    14.91             6.4               3/1/2009                        3                     1     Group 2
581016440                         6.2                    14.67             6.2               3/1/2010                        3                     1     Group 2
581016443                           6                    12.55               6               3/1/2012                        3                     1     Group 2
581016451                           6                     12.9               6               3/1/2009                        3                     1     Group 2
581016460                           6                    13.95               6               3/1/2012                        3                     1     Group 2
581016496                           6                    13.05               6               3/1/2012                        3                     1     Group 2
581016505                           6                   14.175               6               3/1/2012                        3                     1     Group 2
581016540                           6                     12.9               6               3/1/2010                        3                     1     Group 2
581016541                           6                    13.95               6               3/1/2009                        3                     1     Group 2
581017099                         5.6                    13.55             5.6               3/1/2009                        3                     1     Group 2
581017122                           6                       14               6               3/1/2009                        3                     1     Group 2
581017155                           6                    14.65               6               3/1/2009                        3                     1     Group 2
581017170                           6                    14.65               6               3/1/2009                        3                     1     Group 2
581017197                           6                   15.075               6               3/1/2009                        3                     1     Group 2
581017247                           6                   15.445               6               3/1/2009                        3                     1     Group 2
581017254                           6                     12.2               6               3/1/2009                        3                     1     Group 2
581017258                           6                    15.15               6               3/1/2009                        3                     1     Group 2
581017280                         6.2                    13.85             6.2               3/1/2009                        3                     1     Group 2
581017352                         6.2                    12.65             6.2               3/1/2009                        3                     1     Group 2
581017397                           6                     12.6               6               3/1/2009                        3                     1     Group 2
581017415                           0                        0               0                                               0                     0     Group 2
581017449                         6.4                    12.95             6.4               3/1/2009                        3                     1     Group 2
581017464                         6.2                     13.2             6.2               3/1/2009                        3                     1     Group 2
581017468                           6                    13.15               6               3/1/2009                        3                     1     Group 2
581017477                           6                     13.1               6               3/1/2009                        3                     1     Group 2
581017528                         5.6                    13.85             5.6               3/1/2010                        3                     1     Group 2
581017566                           0                        0               0                                               0                     0     Group 2
581017587                           6                   17.145               6               3/1/2009                        3                     1     Group 2
581017630                           6                     13.3               6               3/1/2009                        3                     1     Group 2
581017645                        5.69                     11.7            5.69               3/1/2009                        3                     1     Group 2
581017690                        6.65                    14.15            6.65               3/1/2009                        3                     1     Group 2
581017742                           6                    12.01               6               4/1/2012                        3                     1     Group 2
581017822                           6                    13.25               6               3/1/2009                        3                     1     Group 2
581017863                           6                     12.4               6               3/1/2009                        3                     1     Group 2
581017868                           0                        0               0                                               0                     0     Group 2
581017873                         6.2                    13.35             6.2               3/1/2009                        3                     1     Group 2
581017890                           6                     13.5               6               4/1/2009                        3                     1     Group 2
581017915                           6                    15.55               6               4/1/2009                        3                     1     Group 2
581017930                           6                    14.05               6               4/1/2009                        3                     1     Group 2
581018035                           6                    13.59               6               3/1/2009                        3                     1     Group 2
581018167                           6                     12.3               6               4/1/2012                        3                     1     Group 2
581018171                           6                    13.75               6               3/1/2010                        3                     1     Group 2
581018186                       5.999                       12           5.999               4/1/2012                        3                     1     Group 2
581018311                           6                    13.95               6               4/1/2009                        3                     1     Group 2
581018321                           6                     15.1               6               4/1/2009                        3                     1     Group 2
581018594                         6.4                    12.99             6.4               4/1/2009                      1.5                   1.5     Group 2
581018614                           6                    14.55               6               4/1/2009                        3                     1     Group 2
581019451                           6                   14.375               6               5/1/2009                      1.5                   1.5     Group 2
611026228                           0                        0               0                                               0                     0     Group 2
621018184                       10.25                    16.25            5.85               9/1/2008                        3                     1     Group 2
621019523                         5.8                    13.97             5.8               1/1/2009                        3                     1     Group 2
621019801                           0                        0               0                                               0                     0     Group 2
621019827                           0                        0               0                                               0                     0     Group 2
621020134                         5.8                     12.8             5.8               1/1/2009                        3                     1     Group 2
621020263                           0                        0               0                                               0                     0     Group 2
621020272                           0                        0               0                                               0                     0     Group 2
621020363                           0                        0               0                                               0                     0     Group 2
621020444                         5.6                    14.12             5.6               1/1/2009                        3                     1     Group 2
621020504                           6                     15.1               6               1/1/2009                        3                     1     Group 2
621020539                         5.6                    13.95             5.6               1/1/2009                        3                     1     Group 2
621020573                         5.8                    14.42             5.8               1/1/2009                        3                     1     Group 2
621020625                        6.65                    16.95            6.65               1/1/2009                        3                     1     Group 2
621020641                           0                        0               0                                               0                     0     Group 2
621020696                           0                        0               0                                               0                     0     Group 2
621020786                           0                        0               0                                               0                     0     Group 2
621020858                           6                    13.95               6               1/1/2009                        3                     1     Group 2
621020954                           0                        0               0                                               0                     0     Group 2
621021170                           6                    12.35               6               2/1/2010                        3                     1     Group 2
621021245                           6                    12.05               6               2/1/2009                        3                     1     Group 2
621021382                           6                    13.74               6               3/1/2009                        3                     1     Group 2
621021392                         6.2                   13.625             6.2               2/1/2009                        3                     1     Group 2
621021436                           6                    16.33               6               2/1/2009                        3                     1     Group 2
621021441                           6                    13.77               6               3/1/2009                        3                     1     Group 2
621021444                           0                        0               0                                               0                     0     Group 2
621021456                           0                        0               0                                               0                     0     Group 2
621021491                           6                    15.65               6               2/1/2009                        3                     1     Group 2
621021593                           0                        0               0                                               0                     0     Group 2
621021603                           0                        0               0                                               0                     0     Group 2
621021649                         6.4                     15.2             6.4               3/1/2009                        3                     1     Group 2
621021677                           6                     13.9               6               2/1/2009                        3                     1     Group 2
621021729                           6                    15.22               6               3/1/2009                        3                     1     Group 2
621021787                           0                        0               0                                               0                     0     Group 2
621021843                         6.4                     15.3             6.4               2/1/2009                        3                     1     Group 2
621021868                           6                     14.1               6               3/1/2009                        3                     1     Group 2
621021869                           7                     16.1               7               3/1/2009                        3                     1     Group 2
621021891                           0                        0               0                                               0                     0     Group 2
621021893                           6                     16.9               6               2/1/2009                        3                     1     Group 2
621021964                           6                    15.79               6               4/1/2009                        3                     1     Group 2
621021976                           6                    16.85               6               2/1/2009                        3                     1     Group 2
621021988                         6.2                    14.45             6.2               2/1/2009                        3                     1     Group 2
621022025                           6                    14.25               6               3/1/2009                        3                     1     Group 2
621022032                           6                    13.35               6               2/1/2009                        3                     1     Group 2
621022129                           6                     14.9               6               2/1/2009                        3                     1     Group 2
621022133                           6                    13.95               6               3/1/2009                        3                     1     Group 2
621022193                           6                     14.8               6               3/1/2009                        3                     1     Group 2
621022221                           0                        0               0                                               0                     0     Group 2
621022238                           6                     14.3               6               3/1/2009                        3                     1     Group 2
621022259                           6                   14.562               6               3/1/2012                        3                     1     Group 2
621022260                           6                   15.895               6               3/1/2009                        3                     1     Group 2
621022262                         6.4                    12.85             6.4               3/1/2009                        3                     1     Group 2
621022265                           6                    13.87               6               3/1/2009                        3                     1     Group 2
621022292                           0                        0               0                                               0                     0     Group 2
621022363                           6                     15.8               6               3/1/2009                        3                     1     Group 2
621022388                           0                        0               0                                               0                     0     Group 2
621022394                        7.25                    14.25            7.25               3/1/2009                        3                     1     Group 2
621022404                           6                     14.4               6               3/1/2009                        3                     1     Group 2
621022440                           6                     15.3               6               3/1/2009                        3                     1     Group 2
621022448                           6                     14.3               6               3/1/2009                        3                     1     Group 2
621022464                           6                    15.25               6               3/1/2009                        3                     1     Group 2
621022476                           6                    15.17               6               3/1/2009                        3                     1     Group 2
621022494                           6                     14.2               6               3/1/2009                        3                     1     Group 2
621022507                           6                    13.55               6               3/1/2009                        3                     1     Group 2
621022540                           6                     14.7               6               3/1/2009                        3                     1     Group 2
621022589                           6                    14.35               6               4/1/2009                        3                     1     Group 2
621022602                           6                    15.25               6               4/1/2009                        3                     1     Group 2
621022604                           0                        0               0                                               0                     0     Group 2
621022633                           6                    14.45               6               4/1/2009                        3                     1     Group 2
621022703                           6                    15.25               6               4/1/2009                        3                     1     Group 2
621022723                        6.65                    17.85            6.65               4/1/2009                        3                     1     Group 2
621022761                        6.65                     14.4            6.65               3/1/2009                        3                     1     Group 2
621022775                           0                        0               0                                               0                     0     Group 2
621022800                           6                    15.17               6               3/1/2009                        3                     1     Group 2
621022872                           6                    14.45               6               4/1/2009                        3                     1     Group 2
621022897                           6                     13.6               6               3/1/2009                        3                     1     Group 2
621022935                           6                    15.85               6               3/1/2009                        3                     1     Group 2
621022974                           6                    13.72               6               3/1/2009                        3                     1     Group 2
621022989                           6                    12.99               6               4/1/2009                        3                     1     Group 2
621023060                           6                     13.4               6               4/1/2009                        3                     1     Group 2
621023066                           6                     15.7               6               3/1/2009                        3                     1     Group 2
621023076                           6                    13.85               6               3/1/2009                        3                     1     Group 2
621023145                           6                       15               6               4/1/2009                        3                     1     Group 2
621023214                         6.5                    17.55             6.5               4/1/2009                        3                     1     Group 2
621023223                           6                    13.95               6               4/1/2009                        3                     1     Group 2
621023283                           6                     14.8               6               4/1/2009                        3                     1     Group 2
621023303                           6                    15.36               6               4/1/2009                        3                     1     Group 2
621023311                         6.2                     17.8             6.2               4/1/2009                        3                     1     Group 2
621023385                           6                    14.25               6               4/1/2009                        3                     1     Group 2
621023468                           6                    13.25               6               4/1/2012                      1.5                   1.5     Group 2
621023585                           6                     14.5               6               4/1/2009                      1.5                   1.5     Group 2
621023702                           6                    13.95               6               4/1/2009                        3                     1     Group 2
621023705                         6.2                     15.2             6.2               5/1/2009                        3                     1     Group 2
621024185                           6                     17.5               6               5/1/2009                      1.5                   1.5     Group 2
631015565                         5.6                    13.25             5.6               1/1/2009                        3                     1     Group 2
631015679                           0                        0               0                                               0                     0     Group 2
631015936                         5.6                   12.375             5.6               1/1/2012                        3                     1     Group 2
631016095                         6.2                    13.95             6.2               1/1/2012                        3                     1     Group 2
651023074                           0                        0               0                                               0                     0     Group 2
651023540                           0                        0               0                                               0                     0     Group 2
661019651                           0                        0               0                                               0                     0     Group 2
661019700                           0                        0               0                                               0                     0     Group 2
661020082                         5.6                     13.2             5.6               2/1/2009                        3                     1     Group 2
661020166                           0                        0               0                                               0                     0     Group 2
661020227                           0                        0               0                                               0                     0     Group 2
661020239                         5.6                     12.8             5.6               1/1/2009                        3                     1     Group 2
661020355                           6                     14.3               6               1/1/2012                        3                     1     Group 2
661020557                         5.6                    11.95             5.6               1/1/2009                        3                     1     Group 2
661020613                         5.6                     12.9             5.6               1/1/2009                        3                     1     Group 2
661020817                           6                    12.55               6               1/1/2009                        3                     1     Group 2
661020833                           6                     14.1               6               1/1/2009                        3                     1     Group 2
661020874                           0                        0               0                                               0                     0     Group 2
661020906                         6.4                    14.15             6.4               1/1/2009                        3                     1     Group 2
661020935                           0                        0               0                                               0                     0     Group 2
661020997                         6.4                     13.1             6.4               1/1/2009                        3                     1     Group 2
661021055                           6                     13.8               6               2/1/2010                        3                     1     Group 2
661021064                         6.4                   13.925             6.4               2/1/2009                        3                     1     Group 2
661021095                           6                    12.85               6               1/1/2012                        3                     1     Group 2
661021116                           6                     14.4               6               2/1/2009                        3                     1     Group 2
661021155                           0                        0               0                                               0                     0     Group 2
661021173                        7.35                    13.35               6               1/1/2009                        3                     1     Group 2
661021195                           6                    13.65               6               1/1/2009                        3                     1     Group 2
661021239                        6.65                    15.74            6.65               2/1/2009                        3                     1     Group 2
661021314                         6.4                     13.5             6.4               2/1/2009                        3                     1     Group 2
661021343                         6.2                     13.4             6.2               2/1/2009                        3                     1     Group 2
661021377                           6                    13.35               6               1/1/2009                        3                     1     Group 2
661021435                           6                     13.4               6               1/1/2009                        3                     1     Group 2
661021472                           0                        0               0                                               0                     0     Group 2
661021515                        6.65                     13.8            6.65               3/1/2009                        3                     1     Group 2
661021566                           0                        0               0                                               0                     0     Group 2
661021625                           0                        0               0                                               0                     0     Group 2
661021713                           6                    13.55               6               3/1/2009                        3                     1     Group 2
661021762                           6                    14.26               6               2/1/2012                        3                     1     Group 2
661021835                         5.7                    11.99             5.7               2/1/2009                        3                     1     Group 2
661021837                           6                    14.09               6               3/1/2009                        3                     1     Group 2
661021906                           6                    13.76               6               2/1/2009                        3                     1     Group 2
661021937                           6                    13.45               6               3/1/2009                        3                     1     Group 2
661021940                           0                        0               0                                               0                     0     Group 2
661021998                        6.65                     14.7            6.65               3/1/2009                        3                     1     Group 2
661022027                           6                    12.58               6               2/1/2009                        3                     1     Group 2
661022044                           6                     13.8               6               2/1/2012                        3                     1     Group 2
661022074                           6                     14.8               6               2/1/2009                        3                     1     Group 2
661022085                           6                    13.99               6               2/1/2009                        3                     1     Group 2
661022095                           6                     14.4               6               3/1/2009                        3                     1     Group 2
661022132                           6                     13.6               6               3/1/2009                        3                     1     Group 2
661022162                           6                    12.65               6               2/1/2009                        3                     1     Group 2
661022205                         6.2                    12.45             6.2               2/1/2009                        3                     1     Group 2
661022216                           6                    13.74               6               3/1/2009                        3                     1     Group 2
661022275                           6                    13.85               6               3/1/2009                        3                     1     Group 2
661022298                           6                    14.39               6               3/1/2009                        3                     1     Group 2
661022311                           6                    13.65               6               3/1/2009                        3                     1     Group 2
661022372                           6                     12.1               6               2/1/2012                        3                     1     Group 2
661022403                           6                    12.15               6               3/1/2009                        3                     1     Group 2
661022429                           6                     13.1               6               3/1/2009                        3                     1     Group 2
661022451                           6                     14.6               6               3/1/2009                        3                     1     Group 2
661022469                           6                     12.9               6               2/1/2009                        3                     1     Group 2
661022475                           6                    13.65               6               3/1/2009                        3                     1     Group 2
661022482                         6.2                     13.9             6.2               3/1/2009                        3                     1     Group 2
661022486                           6                    15.45               6               3/1/2009                        3                     1     Group 2
661022490                           6                     13.9               6               3/1/2009                        3                     1     Group 2
661022491                           6                     15.6               6               2/1/2009                        3                     1     Group 2
661022505                           6                     12.6               6               3/1/2009                        3                     1     Group 2
661022554                           6                     13.8               6               3/1/2012                        3                     1     Group 2
661022607                           6                    13.55               6               3/1/2009                        3                     1     Group 2
661022636                           6                    14.25               6               3/1/2009                        3                     1     Group 2
661022649                           6                     12.5               6               3/1/2012                        3                     1     Group 2
661022654                           6                    16.05               6               3/1/2009                        3                     1     Group 2
661022672                        5.25                    13.49            5.25               4/1/2009                        3                     1     Group 2
661022746                           6                     13.7               6               3/1/2012                        3                     1     Group 2
661022819                        5.59                       12            5.59               3/1/2009                        3                     1     Group 2
661022895                           6                     12.8               6               3/1/2010                        3                     1     Group 2
661022912                           6                    13.35               6               3/1/2009                        3                     1     Group 2
661022973                           6                    15.15               6               3/1/2009                        3                     1     Group 2
661022992                           6                    13.95               6               3/1/2009                        3                     1     Group 2
661023019                           0                        0               0                                               0                     0     Group 2
661023026                           6                    13.55               6               3/1/2010                        3                     1     Group 2
661023035                           6                    14.35               6               4/1/2009                        3                     1     Group 2
661023046                           6                    13.05               6               3/1/2009                        3                     1     Group 2
661023078                        6.65                     13.6            6.65               3/1/2009                        3                     1     Group 2
661023087                           6                     14.2               6               3/1/2009                        3                     1     Group 2
661023126                           6                     13.3               6               4/1/2009                        3                     1     Group 2
661023178                           6                     12.1               6               3/1/2009                        3                     1     Group 2
661023241                           6                       14               6               3/1/2009                        3                     1     Group 2
661023344                           6                    15.44               6               4/1/2009                        3                     1     Group 2
661023370                           6                    12.95               6               3/1/2009                        3                     1     Group 2
661023386                           6                    14.35               6               3/1/2009                        3                     1     Group 2
661023395                           6                    13.25               6               4/1/2009                        3                     1     Group 2
661023417                           6                    13.15               6               4/1/2009                        3                     1     Group 2
661023432                           6                       13               6               4/1/2009                        3                     1     Group 2
661023478                         5.5                     11.9             5.5               4/1/2009                        3                     1     Group 2
661023496                           6                   14.525               6               4/1/2012                        3                     1     Group 2
661023497                           6                     13.5               6               4/1/2012                        3                     1     Group 2
661023517                           6                   14.625               6               4/1/2009                        3                     1     Group 2
661023697                           6                     13.7               6               4/1/2009                        3                     1     Group 2
661023753                           6                    14.25               6               4/1/2009                        3                     1     Group 2
661023780                           6                     14.4               6               4/1/2009                      1.5                   1.5     Group 2
661023816                         6.2                     13.3             6.2               4/1/2009                        3                     1     Group 2
661024115                        5.74                    12.05            5.74               5/1/2009                        3                     1     Group 2
671014482                      11.375                   17.375            5.85               9/1/2009                        3                     1     Group 2
671015048                         9.4                     15.4            5.85              10/1/2008                        3                     1     Group 2
671015231                           0                        0               0                                               0                     0     Group 2
671016068                           0                        0               0                                               0                     0     Group 2
671016167                           0                        0               0                                               0                     0     Group 2
671016260                           0                        0               0                                               0                     0     Group 2
671016335                         5.8                     13.9             5.8              12/1/2008                        3                     1     Group 2
671016471                         6.2                     15.4             6.2               1/1/2009                        3                     1     Group 2
671016502                           0                        0               0                                               0                     0     Group 2
671016519                           0                        0               0                                               0                     0     Group 2
671016550                           0                        0               0                                               0                     0     Group 2
671016600                           0                        0               0                                               0                     0     Group 2
671016637                           0                        0               0                                               0                     0     Group 2
671016654                           6                    13.25               6               1/1/2009                        3                     1     Group 2
671016665                        6.65                     12.7            6.65               1/1/2009                        3                     1     Group 2
671016710                           6                       13               6               1/1/2009                        3                     1     Group 2
671016725                         6.2                     14.7             6.2               1/1/2009                        3                     1     Group 2
671016738                           6                     15.4               6               1/1/2009                        3                     1     Group 2
671016789                           0                        0               0                                               0                     0     Group 2
671016793                           6                     14.7               6               2/1/2009                        3                     1     Group 2
671016819                         6.2                    13.81             6.2               1/1/2009                        3                     1     Group 2
671016828                           6                     13.8               6               1/1/2009                        3                     1     Group 2
671016847                           0                        0               0                                               0                     0     Group 2
671016889                           6                    13.25               6               2/1/2009                        3                     1     Group 2
671016919                           0                        0               0                                               0                     0     Group 2
671016967                           6                    13.25               6               1/1/2012                        3                     1     Group 2
671017004                           6                    13.75               6               1/1/2009                        3                     1     Group 2
671017039                           0                        0               0                                               0                     0     Group 2
671017095                         6.2                    13.05             6.2               1/1/2009                        3                     1     Group 2
671017099                           6                   15.245               6               1/1/2009                        3                     1     Group 2
671017132                           6                    13.35               6               1/1/2009                        3                     1     Group 2
671017139                           0                        0               0                                               0                     0     Group 2
671017225                        5.89                    11.95            5.89               3/1/2012                        3                     1     Group 2
671017243                           0                        0               0                                               0                     0     Group 2
671017260                           6                    12.65               6               2/1/2009                        3                     1     Group 2
671017360                         6.6                    14.65             6.6               2/1/2009                        3                     1     Group 2
671017386                         6.4                    14.35             6.4               3/1/2009                        3                     1     Group 2
671017431                       5.372                    12.95           5.372               2/1/2009                        3                     1     Group 2
671017439                           6                    13.55               6               2/1/2009                        3                     1     Group 2
671017489                           6                     14.1               6               2/1/2009                        3                     1     Group 2
671017496                           6                    14.65               6               3/1/2012                        3                     1     Group 2
671017504                           6                    15.25               6               2/1/2009                        3                     1     Group 2
671017509                           0                        0               0                                               0                     0     Group 2
671017559                           6                    13.65               6               2/1/2012                        3                     1     Group 2
671017582                           6                   14.595               6               2/1/2009                        3                     1     Group 2
671017590                         6.2                     15.1             6.2               3/1/2009                        3                     1     Group 2
671017602                           6                   16.445               6               2/1/2009                        3                     1     Group 2
671017608                           6                    14.65               6               3/1/2009                        3                     1     Group 2
671017618                           6                   15.495               6               2/1/2009                        3                     1     Group 2
671017689                           6                    12.45               6               3/1/2009                        3                     1     Group 2
671017716                           6                     17.5               6               2/1/2009                        3                     1     Group 2
671017725                           6                     13.8               6               3/1/2009                        3                     1     Group 2
671017736                           6                     12.5               6               2/1/2009                        3                     1     Group 2
671017773                           6                     13.2               6               3/1/2009                        3                     1     Group 2
671017774                        5.98                    11.99            5.98               3/1/2012                        3                     1     Group 2
671017794                        5.99                       12            5.99               2/1/2012                        3                     1     Group 2
671017805                           6                     14.8               6               3/1/2009                        3                     1     Group 2
671017855                           6                    14.65               6               3/1/2009                        3                     1     Group 2
671017904                           6                    13.25               6               3/1/2009                        3                     1     Group 2
671017927                           6                     13.3               6               2/1/2009                        3                     1     Group 2
671017939                           6                   13.945               6               3/1/2009                        3                     1     Group 2
671017960                           6                    13.15               6               3/1/2009                        3                     1     Group 2
671017964                           6                     12.8               6               3/1/2009                        3                     1     Group 2
671017999                           6                     13.6               6               3/1/2009                        3                     1     Group 2
671018025                           6                    13.65               6               3/1/2009                        3                     1     Group 2
671018042                       7.535                   14.035            7.25               2/1/2009                        3                     1     Group 2
671018062                           6                    13.25               6               3/1/2009                        3                     1     Group 2
671018093                         5.6                    11.65             5.6               3/1/2009                        3                     1     Group 2
671018094                           6                     14.2               6               3/1/2009                        3                     1     Group 2
671018384                           6                     14.5               6               3/1/2009                        3                     1     Group 2
671018440                           0                        0               0                                               0                     0     Group 2
671018503                           6                     12.5               6               3/1/2009                        3                     1     Group 2
671018508                           6                     14.6               6               3/1/2009                        3                     1     Group 2
671018516                           6                    14.99               6               3/1/2009                        3                     1     Group 2
671018517                           6                    15.21               6               3/1/2009                        3                     1     Group 2
671018530                           6                     16.5               6               4/1/2009                        3                     1     Group 2
671018585                         5.8                     11.9             5.8               3/1/2012                        3                     1     Group 2
671018594                           6                    14.35               6               3/1/2009                        3                     1     Group 2
671018603                         6.2                    14.45             6.2               4/1/2009                        3                     1     Group 2
671018647                           6                     13.6               6               3/1/2009                        3                     1     Group 2
671018697                           6                     13.4               6               3/1/2009                        3                     1     Group 2
671018706                           6                    12.75               6               3/1/2009                        3                     1     Group 2
671018723                           6                     14.5               6               3/1/2009                        3                     1     Group 2
671018764                         7.4                    15.65             7.4               3/1/2009                        3                     1     Group 2
671018784                           6                     14.7               6               3/1/2009                        3                     1     Group 2
671018801                           6                    14.05               6               3/1/2009                        3                     1     Group 2
671018804                           6                    13.65               6               3/1/2009                        3                     1     Group 2
671018810                         6.2                    15.99             6.2               3/1/2009                        3                     1     Group 2
671018812                           6                    14.35               6               3/1/2009                        3                     1     Group 2
671018818                           6                    15.15               6               3/1/2009                        3                     1     Group 2
671018890                           6                     15.7               6               3/1/2009                        3                     1     Group 2
671018903                           6                    12.95               6               3/1/2010                        3                     1     Group 2
671018906                           6                    13.75               6               3/1/2009                        3                     1     Group 2
671018920                           6                    14.45               6               3/1/2009                        3                     1     Group 2
671018969                           6                   13.125               6               3/1/2009                        3                     1     Group 2
671018985                         5.8                     11.9             5.8               4/1/2009                        3                     1     Group 2
671019023                           6                     14.8               6               3/1/2009                        3                     1     Group 2
671019025                        5.59                     12.7            5.59               3/1/2009                        3                     1     Group 2
671019068                           6                    13.75               6               3/1/2009                        3                     1     Group 2
671019114                           6                    15.55               6               4/1/2009                        3                     1     Group 2
671019161                           6                     12.8               6               3/1/2009                        3                     1     Group 2
671019189                           6                    14.05               6               4/1/2009                        3                     1     Group 2
671019207                           6                    13.99               6               4/1/2012                        3                     1     Group 2
671019223                           6                       14               6               3/1/2009                        3                     1     Group 2
671019260                           6                    13.85               6               3/1/2009                        3                     1     Group 2
671019266                           6                    12.85               6               4/1/2009                        3                     1     Group 2
671019278                           0                        0               0                                               0                     0     Group 2
671019350                           6                     13.5               6               4/1/2009                        3                     1     Group 2
671019369                           6                     13.3               6               4/1/2009                        3                     1     Group 2
671019374                           0                        0               0                                               0                     0     Group 2
671019503                        5.85                    13.05            5.85               4/1/2009                        3                     1     Group 2
671019515                           6                    13.55               6               4/1/2009                        3                     1     Group 2
671019875                           6                    12.55               6               4/1/2012                        3                     1     Group 2
671019876                        5.95                    11.99            5.95               4/1/2012                        3                     1     Group 2
681014014                           0                        0               0                                               0                     0     Group 2
691010396                           0                        0               0                                               0                     0     Group 2
691010561                           0                        0               0                                               0                     0     Group 2
691010726                           0                        0               0                                               0                     0     Group 2
691010899                           0                        0               0                                               0                     0     Group 2
701004555                        12.1                     18.1            6.05              11/1/2008                        3                     1     Group 2
741016851                        9.65                    15.65            5.85               8/1/2008                        3                     1     Group 2
741017514                        11.3                     17.3            5.85              10/1/2008                        3                     1     Group 2
761017006                       11.85                    17.85             6.5               9/1/2008                        3                     1     Group 2
761017385                       10.55                    16.55            6.05               9/1/2008                        3                     1     Group 2
761017390                      11.725                   17.725             6.1               9/1/2008                        3                     1     Group 2
761017462                        10.4                     16.4             6.3              10/1/2008                        3                     1     Group 2
791007457                          11                       17            6.05              10/1/2008                        3                     1     Group 2
831048835                         6.6                     12.6            5.35               9/1/2007                        2                     1     Group 2
831060482                         7.4                     13.4             6.9               2/1/2008                        3                     1     Group 2
831070810                         8.5                     15.5               7              11/1/2008                        3                     1     Group 2
831072660                        9.59                    15.59            8.25              12/1/2008                        3                     1     Group 2
831072755                        8.75                    14.75            6.75              12/1/2008                        3                     1     Group 2
831072863                           9                       15               8               1/1/2009                        3                     1     Group 2
831073224                        9.75                    15.75           7.875              12/1/2008                        3                     1     Group 2
831073229                       7.625                   13.625               7               1/1/2009                        3                     1     Group 2
831073489                        7.75                    13.75            5.75               1/1/2009                        3                     1     Group 2
831073610                        6.25                    13.25            5.25               1/1/2009                        3                     1     Group 2
831073645                        7.99                    14.99               7               1/1/2009                        3                     1     Group 2
831073706                        8.55                    14.55            7.55               1/1/2009                        3                     1     Group 2
831073732                           0                        0               0                                               0                     0     Group 2
831073733                        8.99                    14.99            8.49               1/1/2009                        3                     1     Group 2
831073739                           0                        0               0                                               0                     0     Group 2
831073740                        9.25                    15.25            8.75               1/1/2009                        3                     1     Group 2
831073790                        7.95                    13.95               7               1/1/2009                        3                     1     Group 2
831073792                        7.99                    13.99            6.75               1/1/2009                        3                     1     Group 2
831073795                        6.99                    12.99            5.75               1/1/2009                        3                     1     Group 2
831074142                           0                        0               0                                               0                     0     Group 2
831074175                        7.99                    14.99            6.24               1/1/2009                        3                     1     Group 2
831074246                        6.95                     14.2            6.95               1/1/2009                        3                     1     Group 2
831074247                         7.8                     13.8            6.55               1/1/2009                        3                     1     Group 2
831074260                         8.5                     14.5            5.71               1/1/2009                        3                     1     Group 2
831074305                        8.85                    14.85            5.98               1/1/2009                        3                     1     Group 2
831074499                        9.49                    15.99               8              11/1/2008                        3                     1     Group 2
831074527                        8.33                    14.33               6               1/1/2009                        3                     1     Group 2
831074531                           0                        0               0                                               0                     0     Group 2
831074664                        8.38                    14.38            6.53               2/1/2009                        3                     1     Group 2
831074672                        9.28                    15.28            5.85               1/1/2009                        3                     1     Group 2
831074685                        8.55                    14.55            7.55              12/1/2008                        3                     1     Group 2
831074687                         8.5                     14.5            7.05              12/1/2008                        3                     1     Group 2
831074702                         8.5                     14.5            6.95               1/1/2009                        3                     1     Group 2
831074729                        9.38                    15.38            7.75               2/1/2009                        3                     1     Group 2
831074731                        7.99                    13.99               7               2/1/2009                        3                     1     Group 2
831074749                       6.625                   12.625           4.625               1/1/2009                        3                     1     Group 2
831074878                        7.71                    13.71            6.71               2/1/2009                        3                     1     Group 2
831074987                       7.175                   14.175           6.175               2/1/2009                        3                     1     Group 2
831074996                           0                        0               0                                               0                     0     Group 2
831074997                           0                        0               0                                               0                     0     Group 2
831074999                           0                        0               0                                               0                     0     Group 2
831075090                         7.5                     14.5             6.5               1/1/2009                        3                     1     Group 2
831075093                       7.795                   14.795           6.795               1/1/2009                        3                     1     Group 2
831075094                         7.5                     14.5             6.5               2/1/2009                        3                     1     Group 2
831075097                        6.85                    13.85            5.35               2/1/2009                        3                     1     Group 2
831075103                        8.75                    15.75             7.5               2/1/2009                        3                     1     Group 2
831075113                        7.77                    14.77            6.77               1/1/2009                        3                     1     Group 2
831075120                        9.49                    16.49            6.75               2/1/2009                        3                     1     Group 2
831075135                           0                        0               0                                               0                     0     Group 2
831075138                        8.08                    14.08             7.5               2/1/2009                        3                     1     Group 2
831075152                       8.125                   14.125           7.125               2/1/2009                        3                     1     Group 2
831075157                         9.2                     15.2             7.6               2/1/2009                        3                     1     Group 2
831075159                         8.2                     14.2             7.2               2/1/2009                        3                     1     Group 2
831075177                        9.15                    15.15            7.95               2/1/2009                        3                     1     Group 2
831075215                        7.37                    14.37            5.87              12/1/2008                        3                     1     Group 2
831075216                           0                        0               0                                               0                     0     Group 2
831075223                        7.94                    13.94            6.94               2/1/2009                        3                     1     Group 2
831075224                         7.6                     13.6             6.1               2/1/2009                        3                     1     Group 2
831075232                         8.7                     14.7             6.7               2/1/2009                        3                     1     Group 2
831075233                         7.8                     13.8             6.7               1/1/2010                        3                     1     Group 2
831075239                        8.35                    14.35            6.85               1/1/2009                        3                     1     Group 2
831075261                        7.75                    13.75            6.75               1/1/2009                        3                     1     Group 2
831075265                           0                        0               0                                               0                     0     Group 2
831075302                           0                        0               0                                               0                     0     Group 2
831075306                        7.89                    14.89            6.39               1/1/2009                        3                     1     Group 2
831075314                        8.92                    15.92            7.92               2/1/2009                        3                     1     Group 2
831075321                        6.63                    12.63           5.875              12/1/2008                        3                     1     Group 2
831075322                           0                        0               0                                               0                     0     Group 2
831075326                        5.75                     13.5            5.75               1/1/2009                        3                     1     Group 2
831075507                           0                        0               0                                               0                     0     Group 2
831075513                        7.75                    14.75            6.25               1/1/2009                        3                     1     Group 2
831075515                        8.99                    15.99            7.99               2/1/2009                        3                     1     Group 2
831075517                        7.45                    14.45            6.45               2/1/2009                        3                     1     Group 2
831075520                        6.69                    13.69            5.69               3/1/2009                        3                     1     Group 2
831075522                         9.3                     16.3            7.99               2/1/2009                        3                     1     Group 2
831075573                           0                        0               0                                               0                     0     Group 2
831075574                        7.45                    13.45            4.55              12/1/2008                        3                     1     Group 2
831075577                        7.75                    13.75               7               2/1/2009                        3                     1     Group 2
831075581                        8.32                    14.32             7.5               2/1/2010                        3                     1     Group 2
831075583                       6.375                   12.375           5.375               2/1/2012                        3                     1     Group 2
831075595                        8.15                    14.15            7.25               3/1/2012                        3                     1     Group 2
831075604                        8.99                    14.99             8.2               3/1/2009                        3                     1     Group 2
831075628                         7.6                     13.6             6.6               3/1/2009                        3                     1     Group 2
831075644                        7.75                    14.75            6.75               3/1/2009                        3                     1     Group 2
831075645                           0                        0               0                                               0                     0     Group 2
831075821                        9.12                    16.12            7.99               2/1/2009                        3                     1     Group 2
831075824                        9.99                    16.99            7.99               3/1/2009                        3                     1     Group 2
831075845                        7.15                    14.15             5.9               2/1/2009                      1.5                   1.5     Group 2
831075846                         6.8                     13.8            6.05               2/1/2009                      1.5                   1.5     Group 2
831075848                           0                        0               0                                               0                     0     Group 2
831075874                        8.85                    14.85            7.85               2/1/2009                        3                     1     Group 2
831075875                         8.6                     14.6            6.49               2/1/2009                        3                     1     Group 2
831075876                        8.99                    14.99               7               1/1/2009                        3                     1     Group 2
831075878                        7.75                    13.75            6.95               3/1/2009                        3                     1     Group 2
831075887                        7.95                    13.95            6.45               2/1/2009                        3                     1     Group 2
831075894                        8.25                    14.25            6.25               3/1/2009                        3                     1     Group 2
831075922                        7.25                    14.25            6.25               3/1/2009                        3                     1     Group 2
831075923                           0                        0               0                                               0                     0     Group 2
831076033                       10.99                    17.99               7               3/1/2009                        3                     1     Group 2
831076038                        7.85                    14.85            6.85               3/1/2009                        3                     1     Group 2
831076048                        9.58                    15.58             7.6               3/1/2009                        3                     1     Group 2
831076072                           0                        0               0                                               0                     0     Group 2
831076078                         9.8                     15.8            7.55               3/1/2009                        3                     1     Group 2
831076087                       10.15                    16.15            7.99               3/1/2009                        3                     1     Group 2
831076091                        8.35                    14.35            7.85               3/1/2009                        3                     1     Group 2
831076093                        8.25                    14.25            7.75               3/1/2009                        3                     1     Group 2
831076095                        9.25                    15.25             7.5               3/1/2009                        3                     1     Group 2
831076100                           0                        0               0                                               0                     0     Group 2
831076102                           0                        0               0                                               0                     0     Group 2
831076104                           0                        0               0                                               0                     0     Group 2
831076233                        6.99                    13.99             6.5               3/1/2009                        3                     1     Group 2
831076249                        9.99                    16.99             7.5               3/1/2009                        3                     1     Group 2
831076255                        6.65                    18.99            6.65               3/1/2012                        3                     1     Group 2
831076258                         8.5                     15.5             7.5               3/1/2009                        3                     1     Group 2
831076261                        8.35                    15.35            6.85               3/1/2009                        3                     1     Group 2
831076274                        8.29                    15.29            7.29               3/1/2009                        3                     1     Group 2
831076275                           0                        0               0                                               0                     0     Group 2
831076280                         8.4                     15.4             7.4               3/1/2009                        3                     1     Group 2
831076286                        7.99                    14.99            6.99               3/1/2009                        3                     1     Group 2
831076287                        8.97                    15.97            7.97               3/1/2009                        3                     1     Group 2
831076305                        10.4                     16.4             7.4               3/1/2009                        3                     1     Group 2
831076326                         8.9                     14.9            7.75               3/1/2009                        3                     1     Group 2
831076401                       10.27                    16.27             7.7               3/1/2009                        3                     1     Group 2
831076502                           0                        0               0                                               0                     0     Group 2
831076566                         8.9                     14.9             7.5               3/1/2009                        3                     1     Group 2
831076568                           0                        0               0                                               0                     0     Group 2
831076642                        8.99                    14.99            7.24               3/1/2009                        3                     1     Group 2
831076902                        8.75                    15.75            7.75               4/1/2009                        3                     1     Group 2
831076996                       8.875                   15.875           7.875               3/1/2009                        3                     1     Group 2
831076997                        7.39                    14.39            6.39               3/1/2009                      1.5                   1.5     Group 2
831077000                       9.475                   16.475             7.5               3/1/2009                        3                     1     Group 2
831077064                       10.25                    16.25               6               3/1/2009                        3                     1     Group 2
831077067                        8.25                    14.25            7.25               2/1/2009                        3                     1     Group 2
831077080                           0                        0               0                                               0                     0     Group 2
831077082                        9.35                    15.35             8.3               4/1/2009                        3                     1     Group 2
841022959                           0                        0               0                                               0                     0     Group 2
841022964                           0                        0               0                                               0                     0     Group 2
841024099                           0                        0               0                                               0                     0     Group 2
841024177                           6                     14.8               6               2/1/2009                        3                     1     Group 2
841024366                           6                    14.85               6               2/1/2009                        3                     1     Group 2
841024486                           6                     14.3               6               2/1/2012                        3                     1     Group 2
841024650                           6                     17.6               6               3/1/2009                        3                     1     Group 2
841025026                           0                        0               0                                               0                     0     Group 2
871007061                         5.6                    12.85             5.6               1/1/2009                        3                     1     Group 2
871007190                           0                        0               0                                               0                     0     Group 2
871007298                           0                        0               0                                               0                     0     Group 2
871007305                           6                    12.75               6               2/1/2009                        3                     1     Group 2
871007334                           6                    15.35               6               2/1/2009                        3                     1     Group 2
871007351                           6                     18.5               6               2/1/2009                        3                     1     Group 2
871007362                           6                    13.55               6               3/1/2009                        3                     1     Group 2
951000556                           6                   14.525               6               2/1/2009                        3                     1     Group 2
951000665                           6                     14.5               6               2/1/2009                        3                     1     Group 2
951001053                           0                        0               0                                               0                     0     Group 2
951001111                           0                        0               0                                               0                     0     Group 2
951001129                           6                     14.9               6               2/1/2009                        3                     1     Group 2
951001169                         5.2                     13.2             5.2               2/1/2009                        3                     1     Group 2
951001191                       10.43                    16.43               6               2/1/2009                        3                     1     Group 2
951001207                           6                    15.25               6               2/1/2010                        3                     1     Group 2
951001239                           0                        0               0                                               0                     0     Group 2
951001257                           0                        0               0                                               0                     0     Group 2
951001634                         6.2                    15.94             6.2               2/1/2009                        3                     1     Group 2
951001659                           0                        0               0                                               0                     0     Group 2
951001664                        5.85                    17.85            5.85               3/1/2009                        3                     1     Group 2
951001690                           6                    14.25               6               3/1/2009                        3                     1     Group 2
951001694                           6                    16.08               6               2/1/2009                        3                     1     Group 2
951001701                           6                   16.525               6               2/1/2009                        3                     1     Group 2
951001715                           6                   12.075               6               2/1/2009                        3                     1     Group 2
951001734                           6                     17.8               6               3/1/2009                        3                     1     Group 2
951001938                           6                     15.9               6               3/1/2009                        3                     1     Group 2
951001970                           6                    15.15               6               2/1/2009                        3                     1     Group 2
951001990                           6                    15.55               6               2/1/2009                        3                     1     Group 2
951001999                           6                    15.45               6               2/1/2009                        3                     1     Group 2
951002065                           6                   16.075               6               2/1/2009                        3                     1     Group 2
951002072                           6                   16.025               6               2/1/2009                        3                     1     Group 2
951002088                           6                    16.33               6               3/1/2009                        3                     1     Group 2
951002097                           6                    17.55               6               3/1/2009                        3                     1     Group 2
951002104                           6                    15.15               6               3/1/2009                        3                     1     Group 2
951002287                           6                    15.18               6               3/1/2009                        3                     1     Group 2
951002326                           6                   15.675               6               3/1/2009                        3                     1     Group 2
951002365                           6                   17.025               6               2/1/2009                        3                     1     Group 2
951002377                         6.4                    14.75             6.4               3/1/2009                        3                     1     Group 2
951002384                        7.25                       16            7.25               4/1/2009                        3                     1     Group 2
951002425                           6                     13.8               6               3/1/2009                        3                     1     Group 2
951002432                           6                    15.15               6               3/1/2009                        3                     1     Group 2
951002438                           6                    12.95               6               3/1/2009                        3                     1     Group 2
951002493                           6                    14.59               6               3/1/2009                        3                     1     Group 2
951002544                           6                   14.425               6               4/1/2009                        3                     1     Group 2
951002545                           6                    13.25               6               4/1/2010                        3                     1     Group 2
951002561                           0                        0               0                                               0                     0     Group 2
951002603                           6                   13.125               6               3/1/2009                        3                     1     Group 2
951002605                         6.6                    14.65             6.6               3/1/2009                        3                     1     Group 2
951002611                           6                   15.175               6               3/1/2009                        3                     1     Group 2
951002618                           6                    15.15               6               4/1/2009                        3                     1     Group 2
951002692                           6                    14.98               6               3/1/2009                        3                     1     Group 2
951002757                           0                        0               0                                               0                     0     Group 2
951002777                           6                   14.445               6               3/1/2009                        3                     1     Group 2
951002851                           6                    14.75               6               3/1/2009                        3                     1     Group 2
951002888                         6.2                    13.05             6.2               3/1/2009                        3                     1     Group 2
951002893                           6                   14.775               6               3/1/2009                        3                     1     Group 2
951003036                         6.4                     14.2             6.4               3/1/2009                        3                     1     Group 2
951003235                           6                    15.05               6               4/1/2009                        3                     1     Group 2
951003244                           6                   14.225               6               4/1/2009                        3                     1     Group 2
951003253                           6                     13.9               6               4/1/2009                        3                     1     Group 2
951003841                           6                    16.75               6               4/1/2009                      1.5                   1.5     Group 2
951003938                           6                   13.975               6               4/1/2009                      1.5                   1.5     Group 2
951004259                           6                     13.9               6               5/1/2012                      1.5                   1.5     Group 2
961073213                       8.825                   14.825           7.825              12/1/2008                        3                     1     Group 2
961075903                       5.942                   13.192           5.942               1/1/2009                        3                     1     Group 2
961076137                           0                        0               0                                               0                     0     Group 2
961076138                           0                        0               0                                               0                     0     Group 2
961076289                        8.75                    14.75             6.6               3/1/2009                        3                     1     Group 2
961076586                       6.174                    14.95           6.174               2/1/2009                        3                     1     Group 2
961076984                         6.5                    13.75             6.5               2/1/2009                        3                     1     Group 2
961076985                           0                        0               0                                               0                     0     Group 2
961076986                        6.55                    15.35            6.55               3/1/2009                        3                     1     Group 2
961076988                        8.35                    14.35            6.99               4/1/2009                        3                     1     Group 2
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
       2,492
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
       6,783
=================================================================================================================================================================
 


EXHIBIT E
 
REQUEST FOR RELEASE
 
To:
Wells Fargo Bank, N.A.,
 
24 Executive Park, Suite 100
 
 
Attn: Inventory Control

 
Re:
Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation,
as Depositor, Option One Mortgage Corporation, as Servicer and Wells Fargo Bank, N.A., as Trustee
 
 

 
In connection with the administration of the Mortgage Loans held by you as Trustee pursuant to the above-captioned Pooling and Servicing Agreement, we request the release, and hereby acknowledge receipt of the Trustee’s Mortgage File for the Mortgage Loan described below, for the reason indicated.
 
Mortgage Loan Number:
 
Mortgagor Name. Address & Zip Code:
 
Reason for Requesting Documents (check one):
 
1. Mortgage Paid in Full
 
2. Foreclosure
 
3. Substitution
 
4. Other Liquidation (Repurchases, etc.)
 
5. Nonliquidation Reason:
 
Address to which Trustee should deliver
the Trustee’s Mortgage File:


By:____________________________
             (authorized signer)
 
Issuer:
 
Address:
 
Date:
 

 

EXHIBIT F-1
 
FORM OF TRUSTEE’S INITIAL CERTIFICATION
 
[Date]

Option One Mortgage Acceptance Corporation
3 Ada
Option One Mortgage Corporation
3 Ada
   
 
Re:
Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation, as Depositor, Option One Mortgage Corporation, as Servicer and Wells Fargo Bank, N.A., as Trustee

Ladies and Gentlemen:
 
Attached is the Trustee’s preliminary exception report delivered in accordance with Section 2.02 of the referenced Pooling and Servicing Agreement (the APooling and Servicing Agreement”). Capitalized terms used but not otherwise defined herein shall have the meanings set forth in the Pooling and Servicing Agreement.
 
The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement. The Trustee makes no representations as to (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in the Mortgage File pertaining to the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan or (iii) whether any Mortgage File included any of the documents specified in clause (vi) of Section 2.01 of the Pooling and Servicing Agreement.
 
           
WELLS FARGO BANK, N.A.
                         
                         
           
By:
 
             
Name: 
             
Title: 





 

EXHIBIT F-2
 
FORM OF TRUSTEE’S FINAL CERTIFICATION
 
[Date]
 
Option One Mortgage Acceptance Corporation
3 Ada
 

 
Re:
Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation, as Depositor, Option One Mortgage Corporation, as Servicer and Wells Fargo Bank, N.A., as Trustee

Ladies and Gentlemen:
 
In accordance with Section 2.02 of the Pooling and Servicing Agreement, the undersigned, as Trustee, hereby certifies that as to each Mortgage Loan listed in the Mortgage Loan Schedule (other than any Mortgage loan paid in full or listed on Schedule I hereto) it (or its custodian) has received the applicable documents listed in Section 2.01 of the Pooling and Servicing Agreement.
 
The undersigned hereby certifies that as to each Mortgage Loan identified on the Mortgage Loan Schedule, other than any Mortgage Loan listed on Schedule I hereto, it has reviewed the documents listed above and has determined that each such document appears to be complete and, based on an examination of such documents, the information set forth in the Mortgage Loan Schedule is correct.
 
The Trustee has made no independent examination of any documents contained in each Mortgage File beyond the review specifically required in the Pooling and Servicing Agreement. The Trustee makes no representations as to (i) the validity, legality, sufficiency, enforceability or genuineness of any of the documents contained in the Mortgage File pertaining to the Mortgage Loans identified on the Mortgage Loan Schedule, (ii) the collectability, insurability, effectiveness or suitability of any such Mortgage Loan or (iii) whether any Mortgage File included any of the documents specified in clause (vi) of Section 2.01 of the Pooling and Servicing Agreement.
 
Capitalized words and phrases used herein shall have the respective meanings assigned to them in the Pooling and Servicing Agreement. This Certificate is qualified in all respects by the terms of said Pooling and Servicing Agreement.

 
           
WELLS FARGO BANK, N.A., as Trustee
                         
                         
           
By:
 
             
Name: 
             
Title: 




 

EXHIBIT F-3
 
FORM OF RECEIPT OF MORTGAGE NOTE
 

Option One Mortgage Acceptance Corporation
3 Ada
 

 
Re:
Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5

Ladies and Gentlemen:
 
Pursuant to Section 2.01 of the Pooling and Servicing Agreement, dated as of April 1, 2007, among Option One Mortgage Acceptance Corporation as Depositor, Option One Mortgage Corporation as Servicer and Wells Fargo Bank, N.A. as trustee (the “Trustee”), we hereby acknowledge the receipt of the original Mortgage Notes (a copy of which is attached hereto as Exhibit 1) with any exceptions thereto listed on Exhibit 2.
 
           
WELLS FARGO BANK, N.A., as Trustee
                         
                         
           
By:
 
             
Name: 
             
Title: 


 

EXHIBIT G
 
LOSS MITIGATION PROCEDURES
 
FAS 140 P &S Relevant Provisions - Recovery for Default Loans

Collections Department Pre-foreclosure Process:

As a general rule, at 34 calendar days of delinquency, all borrowers are sent a 30-day pre-foreclosure demand letter. Borrowers in states that require more than a 30-day period are given the amount of time specified by state law. Servicer will follow customary and prudent servicing practices when issuing pre-foreclosure demand letters.
 
Borrowers who are unable to pay the total amount past due are reviewed for foreclosure based upon the following criteria:
 
“Early Indicator” default risk score. Those borrowers with risk scores that suggest a strong statistical likelihood of continuing default, are approved for foreclosure as soon as 48 hours after expiration of the demand letter (approximately 64 calendar days delinquent).
 
A.  
Borrowers who demonstrate a willingness and ability to pay are solicited for extended repayment plans. For example, on a six month repayment plan, a portion of all past due payments is divided equally by 6 and a monthly payment schedule is established. The first payment would consist of a good faith payment of some portion of the past due amount, one regular monthly installment and 1/6th of the remaining past due amount, and each of the remaining 5 payments would be comprised of a regular monthly payment and 1/6 of the remaining past due amount referred to hereinabove.
 
 
B.  
Broken repayment plans. Those borrowers who are placed on extended repayment plans but fail to make their scheduled payments are issued a new Notice of Intent to Foreclose or reviewed for foreclosure referral as soon as 48 hours after the payment plan is broken, as applicable.
 
All borrowers are given reasonable opportunities to pay the total amount past due (including all contractually permitted fees and charges) prior to the expiration of the 30 day demand letters. Borrowers who fail to contact Option One when past due, who repeatedly break promises to pay, who have a willingness but no financial ability, or apparent financial ability but no willingness, may be referred to foreclosure at any time after the expiration of the 30-day demand letter. As a general rule, a loan is referred to foreclosure no later than the 120th day of delinquency. The guidelines outlined herein presuppose at least some reasonable degree of willingness and ability to pay.
 
Borrowers who have willingness to pay and contact the Servicer for alternative workout options may avoid foreclosure referral by means of options including modification, extended re-payment plan, mortgage insurance claim advance, short payoff, deed in lieu of foreclosure or other agreed upon Loss Mitigation options that may be meritorious.
 
Pre-conveyance of Title:

Initial contact is made for discovery of mortgagor’s intent and a minimum requirement of two attempted contacts per month is required. In general, contact made or attempted within the first 48 hours establishes categories as follows: Willing and Able, Unwilling or Willing and Unable. Each category provides a subset of options for loss mitigation efforts and the options are ranked within each category as follows:
 
 
1.
Willing and Able - Typically the mortgagor’(s) reason for default is temporary and a foreseeable solution is probable. The standard options negotiated, ranked in priority are:

 
A.
Full Reinstatement
B.            Payoff
 
C.
Standard payment plan
 
D.
Extension of the payment plan
 
E.
Forbearance
 
F.
Mortgage Insurance Claim Advance
 
G.
Modification

 
2.
Unwilling - Typically the mortgagor(s) is unclear of options to mitigate default and avoids all calls or is brief and discloses little when contact is made. In this category efforts are made to continue attempts to contact and/or counsel mortgagor(s). When no contact is made, Skip Tracing, promotional items and/or letters are mailed in attempts to stimulate communication.


 
3.
Willing and Unable - Mortgagor(s) want to save home or remedy the default, however do not have resources to do so. In this scenario, the standard options negotiated, ranked in priority are:

 
A.
Payoff
 
B.
Pre-Sale/Pre-Foreclosure Sale, Short Payoff
 
C.
Deed In Lieu of Foreclosure
 
D.
Write-Off
 
E.
Negotiated Settlement
 
F.
Modification

The foreclosure process runs parallel to the Loss Mitigation efforts and in the event no workout is achieved then the Servicer obtains title to the property through foreclosure sale, following which the REO Department will attempt to seek complete recovery from the sale of said property.
 
List of all Loss Mitigation Options used:
 
-
Full Reinstatement



-               Payoff
 
-
Re-Payment Plan
 
-
Extension Payment Plan
 
-
Forbearance
 
-
Short Payoff
 
-
Modification
 
-
Deed In Lieu of Foreclosure
 
-
Write-off
 
-
Negotiated Settlement
 
-
Mortgage Insurance Claim Advance

Conveyance of Title:

Once title is acquired as a result of foreclosure sale, Deed In Lieu of Foreclosure or otherwise, the property is assigned to an REO Agent for complete and timely disposition. REO Broker/Agents are selected and retained using the following criteria:
 
 
-
Experienced and Possess Error and Omissions Insurance
 
-
Licensed to sell Real Property in the related region
 
-
Adhere to Option One Mortgage Corporation’s Standards

Review of the current values obtained on the subject property will determine the marketing strategy and the strategy will focus on disposing of the property in a timely and practical manner. An analysis worksheet is completed to establish the marketing strategy on the property.
 
 




EXHIBIT H
 
FORM OF LOST NOTE AFFIDAVIT
 
Personally appeared before me the undersigned authority to administer oaths, ______________ who first being duly sworn deposes and says: Deponent is ____________ of _______________, successor by merger to ________________________________________ (“Seller”) and who has personal knowledge of the facts set out in this affidavit.
 
On ____________________, ____________________ did execute and deliver a promissory note in the principal amount of $____________________.
 
That said note has been misplaced or lost through causes unknown and is presently lost and unavailable after diligent search has been made. Seller’s records show that an amount of principal and interest on said note is still presently outstanding, due, and unpaid, and Seller is still owner and holder in due course of said lost note.
 
Seller executes this Affidavit for the purpose of inducing Wells Fargo Bank, N.A., as trustee on behalf of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5, to accept the transfer of the above described loan from Seller.
 
Seller agrees to indemnify Wells Fargo Bank, N.A., Option One Mortgage Acceptance Corporation and Option One Mortgage Corporation for any losses incurred by such parties resulting from the above described promissory note that has been lost or misplaced.
 

 
By: ____________________
 




 
STATE OF_____________
)
 
 
)
ss.:
COUNTY OF___________
)
 

 
On this _____ day of ____________________, 20__, before me, a Notary Public, in and for said County and State, appeared ____________________, who acknowledged the extension of the foregoing and who, having been duly sworn, states that any representations therein contained are true.
 
Witness my hand and Notarial Seal this ______ day of _________________, 20__.
 
My commission expires ____________________.
 
 

 

 

EXHIBIT I
 
FORM OF INTEREST RATE SWAP AGREEMENT
 
ISDAâ

International Swaps and Derivatives Association, Inc.

MASTER AGREEMENT

dated as of April 27, 2007

 
LEHMAN BROTHERS
 
SPECIAL FINANCING INC.
 
 
WELLS FARGO BANK, N.A., NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE (THE ‘SUPPLEMENTAL INTEREST TRUST TRUSTEE”) WITH RESPECT TO THE SUPPLEMENTAL INTEREST TRUST RELATING TO OPTION ONE MORTGAGE LOAN TRUST 2007-5, ASSET-BACKED CERTIFICATES, SERIES 2007-5 (THE “TRUST” AND “PARTY B”)
 
have entered and/or anticipate entering into one or more transactions (each a “Transaction”) that are or will be governed by this Master Agreement, which includes the schedule (the “Schedule”), and the documents and other confirming evidence (each a “Confirmation”) exchanged between the parties confirming those Transactions.
 
Accordingly, the parties agree as follows:ľ
 
1. Interpretation
 
(a) Definitions. The terms defined in Section 14 and in the Schedule will have the meanings therein specified for the purpose of this Master Agreement.
 
(b) Inconsistency.  In the event of any inconsistency between the provisions of the Schedule and the other provisions of this Master Agreement, the Schedule will prevail. In the event of any inconsistency between the provisions of any Confirmation and this Master Agreement (including the Schedule), such Confirmation will prevail for the purposes of the relevant Transaction.
 
(c) Single Agreement. All Transactions are entered into in reliance on the fact that this Master Agreement and all Confirmations form a single agreement between the parties (collectively referred to as this “Agreement”), and the parties would not otherwise enter into any Transactions.
 
2. Obligations
 
(a) General Conditions.
 
(i) Each party will make each payment or delivery specified in each Confirmation to be made by it, subject to the other provisions of this Agreement.
 
(ii) Payments under this Agreement will be made on the due date for value on that date in the place of the account specified in the relevant Confirmation or otherwise pursuant to this Agreement, in freely transferable funds and in the manner customary for payments in the required currency. Where settlement is by delivery (that is, other than by payment), such delivery will be made for receipt on the due date in the manner customary for the relevant obligation unless otherwise specified in the relevant Confirmation or elsewhere in this Agreement.
 
(iii) Each obligation of each party under Section 2(a)(i) is subject to (1) the condition precedent that no Event of Default or Potential Event of Default with respect to the other party has occurred and is continuing, (2) the condition precedent that no Early Termination Date in respect of the relevant Transaction has occurred or been effectively designated and (3) each other applicable condition precedent specified in this Agreement.
 



value of that which was (or would have been) required to be delivered as of the originally scheduled date for delivery, in each case together with (to the extent permitted under applicable law) interest, in the currency of such amounts, from (and including) the date such amounts or obligations were or would have been required to have been paid or performed to (but excluding) such Early Termination Date, at the Applicable Rate. Such amounts of interest will be calculated on the basis of daily compounding and the actual number of days elapsed. The fair market value of any obligation referred to in clause (b) above shall be reasonably determined by the party obliged to make the determination under Section 6(e) or, if each party is so obliged, it shall be the average of the Termination Currency Equivalents of the fair market values reasonably determined by both parties.
 
IN WITNESS WHEREOF the parties have executed this document on the respective dates specified below with effect from the date specified on the first page of this document.
 
 
LEHMAN BROTHERS
SPECIAL FINANCING INC.
 
 
WELLS FARGO BANK, N.A., NOT INDIVIDUALLY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE OPTION ONE MORTGAGE LOAN TRUST 2007-5, ASSET-BACKED CERTIFICATES, SERIES 2007-5
 
(Name of Party)
 
(Name of Party)
 
 
 
   
     
Name:
 
Name:
Title:
 
Title:
Date:
 
Date:
     
     
 


 
 

(Multicurrency-Cross Border)

SCHEDULE
to the
Master Agreement
dated as of April 27, 2007
between
LEHMAN BROTHERS SPECIAL FINANCING INC. (“Party A”),
a corporation organized under the laws of
the State of Delaware
and
WELLS FARGO BANK, N.A., NOT IN ITS INDIVIDUAL CAPACITY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE (THE ‘SUPPLEMENTAL INTEREST TRUST TRUSTEE”) WITH RESPECT TO THE SUPPLEMENTAL INTEREST TRUST RELATING TO OPTION ONE MORTGAGE LOAN TRUST 2007-5, ASSET-BACKED CERTIFICATES, SERIES 2007-5 (THE “TRUST” AND “PARTY B”) (‘Party B”)

All terms used herein and not otherwise defined are given their meaning in the Pooling and Servicing Agreement dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation . as Depositor, Option One Mortgage Corporation, as servicer and Wells Fargo Bank, N.A. as Trustee (the “Pooling and Servicing Agreement”).

Part 1.
Termination Provisions.

For the purposes of this Agreement:-
 
(a)
“Specified Entity” will not apply to Party A or Party B for any purpose.

(b)
“Specified Transaction” will have the meaning specified in Section 14.

(c)
Events of Default.

(i)  
The “Failure to Pay or Deliver” provisions of Section 5(a)(i) will apply to Party A and will apply to Party B; provided, however, that Section 5(a)(i) is hereby amended by replacing the word “third” with the word “first”; provided, further, that notwithstanding anything to the contrary in Section 5(a)(i), any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall not constitute an Event of Default under Section 5(a)(i) unless (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.

(ii)  
The “Breach of Agreement” provisions of Section 5(a)(ii) will apply to Party A and will not apply to Party B.

(iii)  
The “Credit Support Default” provisions of Section 5(a)(iii) will apply to Party A and will not apply to Party B except that Section 5(a)(iii)(1) will apply to Party B solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex; provided, however, that notwithstanding anything to the contrary in Section 5(a)(iii)(1), any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall not constitute an Event of Default under Section 5(a)(iii) unless (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.

(iv)  
The “Misrepresentation” provisions of Section 5(a)(iv) will apply to Party A and will not apply to Party B.

(v)  
The “Default under Specified Transaction” provisions of Section 5(a)(v) will apply to Party A and will not apply to Party B.

(vi)  
The “Cross Default” provisions of Section 5(a)(vi) will apply to Party A and will not apply to Party B. For purposes of Section 5(a)(vi), solely with respect to Party A:

“Specified Indebtedness” will have the meaning specified in Section 14.

“Threshold Amount” means with respect to Party A three percent (3%) of the Stockholders’ Equity of Lehman Brothers Holdings Inc. (“Lehman Brothers Holdings Inc.” or “Holdings”), (or its equivalent in any other currency) or if applicable, another Eligible Guarantor.

 “Stockholders’ Equity” means with respect to an entity, at any time, the sum (as shown in the most recent annual audited financial statements of such entity) of (i) its capital stock (including preferred stock) outstanding, taken at par value, (ii) its capital surplus and (iii) its retained earnings, minus (iv) treasury stock, each to be determined in accordance with generally accepted accounting principles.

(vii)  
The “Bankruptcy” provisions of Section 5(a)(vii) will apply to Party A and will apply to Party B except that the provisions of Section 5(a)(vii)(2), (6) (to the extent that such provisions refer to any appointment contemplated or effected by the Pooling and Servicing Agreement or any appointment to which Party B has not become subject), (7) and (9) will not apply to Party B; provided that, with respect to Party B only, Section 5(a)(vii)(4) is hereby amended by adding after the words “against it” the words “(excluding any proceeding or petition instituted or presented by Party A or its Affiliates)”, and Section 5(a)(vii)(8) is hereby amended by deleting the words “to (7) inclusive” and inserting lieu thereof “, (3), (4) as amended, (5), or (6) as amended”.

(viii)  
The “Merger Without Assumption” provisions of Section 5(a)(viii) will apply to Party A and will apply to Party B.
 
(d)
Termination Events.
 
  (i) The “Illegality” provisions of Section 5(b)(i) will apply to Party A and will apply to Party B.
     
 
(ii)
The “Tax Event” provisions of Section 5(b)(ii) will apply to Party A except that, for purposes of the application of Section 5(b)(ii) to Party A, Section 5(b)(ii) is hereby amended by deleting the words “(x) any action taken by a taxing authority, or brought in a court of competent jurisdiction, on or after the date on which a Transaction is entered into (regardless of whether such action is taken or brought with respect to a party to this Agreement) or (y)”, and the “Tax Event” provisions of Section 5(b)(ii) will apply to Party B.

 
(iii)
The “Tax Event Upon Merger” provisions of Section 5(b)(iii) will apply to Party A and will apply to Party B, provided that Party A shall not be entitled to designate an Early Termination Date by reason of a Tax Event upon Merger in respect of which it is the Affected Party.

 
(iv)
The “Credit Event Upon Merger” provisions of Section 5(b)(iv) will not apply to Party A and will not apply to Party B.

(e)
The “Automatic Early Termination” provision of Section 6(a) will not apply to Party A and will not apply to Party B.
 
(f)
Payments on Early Termination. For the purpose of Section 6(e) of this Agreement:

(i)  
Market Quotation will apply, provided, however, that, in the event of a Derivative Provider Trigger Event, the following provisions will apply:

 
(A)
The definition of Market Quotation in Section 14 shall be deleted in its entirety and replaced with the following:

“Market Quotation” means, with respect to one or more Terminated Transactions, a Firm Offer which is (1) made by a Reference Market-maker that is an Eligible Replacement, (2) for an amount that would be paid to Party B (expressed as a negative number) or by Party B (expressed as a positive number) in consideration of an agreement between Party B and such Reference Market-maker to enter into a Replacement Transaction, and (3) made on the basis that Unpaid Amounts in respect of the Terminated Transaction or group of Transactions are to be excluded but, without limitation, any payment or delivery that would, but for the relevant Early Termination Date, have been required (assuming satisfaction of each applicable condition precedent) after that Early Termination Date is to be included.

 
(B)
The definition of Settlement Amount shall be deleted in its entirety and replaced with the following:

“Settlement Amount” means, with respect to any Early Termination Date, an amount (as determined by Party B) equal to:

 
(a)
If a Market Quotation for the relevant Terminated Transaction or group of Terminated Transactions is accepted by Party B so as to become legally binding on or before the day falling ten Local Business Days after the day on which the Early Termination Date is designated, or such later day as Party B may specify in writing to Party A, but in either case no later than one Local Business Day prior to the Early Termination Date (such day, the “Latest Settlement Amount Determination Day”), the Termination Currency Equivalent of the amount (whether positive or negative) of such Market Quotation;

 
(b)
If, on the Latest Settlement Amount Determination Day, no Market Quotation for the relevant Terminated Transaction or group of Terminated Transactions has been accepted by Party B so as to become legally binding and one or more Market Quotations from Approved Replacements have been made and remain capable of becoming legally binding upon acceptance, the Settlement Amount shall equal the Termination Currency Equivalent of the amount (whether positive or negative) of the lowest of such Market Quotations (for the avoidance of doubt, the lowest of such Market Quotations shall be the lowest Market Quotation of such Market Quotations expressed as a positive number or, if any of such Market Quotations is expressed as a negative number, the Market Quotation expressed as a negative number with the largest absolute value); or

 
(c)
If, on the Latest Settlement Amount Determination Day, no Market Quotation for the relevant Terminated Transaction or group of Terminated Transactions is accepted by Party B so as to become legally binding and no Market Quotation from an Approved Replacement has been made and remains capable of becoming legally binding upon acceptance, the Settlement Amount shall equal Party B’s Loss (whether positive or negative and without reference to any Unpaid Amounts) for the relevant Terminated Transaction or group of Terminated Transactions.

 
(C)
If Party B requests Party A in writing to obtain Market Quotations, Party A shall use its reasonable efforts to do so before the Latest Settlement Amount Determination Day.

 
(D)
If the Settlement Amount is a negative number, Section 6(e)(i)(3) shall be deleted in its entirety and replaced with the following:

“(3) Second Method and Market Quotation. If the Second Method and Market Quotation apply, (I) Party B shall pay to Party A an amount equal to the absolute value of the Settlement Amount in respect of the Terminated Transactions, (II) Party B shall pay to Party A the Termination Currency Equivalent of the Unpaid Amounts owing to Party A and (III) Party A shall pay to Party B the Termination Currency Equivalent of the Unpaid Amounts owing to Party B; provided, however, that (x) the amounts payable under the immediately preceding clauses (II) and (III) shall be subject to netting in accordance with Section 2(c) of this Agreement and (y) notwithstanding any other provision of this Agreement, any amount payable by Party A under the immediately preceding clause (III) shall not be netted-off against any amount payable by Party B under the immediately preceding clause (I).”
 
 
(E)
At any time on or before the Latest Settlement Amount Determination Day at which two or more Market Quotations from Approved Replacements remain capable of becoming legally binding upon acceptance, Party B shall be entitled to accept only the lowest of such Market Quotations (for the avoidance of doubt, the lowest of such Market Quotations shall be the lowest Market Quotation of such Market Quotations expressed as a positive number or, if any of such Market Quotations is expressed as a negative number, the Market Quotation expressed as a negative number with the largest absolute value).

(ii)  
The Second Method will apply.
 
(g)
“Termination Currency” means USD.
 
(h)
Additional Termination Events. Additional Termination Events will apply as provided in Part 5(c).
 
Part 2.  Tax Matters.
 
(a)
Tax Representations.

 
(i)
Payer Representations. For the purpose of Section 3(e) of this Agreement: None.
     
  (ii) Payee Representations. For the purpose of Section 3(f) of this Agreement:
 
 
(A)
Party A makes the following representation(s): Party A represents that it is a corporation duly organized and validly existing under the laws of the State of Delaware.
     
  (B) Party B makes the following representation(s): None.
     
(b)
Tax Provisions.

 
(i)
Gross Up. Section 2(d)(i)(4) shall not apply to Party B as X, and Section 2(d)(ii) shall not apply to Party B as Y, in each case such that Party B shall not be required to pay any additional amounts referred to therein.

 
(ii)
Indemnifiable Tax. The definition of “Indemnifiable Tax” in Section 14 is deleted in its entirety and replaced with the following:

“Indemnifiable Tax” means, in relation to payments by Party A, any Tax and, in relation to payments by Party B, no Tax.

 
(iii)
Tax Representations in Confirmations. For purposes of Sections 2(d)(i)(4) and 3(f), any payee tax representation specified in a Confirmation under this Agreement shall be deemed to be specified in this Schedule.
 

Part 3.  Agreement to Deliver Documents.  

(a) For the purpose of Section 4(a)(i), tax forms, documents, or certificates to be delivered are:

Party required to deliver document
 
Form/Document/Certificate
 
Date by which to be delivered
 
Party A and Party B
 
Forms and/or documents described in Section 4(a)(iii) of the Agreement.
 
Upon reasonable demand by the other party.
 
 

(b) For the purpose of Section 4(a)(ii), other documents to be delivered are:

Party required to deliver document
 
Form/Document/Certificate
 
Date by which to be delivered
 
Covered by Section 3(d) Representation
 
Party A and Party B
 
Any documents required by the receiving party to evidence the authority of the delivering party or its Credit Support Provider, if any, for it to execute and deliver the Agreement, this Confirmation, and any Credit Support Documents to which it is a party, and to evidence the authority of the delivering party or its Credit Support Provider to perform its obligations under the Agreement, this Confirmation and any Credit Support Document, as the case may be.
 
Upon the execution and delivery of this Agreement.
 
Yes
 
Party A and Party B
 
A certificate of an authorized officer of the party, as to the incumbency and authority of the respective officers of the party signing the Agreement, this Confirmation, and any relevant Credit Support Document, as the case may be.
 
Upon the execution and delivery of this Agreement.
 
Yes
 
Party A
 
Annual Report of Party A’s Credit Support Provider containing consolidated financial statements certified by independent certified public accountants and prepared in accordance with generally accepted accounting principles in the country in which Party A’s Credit Support Provider is organized.
 
Promptly upon becoming publicly available.
 
Yes
 
Party A
 
Quarterly Financial Statements of Party A’s Credit Support Provider containing unaudited, consolidated financial statements of Party A’s fiscal quarter prepared in accordance with generally accepted accounting principles in the country in which Party A’s Credit Support Provider is organized.
 
Promptly upon becoming publicly available.
 
Yes
 
Party A
 
An opinion of counsel to Party A and Party A’s Credit Support Provider substantially in the form of Exhibit B to this Schedule.
 
Upon the execution and delivery of this Agreement.
 
No
 
Party B
 
Opinion(s) of counsel to Party B related to the Pooling and Servicing Agreement and other deal documents in the form reasonably acceptable to Party A.
 
Upon the execution and delivery of this Agreement.
 
No
 
Party A
 
A guarantee of Lehman Brothers Holding Inc. substantially in the form of Exhibit A to this Schedule.
 
Upon the execution and delivery of this Agreement.
 
No
 
Party B
 
Monthly Report.
 
At such time as each Monthly Report is delivered to Party B.
 
No
 
Party B
 
Copy of any notice delivered to or by Party B under the Pooling and Servicing Agreement.
 
Promptly upon availability.
 
No
 
Party B
 
Pooling and Servicing Agreement.
 
Promptly upon execution in final form.
 
No
 
 
Part 4. Miscellaneous.

(a)
Address for Notices: For the purposes of Section 12(a) of this Agreement:

Address for notices or communications to Party A:
 
Address:
Lehman Brothers Special Financing Inc.
 
c/o Lehman Brothers Inc.
 
Corporate Advisory Division
 
Transaction Management Group
 
745 Seventh Avenue
 
   
Attention:
Documentation Manager
Telephone No.:
(212) 526-7187
Facsimile No.:
(212) 885-9551
 
(For all purposes)

Address for notices or communications to Party B:

Address:
Wells Fargo Bank, N.A.
 
9062 Old Annapolis Rd.
 
   
Attention:
Client Manager, Option One 2007-5
Telephone No.:
(410) 715-2380
Facsimile No.:
(410) 884-2000

(For all purposes)
 
(b)
Process Agent. For the purpose of Section 13(c):
 
Party A appoints as its Process Agent: Not applicable.

Party B appoints as its Process Agent: Not applicable.

(c)
Offices. The provisions of Section 10(a) will apply to this Agreement.

(d)
Multibranch Party. For the purpose of Section 10(c) of this Agreement:

Party A is not a Multibranch Party.

 
Party B is not a Multibranch Party.

(e)
Calculation Agent. The Calculation Agent is Party A; provided, however, that if an Event of Default shall have occurred and is continuing with respect to Party A, Party B shall have the right to appoint a financial institution which shall qualify as Reference Market-maker to act as Calculation Agent until the discontinuance of the Event of Default with respect to Party A or the designation of an Early Termination Date under Section 6(c)(ii), reasonably acceptable to Party A, the cost for which shall be borne by Party A.
   
(f) Credit Support Document. 
 
 
Party A:
The Credit Support Annex which supplements, forms part of, and is subject to this Agreement, and any guarantee in support of Party A’s obligations under this Agreement.
     
 
Party B:
The Credit Support Annex, solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex.
 
(g)
Credit Support Provider.
 
 
Party A:
The guarantor under any guarantee in support of Party A’s obligations under this Agreement.
     
 
Party B:
None.

(h)
Governing Law. The parties to this Agreement hereby agree that the law of the State of New York shall govern their rights and duties in whole, without regard to the conflict of law provisions thereof other than New York General Obligations Law Sections 5-1401 and 5-1402.

(i)
Netting of Payments. The parties agree that subparagraph (ii) of Section 2(c) will apply to each Transaction hereunder.

(j)
Affiliate.“Affiliate” shall have the meaning assigned thereto in Section 14; provided, however, that Party B shall be deemed to have no Affiliates for purposes of this Agreement, including for purposes of Section 6(b)(ii); and provided further, that (except for the purpose of Part 1(c)(vii)) with respect to Party A, such definition shall be understood to exclude Lehman Brothers Derivative Products Inc. and Lehman Brothers Financial Products Inc.

Part 5.  Others Provisions.

(a)
Definitions. Unless otherwise specified in a Confirmation, this Agreement and each Transaction under this Agreement are subject to the 2000 ISDA Definitions as published and copyrighted in 2000 by the International Swaps and Derivatives Association, Inc. (the “Definitions”), and will be governed in all relevant respects by the provisions set forth in the Definitions, without regard to any amendment to the Definitions subsequent to the date hereof. The provisions of the Definitions are hereby incorporated by reference in and shall be deemed a part of this Agreement, except that (i) references in the Definitions to a “Swap Transaction” shall be deemed references to a “Transaction” for purposes of this Agreement, and (ii) references to a “Transaction” in this Agreement shall be deemed references to a “Swap Transaction” for purposes of the Definitions. Each term capitalized but not defined in this Agreement shall have the meaning assigned thereto in the Pooling and Servicing Agreement.
 
In the event of any inconsistency among any of the following documents, the relevant document first listed shall govern: (i) the Confirmation, (ii) the Credit Support Annex; (iii) the Schedule, (iv) the Definitions and (v) the ISDA Master Agreement.

Each reference herein to a “Section” (unless specifically referencing the Pooling and Servicing Agreement) or to a “Section” “of this Agreement” will be construed as a reference to a Section of the ISDA Master Agreement; each herein reference to a “Part” will be construed as a reference to the provisions herein deemed incorporated in a Schedule to the ISDA Master Agreement; each reference herein to a “Paragraph” will be construed as a reference to a Paragraph of the Credit Support Annex.
 
(b)
Amendments to ISDA Master Agreement.
 
 
(i)
Single Agreement. Section 1(c) is hereby amended by the adding the words “including, for the avoidance of doubt, the Credit Support Annex” after the words “Master Agreement”.
 
 
(ii)
Representations. Section 3 is hereby amended by adding at the end thereof the following subsection (g):

 
“(g)
Relationship Between Parties.

 
(1)
Nonreliance. In connection with the negotiation of, the entering into, and the execution of, this Agreement, any Credit Support Document to which it is a party, and each Transaction hereunder, each party acknowledges and agrees that: (i) It is not relying on any statement or representation of the other party regarding this Agreement, any Credit Support Document to which it is a party and each Transaction hereunder (whether written or oral), other than the representations expressly made in this Agreement, such Credit Support Document or the Confirmation in respect of that Transaction, it being understood that information and explanations related to the terms and conditions of a Transaction shall not be considered investment advice or a recommendation to enter into that Transaction; (ii) it has not received from the other party any assurance or guarantee as to the expected results of any Transaction; and (iii) it has consulted with its own legal, regulatory, tax, business, investment, financial and accounting advisors to the extent it has deemed necessary, and it has made its own investment, hedging and trading decisions based upon its own judgment and upon any advice from such advisors as it has deemed necessary and not upon any view expressed by the other party.
 
 
(2)
Evaluation and Understanding. (i) It has the capacity to evaluate (internally or through independent professional advice) the Transaction and has made its own decision to enter into the Transaction and (ii) It understands the terms, conditions and risks of the Transaction and is willing and able to accept those terms and conditions and to assume those risks, financially and otherwise.

 
(3)
Purpose. It is entering into the Transaction for the purposes of managing its borrowings or investments, hedging its underlying assets or liabilities or in connection with a line of business.

 
(4)
Status of Parties. The other party is not acting as an agent, fiduciary or advisor for it in respect of the Transaction.
     
  (5)
Eligible Contract Participant. It is an “eligible swap participant” as such term is defined in, Section 35.1(b)(2) of the regulations (17 C.F.R. 35) promulgated under, and an “eligible contract participant” as defined in Section 1(a)(12) of the Commodity Exchange Act, as amended.
 
 
(iii)
Transfer to Avoid Termination Event. Section 6(b)(ii) is hereby amended by (i) deleting the words “or if a Tax Event Upon Merger occurs and the Burdened Party is the Affected Party,” and (ii) by deleting the words “to transfer” and inserting the words “to effect a Permitted Transfer” in lieu thereof.

 
(iv)
Jurisdiction. Section 13(b) is hereby amended by: (i) deleting in the second line of subparagraph (i) thereof the word "non-", (ii) deleting “; and” from the end of subparagraph (i) and inserting “.” in lieu thereof, and (iii) deleting the final paragraph thereof.

 
(v)
Local Business Day. The definition of Local Business Day in Section 14 is hereby amended by the addition of the words “or any Credit Support Document” after “Section 2(a)(i)” and the addition of the words “or Credit Support Document” after “Confirmation”.

(c)
Additional Termination Events. The following Additional Termination Events will apply:
 
 
(i)
First Rating Trigger Collateral. If (A) it is not the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for 30 or more Local Business Days and (B) Party A has failed to comply with or perform any obligation to be complied with or performed by Party A in accordance with the Credit Support Annex, then an Additional Termination Event shall have occurred with respect to Party A and Party A shall be the sole Affected Party with respect to such Additional Termination Event.
     
 
(ii)
Second Rating Trigger Replacement. If (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) (i) at least one Eligible Replacement has made a Firm Offer to be the transferee of all of Party A’s rights and obligations under this Agreement (and such Firm Offer remains an offer that will become legally binding upon such Eligible Replacement upon acceptance by the offeree) and/or (ii) an Eligible Guarantor has made a Firm Offer to provide an Eligible Guarantee (and such Firm Offer remains an offer that will become legally binding upon such Eligible Guarantor immediately upon acceptance by the offeree), then an Additional Termination Event shall have occurred with respect to Party A and Party A shall be the sole Affected Party with respect to such Additional Termination Event.
     
 
(iii)
Amendment of Pooling and Servicing Agreement. If, without the prior written consent of Party A , where such consent is required under the Pooling and Servicing Agreement (such consent not to be unreasonably withheld), an amendment is made to the Pooling and Servicing Agreement which amendment could reasonably be expected to have a material adverse effect on the interests of Party A, (excluding, for the avoidance of doubt, any amendment to the Pooling and Servicing Agreement that is entered into solely for the purpose of appointing a successor servicer, swap administrator, trustee or other service provider) under this Agreement, an Additional Termination Event shall have occurred with respect to Party B and Party B shall be the sole Affected Party with respect to such Additional Termination Event.

 
(iv)
Regulation AB. If, upon the occurrence of a Regulation AB Event (as defined in Part 5(e) below) Party A has not, within 30 days after such Regulation AB Event complied with any of the provisions set forth in Part 5(e)(iii) below (or, if the significance percentage reaches 10% after a Regulation AB Event has occurred, Party A has not complied with the provisions set forth in Part 5(e)(iii) below within 10 calendar days of Party A being informed by the Depositor or Party B, as the case may be of the significance percentage reaching 10%), then an Additional Termination Event shall have occurred with respect to Party A and Party A shall be the sole Affected Party with respect to such Additional Termination Event.

 
(v)
Inability to pay Class A Certificates. If the Trustee fails or admits in writing its inability to pay (a) on any Distribution Date, any related Monthly Interest Distributable Amount with respect to its Class A Certificates or (b) on the Distribution Date immediately following the maturity date of The Mortgage Loan with the latest maturity date, the ultimate payment of principal with respect to its Class A Certificates, in either case to the extent required pursuant to the terms of the Pooling and Servicing Agreement to be paid to the Class A Certificates, then an Additional Termination Event shall have occurred with respect to Party B with Party B as the sole Affected Party with respect to such Additional Termination Event.

 
(vi)
Optional Termination of Securitization. An Additional Termination Event shall occur upon the notice to Certificateholders of an Optional Termination becoming unrescindable in accordance with Article X of the Pooling and Servicing Agreement (such notice, the “Optional Termination Notice”). With respect to such Additional Termination Event: (A) Party B shall be the sole Affected Party; (B) notwithstanding anything to the contrary in Section 6(b)(iv) or Section 6(c)(i), the final Distribution Date specified in the Optional Termination Notice is hereby designated as the Early Termination Date for this Additional Termination Event in respect of all Affected Transactions; (C) Section 2(a)(iii)(2) shall not be applicable to any Affected Transaction in connection with the Early Termination Date resulting from this Additional Termination Event; notwithstanding anything to the contrary in Section 6(c)(ii), payments and deliveries under Section 2(a)(i) or Section 2(e) in respect of the Terminated Transactions resulting from this Additional Termination Event will be required to be made through and including the Early Termination Date designated as a result of this Additional Termination Event; provided, for the avoidance of doubt, that any such payments or deliveries that are made on or prior to such Early Termination Date will not be treated as Unpaid Amounts in determining the amount payable in respect of such Early Termination Date; (D) notwithstanding anything to the contrary in Section 6(d)(i), (I) if, no later than 4:00 pm New York City time on the day that is four Business Days prior to the final Distribution Date specified in the Optional Termination Notice, the Trustee requests the amount of the Estimated Swap Termination Payment, Party A shall provide to the Trustee in writing (which may be done in electronic format) the amount of the Estimated Swap Termination Payment no later than 2:00 pm New York City time on the following Business Day and (II) if the Trustee provides written notice (which may be done in electronic format) to Party A no later than two Business Days prior to the final Distribution Date specified in the Optional Termination Notice that all requirements of the Optional Termination have been met, then Party A shall, no later than one Business Day prior to the final Distribution Date specified in the Optional Termination Notice, make the calculations contemplated by Section 6(e) of the ISDA Master Agreement (as amended herein) and provide to the Trustee in writing (which may be done in electronic format) the amount payable by either Party B or Party A in respect of the related Early Termination Date in connection with this Additional Termination Event; provided, however, that the amount payable by Party B, if any, in respect of the related Early Termination Date shall be the lesser of (x) the amount calculated to be due from Party B pursuant to Section 6(e) and (y) the Estimated Swap Termination Payment; (E) notwithstanding anything to the contrary in this Agreement, any amount due from Party B to Party A in respect of this Additional Termination Event will be payable on the final Distribution Date specified in the Optional Termination Notice and any amount due from Party A to Party B in respect of this Additional Termination Event will be payable one Business Day prior to the final Distribution Date specified in the Optional Termination Notice; and (F) for purposes of determining the payment under Section 6(e) of this Agreement, for all Calculation Periods beginning on or after the Early Termination Date, the definition of Notional Amount in the Confirmation shall be deleted in its entirety and replaced with the following: “With respect to each Calculation Period, the Notional Amount for such Calculation Period as set forth in Schedule I attached hereto multiplied by the quotient of (A) the Notional Amount for the Calculation Period immediately prior to the Early Termination Date divided by (B) the Calculation Amount for the Calculation Period immediately prior to the Early Termination Date as set forth in Schedule I attached hereto.

The Trustee shall be an express third party beneficiary of this Agreement as if a party hereto to the extent of the Swap Administrator’s rights specified herein.
 
(d)
Required Ratings Downgrade Event. In the event that no Relevant Entity has credit ratings at least equal to the Required Ratings Threshold, then Party A shall, as soon as reasonably practicable and so long as a Required Ratings Downgrade Event is in effect, at its own expense, using commercially reasonable efforts, procure either (A) a Permitted Transfer or (B) an Eligible Guarantee.

(e)
Compliance with Regulation AB.

 
(i)
Party A agrees and acknowledges that while reporting requirements with respect to this Transaction are operative by force of law, the Depositor is required under Regulation AB under the Securities Act of 1933, as amended, and the Securities Exchange Act of 1934, as amended (“Regulation AB”), to disclose certain information set forth in Regulation AB regarding Party A or its group of affiliated entities, if applicable, depending on the aggregate “significance percentage” of this Agreement and any other derivative contracts between Party A or its group of affiliated entities, if applicable, and Party B, as calculated from time to time in accordance with Item 1115 of Regulation AB.

 
(ii)
If, solely while the relevant reporting requirements apply by force of law to this Transaction, the Depositor determines, reasonably and in good faith, that the significance percentage of this Agreement has increased to nine (9) percent, then the Depositor or Party B, as the case may be, shall notify Party A on a Business Day after the date hereof of such increase in the significance percentage (such notification, a “Regulation AB Event”). The Depositor hereby agrees with Party A to provide Party A with the calculations and any other information reasonably requested by Party A with respect to the determination that led to a Regulation AB Event.

 
(iii)
Upon the occurrence of a Regulation AB Event, Party A, at its own expense, shall (1) provide the Depositor with the information set forth in Item 1115(b) of Regulation AB (the “Regulation AB Information”), (2) subject to Rating Agency Condition, secure by Permitted Transfer another entity to replace Party A as party to this Agreement on terms substantially similar to this Agreement, which entity is able to provide the Regulation AB Information or (3) subject to Rating Agency Condition, obtain a guaranty of Party A’s obligations under this Agreement from an affiliate of Party A that is able to provide the Regulation AB Information, such that disclosure provided in respect of the affiliate will satisfy any disclosure requirements applicable to Party A, and cause such affiliate to provide the Regulation AB Information. If permitted by Regulation AB, any required Regulation AB Information may be provided by incorporation by reference from reports filed pursuant to the Securities Exchange Act.

(f)
Transfers. 
 
 
(i)
Section 7 is hereby amended to read in its entirety as follows:
 
“Except with respect to any Permitted Transfer pursuant to Section 6(b)(ii), Part 5(d), Part 5(e), or the succeeding sentence, neither Party A nor Party B is permitted to assign, novate or transfer (whether by way of security or otherwise) as a whole or in part any of its rights, obligations or interests under the Agreement or any Transaction unless (a) the prior written consent of the other party is obtained, and (b) the Rating Agency Condition has been satisfied with respect to S&P. At any time at which no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold, Party A may make a Permitted Transfer.”
 
 
(ii)
If an Eligible Replacement has made a Firm Offer (which remains an offer that will become legally binding upon acceptance by Party B) to be the transferee pursuant to a Permitted Transfer, Party B shall, at Party A’s written request and at Party A’s expense, take any reasonable steps required to be taken by Party B to effect such transfer.
 
(g)
Non-Recourse. Party A acknowledges and agrees that, notwithstanding any provision in this Agreement to the contrary, the obligations of Party B hereunder are limited recourse obligations of Party B, payable solely from the Supplemental Interest Trust and the proceeds thereof, in accordance with the priority of payments and other terms of the Pooling and Servicing Agreement and that Party A will not have any recourse to any of the directors, officers, employees, agents, shareholders or affiliates of the Party B with respect to any claims, losses, damages, liabilities, indemnities or other obligations in connection with any transactions contemplated hereby. In the event that the Supplemental Interest Trust and the proceeds thereof, should be insufficient to satisfy all claims outstanding and following the realization of the account held by the Supplemental Interest Trust and the proceeds thereof, any claims against or obligations of Party B under the ISDA Master Agreement or any other confirmation thereunder still outstanding shall be extinguished and thereafter not revive. The Supplemental Interest Trust Trustee shall not have liability for any failure or delay in making a payment hereunder to Party A due to any failure or delay in receiving amounts in the account held by the Supplemental Interest Trust from the Trust created pursuant to the Pooling and Servicing Agreement. Nothing in this Part 5(g) shall preclude Party A from declaring an Event of Default or Termination Event as set forth in this Agreement.

(h)
Timing of Payments by Party B upon Early Termination. Notwithstanding anything to the contrary in Section 6(d)(ii), to the extent that all or a portion (in either case, the “Unfunded Amount”) of any amount that is calculated as being due in respect of any Early Termination Date under Section 6(e) from Party B to Party A will be paid by Party B from amounts other than any upfront payment paid to Party B by an Eligible Replacement that has entered a Replacement Transaction with Party B, then such Unfunded Amount shall be due on the next subsequent Distribution Date following the date on which the payment would have been payable as determined in accordance with Section 6(d)(ii), and on any subsequent Distribution Dates until paid in full (or if such Early Termination Date is the final Distribution Date, on such final Distribution Date); provided, however, that if the date on which the payment would have been payable as determined in accordance with Section 6(d)(ii) is a Distribution Date, such payment will be payable on such Distribution Date.

(i)
Rating Agency Notifications. Notwithstanding any other provision of this Agreement, no Early Termination Date shall be effectively designated hereunder by Party B and no transfer of any rights or obligations under this Agreement shall be made by either party unless each Swap Rating Agency has been given prior written notice of such designation or transfer.

(j)
No Set-off. Except as expressly provided for in Section 2(c), Section 6 or Part 1(f)(i)(D) hereof and notwithstanding any other provision of this Agreement of this Agreement or any other existing or future agreement, each party irrevocably waives any and all rights it may have to set off, net, recoup or otherwise withhold or suspend or condition payment or performance of any obligation between it and the other party hereunder against any obligation between it and the other party under any other agreements. Section 6(e) shall be amended by deleting the following sentence: “The amount, if any, payable in respect of an Early Termination Date and determined pursuant to this Section will be subject to any Set-off.”.
 
(k)
Amendment. Notwithstanding any provision to the contrary in this Agreement, no amendment of either this Agreement or any Transaction under this Agreement shall be permitted by either party unless each of the Swap Rating Agencies has been provided prior written notice of the same and such amendment satisfies the Rating Agency Condition with respect to S&P.

(l)
Notice of Certain Events or Circumstances. Each Party agrees, upon learning of the occurrence or existence of any event or condition that constitutes (or that with the giving of notice or passage of time or both would constitute) an Event of Default or Termination Event with respect to such party, promptly to give the other Party and to each Swap Rating Agency notice of such event or condition; provided that failure to provide notice of such event or condition pursuant to this Part 5(l) shall not constitute an Event of Default or a Termination Event.
   
(m)
Proceedings. No Relevant Entity shall institute against, or cause any other person to institute against Party B, the Supplemental Interest Trust, or the trust formed pursuant to the Pooling and Servicing Agreement, in any bankruptcy, reorganization, arrangement, insolvency or liquidation proceedings or other proceedings under any federal or state bankruptcy or similar law for a period of one year (or, if longer, the applicable preference period) and one day following payment in full of the Certificates and any Notes; provided, that this provision shall not restrict or prohibit Party A from joining any other person, including, without limitation, the Trustee, in any bankruptcy, reorganization, arrangement, insolvency, moratorium or liquidation proceedings already commenced or other analogous proceedings already commenced under applicable law. This provision will survive the termination of this Agreement. 
 
(n)
Supplemental Interest Trust Trustee Liability Limitations. It is expressly understood and agreed by the parties hereto that (a) this Agreement is executed by Wells Fargo Bank, N.A. (“Wells”) not in its individual capacity, but solely as Supplemental Interest Trust Trustee under the Pooling and Servicing Agreement in the exercise of the powers and authority conferred and invested in it thereunder; (b) Wells has been directed pursuant to the Pooling and Servicing Agreement to enter into this Agreement and to perform its obligations hereunder; (c) each of the representations, undertakings and agreements herein made on behalf of the Supplemental Interest Trust is made and intended not as personal representations of the Supplemental Interest Trust Trustee but is made and intended for the purpose of binding only the Supplemental Interest Trust; and (d) under no circumstances shall Wells in its individual capacity be personally liable for any payments hereunder or for the breach or failure of any obligation, representation, warranty or covenant made or undertaken under this Agreement.

(o)
Severability. If any term, provision, covenant, or condition of this Agreement, or the application thereof to any party or circumstance, shall be held to be invalid or unenforceable (in whole or in part) in any respect, the remaining terms, provisions, covenants, and conditions hereof shall continue in full force and effect as if this Agreement had been executed with the invalid or unenforceable portion eliminated, so long as this Agreement as so modified continues to express, without material change, the original intentions of the parties as to the subject matter of this Agreement and the deletion of such portion of this Agreement will not substantially impair the respective benefits or expectations of the parties; provided, however, that this severability provision shall not be applicable if any provision of Section 2, 5, 6, or 13 (or any definition or provision in Section 14 to the extent it relates to, or is used in or in connection with any such Section) shall be so held to be invalid or unenforceable.

The parties shall endeavor to engage in good faith negotiations to replace any invalid or unenforceable term, provision, covenant or condition with a valid or enforceable term, provision, covenant or condition, the economic effect of which comes as close as possible to that of the invalid or unenforceable term, provision, covenant or condition.

(p)
Agent for Party B. Party A acknowledges that the Depositor has appointed the Supplemental Interest Trust Trustee and the Swap Administrator as its agents under the Pooling and Servicing and Agreement and the Swap Administration Agreement to carry out certain functions on behalf of Party B, and that the Supplemental Interest Trust Trustee and the Swap Administrator shall be entitled to give notices and to perform and satisfy the obligations of Party B hereunder on behalf of Party B.
            
(q) Escrow Payments. If (whether by reason of the time difference between the cities in which payments are to be made or otherwise) it is not possible for simultaneous payments to be made on any date on which both parties are required to make payments hereunder, either Party may at its option and in its sole discretion notify the other Party that payments on that date are to be made in escrow. In this case deposit of the payment due earlier on that date shall be made by 2:00 pm (local time at the place for the earlier payment) on that date with an escrow agent selected by the notifying party, accompanied by irrevocable payment instructions (i) to release the deposited payment to the intended recipient upon receipt by the escrow agent of the required deposit of any corresponding payment payable by the other party on the same date accompanied by irrevocable payment instructions to the same effect or (ii) if the required deposit of the corresponding payment is not made on that same date, to return the payment deposited to the party that paid it into escrow. The party that elects to have payments made in escrow shall pay all costs of the escrow arrangements.
   
(r)
Consent to Recording. Each party hereto consents to the monitoring or recording, at any time and from time to time, by the other party of any and all communications between trading, marketing, and operations personnel of the parties and their Affiliates, waives any further notice of such monitoring or recording. Promptly upon the request by a party, the other party will provide a copy of such recording to the party making the request.

(s)
Waiver of Jury Trial. Each party waives any right it may have to a trial by jury in respect of any suit, action or proceeding relating to this Agreement, any Transaction or any Credit Support Document and acknowledges that this waiver is a material inducement to the other party’s entering into this agreement and each transaction hereunder.

(t)
Form of ISDA Master Agreement. Party A and Party B hereby agree that the text of the body of the ISDA Master Agreement is intended to be the printed form of the ISDA Master Agreement (Multicurrency - Crossborder) as published and copyrighted in 1992 by the International Swaps and Derivatives Association, Inc.

(u)
Additional representations.
 
 
(i) Party A represents to Party B on the date on which Party A enters into this Agreement that it is entering into the Agreement and the Transaction as principal and not as agent of any person.
 
(ii) The Supplemental Interest Trust Trustee represents to Party A on the date on which the Supplemental Interest Trust Trustee executes this Agreement that it is executing the Agreement in its capacity as Supplemental Interest Trust Trustee.
 
(v)
Acknowledgements.

 
(i)
Substantial financial transactions. Each party hereto is hereby advised and acknowledges as of the date hereof that the other party has engaged in (or refrained from engaging in) substantial financial transactions and has taken (or refrained from taking) other material actions in reliance upon the entry by the parties into the Transaction being entered into on the terms and conditions set forth herein and in the Pooling and Servicing Agreement relating to such Transaction, as applicable. This paragraph shall be deemed repeated on the trade date of each Transaction.
 
 
(ii)
Bankruptcy Code. Subject to Part 5(m), without limiting the applicability if any, of any other provision of the U.S. Bankruptcy Code as amended (the “Bankruptcy Code”) (including without limitation Sections 362, 546, 556, and 560 thereof and the applicable definitions in Section 101 thereof), the parties acknowledge and agree that all Transactions entered into hereunder will constitute “forward contracts or “swap agreements” as defined in Section 101 of the Bankruptcy Code or “commodity contracts as defined in Section 761 of the Bankruptcy Code, that the rights of the parties under Section 6 of this Agreement will constitute contractual rights to liquidate Transactions, that any margin or collateral provided under any margin, collateral, security, pledge, or similar agreement related hereto will constitute a “margin payment” as defined in Section 101 of the Bankruptcy Code, and that the parties are entities entitled to the rights under, and protections afforded by, Sections 362, 546, 556, and 560 of the Bankruptcy Code.
     
  (w) [Reserved]
     
  (x)  [Reserved]
 
(y)
No Violation or Conflict Representation. Section 3(a)(iii) is hereby amended by inserting in the second line thereof after the words “constitutional documents” and before the words “, any order or judgment” the phrase “(including, but not limited to, the Pooling and Servicing Agreement as amended,).”; provided, such amendment shall be applicable only with respect to the Representations of Party B.

(z)
Accuracy of Specified Information. Section 3(d) is hereby amended by inserting in the third line thereof after the words “in every material respect” and before the period the phrase “or, in the case of audited or unaudited financial statements, a fair presentation, in all material respects, of the financial condition of the relevant person.”

(aa)
Third-Party Beneficiary. Party B consents to Party A that Party A shall be an express third-party beneficiary of the Pooling and Servicing.

(bb)
Notices. For the purposes of subsections (iii) and (v) of Section 12(a), the date of receipt shall be presumed to be the date sent if sent on a Local Business Day or, if not sent on a Local Business Day, the date of receipt shall be presumed to be the first Local Business Day following the date sent.

(cc)
Service of Process. The third sentence of Section 13(c) shall be amended by adding the following language at the end thereof: "if permitted in the jurisdiction where the proceedings are initiated and in the jurisdiction where service is to be made."
   
(dd) Additional Definitions.
 
As used in this Agreement, the following terms shall have the meanings set forth below, unless the context clearly requires otherwise:
 
“Approved Ratings Threshold” means each of the S&P Approved Ratings Threshold and the Moody’s First Trigger Ratings Threshold.

“Approved Replacement” means, with respect to a Market Quotation, an entity making such Market Quotation, which entity would satisfy conditions (a), (b), (c) and (d) of the definition of Permitted Transfer (as determined by Party B in its sole discretion, acting in a commercially reasonable manner) if such entity were a Transferee, as defined in the definition of Permitted Transfer.

 “Derivative Provider Trigger Event” means (i) an Event of Default with respect to which Party A is a Defaulting Party, (ii) a Termination Event with respect to which Party A is the sole Affected Party or (iii) an Additional Termination Event with respect to which Party A is the sole Affected Party.

“Eligible Guarantee” means an unconditional and irrevocable guarantee of all present and future obligations of Party A (or an Eligible Replacement) to Party B under this Agreement that (a) is in a form identical to the attached hereto as Exhibit A, or (b) is provided by an Eligible Guarantor as principal debtor rather than surety and that is directly enforceable by Party B, the form and substance of which guarantee is identical to that attached hereto as Exhibit A (except for the name, address and the jurisdiction of the guarantor) or that otherwise satisfies the Rating Agency Condition with respect to S&P, and either (A) a law firm has given a legal opinion confirming that none of the guarantor’s payments to Party B under such guarantee will be subject to Tax collected by withholding or (B) such guarantee provides that, in the event that any of such guarantor’s payments to Party B are subject to Tax collected by withholding, such guarantor is required to pay such additional amount as is necessary to ensure that the net amount actually received by Party B (free and clear of any Tax collected by withholding) will equal the full amount Party B would have received had no such withholding been required.

“Eligible Guarantor” means an entity that (A) has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold, and (B) has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold, including without limitation, Holdings for so long as Holdings has such credit ratings.

“Eligible Replacement” means an entity (A) (i) (a) that has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold, and (b) has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold, , or (ii) the present and future obligations (for the avoidance of doubt, not limited to payment obligations) of which entity to Party B under this Agreement are guaranteed pursuant to an Eligible Guarantee and (B) that has executed an Item 1115 Agreement with Depositor.

“Estimated Swap Termination Payment” means, with respect to an Early Termination Date, an amount determined by Party A in good faith and in a commercially reasonable manner as the maximum payment that could be owed by Party B to Party A in respect of such Early Termination Date pursuant to Section 6(e) of the ISDA Master Agreement, taking into account then current market conditions.

“Firm Offer” means (A) with respect to an Eligible Replacement, a quotation from such Eligible Replacement (i) in an amount equal to the actual amount payable by or to Party B in consideration of an agreement between Party B and such Eligible Replacement to replace Party A as the counterparty to this Agreement by way of novation or, if such novation is not possible, an agreement between Party B and such Eligible Replacement to enter into a Replacement Transaction (assuming that all Transactions hereunder become Terminated Transactions), and (ii) that constitutes an offer by such Eligible Replacement to replace Party A as the counterparty to this Agreement or enter a Replacement Transaction that will become legally binding upon such Eligible Replacement upon acceptance by Party B, and (B) with respect to an Eligible Guarantor, an offer by such Eligible Guarantor to provide an Eligible Guarantee that will become legally binding upon such Eligible Guarantor upon acceptance by the offeree.

 “Moody’s” means Moody’s Investors Service, Inc., or any successor thereto.

“Moody’s First Trigger Ratings Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s First Trigger Ratings Threshold.

“Moody’s First Trigger Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, (i) if such entity has a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A2” and a short-term unsecured and unsubordinated debt rating from Moody’s of “Prime-1”, or (ii) if such entity does not have a short-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A1”.

“Moody’s Second Trigger Ratings Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold.

“Moody’s Second Trigger Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, (i) if such entity has a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A3” and a short-term unsecured and unsubordinated debt rating from Moody’s of “Prime-2”, or (ii) if such entity does not have a short-term unsecured and unsubordinated debt rating from Moody’s, a long-term unsecured and unsubordinated debt rating or counterparty rating from Moody’s of “A3”.

“Permitted Transfer” means a transfer by novation by Party A pursuant to Section 6(b)(ii), Part 5(d), Part 5(e), or the second sentence of Section 7 (as amended herein) to a transferee (the “Transferee”) of all, but not less than all, of Party A’s rights, liabilities, duties and obligations under this Agreement, with respect to which transfer each of the following conditions is satisfied: (a) the Transferee is an Eligible Replacement; (b) Party A and the Transferee are both “dealers in notional principal contracts within the meaning of Treasury regulations section 1.1001-4; (c) as of the date of such transfer the Transferee would not be required to withhold or deduct on account of Tax from any payments under this Agreement or would be required to gross up for such Tax under Section 2(d)(i)(4); (d) an Event of Default or Termination Event would not occur as a result of such transfer; (e) pursuant to a written instrument (the “Transfer Agreement”), the Transferee acquires and assumes all rights and obligations of Party A under the Agreement and the relevant Transaction; (f) Party B shall have determined in its sole discretion, such Transfer Agreement relates to all, but not less than all, of Party A’s rights and obligations under the Agreement and all relevant Transactions; (g) Party A will be responsible for any costs or expenses incurred in connection with such transfer (including any replacement cost of entering into a replacement transaction); (h) each Swap Rating Agency has been given prior written notice of such transfer and such transfer is in connection with the assignment and assumption of this Agreement without modification of its terms, other than party names, dates relevant to the effective date of such transfer, tax representations (provided that the representations in Part 2(a)(i) are not modified) and any other representations regarding the status of the substitute counterparty of the type included in Part 5(b)(iv), Part 5(v)(i)(2) or Part 5(v)(ii), notice information and account details, and (i) such transfer otherwise complies with the terms of the Pooling and Servicing Agreement.“Rating Agency Condition” means, with respect to any particular proposed act or omission to act hereunder and each Swap Rating Agency specified in connection with such proposed act or omission, that the party acting or failing to act must consult with each of the specified Swap Rating Agencies and receive from each such Swap Rating Agency a prior written confirmation that the proposed action or inaction would not cause a downgrade or withdrawal of the then-current rating of any Certificates or Notes.
 
“Relevant Entity” means Party A and, to the extent applicable, a guarantor under an Eligible Guarantee.

“Replacement Transaction” means, with respect to any Terminated Transaction or group of Terminated Transactions, a transaction or group of transactions that (i) would have the effect of preserving for Party B the economic equivalent of any payment or delivery (whether the underlying obligation was absolute or contingent and assuming the satisfaction of each applicable condition precedent) by the parties under Section 2(a)(i) in respect of such Terminated Transaction or group of Terminated Transactions that would, but for the occurrence of the relevant Early Termination Date, have been required after that Date, and (ii) has terms which are substantially the same as this Agreement, including, without limitation, rating triggers, Regulation AB compliance, and credit support documentation, save for the exclusion of provisions relating to Transactions that are not Terminated Transaction, as determined by Party B in its sole discretion, acting in a commercially reasonable manner.

“Required Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the Required Ratings Threshold.

“Required Ratings Threshold” means each of the S&P Required Ratings Threshold and the Moody’s Second Trigger Ratings Threshold.

“S&P” means Standard & Poor's Rating Services, a division of The McGraw-Hill Companies, Inc., or any successor thereto.

“S&P Approved Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, a short-term unsecured and unsubordinated debt rating from S&P of “A-1”, or, if such entity does not have a short-term unsecured and unsubordinated debt rating from S&P, a long-term unsecured and unsubordinated debt rating or counterparty rating from S&P of “A+”.

“S&P Required Ratings Threshold” means, with respect to Party A, the guarantor under an Eligible Guarantee or an Eligible Replacement, a long-term unsecured and unsubordinated debt rating or counterparty rating from S&P of “BBB+”.

“Swap Rating Agencies” means, with respect to any date of determination, each of S&P and Moody’s, to the extent that each such rating agency is then providing a rating for any of the Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (the “Certificates”) or any notes backed by the Certificates (the “Notes”).
 
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LEHMAN BROTHERS
SPECIAL FINANCING INC.
 
 
WELLS FARGO BANK, N.A., NOT INDIVIDUALLY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE OPTION ONE MORTGAGE LOAN TRUST 2007-5, ASSET-BACKED CERTIFICATES, SERIES 2007-5
 
(Name of Party)
 
(Name of Party)
 
 
 
   
     
Name:
 
Name:
Title:
 
Title:
Date:
 
Date:




SCHEDULE I
(*All such dates subject to No Adjustment with respect to Fixed Rate Payer Period End Dates and adjustment in accordance with the Following Business Day Convention with respect to Floating Rate Payer Period End Dates)

*Calculation Period from and including
*Calculation Period up to but excluding
Calculation Amount (USD)
Effective Date
0.00
5,679,519.15
5,634,359.76
5,576,476.78
5,505,890.01
5,422,608.94
5,326,972.02
5,219,313.14
5,100,021.35
4,969,985.71
4,831,096.03
4,687,940.94
4,546,489.91
4,409,105.98
4,275,582.43
4,145,902.44
4,019,901.11
3,896,980.59
3,776,943.12
3,660,006.85
3,544,014.17
3,416,676.95
3,256,253.60
3,046,918.66
2,828,902.52
2,636,215.55
2,481,448.70
2,373,303.77
2,285,792.93
2,201,253.97
2,119,581.97
2,040,678.01
1,964,444.69
1,890,789.96
1,819,626.12
1,750,868.51
1,684,436.54
1,684,436.54
1,668,984.26
1,614,800.46
1,562,439.59
1,511,839.03
1,462,938.14
1,415,678.58
1,370,003.87
1,325,859.61
1,283,193.30
1,241,954.27
1,202,093.59
1,163,564.06
1,126,320.04
1,090,317.28
1,055,513.59
1,021,867.97
989,340.65
957,893.43
927,488.55
898,090.91
869,660.55
842,161.11
815,548.08
789,804.71
764,911.58
740,839.77
717,561.54
695,050.18
673,280.07
652,225.36
631,861.53
612,165.17
593,113.70
574,685.32
556,859.03
Termination Date
539,614.45
 
 
 

 
 

DATE:
   
TO:
 
Wells Fargo Bank, N.A., not individually, but solely as Supplemental Interest Trust Trustee on behalf of the Supplemental Interest Trust with respect to the Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5
 
ATTENTION:
Client Manager, Option One 2007-5
TELEPHONE:
(410) 884-2000
FACSIMILE:
(410) 715-2380
   
FROM:
Lehman Brothers Special Financing Inc.
   
ATTENTION:
Documentation Manager
TELEPHONE:
(212) 526-7187
FACSIMILE:
(212) 885-9551
   
   
SUBJECT:
Fixed Income Derivatives Confirmation
   
REFERENCE NUMBER:
Effort ID: N1341876 / Global Deal ID: 3015282

The purpose of this letter agreement (this “Confirmation”) is to confirm the terms and conditions of the current Transaction entered into on the Trade Date specified below (the “Transaction”) between LEHMAN BROTHERS SPECIAL FINANCING INC, (“Party A”) and Wells Fargo Bank, N.A., not individually, but solely as supplemental interest trust trustee (the “Supplemental Interest Trust Trustee”) on behalf of the supplemental interest trust with respect to the Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (the “Supplemental Interest Trust”) (“Party B”) created under the Pooling and Servicing Agreement, dated as of April 1, 2007, among Option One Mortgage Acceptance Corporation, as depositor (the “Depositor”), Option One Mortgage Corporation, as servicer (the “Servicer”) and Wells Fargo Bank, N.A., as trustee (the “Trustee”) (the “Pooling and Servicing Agreement”) .
 
The definitions and provisions contained in the 2000 ISDA Definitions as published by the International Swaps and Derivatives Association, Inc. are incorporated into this Confirmation. In the event of any inconsistency between those definitions and provisions and this Confirmation, this Confirmation will govern.
 
This Confirmation constitutes a “Confirmation” as referred to in, and supplements, forms part of and is subject to, the ISDA Master Agreement dated as of April 27, 2007, as amended and supplemented from time to time (the “Agreement”) between Party A and Party B. All provisions contained in the Agreement govern this Confirmation except as expressly modified below..
 
1. The terms of the particular Transaction to which this Confirmation relates are as follows:
 
Type of Transaction:
Interest Rate Swap
 
Notional Amount:
 
 
With respect to any Calculation Period, the lesser of: (i) the amount set forth on Schedule I attached hereto for such Calculation Period and (ii) the product of (x) the aggregate Certificate Principal Balance of the Reference Assets immediately preceding the Distribution Date which occurs in the calendar month of the Floating Rate Payer Payment Date for such Calculation Period (determined for this purpose without regard to any adjustment of the Floating Rate Payer Payment Date relating to business days) and (y) 1/250.
 
Reference Assets:
 
Option One Mortgage Loan Trust 2007-5, Asset Backed Certificates, Series 2007-5, Class 1-A-1 (Cusip: 68403H AA0), Class 2-A-1 (Cusip: 68403H AB8), Class 2-A-2 (Cusip: 68403H AC6), Class 2-A-3 (Cusip: 68403H AD4), Class 2-A-4 (Cusip: 68403H AE2), Class M-1 (Cusip: 68403H AF9), Class M-2 (Cusip: 68403H AG7), Class M-3 (Cusip: 68403H AH5), Class M-4 (Cusip: 68403H AJ1), Class M-5 (Cusip: 68403H AK8), Class M-6 (Cusip: 68403H AL6), Class M-7 (Cusip: 68403H AM4), Class M-8 (Cusip: 68403H AN2), and Class M-9 (Cusip: 68403H AP7).
 
Certificate Principal Balance:
 
As reported on Bloomberg Financial Services, Inc. (“Bloomberg”): by entering the Cusip, <Mtge>, type “pdi4”, <Go>. If Bloomberg fails to publish the aggregate Certificate Principal Balance of the Referenced Assets or the parties fail to agree on the aggregate Certificate Principal Balance of the Referenced Assets for any Calculation Period, the aggregate Certificate Principal Balance of the Referenced Assets shall be determined by the Calculation Agent pursuant to the Pooling and Servicing Agreement.
   
Trade Date:
April 23 2007
   
Effective Date:
   
Termination Date:
June 25, 2013, for purposes of the final Calculation Period on the Floating Amounts, subject to adjustment in accordance with the Business Day Convention; provided, however, that for the purpose of determining the final Fixed Rate Payer Period End Date, Termination Date shall be subject to No Adjustment.
 

Fixed Amounts:
 
   
Fixed Rate Payer:
Party B
   
Fixed Rate Payer Period End Dates:
The 25th calendar day of each month during the Term of this Transaction, commencing May 25, 2007, and ending on the Termination Date, with No Adjustment.
   
Fixed Rate Payer Payment Dates:
One (1) Business Day prior to each Fixed Rate Payer Period End Date.
   
Fixed Rate:
4.950%
   
Fixed Amount:
To be determined in accordance with the following formula:
   
 
Scale Factor*Fixed Rate*Notional Amount*Fixed Rate Day Count Fraction
   
Fixed Rate Day Count Fraction:
30/360
   
Scale Factor:
250
   
Additional Payment:
Party B shall pay Party A the sum of USD 2,825,000.00 on the Effective Date subject to adjustment in accordance with the Business Day Convention.
   
Floating Amounts:
 
   
Floating Rate Payer:
Party A
   
Floating Rate Payer Period End Dates:
The 25th calendar day of each month during the Term of this Transaction, commencing May 25, 2007, and ending on the Termination Date, subject to adjustment in accordance with the Business Day Convention.
   
Floating Rate Payer Payment Dates:
One (1) Business Day prior to such Floating Rate Payer period End Date.
   
Floating Rate Option:
USD-LIBOR-BBA
   
Floating Amount:
To be determined in accordance with the following formula:
   
 
Scale Factor*Floating Rate Option*Notional Amount*Floating Rate Day Count Fraction
   
Designated Maturity:
One month
   
Floating Rate Day Count Fraction:
Actual/360
   
Scale Factor:
250
   
Reset Dates:
The first day of each Calculation Period.
   
Compounding:
Inapplicable
   
Business Days:
New York
   
Business Day Convention:
Following
   
Calculation Agent:
Party A

2. Account Details and Settlement Information
 

Payments to Party A:
JP MORGAN CHASE BANK NEW YORK (CHASUS33)
 
A/C LEHMAN BROTHERS SPECIAL FINANCING INC.
 
A/C# 006-143-543
   
Payments to Party B:
WELLS FARGO BANK, N.A.
 
ABA# 121000248
 
ACCT# 3970771416
 
ACCT NAME: SAS CLEARING
 
FFC: 53146402
 
OPTION ONE 2007-5 SWAP ACCOUNT
 



IN WITNESS WHEREOF, the parties have executed this Confirmation by their duly authorized representatives as of the date of the Agreement.
 
 
LEHMAN BROTHERS
SPECIAL FINANCING INC.
 
 
WELLS FARGO BANK, N.A., NOT INDIVIDUALLY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE OPTION ONE MORTGAGE LOAN TRUST 2007-5, ASSET-BACKED CERTIFICATES, SERIES 2007-5
 
(Party A)
 
(Party B)
 
 
 
   
     
Name:
 
Name:
Title:
 
Title:
Date:
 
Date:



SCHEDULE I
(*All such dates subject to No Adjustment with respect to Fixed Rate Payer Period End Dates and adjustment in accordance with the Following Business Day Convention with respect to Floating Rate Payer Period End Dates)

*Calculation Period from and including
*Calculation Period up to but excluding
Calculation Amount (USD)
Effective Date
0.00
5,679,519.15
5,634,359.76
5,576,476.78
5,505,890.01
5,422,608.94
5,326,972.02
5,219,313.14
5,100,021.35
4,969,985.71
4,831,096.03
4,687,940.94
4,546,489.91
4,409,105.98
4,275,582.43
4,145,902.44
4,019,901.11
3,896,980.59
3,776,943.12
3,660,006.85
3,544,014.17
3,416,676.95
3,256,253.60
3,046,918.66
2,828,902.52
2,636,215.55
2,481,448.70
2,373,303.77
2,285,792.93
2,201,253.97
2,119,581.97
2,040,678.01
1,964,444.69
1,890,789.96
1,819,626.12
1,750,868.51
1,684,436.54
1,684,436.54
1,668,984.26
1,614,800.46
1,562,439.59
1,511,839.03
1,462,938.14
1,415,678.58
1,370,003.87
1,325,859.61
1,283,193.30
1,241,954.27
1,202,093.59
1,163,564.06
1,126,320.04
1,090,317.28
1,055,513.59
1,021,867.97
989,340.65
957,893.43
927,488.55
898,090.91
869,660.55
842,161.11
815,548.08
789,804.71
764,911.58
740,839.77
717,561.54
695,050.18
673,280.07
652,225.36
631,861.53
612,165.17
593,113.70
574,685.32
556,859.03
Termination Date
539,614.45
 
 
 

 
 
 

ISDA®
CREDIT SUPPORT ANNEX
to the Schedule to the
ISDA Master Agreement
dated as of April 27, 2007 between
LEHMAN BROTHERS SPECIAL FINANCING INC.
(hereinafter referred to as “Party A” or “Pledgor”)
and
Wells Fargo Bank, N.A. not individually, but solely as trustee (the “Supplemental Interest Trust Trustee”) on behalf of the supplemental interest trust with respect to the Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (the “Supplemental Interest Trust”) (hereinafter referred to as “Party B” or “Secured Party”).
 
Paragraph 13. Elections and Variables.
 
(a)  
Security Interest for “Obligations”. The term “Obligations as used in this Annex includes the following additional obligations:
 
With respect to Party A: not applicable.
 
With respect to Party B: not applicable.
 
(b)  
Credit Support Obligations.
 
(i)  
Delivery Amount, Return Amount and Credit Support Amount.
 
(A)  
“Delivery Amount has the meaning specified in Paragraph 3(a) as amended (I) by deleting the words “upon a demand made by the Secured Party on or promptly following a Valuation Date” and inserting in lieu thereof the words “not later than the close of business on each Valuation Date” and (II) by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Value as of that Valuation Date of all Posted Credit Support held by the Secured Party.” and inserting in lieu thereof the following:
 
(B)  
The “Delivery Amount applicable to the Pledgor for any Valuation Date will equal the greatest of
 
 
(1)
the amount by which (a) the S&P Credit Support Amount for such Valuation Date exceeds (b) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party,
 
 
(2)
the amount by which (a) the Moody’s First Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party, and
 
 
(3)
the amount by which (a) the Moody’s Second Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party.
 
(C)  
“Return Amount” has the meaning specified in Paragraph 3(b) as amended by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Credit Support Amount.” and inserting in lieu thereof the following:
 
The “Return Amount” applicable to the Secured Party for any Valuation Date will equal the least of
 
 
(1)
the amount by which (a) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the S&P Credit Support Amount for such Valuation Date,
 
 
(2)
the amount by which (a) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s First Trigger Credit Support Amount for such Valuation Date, and
 
 
(3)
the amount by which (a) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s Second Trigger Credit Support Amount for such Valuation Date.
 
(D)  
“Credit Support Amount” shall not apply. For purposes of calculating any Delivery Amount or Return Amount for any Valuation Date, reference shall be made to the S&P Credit Support Amount, Moody’s First Trigger Credit Support Amount, or the Moody’s Second Trigger Credit Support Amount, in each case for such Valuation Date, as provided in Paragraphs 13(b)(i)(A) and 13(b)(i)(B), above.
 
(ii)  
Eligible Collateral. On any day, the following items will qualify as “Eligible Collateral”(for the avoidance of doubt, all Eligible Collateral to be denominated in USD):
 
 
Collateral
S&P Valuation Percentage
Moody’s First Trigger Valuation Percentage
Moody’s Second Trigger Valuation Percentage
(A)  Cash
 
100%
100%
100%
 
(B)  Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of not more than one year
98.5%
100%
100%
 
(C)  Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of more than one year but not more than ten years
89.9%
100%
94%
 
(D)  Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of more than ten years
83.9%
100%
87%
 
(ii)  
Other Eligible Support. 
 
The following items will qualify as “Other Eligible Support” for the party specified:
 
Not applicable.
 
(iii)  
Threshold.
 
(A) 
“Independent Amount” means zero with respect to Party A and Party B.
 
(B)  
“Threshold” means, with respect to Party A and any Valuation Date, zero if (i) a Collateral Event has occurred and has been continuing (x) for at least 30 days or (y) since this Annex was executed, or (ii) a Required Ratings Downgrade Event has occurred and is continuing; otherwise, infinity.
 
  “Threshold” means, with respect to Party B and any Valuation Date, infinity.
 
(C)  
“Minimum Transfer Amount” means USD 100,000 with respect to Party A and Party B; provided, however, that if the aggregate Certificate Principal Balance of the Certificates and the aggregate principal balance of the Notes rated by S&P is at the time of any transfer less than USD 50,000,000, the “Minimum Transfer Amount” shall be USD 50,000.
 
(D)  
Rounding: The Delivery Amount will be rounded up to the nearest integral multiple of USD 10,000. The Return Amount will be rounded down to the nearest integral multiple of USD 10,000.
 
(c)  
Valuation and Timing.
 
(i)  
“Valuation Agent” means Party A. All calculations by the Valuation Agent must be made in accordance with standard market practice, including, in the event of a dispute as to the Value of any Eligible Credit Support or Posted Credit Support, by making reference to quotations received by the Valuation Agent from one or more Pricing Sources.
 
(ii)  
“Valuation Date” means each Local Business Day on which any of the S&P Credit Support Amount, the Moody’s First Trigger Credit Support Amount or the Moody’s Second Trigger Credit Support Amount is greater than zero.
 
(iii)  
“Valuation Time” means the close of business in the city of the Valuation Agent on the Local Business Day immediately preceding the Valuation Date or date of calculation, as applicable; provided that the calculations of Value and Exposure will be made as of approximately the same time on the same date. The Valuation Agent will notify each party (or the other party, if the Valuation Agent is a party) of its calculations not later than the Notification Time on the applicable Valuation Date (or in the case of Paragraph 6(d), the Local Business Day following the day on which such relevant calculations are performed).”
 
(iv)  
“Notification Time” means 1:00 p.m., New York time, on a Local Business Day.
   
(v)  
External Verification. Notwithstanding anything to the contrary in the definitions of Valuation Agent or Valuation Date, at any time at which Party A (or, to the extent applicable, its Credit Support Provider) does not have a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall (A) calculate the Secured Party’s Exposure and the S&P Value of Posted Credit Support on each Valuation Date based on internal marks and (B) verify such calculations with external marks monthly by obtaining on the last Local Business Day of each calendar month two external marks for each Transaction to which this Annex relates and for all Posted Credit Support; such verification of the Secured Party’s Exposure shall be based on the higher of the two external marks. Each external mark in respect of a Transaction shall be obtained from an independent Reference Market-maker that would be eligible and willing to enter into such Transaction in the absence of the current derivative provider, provided that an external mark may not be obtained from the same Reference Market-maker more than four times in any 12-month period. The Valuation Agent shall obtain these external marks directly or through an independent third party, in either case at no cost to Party B. The Valuation Agent shall calculate on each Valuation Date (for purposes of this paragraph, the last Local Business Day in each calendar month referred to above shall be considered a Valuation Date) the Secured Party’s Exposure based on the greater of the Valuation Agent’s internal marks and the external marks received. If the S&P Value on any such Valuation Date of all Posted Credit Support then held by the Secured Party is less than the S&P Credit Support Amount on such Valuation Date (in each case as determined pursuant to this paragraph), Party A shall, within three Local Business Days of such Valuation Date, Transfer to the Secured Party Eligible Credit Support having an S&P Value as of the date of Transfer at least equal to such deficiency.
 
(vi)  
Notice to S&P. At any time at which Party A (or, to the extent applicable, its Credit Support Provider) does not have a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall provide to S&P not later than the Notification Time on the Local Business Day following each Valuation Date its calculations of the Secured Party’s Exposure and the S&P Value of any Eligible Credit Support or Posted Credit Support for that Valuation Date. The Valuation Agent shall also provide to S&P any external marks received pursuant to the preceding paragraph.
 
(d)  
Conditions Precedent and Secured Party’s Rights and Remedies. The following Termination Events will be a “Specified Condition” for the party specified (that party being the Affected Party if the Termination Event occurs with respect to that party): None.
 
(e)  
Substitution.
 
(i)  
Substitution Date” has the meaning specified in Paragraph 4(d)(ii).
 
(ii)  
Consent. If specified here as applicable, then the Pledgor must obtain the Secured Party’s consent for any substitution pursuant to Paragraph 4(d): Inapplicable.
 
(f)  
Dispute Resolution.
 
(i)  
Resolution Time” means 1:00 p.m. New York time on the Local Business Day following the date on which the notice of the dispute is given under Paragraph 5.
 
(ii)  
Value. Notwithstanding anything to the contrary in Paragraph 12, for the purpose of Paragraphs 5(i)(C) and 5(ii), the S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value, on any date, of Eligible Collateral other than Cash will be calculated as follows:
 
For Eligible Collateral in the form of securities listed in Paragraph 13(b)(ii): the sum of (A) the product of (1)(x) the bid price at the Valuation Time for such securities on the principal national securities exchange on which such securities are listed, or (y) if such securities are not listed on a national securities exchange, the bid price for such securities quoted at the Valuation Time by any principal market maker for such securities selected by the Valuation Agent, or (z) if no such bid price is listed or quoted for such date, the bid price listed or quoted (as the case may be) at the Valuation Time for the day next preceding such date on which such prices were available and (2) the applicable Valuation Percentage for such Eligible Collateral, and (B) the accrued interest on such securities (except to the extent Transferred to the Pledgor pursuant to Paragraph 6(d)(ii) or included in the applicable price referred to in the immediately preceding clause (A)) as of such date.
 
(iii)  
Alternative. The provisions of Paragraph 5 will apply.
 
(g)  
Holding and Using Posted Collateral.
 
(i)  
Eligibility to Hold Posted Collateral; Custodians.  Party B (or any Custodian) will be entitled to hold Posted Collateral pursuant to Paragraph 6(b), provided that the following conditions applicable to it are satisfied:
 
Party B may appoint as Custodian (A) the entity then serving as Supplemental Interest Trust Trustee or as Swap Administrator, or (B) any entity other than the entity then serving as Supplemental Interest Trust Trustee if such other entity (or, to the extent applicable, its parent company or credit support provider) is a bank or a trust company located in the United States having and has a short-term unsecured and unsubordinated debt rating from S&P of at least “A-1.”
 
Initially, the Custodian for Party B is: The Swap Administrator.
 
(ii)  
Use of Posted Collateral. The provisions of Paragraph 6(c)(i) will not apply to Party B, but the provisions of Paragraph 6(c)(ii) will apply to Party B.
 
(h)  
Distributions and Interest Amount.
 
(i)  
Interest Rate. The “Interest Rate” will be the actual interest rate earned on Posted Collateral in the form of Cash that is held by Party B or its Custodian. Posted Collateral in the form of Cash shall be invested in such overnight (or redeemable within two Local Business Days of demand) Permitted Investments rated at least (x) AAAm or AAAm-G by S&P and (y) Prime-1 by Moody’s or Aaa by Moody’s, as directed by Party A (unless (x) an Event of Default or an Additional Termination Event has occurred with respect to which Party A is the defaulting or sole Affected Party or (y) an Early Termination Date has been designated, in which case such Posted Collateral shall be held uninvested). Gains and losses incurred in respect of any investment of Posted Collateral in the form of Cash in Permitted Investments as directed by Party A shall be for the account of Party A..
 
(ii)  
Transfer of Interest Amount. The Transfer of the Interest Amount will be made on the second Local Business Day following the end of each calendar month and on any other Local Business Day on which Posted Collateral in the form of Cash is Transferred to the Pledgor pursuant to Paragraph 3(b), in each case to the extent that a Delivery Amount would not be created or increased by that Transfer; provided, however, that the obligation of Party B to Transfer any Interest Amount to Party A shall be limited to the extent that Party B has earned and received such funds and such funds are available to Party B.
 
(iii)  
Alternative to Interest Amount. The provisions of Paragraph 6(d)(ii) will apply.
 
(i)  
Additional Representation(s). There are no additional representations by either party.
 
(j)  
Other Eligible Support and Other Posted Support.
 
(i)  
Value” with respect to Other Eligible Support and Other Posted Support means: not applicable.
 
(ii)  
Transfer” with respect to Other Eligible Support and Other Posted Support means: not applicable.
 
(k)  
Demands and Notices.All demands, specifications and notices under this Annex will be made pursuant to the Notices Section of this Agreement, except that any demand, specification or notice shall be given to or made at the following addresses, or at such other address as the relevant party may from time to time designate by giving notice (in accordance with the terms of this paragraph) to the other party:
 
If to Party A, at the address specified pursuant to the Notices Section of this Agreement.
 
If to Party B or to Party B’S Custodian, at the address specified pursuant to the Notices Section of this Agreement.
 
(l)  
Address for Transfers. Each Transfer hereunder shall be made to the address specified below or to an address specified in writing from time to time by the party to which such Transfer will be made.
 
For Party A: For Cash:
 
Chase Manhattan Bank NY
ABA # 021-000-021
A/C # 066143543
Lehman Brothers Special Financing Inc.
 
For Party A: For Treasury Securities/Mortgages:
 
Chase NYC/LBRDC
ABA # 021-000-021
Attn: Derivatives Margin
 
For Party B: For Cash:
 
Wells Fargo Bank, N.A.
San Francisco, CA
ABA# 121000218
Acct# 3970771416
Acct Name: SAS Clearing
FFC: 53146403, Option One 2007-5 Swap Collateral Account
 
For Treasury Securities:
 
Wells Fargo Bank, N.A.
San Francisco, CA
ABA# 121000218
Acct# 3970771416
Acct Name: SAS Clearing
FFC: 53146403, Option One 2007-5 Swap Collateral Account
 
(m)  
Other Provisions.
 
(i)  
Collateral Account. Party B shall open and maintain a segregated account, which shall be an Eligible Account segregated from the Swap Account, as defined in the related Pooling and Servicing Agreement, and hold, record and identify all Posted Collateral in such segregated account.
 
(ii)  
Agreement as to Single Secured Party and Single Pledgor. Notwithstanding anything to the contrary in the recital of this Annex, Paragraph 1(b), Paragraph 2 or the definitions in Paragraph 12, Party A and Party B hereby agree that, notwithstanding anything to the contrary in this Annex, (a) the term “Secured Party” as used in this Annex means only Party B, (b) the term “Pledgor” as used in this Annex means only Party A, (c) only Party A makes the pledge and grant in Paragraph 2, the acknowledgement in the final sentence of Paragraph 8(a) and the representations in Paragraph 9.
 
(iii)  
Calculation of Value. Paragraph 4(c) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, Moody’s Second Trigger Value”. Paragraph 4(d)(ii) is hereby amended by (A) deleting the words “a Value” and inserting in lieu thereof “an S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value” and (B) deleting the words “the Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5 (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Paragraph 5(i) (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5(i)(C) is hereby amended by deleting the word “the Value, if” and inserting in lieu thereof “any one or more of the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value, as the case may be”. Paragraph 5(ii) is hereby amended by (1) deleting the first instance of the words “the Value” and inserting in lieu thereof “any one or more of the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value” and (2) deleting the second instance of the words “the Value” and inserting in lieu thereof “such disputed S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Each of Paragraph 8(b)(iv)(B) and Paragraph 11(a) is hereby amended by deleting the word “Value” and inserting in lieu thereof “least of the S&P Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”.
 
(iv)  
Form of Annex. Party A and Party B hereby agree that the text of Paragraphs 1 through 12, inclusive, of this Annex is intended to be the printed form of ISDA Credit Support Annex (Bilateral Form - ISDA Agreements Subject to New York Law Only version) as published and copyrighted in 1994 by the International Swaps and Derivatives Association, Inc.
 
(v)  
Events of Default. Paragraph 7 will not apply to cause any Event of Default to exist with respect to Party B except that Paragraph 7(i) will apply to Party B solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex. Notwithstanding anything to the contrary in Paragraph 7, any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall only be an Event of Default if (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days, and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.
 
(vi)  
Expenses. Notwithstanding anything to the contrary in Paragraph 10, the Pledgor will be responsible for, and will reimburse the Secured Party for, all transfer and other taxes and other costs involved in any Transfer of Eligible Collateral.
 
(vii)  
Withholding. Paragraph 6(d)(ii) is hereby amended by inserting immediately after “the Interest Amount” in the fourth line thereof the words “less any applicable withholding taxes.”
 
(viii)  
Additional Definitions. As used in this Annex:1
 
“Collateral Event” means that no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold.
 
“DV01” means, with respect to a Transaction and any date of determination, the estimated change in the Secured Party’s Transaction Exposure with respect to such Transaction that would result from a one basis point change in the relevant swap curve on such date, as determined by the Valuation Agent in good faith and in a commercially reasonable manner. The Valuation Agent shall, upon request of Party B, provide to Party B a statement showing in reasonable detail such calculation.
 
“Exposure” has the meaning specified in Paragraph 12, except that after the word “Agreement” the words “(assuming, for this purpose only, that Part 1(f) of the Schedule is deleted)” shall be inserted and (2) at the end of such definition, the words “with terms substantially the same as those of this Agreement.” shall be inserted.
 
 Local Business Day” means, for purposes of this Annex: any day on which (A) commercial banks are open for business (including dealings in foreign exchange and foreign currency deposits) in New York and the location of Party A, Party B and any Custodian, and (B) in relation to a Transfer of Eligible Collateral, any day on which the clearance system agreed between the parties for the delivery of Eligible Collateral is open for acceptance and execution of settlement instructions (or in the case of a Transfer of Cash or other Eligible Collateral for which delivery is contemplated by other means a day on which commercial banks are open for business (including dealings in foreign exchange and foreign deposits) in New York and the location of Party A, Party B and any Custodian.
 
“Moody’s First Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of
 
 
(I)
(A)
for any Valuation Date on which (I) a Moody’s First Trigger Ratings Event has occurred and has been continuing (x) for at least 30 Local Business Days or (y) since this Annex was executed and (II) it is not the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greater of (a) zero and (b) the sum of (i) the Secured Party’s Exposure for such Valuation Date and (ii) the sum, for each Transaction to which this Annex relates, of
 
     
the least of (x) the product of the Moody’s First Trigger DV01 Multiplier and DV01 for such Transaction and such Valuation Date, (y) the product of (i) Moody’s First Trigger Notional Amount Multiplier, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date and (z) the product of (i) the applicable Moody’s First Trigger Factor set forth in Table 1, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or
 
 
(B)
for any other Valuation Date, zero, over
 
 
(II)
 
the Threshold for Party A such Valuation Date.
 
“Moody’s First Trigger DV01 Multiplier” means 15.
 
“Moody’s First Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s First Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).
 
“Moody’s First Trigger Notional Amount Multiplier” means 2%.
 
“Moody’s Second Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of
 
 
(I)
(A)
for any Valuation Date on which it is the case that a Moody’s Second Trigger Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greatest of (a) zero, (b) the aggregate amount of the next payment due to be paid by Party A under each Transaction to which this Annex relates, and (c) the sum of (x) the Secured Party’s Exposure for such Valuation Date and (y) the sum, for each Transaction to which this Annex relates, of
 
(1) if such Transaction is not a Transaction-Specific Hedge,:
 
the least of (i) the product of the Moody’s Second Trigger DV01 Multiplier and DV01 for such Transaction and such Valuation Date, (ii) the product of (1) the Moody’s Second Trigger Notional Amount Multiplier, (2) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (3) the Notional Amount for such Transaction for the Calculation Period of such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; and (iii) the product of (1) the applicable Moody’s Second Trigger Factor set forth in Table 2, (2) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (3) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or
 
(2) if such Transaction is a Transaction-Specific Hedge,
 
the least of (i) the product of the Moody’s Second Trigger Transaction-Specific Hedge DV01 Multiplier and DV01 for such Transaction and such Valuation Date, (ii) the product of (1) the Moody’s Second Trigger Transaction-Specific Hedge Notional Amount Multiplier, (2) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (3) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; and (iii) the product of (1) the applicable Moody’s Second Trigger Factor set forth in Table 3, (2) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (3) the Notional Amount for such Transaction for the Calculation Period for such Transaction (each as defined in the related Confirmation) which includes such Valuation Date; or
 
 
(B)
for any other Valuation Date, zero, over
 
 
(II)
 
the Threshold for Party A for such Valuation Date.
 
Moody’s Second Trigger DV01 Multiplier” means 50.
 
“Moody’s Second Trigger Notional Amount Multiplier” means 8%.
 
“Moody’s Second Trigger Transaction-Specific Hedge DV01 Multiplier” means 65.
 
“Moody’s Second Trigger Transaction-Specific Hedge Notional Amount Multiplier” means 10%.
 
“Moody’s Second Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s Second Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).
 
“Pricing Sources” means the sources of financial information commonly known as Bloomberg, Bridge Information Services, Data Resources Inc., Interactive Data Services, International Securities Market Association, Merrill Lynch Securities Pricing Service, Muller Data Corporation, Reuters, Wood Gundy, Trepp Pricing, JJ Kenny, and S&P.
 
“Remaining Weighted Average Maturity” means, with respect to a Transaction, the expected weighted average maturity for such Transaction as determined by the Valuation Agent. 
 
“S&P Approved Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the S&P Approved Ratings Threshold.
 
“S&P Credit Support Amount” means, for any Valuation Date, the excess, if any, of
 
 
(I)
(A)
for any Valuation Date on which (i) a S&P Approved Ratings Downgrade Event has occurred and been continuing for at least 30 days, or (ii) a S&P Required Ratings Downgrade Event has occurred and is continuing, an amount equal to the sum of (1) 100.0% of the Secured Party’s Exposure for such Valuation Date and (2) the sum, for each Transaction to which this Annex relates, of the product of (i) the S&P Volatility Buffer for such Transaction, (ii) the Scale Factor, if any, for such Transaction, or, if no Scale Factor is applicable for such Transaction, one, and (iii) the Notional Amount of such Transaction for the Calculation Period of such Transaction (each as defined in the related Confirmation) which includes such Valuation Date, or
 
 
(B)
for any other Valuation Date, zero, over
 
 
(II)
 
the Threshold for Party A for such Valuation Date.
 
“S&P Required Ratings Downgrade Event” means that no Relevant Entity has credit ratings at least equal to the S&P Required Ratings Threshold.
 
“S&P Value” means, on any date and with respect to any Eligible Collateral other than Cash, the product of (A) the bid price obtained by the Valuation Agent for such Eligible Collateral and (B) the S&P Valuation Percentage for such Eligible Collateral set forth in paragraph 13(b)(ii).
 
S&P Volatility Buffer means, for any Transaction, the related percentage set forth in the following tables for S&P.
 
 
The higher of the S&P credit rating of (i) Party A and (ii) the Credit Support Provider of Party A, if applicable
Remaining Weighted Average Maturity of such Transaction
up to 3 years
Remaining Weighted Average Maturity of such Transaction
up to 5 years
Remaining Weighted Average Maturity of such Transaction
Up to 10 years
Remaining Weighted Average Maturity of such Transaction
up to 30 years
“A-2” or higher
2.75%
3.25%
4.00%
4.75%
“A-3”
3.25%
4.00%
5.00%
6.25%
“BB+” or lower
3.50%
4.50%
6.75%
7.50%

 
“Transaction Exposure” means, for any Transaction, Exposure determined as if such Transaction were the only Transaction between the Secured Party and the Pledgor.
 
“Transaction-Specific Hedge” means any Transaction that is (i) an interest rate swap in respect of which (x) the notional amount of the interest rate swap is “balance guaranteed” or (y) the notional amount of the interest rate swap for any Calculation Period (as defined in the related Confirmation) otherwise is not a specific dollar amount that is fixed at the inception of the Transaction, (ii) an interest rate cap, (iii) an interest rate floor or (iv) an interest rate swaption.
 
“Valuation Percentage” shall mean, for purposes of determining the S&P Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value with respect to any Eligible Collateral or Posted Collateral, the applicable S&P Valuation Percentage, Moody’s First Trigger Valuation Percentage, or Moody’s Second Trigger Valuation Percentage for such Eligible Collateral or Posted Collateral, respectively, in each case as set forth in Paragraph 13(b)(ii).
 
“Value” shall mean, in respect of any date, the related S&P Value, the related Moody’s First Trigger Value, and the related Moody’s Second Trigger Value.
 
“Volatility Buffer” means, for any Transaction, the related percentage set forth in the following table (other than a Transaction identified in the related Confirmation as a Timing Hedge).
 
[Remainder of this page intentionally left blank]
 

1 Note: Various definitions in this Credit Support Annex relate to interest rate Transactions. If cross-currency Transactions are to be documented using this form, the definitions must be revised to take into account rating agency cross-currency collateral formulas.
 



IN WITNESS WHEREOF, the parties have executed this Annex by their duly authorized representatives as of the date of the Agreement.
 
 
 
LEHMAN BROTHERS
SPECIAL FINANCING INC.
 
 
WELLS FARGO BANK, N.A., NOT INDIVIDUALLY, BUT SOLELY AS SUPPLEMENTAL INTEREST TRUST TRUSTEE ON BEHALF OF THE SUPPLEMENTAL INTEREST TRUST WITH RESPECT TO THE OPTION ONE MORTGAGE LOAN TRUST 2007-5, ASSET-BACKED CERTIFICATES, SERIES 2007-5
 
(Party A)
 
 
(Party B)
 
 
 
 
 
   
     
Name:
 
 
Name:
 
Title:
 
 
Title:
 
Date:
 
 
Date:
 
 

Table 1
 
Moody’s First Trigger Factor
 
Remaining
Weighted Average Life
of Hedge in Years
Daily
Collateral
Posting
1 or less
0.15%
More than 1 but not more than 2
0.30%
More than 2 but not more than 3
0.40%
More than 3 but not more than 4
0.60%
More than 4 but not more than 5
0.70%
More than 5 but not more than 6
0.80%
More than 6 but not more than 7
1.00%
More than 7 but not more than 8
1.10%
More than 8 but not more than 9
1.20%
More than 9 but not more than 10
1.30%
More than 10 but not more than 11
1.40%
More than 11 but not more than 12
1.50%
More than 12 but not more than 13
1.60%
More than 13 but not more than 14
1.70%
More than 14 but not more than 15
1.80%
More than 15 but not more than 16
1.90%
More than 16 but not more than 17
2.00%
More than 17 but not more than 18
2.00%
More than 18 but not more than 19
2.00%
More than 19 but not more than 20
2.00%
More than 20 but not more than 21
2.00%
More than 21 but not more than 22
2.00%
More than 22 but not more than 23
2.00%
More than 23 but not more than 24
2.00%
More than 24 but not more than 25
2.00%
More than 25 but not more than 26
2.00%
More than 26 but not more than 27
2.00%
More than 27 but not more than 28
2.00%
More than 28 but not more than 29
2.00%
More than 29
2.00%
 



Table 2
 
Moody’s Second Trigger Factor for Interest Rate Swaps with Fixed Notional Amounts
 
Remaining
Weighted Average Life
of Hedge in Years
Daily
Collateral
Posting
1 or less
0.50%
More than 1 but not more than 2
1.00%
More than 2 but not more than 3
1.50%
More than 3 but not more than 4
1.90%
More than 4 but not more than 5
2.40%
More than 5 but not more than 6
2.80%
More than 6 but not more than 7
3.20%
More than 7 but not more than 8
3.60%
More than 8 but not more than 9
4.00%
More than 9 but not more than 10
4.40%
More than 10 but not more than 11
4.70%
More than 11 but not more than 12
5.00%
More than 12 but not more than 13
5.40%
More than 13 but not more than 14
5.70%
More than 14 but not more than 15
6.00%
More than 15 but not more than 16
6.30%
More than 16 but not more than 17
6.60%
More than 17 but not more than 18
6.90%
More than 18 but not more than 19
7.20%
More than 19 but not more than 20
7.50%
More than 20 but not more than 21
7.80%
More than 21 but not more than 22
8.00%
More than 22 but not more than 23
8.00%
More than 23 but not more than 24
8.00%
More than 24 but not more than 25
8.00%
More than 25 but not more than 26
8.00%
More than 26 but not more than 27
8.00%
More than 27 but not more than 28
8.00%
More than 28 but not more than 29
8.00%
More than 29
8.00%
 



Table 3
 
Moody’s Second Trigger Factor for Transaction-Specific Hedges

Remaining
Weighted Average Life
of Hedge in Years
Daily
Collateral
Posting
1 or less
0.65%
More than 1 but not more than 2
1.30%
More than 2 but not more than 3
1.90%
More than 3 but not more than 4
2.50%
More than 4 but not more than 5
3.10%
More than 5 but not more than 6
3.60%
More than 6 but not more than 7
4.20%
More than 7 but not more than 8
4.70%
More than 8 but not more than 9
5.20%
More than 9 but not more than 10
5.70%
More than 10 but not more than 11
6.10%
More than 11 but not more than 12
6.50%
More than 12 but not more than 13
7.00%
More than 13 but not more than 14
7.40%
More than 14 but not more than 15
7.80%
More than 15 but not more than 16
8.20%
More than 16 but not more than 17
8.60%
More than 17 but not more than 18
9.00%
More than 18 but not more than 19
9.40%
More than 19 but not more than 20
9.70%
More than 20 but not more than 21
10.00%
More than 21 but not more than 22
10.00%
More than 22 but not more than 23
10.00%
More than 23 but not more than 24
10.00%
More than 24 but not more than 25
10.00%
More than 25 but not more than 26
10.00%
More than 26 but not more than 27
10.00%
More than 27 but not more than 28
10.00%
More than 28 but not more than 29
10.00%
More than 29
10.00%

 


EXHIBIT J
 
FORM OF INVESTMENT LETTER [NON-RULE 144A]
 
[DATE]

Option One Mortgage Acceptance Corporation
3 Ada
Wells Fargo Bank, N.A.
9062 Old Annapolis Road

 
Re:
Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5

Ladies and Gentlemen:
 
In connection with our acquisition of the above-captioned Certificates, we certify that (a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws, (b) we are an Aaccredited investor,” as defined in Regulation D under the Act, and have such knowledge and experience in financial and business matters that we are capable of evaluating the merits and risks of investments in the Certificates, (c) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates, (d) either (i) we are not an employee benefit plan that is subject to the Employee Retirement Income Security Act of 1974, as amended, or a plan that is subject to Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we acting on behalf of any such plan or (ii) we have provided the Opinion of Counsel as required under Section 5.02(d) of the Pooling and Servicing Agreement, (e) we are acquiring the Certificates for investment for our own account and not with a view to any distribution of such Certificates (but without prejudice to our right at all times to sell or otherwise dispose of the Certificates in accordance with clause (g) below), (f) we have not offered or sold any Certificates to, or solicited offers to buy any Certificates from, any person, or otherwise approached or negotiated with any person with respect thereto, or taken any other action which would result in a violation of Section 5 of the Act, and (g) we will not sell, transfer or otherwise dispose of any Certificates unless (1) such sale, transfer or other disposition is made pursuant to an effective registration statement under the Act or is exempt from such registration requirements, and if requested, we will at our expense provide an opinion of counsel satisfactory to the addressees of this Certificate that such sale, transfer or other disposition may be made pursuant to an exemption from the Act, (2) the purchaser or transferee of such Certificate has executed and delivered to you a certificate to substantially the same effect as this certificate, and (3) the purchaser or transferee has otherwise complied with any conditions for transfer set forth in the Pooling and Servicing Agreement.
 

 
             
Very truly yours,
                           
             
[NAME OF TRANSFEREE]
                           
                           
                           
             
By:
 
             
Authorized Officer
                 





FORM OF RULE 144A INVESTMENT LETTER
 
           [DATE]

Option One Mortgage Acceptance Corporation
3 Ada
Wells Fargo Bank, N.A.
9062 Old Annapolis Road
 
[Swap Provider]

 
Re:
Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5

Ladies and Gentlemen:
 
In connection with our acquisition of the above Certificates we certify that:
 
(a) we understand that the Certificates are not being registered under the Securities Act of 1933, as amended (the “Act”), or any state securities laws and are being transferred to us in a transaction that is exempt from the registration requirements of the Act and any such laws;
 
(b) we have had the opportunity to ask questions of and receive answers from the Depositor concerning the purchase of the Certificates and all matters relating thereto or any additional information deemed necessary to our decision to purchase the Certificates;
 
(c) either (i) we are not an employee benefit plan that is subject to the Employee Retirement Income Security Act of 1974, as amended, or a plan that is subject to Section 4975 of the Internal Revenue Code of 1986, as amended, nor are we acting on behalf of any such plan or (ii) we have provided the Opinion of Counsel as required under Section 5.02(d) of the Pooling and Servicing Agreement;
 
(d) we have not, nor has anyone acting on our behalf offered, transferred, pledged, sold or otherwise disposed of the Certificates, any interest in the Certificates or any other similar security to, or solicited any offer to buy or accept a transfer, pledge or other disposition of the Certificates, any interest in the Certificates or any other similar security from, or otherwise approached or negotiated with respect to the Certificates, any interest in the Certificates or any other similar security with, any person in any manner, or made any general solicitation by means of general advertising or in any other manner, or taken any other action, that would constitute a distribution of the Certificates under the Securities Act or that would render the disposition of the Certificates a violation of Section 5 of the Securities Act or require registration pursuant thereto, nor will act, nor has authorized or will authorize any person to act, in such manner with respect to the Certificates; and
 
(e) we are a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act and have completed either of the forms of certification to that effect attached hereto as Annex 1 or Annex 2. We are aware that the sale to us is being made in reliance on Rule 144A. We are acquiring the Certificates for our own account or for resale pursuant to Rule 144A and further, understand that such Certificates may be resold, pledged or transferred only (i) to a person reasonably believed to be a qualified institutional buyer that purchases for its own account or for the account of a qualified institutional buyer to whom notice is given that the resale, pledge or transfer is being made in reliance on Rule 144A, or (ii) pursuant to another exemption from registration under the Securities Act.
 
(f) with respect to a transfer of the Class C Certificates, the Transferee agrees to provide to the Trustee and the Swap Provider the appropriate tax certification form (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY or W-8ECI, as applicable (or any successor form thereto)), and agrees to update such forms (i) upon expiration of any such form, (ii) as required under then applicable U.S. Treasury regulations and (iii) promptly upon learning that any IRS Form W-9 or IRS Form W-8BEN, W-8IMY, W-8EXP or W-8ECI, as applicable (or any successor form thereto), has become obsolete or incorrect. In addition, if the transfer contemplated hereby causes the Supplemental Interest Trust to be beneficially owned by two or more persons for federal income tax purposes, or continue to be so treated, (a) each Transferee shall comply with the foregoing conditions, (b) the proposed majority Holder of the Class C Certificates (or each Holder, if there is or would be no majority Holder) (A) shall provide, or cause to be provided, on behalf of the Supplemental Interest Trust the appropriate tax certification form that would be required from the Supplemental Interest Trust to eliminate any withholding or deduction for taxes from amounts payable by the Swap Provider, pursuant to the Interest Rate Swap Agreement, to the Trustee, the Swap Provider on behalf of the Supplemental Interest Trust (i.e., IRS Form W-9 or IRS Form W-8BEN, W-8IMY or W-8ECI, as applicable (or any successor form thereto) as a condition to such transfer, together with any applicable attachments) and (B) each Transferee agrees to update such form (x) upon expiration of any such form, (y) as required under then applicable U.S. Treasury regulations and (z) promptly upon learning that such form has become obsolete or incorrect.
 
The Transferee hereby authorizes the Trustee to provide any such tax certification form to the Swap Provider, upon its request, solely to the extent the Swap Provider has not received such IRS Form directly from the Holder of the Class C Certificates. Each Holder of a Class C Certificate by its purchase of such Certificate is deemed to consent to any such IRS Form being so forwarded. Upon the request of the Swap Provider, the Trustee shall be required to forward any tax certification received by it to the Swap Provider at the last known address provided to it, and, subject to Section 8.01 of the Pooling and Servicing Agreement, shall not be liable for the receipt of such tax certification by the Swap Provider, nor any action taken or not taken by the Swap Provider with respect to such tax certification. Any purported sales or transfers of the Class C Certificate to a Transferee which does not comply with the requirements of the preceding paragraph shall be deemed null and void under the Pooling and Servicing Agreement. The Trustee shall have no duty to take any action to correct any misstatement or omission in any tax certification provided to it by the Holder of the Class C Certificates and forwarded to the Swap Provider.

 

             
Very truly yours,
                           
             
[NAME OF TRANSFEREE]
                           
                           
                           
             
By:
 
             
Authorized Officer
                 




ANNEX 1 TO EXHIBIT J
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
 
[For Transferees Other Than Registered Investment Companies]
 
The undersigned (the “Buyer”) hereby certifies as follows to the parties listed in the Rule 144A Transferee Certificate to which this certification relates with respect to the Certificates described therein:
 
1. As indicated below, the undersigned is the President, Chief Financial Officer, Senior Vice President or other executive officer of the Buyer.
 
2. In connection with purchases by the Buyer, the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933, as amended (“Rule 144A”) because (i) the Buyer owned and/or invested on a discretionary basis $_______1  in securities (except for the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A and (ii) the Buyer satisfies the criteria in the category marked below.
 
Corporation, etc. The Buyer is a corporation (other than a bank, savings and loan association or similar institution), Massachusetts or similar business trust, partnership, or charitable organization described in Section 501 (c) (3) of the Internal Revenue Code of 1986, as amended.
 
Bank. The Buyer (a) is a national bank or banking institution organized under the laws of any State, territory or the District of Columbia, the business of which is substantially confined to banking and is supervised by the State or territorial banking commission or similar official or is a foreign bank or equivalent institution, and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
Savings and Loan. The Buyer (a) is a savings and loan association, building and loan association, cooperative bank, homestead association or similar institution, which is supervised and examined by a State or Federal authority having supervision over any such institutions or is a foreign savings and loan association or equivalent institution and (b) has an audited net worth of at least $25,000,000 as demonstrated in its latest annual financial statements, a copy of which is attached hereto.
 
Broker-dealer. The Buyer is a dealer registered pursuant to Section 15 of the Securities Exchange Act of 1934.
 
Insurance Company. The Buyer is an insurance company whose primary and predominant business activity is the writing of insurance or the reinsuring of risks underwritten by insurance companies and which is subject to supervision by the insurance commissioner or a similar official or agency of a State, territory or the District of Columbia.
 
State or Local Plan. The Buyer is a plan established and maintained by a State, its political subdivisions, or any agency or instrumentality of the State or its political subdivisions, for the benefit of its employees.
 
ERISA Plan. The Buyer is an employee benefit plan within the meaning of Title I of the Employee Retirement Income Security Act of 1974.
 
Investment Advisor. The Buyer is an investment advisor registered under the Investment Advisors Act of 1940.
 
Small Business Investment Company. Buyer is a small business investment company licensed by the U.S. Small Business Administration under Section 301(c) or (d) of the Small Business Investment Act of 1958.
 
Business Development Company. Buyer is a business development company as defined in Section 202(a)(22) of the Investment Advisors Act of 1940.
 
3. The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer, (ii) securities that are part of an unsold allotment to or subscription by the Buyer, if the Buyer is a dealer, (iii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iv) bank deposit notes and certificates of deposit (v) loan participations, (vi) repurchase agreements, (vii) securities owned but subject to a repurchase agreement and (viii) currency, interest rate and commodity swaps.
 
4. For purposes of determining the aggregate amount of securities owned and/or invested on a discretionary basis by the Buyer, the Buyer used the cost of such securities to the Buyer and did not include any of the securities referred to in the preceding paragraph, except (i) where the Buyer reports its securities holdings in its financial statements on the basis of their market value, and (ii) no current information with respect to the cost of those securities has been published. If clause (ii) in the preceding sentence applies, the securities may be valued at market. Further, in determining such aggregate amount, the Buyer may have included securities owned by subsidiaries of the Buyer, but only if such subsidiaries are consolidated with the Buyer in its financial statements prepared in accordance with generally accepted accounting principles and if the investments of such subsidiaries are managed under the Buyer’s direction. However, such securities were not included if the Buyer is a majority-owned, consolidated subsidiary of another enterprise and the Buyer is not itself a reporting company under the Securities Exchange Act of 1934, as amended.
 
5. The Buyer acknowledges that it is familiar with Rule 144A and understands that the seller to it and other parties related to the Certificates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer may be in reliance on Rule 144A.
 
6. Until the date of purchase of the Rule 144A Securities, the Buyer will notify each of the parties to which this certification is made of any changes in the information and conclusions herein. Until such notice is given, the Buyer’s purchase of the Certificates will constitute a reaffirmation of this certification as of the date of such purchase. In addition, if the Buyer is a bank or savings and loan is provided above, the Buyer agrees that it will furnish to such parties updated annual financial statements promptly after they become available.
 
 
Print Name of Buyer
             
             
By:
 
 
Name:
 
Title:
 
Date:



1 Buyer must own and/or invest on a discretionary basis at least $100,000,000 in securities unless Buyer is a dealer, and, in that case, Buyer must own and/or invest on a discretionary basis at least $10,000,000 in securities.




ANNEX 2 TO EXHIBIT J
 
QUALIFIED INSTITUTIONAL BUYER STATUS UNDER SEC RULE 144A
 
[For Transferees That are Registered Investment Companies]
 
The undersigned (the “Buyer”) hereby certifies as follows to the parties listed in the Rule 144A Transferee Certificate to which this certification relates with respect to the Certificates described therein:
 
1.  As indicated below, the undersigned is the President, Chief Financial Officer or Senior Vice President of the Buyer or, if the Buyer is a “qualified institutional buyer” as that term is defined in Rule 144A under the Securities Act of 1933, as amended (“Rule 144A”) because Buyer is part of a Family of Investment Companies (as defined below), is such an officer of the Adviser.
 
2.  In connection with purchases by Buyer, the Buyer is a “qualified institutional buyer” as defined in SEC Rule 144A because (i) the Buyer is an investment company registered under the Investment Company Act of 1940, as amended and (ii) as marked below, the Buyer alone, or the Buyer’s Family of Investment Companies, owned at least $100,000,000 in securities (other than the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year. For purposes of determining the amount of securities owned by the Buyer or the Buyer’s Family of Investment Companies, the cost of such securities was used, except (i) where the Buyer or the Buyers Family of Investment Companies reports its securities holdings in its financial statements on the basis of their market value, and (ii) no current information with respect to the cost of those securities has been published. If clause (ii) in the preceding sentence applies, the securities may be valued at market.
 
The Buyer owned $____________ in securities (other than the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A).
 
The Buyer is part of a Family of Investment Companies which owned in the aggregate $_____________ in securities (other than the excluded securities referred to below) as of the end of the Buyer’s most recent fiscal year (such amount being calculated in accordance with Rule 144A).
 
3.  The term “Family of Investment Companies” as used herein means two or more registered investment companies (or series thereof) that have the same investment adviser or investment advisers that are affiliated (by virtue of being majority owned subsidiaries of the same parent or because one investment adviser is a majority owned subsidiary of the other).
 
4.  The term “securities” as used herein does not include (i) securities of issuers that are affiliated with the Buyer or are part of the Buyer’s Family of Investment Companies, (ii) securities issued or guaranteed by the U.S. or any instrumentality thereof, (iii) bank deposit notes and certificates of deposit, (iv) loan participations, (v) repurchase agreements, (vi) securities owned but subject to a repurchase agreement and (vii) currency, interest rate and commodity swaps.
 
5. The Buyer is familiar with Rule 144A and understands that the parties listed in the Rule 144A Transferee Certificate to which this certification relates are relying and will continue to rely on the statements made herein because one or more sales to the Buyer will be in reliance on Rule 144A. In addition, the Buyer will only purchase for the Buyer’s own account.
 
6.  Until the date of purchase of the Certificates, the undersigned will notify the parties listed in the Rule 144A Transferee Certificate to which this certification relates of any changes in the information and conclusions herein. Until such notice is given, the Buyer’s purchase of the Certificates will constitute a reaffirmation of this certification by the undersigned as of the date of such purchase.
 
 
Print Name of Buyer
             
             
By:
 
 
Name:
 
Title:
   

IF AN ADVISER:
 


_________________________________________
Print Name of Buyer

Date:



 

EXHIBIT K
 
FORM OF RESIDUAL CERTIFICATES TRANSFER AFFIDAVIT
PURSUANT TO SECTION 5.02(d)
 
OPTION ONE MORTGAGE LOAN TRUST 2007-5,
ASSET-BACKED CERTIFICATES, SERIES 2007-5
 
STATE OF_____________
)
 
 
)
ss.:
COUNTY OF___________
)
 

 
  The undersigned, being first duly sworn, deposes and says as follows:
 
1.  The undersigned is an officer of _____________________________, the proposed Transferee of an Ownership Interest in a Residual Certificate (the “Certificate”) issued pursuant to the Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”), among Option One Mortgage Acceptance Corporation, as depositor (the “Depositor”), Option One Mortgage Corporation, as servicer (the “ Servicer”) and Wells Fargo Bank, N.A., as trustee (the Trustee”). Capitalized terms used, but not defined herein or in Exhibit 1 hereto, shall have the meanings ascribed to such terms in the Agreement. The Transferee has authorized the undersigned to make this affidavit on behalf of the Transferee for the benefit of the Depositor and the Trustee.
 
2.  The Transferee is, as of the date hereof, and will be, as of the date of the Transfer, a Permitted Transferee. The Transferee is acquiring its Ownership Interest in the Certificate for its own account. The Transferee has no knowledge that any such affidavit is false.
 
3.  The Transferee has been advised of, and understands that (i) a tax will be imposed on Transfers of the Certificate to Persons that are not Permitted Transferees; (ii) such tax will be imposed on the transferor, or, if such Transfer is through an agent (which includes a broker, nominee or middleman) for a Person that is not a Permitted Transferee, on the agent; and (iii) the Person otherwise liable for the tax shall be relieved of liability for the tax if the subsequent Transferee furnished to such Person an affidavit that such subsequent Transferee is a Permitted Transferee and, at the time of Transfer, such Person does not have actual knowledge that the affidavit is false.
 
4.  The Transferee has been advised of, and understands that a tax will be imposed on a “pass-through entity” holding the Certificate if at any time during the taxable year of the pass-through entity a Person that is not a Permitted Transferee is the record holder of an interest in such entity. The Transferee understands that such tax will not be imposed for any period with respect to which the record holder furnishes to the pass-through entity an affidavit that such record holder is a Permitted Transferee and the pass-through entity does not have actual knowledge that such affidavit is false. (For this purpose, a “pass-through entity” includes a regulated investment company, a real estate investment trust or common trust fund, a partnership, trust or estate, and certain cooperatives and, except as may be provided in Treasury Regulations, persons holding interests in pass-through entities as a nominee for another Person.)
 
5.  The Transferee has reviewed the provisions of Section 5.02(d) of the Agreement and understands the legal consequences of the acquisition of an Ownership Interest in the Certificate including, without limitation, the restrictions on subsequent Transfers and the provisions regarding voiding the Transfer and mandatory sales. The Transferee expressly agrees to be bound by and to abide by the provisions of Section 5.02(d) of the Agreement and the restrictions noted on the face of the Certificate. The Transferee understands and agrees that any breach of any of the representations included herein shall render the Transfer to the Transferee contemplated hereby null and void.
 
6.  The Transferee agrees to require a Transfer Affidavit from any Person to whom the Transferee attempts to Transfer its Ownership Interest in the Certificate, and in connection with any Transfer by a Person for whom the Transferee is acting as nominee, trustee or agent, and the Transferee will not Transfer its Ownership Interest or cause any Ownership Interest to be Transferred to any Person that the Transferee knows is not a Permitted Transferee. In connection with any such Transfer by the Transferee, the Transferee agrees to deliver to the Trustee a certificate substantially in the form set forth as Exhibit L to the Agreement (a “Transferor Certificate”) to the effect that such Transferee has no actual knowledge that the Person to which the Transfer is to be made is not a Permitted Transferee.
 
7.  The Transferee has historically paid its debts as they have come due, intends to pay its debts as they come due in the future, and understands that the taxes payable with respect to the Certificate may exceed the cash flow with respect thereto in some or all periods and intends to pay such taxes as they become due. The Transferee does not have the intention to impede the assessment or collection of any tax legally required to be paid with respect to the Certificate.
 
8.  The Transferee’s taxpayer identification number is [_________].
 
9.  The Transferee is a U.S. Person as defined in Code Section 7701(a)(30).
 
10.  The Transferee is aware that the Certificate may be a “noneconomic residual interest” within the meaning of proposed Treasury regulations promulgated pursuant to the Code and that the transferor of a noneconomic residual interest will remain liable for any taxes due with respect to the income on such residual interest, unless no significant purpose of the transfer was to impede the assessment or collection of tax.
 
11.  The Transferee will not cause income from the Certificate to be attributable to a foreign permanent establishment or fixed base, within the meaning of an applicable income tax treaty, of the Transferee or any other U.S. person.
 
12.  Check one of the following:
 
[ ]  The present value of the anticipated tax liabilities associated with holding the Certificate, as applicable, does not exceed the sum of:
 
 
(i)
the present value of any consideration given to the Transferee to acquire such Certificate;
 
 
(ii)
the present value of the expected future distributions on such Certificate; and
 
 
(iii)
the present value of the anticipated tax savings associated with holding such Certificate as the related REMIC generates losses.
 
For purposes of this calculation, (i) the Transferee is assumed to pay tax at the highest rate currently specified in Section 11(b) of the Code (but the tax rate in Section 55(b)(1)(B) of the Code may be used in lieu of the highest rate specified in Section 11(b) of the Code if the Transferee has been subject to the alternative minimum tax under Section 55 of the Code in the preceding two years and will compute its taxable income in the current taxable year using the alternative minimum tax rate) and (ii) present values are computed using a discount rate equal to the short-term Federal rate prescribed by Section 1274(d) of the Code for the month of the transfer and the compounding period used by the Transferee.
 
[ ]  The transfer of the Certificate complies with U.S. Treasury Regulations Sections 1.860E-1(c)(5) and (6) and, accordingly,
 
 
(i)
the Transferee is an “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), as to which income from the Certificate will only be taxed in the United States;
 
 
(ii)
at the time of the transfer, and at the close of the Transferee’s two fiscal years preceding the year of the transfer, the Transferee had gross assets for financial reporting purposes (excluding any obligation of a person related to the Transferee within the meaning of U.S. Treasury Regulations Section 1.860E-1(c)(6)(ii)) in excess of $100 million and net assets in excess of $10 million;
 
 
(iii)
the Transferee will transfer the Certificate only to another “eligible corporation,” as defined in U.S. Treasury Regulations Section 1.860E-1(c)(6)(i), in a transaction that satisfies the requirements of Sections 1.860E-1(c)(4)(i), (ii) and (iii) and Section 1.860E-1(c)(5) of the U.S. Treasury Regulations; and
 
 
(iv)
the Transferee determined the consideration paid to it to acquire the Certificate based on reasonable market assumptions (including, but not limited to, borrowing and investment rates, prepayment and loss assumptions, expense and reinvestment assumptions, tax rates and other factors specific to the Transferee) that it has determined in good faith.
 
[ ]  None of the above.
 
13.  The Transferee is not an employee benefit plan that is subject to Title I of ERISA or a plan that is subject to Section 4975 of the Code or a plan subject to any Federal, state or local law that is substantially similar to Title I of ERISA or Section 4975 of the Code, and the Transferee is not acting on behalf of or investing plan assets of such a plan.



 
IN WITNESS WHEREOF, the Transferee has caused this instrument to be executed on its behalf, pursuant to authority of its Board of Directors, by its duly authorized officer and its corporate seal to be hereunto affixed, duly attested, this _____ day of ___________, 20__.

           
[TRANSFEREE]
                         
                         
           
By:
 
             
Name: 
             
Title: 

[Corporate Seal]


ATTEST:

_____________________________________
[Assistant] Secretary


 
Personally appeared before me the above-named __________, known or proved to me to be the same person who executed the foregoing instrument and to be the ___________ of the Transferee, and acknowledged that he executed the same as his free act and deed and the free act and deed of the Transferee.
 
Subscribed and sworn before me this ____ day of __________, 20___.

   
 
NOTARY PUBLIC
   
   
 
My Commission expires the _____ day of _________, 20____


[Corporate Seal]


ATTEST:


[Assistant] Secretary




Personally appeared before me the above-named __________________________, known or proved to me to be the same person who executed the foregoing instrument and to be the ____________________ of the Transferee, and acknowledged that he executed the same as his free act and deed and the free act and deed of the Transferee.
 
Subscribed and sworn before me this ____ day of __________, ____.
 
   
 
NOTARY PUBLIC
   
   
 
My Commission expires the _____ day of _________, 20____




 

EXHIBIT L
 
FORM OF TRANSFEROR CERTIFICATE
 
[DATE]
 

Option One Mortgage Acceptance Corporation
3 Ada
 

 
Re:
Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5

Ladies and Gentlemen:
 
In connection with our disposition of the above Certificates we certify that (a) we understand that the Certificates have not been registered under the Securities Act of 1933, as amended (the “Act”), and are being disposed by us in a transaction that is exempt from the registration requirements of the Act, (b) we have not offered or sold any Certificates to, or solicited offers to buy any Certificates from, any person, or otherwise approached or negotiated with any person with respect thereto, in a manner that would be deemed, or taken any other action which would result in, a violation of Section 5 of the Act, (c) to the extent we are disposing of a Class [ ] Certificate, we have no knowledge the Transferee is not a Permitted Transferee and (d) no purpose of the proposed disposition of a Class [ ] Certificate is to impede the assessment or collection of tax.
 
             
Very truly yours,
                           
             
TRANSFEROR
                           
                           
                           
             
By:
             
Name:
             
Title:



 

EXHIBIT M
 
FORM OF ERISA REPRESENTATION LETTER
 
_____________, 20__

Option One Mortgage Acceptance Corporation
3 Ada
Wells Fargo Bank, N.A.
9062 Old Annapolis Road
Option One Mortgage Corporation
3 Ada
 

 
Re:
Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5

Dear Sirs:
 
_______________________________ (the “Transferee”) intends to acquire from ___________________________ (the “Transferor”) $____________ Initial Certificate Principal Balance Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates Series 2007-5, Class [C][P][R][R-X] (the “Certificates”), issued pursuant to a Pooling and Servicing Agreement (the “Pooling and Servicing Agreement”) dated as of April 1, 2007 among Option One Mortgage Acceptance Corporation as depositor (the “Depositor”), Option One Mortgage Corporation as servicer (the “Servicer”) and Wells Fargo Bank, N.A. as trustee (the “Trustee”). Capitalized terms used herein and not otherwise defined shall have the meanings assigned thereto in the Pooling and Servicing Agreement. The Transferee hereby certifies, represents and warrants to, and covenants with the Depositor, the Trustee and the Servicer the following:
 
The Certificates (i) are not being acquired by, and will not be transferred to, any employee benefit plan within the meaning of section 3(3) of the Employee Retirement Income Security Act of 1974, as amended (“ERISA”), or other retirement arrangement, including individual retirement accounts and annuities, Keogh plans and bank collective investment funds and insurance company general or separate accounts in which such plans, accounts or arrangements are invested, that is subject to Section 406 of ERISA or Section 4975 of the Internal Revenue Code of 1986 (the “Code”) (any of the foregoing, a “Plan”), (ii) are not being acquired with “plan assets” of a Plan within the meaning of the Department of Labor (“DOL”) regulation, 29 C.F.R. § 2510.3-101, and (iii) will not be transferred to any entity that is deemed to be investing in plan assets within the meaning of the DOL regulation at 29 C.F.R. § 2510.3-101.
 
             
Very truly yours,
                           
                           
             
By: ________________________________
             
Name:
             
Title:

 
 


EXHIBIT N
 

SWAP ADMINISTRATION AGREEMENT
 
This Swap Administration Agreement, dated as of April 27, 2007 (this “Agreement”), among Wells Fargo Bank, N.A., a national banking association (“Wells Fargo Bank, N.A.”), as swap administrator (in such capacity, the “Swap Administrator”), Wells Fargo Bank, N.A., as trustee for Option One Mortgage Loan Trust 2007-5, Asset-Backed Pass-Through Certificates, Series 2007-5 (in such capacity, the “Trustee”), Wells Fargo Bank, N.A., as supplemental interest trust trustee (in such capacity, the “Supplemental Interest Trust Trustee”) and Option One Mortgage Capital Corporation (“Option One”).
 
WHEREAS, Wells Fargo Bank, N.A., as Trustee for Option One Mortgage Loan Trust 2007-5, Asset-Backed Pass-Through Certificates, Series 2007-5, is counterparty to an Interest Rate Swap Agreement (the “Swap Agreement”), a copy of which is attached hereto as Exhibit A, between Wells Fargo Bank, N.A. as Supplemental Interest Trust Trustee and Lehman Brothers Special Financing Inc. (the “Swap Provider”);
 
WHEREAS, it is desirable to irrevocably appoint the Swap Administrator, and the Swap Administrator desires to accept such appointment, to receive and distribute funds payable by the Swap Provider under the Swap Agreement as provided herein; and
 
NOW, THEREFORE, in consideration of the mutual covenants contained herein, and for other good and valuable consideration, the receipt and adequacy of which are hereby acknowledged, the parties agree as follows:
 
1.  Definitions. Capitalized terms used but not otherwise defined herein shall have the respective meanings assigned thereto in the Pooling and Servicing Agreement or in the related Indenture, as the case may be, as in effect on the date hereof.
 
2.       Swap Administrator.
 
(a)           
The Supplemental Interest Trust Trustee will receive all funds paid by the Swap Provider or its successors in interest under the Swap Agreement (including any Swap Termination Payment). The Supplemental Interest Trust Trustee hereby appoints the Swap Administrator to receive such amounts on each Distribution Date and the Swap Administrator accepts such appointment. Thereafter, the Swap Administrator hereby agrees to distribute on each Distribution Date such amounts in the following order of priority:
 
(i)  first, to the Trustee for deposit into the Swap Account, an amount equal to the sum of the following amounts remaining outstanding after distribution of the Net Monthly Excess Cashflow (other than with respect to any Certificates beneficially owned by Option One or its Affiliates of which a Responsible Officer of the Trustee has actual knowledge): (A) Unpaid Interest Shortfall Amounts, (B) Net WAC Rate Carryover Amounts; (C) an amount necessary to maintain or restore the Overcollateralization Target Amount, subject to Section 4.01 of the Pooling and Servicing Agreement; and (D) any Allocated Realized Loss Amounts;
 
(ii)  second, to Option One, any amounts remaining after payment of (i) above, provided, however, upon the issuance of notes by an issuer (the “Trust”), secured by all or a portion of the Class C Certificates and the Class P Certificates (the “NIM Notes”), Option One hereby instructs the Swap Administrator to make any payments under this clause 2(a)(ii) in the following order of priority:
 
(A)  
to the Indenture Trustee for the Trust, for deposit into the Note Account (each as to defined in the related Indenture), and until satisfaction and discharge of the Indenture, the Floating Amount (as defined in Annex I); and
 
(B)  
to the Holders of the Class C Certificates; provided; however, that any Swap Termination Payment received by the Swap Administrator, on behalf of the Supplemental Interest Trust Trustee, shall not be payable to the Holders of the Class C Certificates pursuant to this clause (ii)(B) without the prior written consent of the NIMS Insurer, if any, and the Rating Agencies.
 
(b)          
The Swap Administrator, on behalf of the Supplemental Interest Trust Trustee, agrees to hold any amounts received under the Swap Agreement in trust upon the terms and conditions and for the exclusive use and benefit of the Trustee, the Indenture Trustee, as applicable (in turn for the benefit of the Certificateholders, the Noteholders and the NIMS Insurer, if any) as set forth herein. The rights, duties and liabilities of the Swap Administrator in respect of this Agreement shall be as follows:
 
(i) The Swap Administrator shall have the full power and authority to do all things not inconsistent with the provisions of this Agreement that it may deem advisable in order to enforce the provisions hereof. The Swap Administrator shall not be answerable or accountable except for its own bad faith, willful misconduct or negligence. The Swap Administrator shall not be required to take any action to exercise or enforce any of its rights or powers hereunder which, in the opinion of the Swap Administrator, shall be likely to involve expense or liability to the Swap Administrator, unless the Swap Administrator shall have received an agreement satisfactory to it in its sole discretion to indemnify it against such liability and expense.
 
(ii) The Swap Administrator shall not be liable with respect to any action taken or omitted to be taken by it in good faith in accordance with the direction of any party hereto or the NIMS Insurer, if any, or otherwise as provided herein, relating to the time, method and place of conducting any proceeding for any remedy available to the Swap Administrator or exercising any right or power conferred upon the Swap Administrator under this Agreement.
 
(iii) The Swap Administrator may perform any duties hereunder either directly or by or through agents or attorneys of the Swap Administrator. The Swap Administrator shall not be liable for the acts or omissions of its agents or attorneys so long as the Swap Administrator chose such Persons with due care.
 
3.  Swap Account. The Swap Administrator, on behalf of the Supplemental Interest Trust Trustee, shall segregate and hold all funds received pursuant to the Swap Agreement (including any Swap Termination Payment) separate and apart from any of its own funds and general assets and shall establish and maintain in the name of the Swap Administrator one or more segregated accounts (such account or accounts, the “Swap Account”), held in trust for the benefit of the Trustee, the Indenture Trustee, if any, and the parties to this Agreement. All amounts on deposit in the Swap Account shall remain uninvested unless the Swap Administrator receives instructions to the contrary from any party hereto, with the consent of the NIMS Insurer, if any. The Swap Administrator hereby agrees that and it holds and shall hold the Swap Account and all amounts deposited therein in trust for the exclusive use and benefit of the Trustee and the Indenture Trustee, if any, as their interests may appear.
 
4.       [Reserved].
 
5.  Representations and Warranties of Wells Fargo. Wells Fargo Bank, N.A. represents and warrants as follows:
 
(a)           
Wells Fargo Bank, N.A. is duly organized and validly existing as a national banking association under the laws of the United States and has all requisite power and authority to execute and deliver this Agreement, to perform its obligations as Swap Administrator hereunder.
 
(b)          
The execution, delivery and performance of this Agreement by Wells Fargo Bank, N.A. as Swap Administrator, Supplemental Interest Trust Trustee and Trustee have been duly authorized in the Pooling and Servicing Agreement and the Indenture.
 
(c)          
This Agreement has been duly executed and delivered by Wells Fargo Bank, N.A. as Swap Administrator, Supplemental Interest Trust Trustee and Trustee and is enforceable against Wells Fargo Bank, N.A. in such capacities in accordance with its terms, except as enforceability may be affected by bankruptcy, insolvency, fraudulent conveyance, reorganization, moratorium and other similar laws relating to or affecting creditors’ rights generally, general equitable principles (whether considered in a proceeding in equity or at law).
 
6.             
Replacement of Swap Administrator.
 
Any corporation, bank, trust company or association into which the Swap Administrator may be merged or converted or with which it may be consolidated, or any corporation, bank, trust company or association resulting from any merger, conversion or consolidation to which the Swap Administrator shall be a party, or any corporation, bank, trust company or association succeeding to all or substantially all the corporate trust business of the Swap Administrator, shall be the successor of the Swap Administrator hereunder, without the execution or filing of any paper or any further act on the part of any of the parties hereto, except to the extent that assumption of its duties and obligations, as such, is not effected by operation of law.
 
No resignation or removal of the Swap Administrator and no appointment of a successor Swap Administrator shall become effective until the appointment by Option One of a successor swap administrator acceptable to the NIMS Insurer, if any. Any successor swap administrator shall execute such documents or instruments necessary or appropriate to vest in and confirm to such successor swap administrator all such rights and powers conferred by this Agreement.
 
The Swap Administrator may resign at any time by giving written notice thereof to the other parties hereto with a copy to the NIMS Insurer, if any. If a successor swap administrator shall not have accepted the appointment hereunder within 30 days after the giving by the resigning Swap Administrator of such notice of resignation, the resigning Swap Administrator may petition any court of competent jurisdiction for the appointment of a successor swap administrator acceptable to the NIMS Insurer, if any.
 
In the event of a resignation or removal of the Swap Administrator, Option One shall promptly appoint a successor swap administrator acceptable to the NIMS Insurer, if any. If no such appointment has been made within 10 days of the resignation or removal, the NIMS Insurer, if any, may appoint a successor swap administrator.
 
7.             
Trustee Obligations.
 
Whenever the Trustee, in such capacity as the Supplemental Interest Trust Trustee, as a party to the Swap Agreement, has the option or is requested in such capacity, whether such request is by the counterparty to such agreement, to take any action or to give any consent, approval or waiver that it is entitled to take or give in such capacity, including, without limitation, in connection with an amendment of such agreement or the occurrence of a default or termination event thereunder, the Trustee, in such capacity as the Supplemental Interest Trust Trustee, shall promptly notify the parties hereto and the NIMS Insurer, if any, of such request in such detail as is available to it and, shall, on behalf of the parties hereto and the NIMS Insurer, if any, take such action in connection with the exercise and/or enforcement of any rights and/or remedies available to it in such capacity with respect to such request as the NIMS Insurer, if any, shall direct in writing; provided that if no such direction is received prior to the date that is established for taking such action or giving such consent, approval or waiver (notice of which date shall be given by the Trustee, in such capacity as the Supplemental Interest Trust Trustee, to the parties hereto and the NIMS Insurer, if any), the Trustee, in such capacity as the Supplemental Interest Trust Trustee, may abstain from taking such action or giving such consent, approval or waiver.
 
The Trustee, in such capacity as the Supplemental Interest Trust Trustee, shall forward to the parties hereto and the NIMS Insurer, if any, on the Payment Date following its receipt thereof copies of any and all notices, statements, reports and/or other material communications and information (collectively, the “Swap Reports”) that it receives in connection with the Swap Agreement or from the counterparty thereto.
 
8.             
Miscellaneous.
 
(a)           
This Agreement shall be governed by and construed in accordance with the laws of the State of New York.
 
(b)           
Any action or proceeding against any of the parties hereto relating in any way to this Agreement may be brought and enforced in the courts of the State of New York sitting in the borough of Manhattan or of the United States District Court for the Southern District of New York and the Swap Administrator irrevocably submits to the jurisdiction of each such court in respect of any such action or proceeding. The Swap Administrator waives, to the fullest extent permitted by law, any right to remove any such action or proceeding by reason of improper venue or inconvenient forum.
 
(c)           
This Agreement may be amended, supplemented or modified in writing by the parties hereto, but only with the consent of the NIMS Insurer, if any.
 
(d)           
This Agreement may not be assigned or transferred without the prior written consent of the NIMS Insurer, if any; provided, however, the parties hereto acknowledge and agree to the assignment of the rights of Option One as provided under this Agreement pursuant to the Sale Agreement, the Trust Agreement and the Indenture.
 
(e)           
This Agreement may be executed by one or more of the parties to this Agreement on any number of separate counterparts (including by facsimile transmission), and all such counterparts taken together shall be deemed to constitute one and the same instrument.
 
(f)           
Any provision of this Agreement which is prohibited or unenforceable in any jurisdiction shall, as to such jurisdiction, be ineffective to the extent of such prohibition or unenforceability without invalidating the remaining provisions hereof, and any such prohibition or unenforceability in any jurisdiction shall not invalidate or render unenforceable such provision in any other jurisdiction.
 
(g)           
The representations and warranties made by the parties to this Agreement shall survive the execution and delivery of this Agreement. No act or omission on the part of any party hereto shall constitute a waiver of any such representation or warranty.
 
(h)           
The article and section headings herein are for convenience of reference only, and shall not limit or otherwise affect the meaning hereof.
 
9.  Third Party Beneficiary. The Note Insurer, the Backup Note Insurer and the Indenture Trustee, if any, shall be deemed a third-party beneficiary of this Agreement to the same extent as if it were a party hereto, and shall have the right to enforce the provisions of this Agreement.
 
10.  Swap Administrator Rights. The Swap Administrator shall be entitled to the same rights, protections and indemnities afforded to the Trustee under the Pooling and Servicing Agreement and the Indenture Trustee under the Indenture, in each case, as if specifically set forth herein with respect to the Swap Administrator.
 
11.  Limited Recourse. Notwithstanding any other provisions of this Agreement, the obligations of the Trustee under this Agreement are limited recourse obligations of the Trustee. Such obligations are non-recourse to the Trustee, its assets and its property other than the assets of the Trust Fund, and following realization of such assets, any claims of any party hereto shall be extinguished and shall not thereafter be reinstated. No recourse shall be had against any principal, director, officer, employee, beneficiary, shareholder, partner, member, trustee, agent or affiliate of the Trustee or any person owning, directly or indirectly, any legal or beneficial interest in the Trustee, or any successors or assigns of any of the foregoing (the “Exculpated Parties”) for the payment of any amount payable under this Agreement. The parties hereto shall not enforce the liability and obligations of the Trustee to perform and observe the obligations contained in this Agreement by any action or proceeding wherein a money judgment establishing any personal liability shall be sought against the Trustee, subject to the following sentence, or the Exculpated Parties. The agreements in this paragraph shall survive termination of this Agreement and the performance of all obligations hereunder.
 


IN WITNESS WHEREOF, the parties have caused this Agreement to be duly executed and delivered as of the day and year first above written.
 
             
WELLS FARGO BANK, N.A.
as Swap Administrator
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
             
WELLS FARGO BANK, N.A.
as Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
             
WELLS FARGO BANK, N.A.
as Supplemental Interest Trust Trustee
                           
                           
             
By:
 
             
Name:
 
             
Title:
 
 
             
OPTION ONE MORTGAGE CAPITAL CORPORATION
                           
                           
             
By:
 
             
Name:
 
             
Title:
 

 


EXHIBIT A
 
FORM OF INTEREST RATE SWAP AGREEMENT
 
See Exhibit I to the Pooling and Servicing Agreement
 



ANNEX I
 
The amounts paid under clause 2(a)(ii) of the Swap Administration Agreement shall be calculated as follows:

Floating Amount:
 
   
Floating Rate Payer:
Swap Administrator.
   
Floating Rate Option:
USD-LIBOR-BBA.
   
   
Floating Amount
The Floating Amount payable by Party A shall be an amount equal to (i) the Notional Amount * (ii) Floating Rate Option * (iii) Floating Rate Day Count Fraction.
   
Floating Rate Day Count Fraction:
Actual/360.
   
Notional Amount:
The aggregate certificate principal balance of the outstanding Class A and Mezzanine Certificates immediately prior to the related Distribution Date.
 
 


 


EXHIBIT O
 
FORM OF REMITTANCE REPORT
 
Standard File Layout - Trustee
 
 
 
Column Name
DESCRIPTION
Decimal
Comment
Max Size
LOAN_NBR
A unique identifier assigned to each loan by the originator.
 
Text up to 10 digits
10
SER_INVESTOR_NBR
A value assigned by the Servicer to define a group of loans.
 
Text up to 10 digits
20
SERVICER_LOAN_NBR
A unique number assigned to a loan by the Servicer. This may be different than the LOAN_NBR.
 
Text up to 10 digits
10
BORR_NEXT _PAY_DUE_DATE
The date at the end of processing cycle that the Borrower's next payment is due to the Servicer, as reported by Servicer.
 
MM/DD/YYYY
10
NOTE_INT_RATE
The loan interest rate as reported by the Servicer.
4
Max length of 6
6
ACTL_END _PRIN_BAL
The Borrower's actual principal balance at the end of the processing cycle.
2
No commas(,) or dollar signs ($)
11
SCHED_END_PRIN_BAL
The scheduled principal balance due to the investors at the end of a processing cycle.
2
No commas(,) or dollar signs ($)
11
ACTL_BEG _PRIN_BAL
The Borrower's actual principal balance at the beginning of the processing cycle.
2
No commas(,) or dollar signs ($)
11
SCHED_BEG_PRIN_BAL
The scheduled outstanding principal amount due at the beginning of the cycle date to be passed through to the investors.
2
No commas(,) or dollar signs ($)
11
SCHED_PAY_AMT
The scheduled monthly principal and scheduled interest payment that a Borrower is expected to pay; P&I constant.
2
No commas(,) or dollar signs ($)
11
SCHED_PRIN_ AMT
The scheduled principal amount as reported by the Servicer for the current cycle.
2
No commas(,) or dollar signs ($)
11
SERV_CURT _AMT_1
The first curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
SERV_CURT _AMT_2
The second curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
SERV_CURT _AMT_3
The third curtailment amount to be applied.
2
No commas(,) or dollar signs ($)
11
 
The standard FNMA numeric code used to indicate the default/delinquent status of a particular loan.
 
Action Code Key: 15=Bankruptcy, 30=Foreclosure, 70=REO, 60=PIF, 63= Substitution, 65=Repurchase;
2
ACTION_CODE
PIF_AMT
The loan "paid in full" amount as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
PIF_DATE
The paid in full date as reported by the Servicer.
 
MM/DD/YYYY
10
SCHED_GROSS_INTEREST_AMT
The amount of interest due on the outstanding scheduled principal balance in the current cycle.
2
No commas(,) or dollar signs ($)
11
LOAN_FEE_AMT
The monthly loan fee amount expressed in dollars and cents.
2
No commas(,) or dollar signs ($)
11
SERV_FEE_RATE
The Servicer's fee rate for a loan as reported by the Servicer.
4
Max length of 6
6
CR_LOSS_AMT
The amount of loss that is classified as a credit.
2
No commas(,) or dollar signs ($)
11
FRAUD_LOSS_AMT
The amount of loss that is attributable to a fraud claim.
2
No commas(,) or dollar signs ($)
11
BANKRUPTCY_LOSS_AMT
The amount of loss due to bankruptcy.
2
No commas(,) or dollar signs ($)
11
SPH_LOSS_AMT
The amount of loss that is classified as a special hazard.
2
No commas(,) or dollar signs ($)
11
PREPAY_PENALTY_ AMT
The penalty amount received when a Borrower prepays on his loan as reported by the Servicer.
2
No commas(,) or dollar signs ($)
11
PREPAY_PENALTY_ WAIVED
The prepayment penalty amount for the loan waived by the Servicer.
2
No commas(,) or dollar signs ($)
11
MOD_DATE
The effective payment date of the modification for the loan.
 
MM/DD/YYYY
10
MOD_TYPE
The modification type.
 
Varchar - value can be alpha or numeric
30
DELINQ_P&I_ADVANCE_AMT
The current outstanding principal and interest advances made by the Servicer.
2
No commas(,) or dollar signs ($)
11

 

 

EXHIBIT P
 
[Reserved]
 

 

EXHIBIT Q
 
[Reserved]
 

 

EXHIBIT R-1
 
FORM OF CERTIFICATION TO BE PROVIDED BY DEPOSITOR WITH FORM 10-K
 
I, _______________, the senior officer of Option One Mortgage Acceptance Corporation, certify that:
 
l. I have reviewed this report on Form 10-K and all reports on Form 10-D required to be filed in respect of the period covered by this report on Form 10-K of Option One Mortgage Loan Trust 2007-5, Asset-Backed Certificates, Series 2007-5 (the “Exchange Act periodic reports”);
 
2. Based on my knowledge, the Exchange Act periodic reports, taken as a whole, do not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
 
3. Based on my knowledge, all of the distribution, servicing and other information required to be provided under the Form 10-D for the period covered by this report is included in the Exchange Act periodic reports;
 
4. Based on my knowledge and the servicer compliance statement required in this report under Item 1123 of Regulation AB, and except as disclosed in the Exchange Act periodic reports, the servicer has fulfilled its obligations under the servicing agreement; and
 
5. All of the reports on assessment of compliance with servicing criteria for asset-backed securities and their related attestation reports on assessment of compliance with servicing criteria for asset-backed securities required to be included in this report in accordance with Item 1122 of Regulation AB and Exchange Act Rules 13a-18 and 15d-18 have been included as an exhibit to this report, except as otherwise disclosed in this report. Any material instances of noncompliance described in such reports have been disclosed in this Form 10-K.
 
In giving the certifications above, I have reasonably relied on information provided to me by the following unaffiliated parties: Wells Fargo Bank, N.A.
 
Date: ___________________

             
OPTION ONE MORTGAGE ACCEPTANCE CORPORATION
                           
                           
             
By: ________________________________
             
Name:
             
Title:




EXHIBIT R-2
 
FORM OF CERTIFICATION TO BE PROVIDED TO DEPOSITOR BY TRUSTEE
 
 
Re:  
The [ ] agreement dated as of [ ], 200[ ] (the “Agreement”), among [IDENTIFY PARTIES]
 
I, ________________________________, the _______________________ of Wells Fargo Bank, N.A., certify to the Certifying Person and [the Depositor], and its officers, directors and affiliates, with the knowledge and intent that they will rely upon this certification, that:
 
(1) I have reviewed the annual report on Form 10-K for the fiscal year [ ] (the “Annual Report”) and all reports on Form 10-D required to be filed in respect of the period covered by the Annual Report (collectively with the Annual Report, the “Reports”) of the Trust;
 
(2) Based on my knowledge, the Reports, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in the light of the circumstances under which such statements were made, not misleading with respect to the period of time covered by the Annual Report;
 
(3) Based on my knowledge, the distribution information required to be provided by the Trustee under the Agreement for inclusion in the Reports is included in the Reports;
 
(4) I am responsible for reviewing the activities performed by the Trustee under the Agreement, and based on my knowledge and the compliance review conducted in preparing the compliance statement of the Trustee required in the Annual Report under Item 1123 of Regulation AB, and except as disclosed in the Reports, the Trustee has fulfilled its obligations under the Agreement in all material respects; and
 
(5) The report on assessment of compliance with servicing criteria for asset-backed securities of the Trustee and its related attestation report on assessment of compliance required to be included in the Annual Report in accordance with Item 1122 of Regulation AB and Exchange Act rules 13a-18 and 15d-18 has been included as an exhibit to the Annual Report. Any material instances of noncompliance are described in such report and have been disclosed in the Annual Report.
             
Date: _________________________
             
WELLS FARGO BANK, N.A., as Trustee
                           
                           
             
By: ________________________________
             
Name:
             
Title:
             
Date:
 
 

EXHIBIT S
 
SERVICING CRITERIA TO BE ADDRESSED IN ASSESSMENT OF COMPLIANCE

Definitions
Primary Servicer - transaction party having borrower contact
Servicer - aggregator of pool assets
Securities Administrator - waterfall calculator (may be the Trustee, or may be the Servicer)
Back-up Servicer - named in the transaction (in the event a Back up Servicer becomes the Primary Servicer, follow Primary Servicer obligations)
Custodian - safe keeper of pool assets
Paying Agent - distributor of funds to ultimate investor
Trustee - fiduciary of the transaction

Note: The definitions above describe the essential function that the party performs, rather than the party’s title. So, for example, in a particular transaction, the trustee may perform the “paying agent” and “securities administrator” functions, while in another transaction, the securities administrator may perform these functions.

Where there are multiple checks for criteria the attesting party will identify in their management assertion that they are attesting only to the portion of the distribution chain they are responsible for in the related transaction agreements.

Key: X - obligation
[X] - under consideration for obligation

Reg AB Reference
Servicing Criteria
Primary Servicer
Servicer
Trustee
 
General Servicing Considerations
     
1122(d)(1)(i)
Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements.
X
X
X
1122(d)(1)(ii)
If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities.
X
X
X
1122(d)(1)(iii)
Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained.
     
1122(d)(1)(iv)
A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements.
X
X
 
 
Cash Collection and Administration
     
1122(d)(2)(i)
Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements.
X
X
X
1122(d)(2)(ii)
Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel.
X
X
X
1122(d)(2)(iii)
Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.
X
X
X
1122(d)(2)(iv)
The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.
X
X
X
1122(d)(2)(v)
Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.
X
X
X
1122(d)(2)(vi)
Unissued checks are safeguarded so as to prevent unauthorized access.
X
 
X
1122(d)(2)(vii)
Reconciliations are prepared on a monthly basis for all asset-backed securities related bank accounts, including custodial accounts and related bank clearing accounts. These reconciliations are (A) mathematically accurate; (B) prepared within 30 calendar days after the bank statement cutoff date, or such other number of days specified in the transaction agreements; (C) reviewed and approved by someone other than the person who prepared the reconciliation; and (D) contain explanations for reconciling items. These reconciling items are resolved within 90 calendar days of their original identification, or such other number of days specified in the transaction agreements.
X
X
X
 
Investor Remittances and Reporting
     
1122(d)(3)(i)
Reports to investors, including those to be filed with the Commission, are maintained in accordance with the transaction agreements and applicable Commission requirements. Specifically, such reports (A) are prepared in accordance with timeframes and other terms set forth in the transaction agreements; (B) provide information calculated in accordance with the terms specified in the transaction agreements; (C) are filed with the Commission as required by its rules and regulations; and (D) agree with investors’ or the trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the Servicer.
X
X
X
1122(d)(3)(ii)
Amounts due to investors are allocated and remitted in accordance with timeframes, distribution priority and other terms set forth in the transaction agreements.
X
X
X
1122(d)(3)(iii)
Disbursements made to an investor are posted within two business days to the Servicer’s investor records, or such other number of days specified in the transaction agreements.
X
X
X
1122(d)(3)(iv)
Amounts remitted to investors per the investor reports agree with cancelled checks, or other form of payment, or custodial bank statements.
X
X
X
 
Pool Asset Administration
     
1122(d)(4)(i)
Collateral or security on pool assets is maintained as required by the transaction agreements or related pool asset documents.
X
X
X
1122(d)(4)(ii)
Pool assets and related documents are safeguarded as required by the transaction agreements
X
X
X
1122(d)(4)(iii)
Any additions, removals or substitutions to the asset pool are made, reviewed and approved in accordance with any conditions or requirements in the transaction agreements.
X
X
 
1122(d)(4)(iv)
Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the Servicer’s obligor records maintained no more than two business days after receipt, or such other number of days specified in the transaction agreements, and allocated to principal, interest or other items (e.g., escrow) in accordance with the related pool asset documents.
X
   
1122(d)(4)(v)
The Servicer’s records regarding the pool assets agree with the Servicer’s records with respect to an obligor’s unpaid principal balance.
X
   
1122(d)(4)(vi)
Changes with respect to the terms or status of an obligor's pool assets (e.g., loan modifications or re-agings) are made, reviewed and approved by authorized personnel in accordance with the transaction agreements and related pool asset documents.
X
X
 
1122(d)(4)(vii)
Loss mitigation or recovery actions (e.g., forbearance plans, modifications and deeds in lieu of foreclosure, foreclosures and repossessions, as applicable) are initiated, conducted and concluded in accordance with the timeframes or other requirements established by the transaction agreements.
X
X
 
1122(d)(4)(viii)
Records documenting collection efforts are maintained during the period a pool asset is delinquent in accordance with the transaction agreements. Such records are maintained on at least a monthly basis, or such other period specified in the transaction agreements, and describe the entity’s activities in monitoring delinquent pool assets including, for example, phone calls, letters and payment rescheduling plans in cases where delinquency is deemed temporary (e.g., illness or unemployment).
X
   
1122(d)(4)(ix)
Adjustments to interest rates or rates of return for pool assets with variable rates are computed based on the related pool asset documents.
X
X
 
1122(d)(4)(x)
Regarding any funds held in trust for an obligor (such as escrow accounts): (A) such funds are analyzed, in accordance with the obligor’s pool asset documents, on at least an annual basis, or such other period specified in the transaction agreements; (B) interest on such funds is paid, or credited, to obligors in accordance with applicable pool asset documents and state laws; and (C) such funds are returned to the obligor within 30 calendar days of full repayment of the related pool assets, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xi)
Payments made on behalf of an obligor (such as tax or insurance payments) are made on or before the related penalty or expiration dates, as indicated on the appropriate bills or notices for such payments, provided that such support has been received by the servicer at least 30 calendar days prior to these dates, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xii)
Any late payment penalties in connection with any payment to be made on behalf of an obligor are paid from the Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission.
X
   
1122(d)(4)(xiii)
Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements.
X
   
1122(d)(4)(xiv)
Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements.
X
X
X
1122(d)(4)(xv)
Any external enhancement or other support, identified in Item 1114(a)(1) through (3) or Item 1115 of Regulation AB, is maintained as set forth in the transaction agreements.
   
X



EXHIBIT T

FORM 10-D, FORM 8-K AND FORM 10-K
REPORTING RESPONSIBILITY

As to each item described below, the entity indicated as the Responsible Party shall be primarily responsible for reporting the information to the Trustee pursuant to Section 3.25. If the Trustee is indicated below as to any item, then the Trustee is primarily responsible for obtaining that information.

Under Item 1 of Form 10-D: a) items marked “4.03 statement” are required to be included in the periodic Distribution Date statement under Section 4.03, provided by the Trustee based on information received from the Servicer; and b) items marked “Form 10-D report” are required to be in the Form 10-D report but not the 4.03 statement, provided by the party indicated. Information under all other Items of Form 10-D is to be included in the Form 10-D report.

Form
Item
Description
Responsible Party
10-D
Must be filed within 15 days of the Distribution Date.
1
Distribution and Pool Performance Information
 
Item 1121(a) - Distribution and Pool Performance Information
 
(1) Any applicable record date, accrual date, determination date for calculating distributions and actual distribution dates for the distribution period.
4.03 statement
(2) Cash flows received for distributions, fees and expenses.
4.03 statement
(3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
4.03 statement
(i) Fees or expenses accrued and paid, with an identification of the general purpose of such fees and the party receiving such fees or expenses.
4.03 statement
(ii) Payments accrued or paid with respect to enhancement or other support identified in Item 1114 of Regulation AB (such as insurance premiums or other enhancement maintenance fees), with an identification of the general purpose of such payments and the party receiving such payments.
4.03 statement
(iii) Principal, interest and other distributions accrued and paid on the asset-backed securities by type and by class or series and any principal or interest shortfalls or carryovers.
4.03 statement
(iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.
4.03 statement
(4) Beginning and ending principal balances of the asset-backed securities.
4.03 statement
(5) Interest rates applicable to the pool assets and the asset-backed securities, as applicable. Consider providing interest rate information for pool assets in appropriate distributional groups or incremental ranges.
4.03 statement
(6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
4.03 statement
(7) Any amounts drawn on any credit enhancement or other support identified in Item 1114 of Regulation AB, as applicable, and the amount of coverage remaining under any such enhancement, if known and applicable.
4.03 statement
(8) Number and amount of pool assets at the beginning and ending of each period, and updated pool composition information, such as weighted average coupon, weighted average life, weighted average remaining term, pool factors and prepayment amounts.
4.03 statement
 
Updated pool composition information fields to be as specified by Depositor from time to time
(9) Delinquency and loss information for the period.
 
In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets.
4.03 statement.
 
 
Form 10-D report: Depositor
(10) Information on the amount, terms and general purpose of any advances made or reimbursed during the period, including the general use of funds advanced and the general source of funds for reimbursements.
4.03 statement
(11) Any material modifications, extensions or waivers to pool asset terms, fees, penalties or payments during the distribution period or that have cumulatively become material over time.
4.03 statement
(12) Material breaches of pool asset representations or warranties or transaction covenants.
Form 10-D report: Trustee
(13) Information on ratio, coverage or other tests used for determining any early amortization, liquidation or other performance trigger and whether the trigger was met.
4.03 statement
(14) Information regarding any new issuance of asset-backed securities backed by the same asset pool,
[information regarding] any pool asset changes (other than in connection with a pool asset converting into cash in accordance with its terms), such as additions or removals in connection with a prefunding or revolving period and pool asset substitutions and repurchases (and purchase rates, if applicable), and cash flows available for future purchases, such as the balances of any prefunding or revolving accounts, if applicable.
Disclose any material changes in the solicitation, credit-granting, underwriting, origination, acquisition or pool selection criteria or procedures, as applicable, used to originate, acquire or select the new pool assets.
Form 10-D report: Depositor
 
Form 10-D report: Depositor
 
 
 
 
Form 10-D report: Depositor
Item 1121(b) - Pre-Funding or Revolving Period Information
Updated pool information as required under Item 1121(b).
Depositor
2
Legal Proceedings
 
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Certificateholders, including proceedings known to be contemplated by governmental authorities:
Seller
Depositor
Trustee
Issuing entity
Servicer
Originator
Custodian
 
 
 
Seller
Depositor
Trustee
Depositor
Servicer
Originator
Custodian
3
Sales of Securities and Use of Proceeds
 
Information from Item 2(a) of Part II of Form 10-Q:
 
With respect to any sale of securities by the sponsor, depositor or issuing entity, that are backed by the same asset pool or are otherwise issued by the issuing entity, whether or not registered, provide the sales and use of proceeds information in Item 701 of Regulation S-K. Pricing information can be omitted if securities were not registered.
 
 
 
Depositor
4
Defaults Upon Senior Securities
 
Information from Item 3 of Part II of Form 10-Q:
 
Report the occurrence of any Event of Default (after expiration of any grace period and provision of any required notice)
 
 
 
Trustee
5
Submission of Matters to a Vote of Security Holders
 
Information from Item 4 of Part II of Form 10-Q
Trustee
6
Significant Obligors of Pool Assets
 
Item 1112(b) - Significant Obligor Financial Information*
Depositor
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Item.
 
7
Significant Enhancement Provider Information
 
Item 1114(b)(2) - Credit Enhancement Provider Financial Information*
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
Trustee
Depositor
Item 1115(b) - Derivative Counterparty Financial Information*
Determining current maximum probable exposure
Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
Trustee
Trustee
Depositor
*This information need only be reported on the Form 10-D for the distribution period in which updated information is required pursuant to the Items.
 
8
Other Information
 
Disclose any information required to be reported on Form 8-K during the period covered by the Form 10-D but not reported
The Responsible Party for the applicable Form 8-K item as indicated below
9
Exhibits
 
Distribution report
Trustee
Exhibits required by Item 601 of Regulation S-K, such as material agreements
Depositor
8-K
Must be filed within four business days of an event reportable on Form 8-K.
1.01
Entry into a Material Definitive Agreement
 
Disclosure is required regarding entry into or amendment of any definitive agreement that is material to the securitization, even if depositor is not a party.
Examples: servicing agreement, custodial agreement.
Note: disclosure not required as to definitive agreements that are fully disclosed in the prospectus
Depositor
1.02
Termination of a Material Definitive Agreement
 
Disclosure is required regarding termination of any definitive agreement that is material to the securitization (other than expiration in accordance with its terms), even if depositor is not a party.
Examples: servicing agreement, custodial agreement.
Depositor
1.03
Bankruptcy or Receivership
 
Disclosure is required regarding the bankruptcy or receivership, if known to the Servicer, with respect to any of the following:
Sponsor (Seller), Depositor, Servicer, Trustee, Cap Provider, Custodian
Depositor
2.04
Triggering Events that Accelerate or Increase a Direct Financial Obligation or an Obligation under an Off-Balance Sheet Arrangement
 
Includes an early amortization, performance trigger or other event, including event of default, that would materially alter the payment priority/distribution of cash flows/amortization schedule.
Disclosure will be made of events other than waterfall triggers which are disclosed in the 4.03 statement
Trustee
3.03
Material Modification to Rights of Security Holders
 
Disclosure is required of any material modification to documents defining the rights of Certificateholders, including the Pooling and Servicing Agreement
Trustee
5.03
Amendments to Articles of Incorporation or Bylaws; Change in Fiscal Year
 
Disclosure is required of any amendment “to the governing documents of the issuing entity”
Depositor
5.06
Change in Shell Company Status
 
[Not applicable to ABS issuers]
Depositor
6.01
ABS Informational and Computational Material
 
[Not included in reports to be filed under Section 4.07]
Depositor
6.02
Change of Servicer or Trustee
 
Requires disclosure of any removal, replacement, substitution or addition of any servicer, affiliated servicer, other servicer servicing 10% or more of pool assets at time of report, other material servicers, certificate administrator or trustee. Reg AB disclosure about any new servicer or trustee is also required.
Trustee or Servicer
6.03
Change in Credit Enhancement or Other External Support
 
Covers termination of any enhancement in manner other than by its terms, the addition of an enhancement, or a material change in the enhancement provided. Applies to external credit enhancements as well as derivatives. Reg AB disclosure about any new enhancement provider is also required.
Depositor or Trustee
6.04
Failure to Make a Required Distribution
Trustee
6.05
Securities Act Updating Disclosure
 
If any material pool characteristic differs by 5% or more at the time of issuance of the securities from the description in the final prospectus, provide updated Reg AB disclosure about the actual asset pool.
Depositor
If there are any new servicers or originators required to be disclosed under Regulation AB as a result of the foregoing, provide the information called for in Items 1108 and 1110 respectively.
Depositor
7.01
Regulation FD Disclosure
Depositor
8.01
Other Events
 
Any event, with respect to which information is not otherwise called for in Form 8-K, that the registrant deems of importance to security holders.
Depositor
9.01
Financial Statements and Exhibits
The Responsible Party applicable to reportable event
10-K
Must be filed within 90 days of the fiscal year end for the registrant.
9B
Other Information
 
Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported
The Responsible Party for the applicable Form 8-K item as indicated above
15
Exhibits and Financial Statement Schedules
 
Item 1112(b) - Significant Obligor Financial Information
N/A
Item 1114(b)(2) - Credit Enhancement Provider Financial Information
Determining applicable disclosure threshold
Obtaining required financial information or effecting incorporation by reference
 
Trustee
Depositor
Item 1115(b) - Derivative Counterparty Financial Information
Determining current maximum probable exposure
Determining current significance percentage
Obtaining required financial information or effecting incorporation by reference
 
Trustee
Trustee
Depositor
Item 1119 - Affiliations and relationships between the following entities, or their respective affiliates, that are material to Certificateholders:
Seller
Depositor
Trustee
Issuing entity
Servicer
Originator
Custodian
Credit Enhancer/Support Provider, if any
Significant Obligor, if any
 
 
Seller
Depositor
Trustee
Issuing entity
Servicer
Originator
Custodian
Depositor
Depositor
Item 1122 - Assessment of Compliance with Servicing Criteria
Each Party participating in the servicing function
Item 1123 -Servicer Compliance Statement
Servicer

 

EXHIBIT U

ADDITIONAL DISCLOSURE NOTIFICATION


Wells Fargo Bank, N.A., as Trustee
9062 Old Annapolis Road
Columbia, Maryland 21045
Attn: Corporate Trust Services- [DEAL NAME]—SEC REPORT PROCESSING

RE: **Additional Form [10-D][10-K][8-K] Disclosure** Required


Ladies and Gentlemen:
 
In accordance with Section [ ] of the Pooling and Servicing Agreement dated as of April 1, 2007 (the “Agreement”) among the Depositor, Option One Mortgage Corporation, as servicer (the “Servicer”), and Wells Fargo Bank, N. A., a national banking association, as Trustee (the “Trustee), the undersigned, as [ ], hereby notifies you that certain events have come to our attention that [will] [may] need to be disclosed on Form [10-D][10-K][8-K].
 
Description of Additional Form [10-D][10-K][8-K] Disclosure:
 

 

 

 
List of any Attachments hereto to be included in the Additional Form [10-D][10-K][8-K] Disclosure:
 

 

 

 
Any inquiries related to this notification should be directed to [                                                 ], phone number: [                                                              ]; email address: [                                                      ].
 
 
[NAME OF PARTY],
as [role]
 
 
By:  
Name:  
Title:  
 
 

 

SCHEDULE I
 
PREPAYMENT CHARGE SCHEDULE
 
(Available Upon Request)



Dates Referenced Herein   and   Documents Incorporated by Reference

This ‘8-K’ Filing    Date    Other Filings
5/25/37
6/25/13
5/25/13
4/25/13
3/25/13
2/25/13
1/25/13
12/25/12
11/25/12
10/25/12
9/25/12
8/25/12
7/25/12
6/25/12
5/25/12
4/25/12
3/25/12
2/25/12
1/25/12
12/25/11
11/25/11
10/25/11
9/25/11
8/25/11
7/25/11
6/25/11
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Filed on:5/18/07
For Period End:4/27/07
4/19/078-K,  FWP
4/1/07
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11/26/03
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